Single stock options were focused on October expiry, with macro ETFs much of the rest of the volume. GE – The Oct 25 calls traded over 40k at an average price of 0.10. GE reports this …
Continue readingEEM
Single stock options blocks ruled the unusual activity on what was a volatile session in the morning, only to spend the afternoon praying for the weekend to come. AAPL: the three most actively traded single …
Continue reading
Single stocks ruled the large options block trades today, on what was a generally sideways day. JCP : stock is up more than 10% this week, the options flow has been fairly mixed but heavy. In …
Continue reading
Slow creep up all day, at times it felt like watching paint dry, but there were a few large options trades of interest: EWJ: large roll in the 11 strike puts, a trader Sells 50k Sept …
Continue reading
Quiet volumes in stock and options after the long holiday weekend, and despite the opening gap higher of nearly 1%. TSLA – Looked like a closing seller of some fairly long dated puts today. A …
Continue reading
Macro hedges dominated options activity. SPY – Customer rolled down Sept 169 puts (selling almost 50k), into the Sept 164/156 and the Oct 164/156 put spreads (bought almost 50k of each). VIX – Call to put ratio …
Continue reading
Quiet option volumes in single stocks as the focus was on the macro situation. EEM – Buyer of 104k of the Dec 35/27 put spread paying 0.78. EEM fell back below its 50 day moving average …
Continue reading
A theme that looks obvious in hindsight (as all themes do) is the outperformance of the U.S. vs. emerging markets in 2013. SPY is up almost 20% in 2013, while EEM is down more than …
Continue reading
Options volumes were dominated by hedging activity. The CBOE put/call ratio rose to a 1 year high. Here is the 2 year chart: Single stock option volumes were relatively quiet compared to ETFs. SPY – Very …
Continue reading
With the second consecutive down day nearing 1%, the options flow seemed fairly mixed btwn single stock, etf and index names. TLT – at the very end of the trading day, as the SPX was on …
Continue reading