AAPL was the most active single stock options name by a long shot, but social media names were active as well.
- AAPL – 6 of the top 10 lines today were in AAPL. Weekly 450 and 460 calls were the most active. Call to put ratio was 1.55 to 1. 1 month implied vol was down about 4 points as the shareholder event passed with no fireworks.
- GRPN – Active call volume ahead of earnings, with the weekly 7 calls trading 37k, and the weekly 6.5, Mar15th expiry 7, and weekly 6 calls all trading over 15k. Stock down 26% in the after-market after a bad miss. Options were implying a 17% move.
- FB – Stock hit its lowest level since Dec 31st, though it held its 2012 closing level of 26.62 (daily low was 26.63). The Mar15th 29 calls traded almost 25k on the day, at an avg. price of 0.17, and the weekly 27 calls traded over 20k.
- ZNGA – The weekly and Mar15th expiry 3.5 calls both traded over 10k. Stock is up 50% in 2013 on hopes of a change in gambling laws.
- PCS – Buyer of the Mar15th 11 calls, 15k on the day for around 0.08, and a buyer of the Apr 12/13 call spread for 0.09, 10k times.
- SD – Interesting 3-way structure. Someone bought 7500 of the Mar 6 puts for 0.63, sold 15k of the Apr 5 put at 0.35, and 7k of the Jan14 10 call for 0.31
- LMT – Trader sold 10k of the Mar 95 calls at 0.15, and bought 3k of the Apr 92.5 calls for 1.1850
- DELL – Trader bought 10k of the Jan14 13 calls, and sold 10k of the Mar 14 calls, paid 1.24 net
- EWW – Buyer of 15k of the Apr 72 calls for an avg. price of 1.0267. Mexico has been a laggard this year.
- GOOG – Call to put ratio was about even again. The weekly 800, 805, and 810 calls were most active.