Here is some generally directional, untied options activity that caught my eye during Wednesdays trading: 1. AIG – saw a very large bullish roll when the stock was $55.28 a trader sold to close 43,000 Jan16 …
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The S&P 500 index yesterday had its tightest range and lowest volume since the last week of August. The bond market holiday for Veterans’ Day certainly contributed to the quiet session. 1. DXJ – Large call …
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Event: QCOM reports its fiscal Q4 earnings tomorrow after the close. The options market is implying about a 3.5% one day move, which is below the 4 and 8 quarter average of about 4.25%. Sentiment: Wall Street analysts have …
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Event: BA reports Q3 earnings tomorrow, Oct 22nd, before the open The options market is implying about a 2.5% one day move, which is below both the 4 qtr avg move of 3.75%, and the 8 qtr avg …
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Event: YHOO reports Q3 earnings tomorrow, Oct 21st after the close. The options market is implying about a 5.25% one day move, which is in line with the 4 qtr avg move of 5.25%, and the 8 qtr avg of …
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The CBOE composite put/call ratio closed at a 5 year high in the scramble for put protection: The S&P 500, Nasdaq composite, and DJIA all closed below their 200 day moving averages yesterday. 1. SPY …
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YHOO options have been very active in the past 2 weeks as speculation surrounding the Alibaba IPO has reached a fever pitch. We discussed a couple of weeks ago the way implied volatility moved as …
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Commodity stocks were active as the entire commodity complex got hit hard yesterday as the U.S. dollar made new 1 year highs vs. a number of currencies. YHOO was also very active after the initial …
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Three of the tech leaders on Friday, FB, YHOO, and MSFT, were also the stocks with the most active options. The CBOE composite put/call ratio closed above 1 for the second time last week as …
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Here is a quick recap of all of the trades that we initiated, closed, managed, expired and considered (Name That Trades) in the week that was Sept 2nd – Sept 5th:
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