Very little activity in single stock options outside of the usual suspects.
- HPQ – Buying of the Sept 25 puts continued. Today, 40k traded at an average price of $1.42. Prior to today, open interest in this line had increased from 10k to 60k since July 26th, so open interest should be near 100k by tomorrow (10 million shares worth).
- FB – Call to put ratio a bit more subdued today, around 2.1 by the close, as FB stock reversed after briefly peaking above $38. The Oct 37 calls were the most active line outside of August, trading around 15k at $2.88 average price, mostly selling this morning.
- DELL – Stock hit its lowest level since January today. Implied vol was higher across maturities as options trades were mostly buyer initiated. The August 13 calls traded over 35k at an average price of $0.27.
- AAPL – Call to put ratio around the 1 month average, at 1.55. Weekly 455 and 460 calls both traded over 35k.
- F – The Jan14 18/19 call spread traded over 20k for around 0.29 this afternoon, possibly rolling down the call position.