Very light option volumes in both indices and single stocks. A few standouts:
- XLF – The Oct 20 / 19 put spread traded for around 0.35, 115k times, in what looks like a seller to close as XLF was down about 5% from its July high.
- F – The Nov 18 calls traded 25k times at 0.22 this afternoon. Ford has not traded above $18 since early 2011.
- INTC – Seller of the Oct 20 / 19 put spread for more than 20k at around 0.08. INTC last traded below 20 for only a few days in the fall of 2012.
- BBY – Stock made a new 2.5 year high after a strong earnings report. Sept 34 and 32 calls were the most active lines, and the call to put ratio ended at over 2 to 1.
- NTAP – Buyer of 11k of the March 44 calls for 2.45 to open. NTAP high this year is around 43.