The tech sector dominated single stock option volumes today.
- AMAT – Largest single stock print of the day (excluding ex-div trades) was the Apr 12 calls in AMAT, as someone sold 64k at 0.42 to open.
- MSFT – Someone bought 14k of the Feb 28 calls this morning for 0.28, when the stock was up, but stock closed down around 1% by the close, hovering near 2 month support.
- INTC – The Jan 21 puts traded over 60k on the day, mostly buying this morning around 0.20 (38k traded there around 10am).
- NOK – Stock was up almost 20% after the announcement that they had sold more Lumia phones than expected. Over five times the average option volume. Interestingly, more put volume than call volume. Altogether around 40K puts traded on the Jan19 4.5 line, 35K puts on the Feb 4 line, and 50K+ puts on the April 4.5 line.
- FB – Largest print was buyer of the Jan 19th expiry 30 puts, paying 0.36 for 15k. The Jan 19th expiry 30 and 31 call lines were most active. Call to put ratio closed 1.80.
- YHOO – Stock has struggled so far in 2013, down 6% from its highs last week. Trader bought 10k of the Jul 17 puts for 0.66 to open.
- IWM – Big position roll. Trader sold to close Mar 80 / 72 / 68 shark fin, 50k x 75k x 25k, and bought 50k of Mar 85 / 80 / 75 put fly for 0.62.
- VIX – Someone rolled the Feb 25/32 1×2 call spread to the Mar 25 / 32 1×2 call spread, 25K times.
- EXPR – Another big day in options with over 11K trading versus an average of 2K. Most trading in the Jan and Feb 15 calls. IV30 is up almost 14 points today to levels usually only seen before earnings. They present at ICR on January 17th.
- AAPL – Weekly 525 and 520 calls most active. Call to put ratio ends around 1.25.