Noteworthy put activity in the iShares 7 to 10 year Treasury ETF. With shares flat at $104.48, a 10000-lot of Jan 105 puts on IEF trades for $2.50 per contract when the market was $2.35 to $2.50. 10 year Treasurys and IEF have displayed remarkable resilience in the face of a barrage of stronger-than-expected numbers [...]
Second day of interest in Sep 22 puts on the Wisdom Tree India Earnings fund. A 10000-lot was apparently bought-to-open yesterday for 27 cents. The ETF is down 6 cents to $22.73 today and it looks like 22.5 cents is being paid, 10000X, to repeat from yesterday. If so, the two days of interest is [...]
Noteworthy three-way spead in the Emerging Markets ETF. With shares up 15 cents to $45.23, the investor sells Nov 42 puts and buys the Nov 46 – 47 call spread, paying even money, 29411X. The opening position is not tied to stock and seems to be expressing confidence that EEM will trade to $47 or [...]
Early call buying in the Germany ETF. Shares are up 19 cents to $29.30 on a day of gains across most of Europe’s equity markets and an investor bought a 13000-lot of Jan 31 calls on EWG for 56 cents per contract, outright. It opens a new position.
Massive upside call block in Alerian Master Partnership ETN. Buyer paid 75c for 25K March 55 calls on the PHLX as shares traded near $53.46. Traded outright and will create the largest block of open interest in the product. AMJ will trade ex-div (58.3cents) tomorrow, but these out-of-the-money calls appear unrelated to the event. AMJ [...]
IShares Tawain ETF attracts increased put activity. With shares flat at $16.32, 12,220 Sep 16s on the ETF trade on PHLX for 14 cents when the market was 11 to 15 cents. 20,000 traded total against 360 in open interest. Oct 16 puts have traded 2,299 contracts against 470 in open interest. EWT is up [...]
Noteworthy print in the financials. With XLF up 19 cents to $23.13, a 40000-lot of Dec 24 calls on the ETF is bought for 34 cents per contract, to open.
Longer-term premium seller in the iShares Japan Fund. EWJ is up nickel to $12 per share and the investor sold 25,000 Jan2016 12 calls on the ETF at 90 cents and 25,000 Jan2016 13 calls at 52 cents. They also bought 2.26 million shares for $12.02 and the new position seems to be expressing the [...]
Put spreads on SPDR 500 Trust. Shares are up 72 cents to $199.64 and setting new record highs. The ETF is now within striking distance of $200 per share as the S&P 500 adds 7.41 points to 1993.92. On the options front, a Quarterly Dec 178 – 195 put spread was bought on SPY this [...]
Four-way spread in the SPDR Retail ETF appears to be a position adjustment. With shares up 16 cents to $87.21 on the day, the investor sells the Sep 80 – 85 (2X1) put ratio spread, 10000X (probably closing) and buys the Sep 82 – 87 (2X1) put ratio spread, 10000X (to open). 38 cents was [...]