Single stock options volumes were quite low yesterday despite the intraday volatility.
- FB – Call to put ratio once again above 2, at 2.5 by the close (has averaged 2.3 for the past month). Oct19th 52.5 calls traded around 30k at an average price of 1.46.
- BAC – Jan14 12 puts traded over 20k at an average price of 0.205. Almost 250k of open interest on that line.
- PSX – Seller to open of 20k of the May14 57.5 puts at 5.825. Break-even is around $51.5. PSX has not traded below that level since January of 2013.
- GM – Seller of 14k of the Jan14 39 calls at 0.99. GM closed right at its 50 day ma.
- SD – Mar14 6 puts traded 75k at 0.94 in the morning. This is the same line that someone sold 100k at 0.97 to open on Sept. 26th.