Airline stocks were the clear beneficiary of the washout in crude oil yesterday, as detailed in this space highlighting a large bullish roll up and out that took place in Delta (DAL) calls (here): There was …
Continue readingLUV
CBS – it looked like a trader closed the March 62.5 calls in CBS, 20,000+ at an average price of 94c or so. Dan pointed out some call buying back in Feb here: http://www.riskreversal.com/2015/02/12/wednesdays-notable-options-activity-cbs-dltr-nav-wmb/ I …
Continue reading
Realized volatility remains elevated in the S&P 500 index, as it has moved more than 0.5% in either direction on 10 of the last 12 days. 1. YHOO – YHOO gapped higher after a strong earnings …
Continue reading