Still a macro driven market as the majority of options trading taking place in SPY, VIX, and other ETFs.
- SPY – Stock volumes were lower than average, but option volumes were above the 1 month average. August 165 puts were the most active line outside of the weeklies.
- VIX – 20 day average call to put ratio is 1.4, but was actually below 1 today (a rare occurrence), at 0.6. July 14, July 15, and August 14 puts were the most active lines.
- AAPL – Stock has rallied almost 10% from its low at June month end. Weekly 430 and 425 calls were the most active lines.
- NOK – August 4.5 puts traded over 20k, mostly buying this morning at 0.53. Stock is up 20% in the past month. Reports earnings on July 18th.
- GRPN – July 8 and July 8.5 puts trade 35k and 24k respectively, both buying to open, both between 1 and 2pm in the afternoon. Large size for the stock, and only 6 trading days left until expiry.