457,900 VIX Oct 19 calls traded today for 0.86 in one large block. ?The calls traded out of sequence and through the offer at the time. ?There is a jump in the option implied volatility in the VIX today by 3 points.?

Calls trade ARP- upside call buying

ARP

Shares of Atlas Resource Partners, LP (ARP) are up .59 to 19.65.? The stock is in the middle of the 52 week range.

Today paper traded 110 ARP Oct 20 calls for .15. ?

The ADV is 712 contracts.?

The OI is 432.

Volume went up in block.? The trade jumped to over 1000 contracts on the strike with some volume trading as high as .20.? There is trade in the Nov 20 strike to with most contracts buying.? IV in Oct is up 22 points as ARP is making a giant move up.

  • 30-day implied volatility is 23%.
  • 10-day implied volatility is 20%.
  • 30 day implied volatility is trading above the 10 realized volatility.

Atlas Resource Partners, L.P. (Atlas Resource Partners), is an independent developer and producer of natural gas, crude oil and natural gas liquids (NGL), with operations in basins across the United States.

 

Calls trading in AN- possible newsletter buying

AN

Shares of AutoNation, Inc. (AN) are up .31 to 50.77 today. AN is trading at the lower end of the 52 week range.

Today paper traded 480 AN Oct 52.5 calls for .35.?

  • The ADV is 471 contracts.
  • The OI is 419

Volume went up in one block.? This trade on the strike is well over 6000 contracts with IV spiking up 6 points.? The smaller volumes have the look of a newsletter trade with increasing prices steadily throughout the day.? The paper is looking for a jump in AN.

  • 30-day implied volatility is 25%. ?
  • 10-day implied volatility is 21%.
  • 30 day implied volatility is trading above the 10 realized volatility

AutoNation, Inc. (AutoNation) is an automotive retailer in the United States. As of December 31, 2011, the Company had three operating segments: Domestic, Import, and Premium Luxury.

 

Calls trade in VIX- giant call trade

VIX image

The CBOE Volatility Index is up 1.01 to 15.86 today. ?VIX is in the middle of the 52 week range.

Today paper traded 457900 VIX Oct 19 calls for .86.?

  • The ADV is 547k contracts.
  • The OI is 223k.

Volume went up in one large block.? The calls traded out of sequence and through the offer at the time.? There is a jump in the option implied volatility in the VIX today by 3 points. Additional calls traded on the strike in large blocks as well.

  • 30-day implied volatility is 94%.
  • 10-day implied volatility is 151%.
  • 30 day implied volatility is trading below the 10 day realized volatility

The CBOE Volatility Index is an index based on the implied volatility of the S&P 500 options with a 30 day duration.