Staples and health care were the clear leaders again today, and option volumes light.
- VOD – Stock closed up 4% with a big intraday range after chatter about a potential bid from AT&T and Verizon. The Jul 27/30 call spread traded 25k at around 1.57.
- PCS – May 9 calls traded more than 20k at an average price of 2.25, likely to close based on open interest.
- MPEL – Looks like someone rolling their long Apr 23 calls, about 20k, out to the May 24 calls, paying 0.10 for the privilege. Stock has more than doubled in 7 months.
- BAC – Buyer of around 15k of the Jan14 15 calls right after the open, for about a 0.46 average price.
- MS – May 22 / 21 put spread was sold at 0.42, rolling from the May 22 put to the May 21 put, 21,700 times.
- OXY – Trader bought 4,100 of the May 80 calls for 3.15. OXY closed up 2% in a generally weak tape for energy stocks today.
- TSLA – More than 5x normal volume after yesterday’s ramp. Mostly calls trade, with the most notable the Jan14 50 calls, where vol was up almost 2 points.
- GNW – Almost 20k of the Apr 10 calls trade, looks like closing, avg. price of 0.215
- SNE – May 20 calls trade over 25k, seller to open at 0.10, which is a bizarre option to sell.
- AAPL – Call to put ratio down to 1.15 today, near the lows of the past few weeks. Weekly 430 puts the most active line, almost 35k.