Over 8k AEP Dec 65 calls traded today for 0.15.?The call volume on the strike is well over 13000 with buyers bidding .15.

Calls trade in AEP- upside call buyers

AEP

Shares of American Electric Power Company (AEP) are up 1.20 to 57.96 today.? AEP is making a 52 week high.

Today paper traded 8062 AEP Dec 65 calls for .15.?

  • The ADV is 986 contracts.
  • The OI is 0 contracts.

Volume went up in 1 giant block. The call volume on the strike is well over 13000 with buyers bidding .15.? There is some paper paying .20 but for the most part all the calls traded .15 on an initial .05-.15 market.

  • 30-day implied volatility is 18%. ?
  • 10-day implied volatility is 15%.
  • 30 day implied volatility is trading above the 10 day realized volatility

American Electric Power Company, Inc. (AEP) is a utility holding company that owns, directly or indirectly, all of the outstanding common stock of its public utility subsidiaries and varying percentages of other subsidiaries.

 

Call buyers in ETR- upside call buyers

ETR

Shares of Entergy Corp (ETR) are up 1.54 to 83.61.? ETR is making a 52 week high.

Today paper traded 5714 ETR Dec 87.5 calls for .60.?

  • The ADV is 400.
  • The OI is 15 contracts.

Volume went up in 1 block.? The trade is a large call buyer with extra volume trading at slightly higher prices.? Volatility is pushing up in here with more buyers jumping into the Xmas rally in Dec.

  • 30-day implied volatility is 19%.
  • 10-day implied volatility is 7%.
  • 30 day implied volatility is trading above the 10 day realized volatility

Entergy Corporation (Entergy) is an integrated energy company engaged primarily in electric power production and retail distribution operations. It owns and operates power plants with approximately 30,000 megawatts of electric generating capacity, including more than 10,000 megawatts of nuclear power. Entergy delivers electricity to 2.8 million utility customers in Arkansas, Louisiana, Mississippi and Texas.

 

Calls roll in DPS- call holder rolling up and out

DPS

http://www.google.com/finance?q=dps&ei=bnpSVNibCaumsQeMuYDoDQ

Shares of Dr. Pepper Snapple Group (DPS) are up 1.12 to 68.84 today. ?DPS is near the top of the 52 week range.

Today paper traded 1980/2160 DPS Nov 70/Dec 75 call spreads for .05.?

  • The ADV is 1028 contracts.
  • The OI is 11812 and 224 contracts.

Volume went up 2 large blocks.? The trade looks like a buyer rolling out of a nice call purchase when DPS was at lower levels near term and is taking house money and rolling higher.? There appears to be a substantial amount of OI left to roll.? The IV is up in Dec overall with the call buying today.

  • 30 Day Realized Volatility is 22%.
  • 10 Day Implied Volatility is 19%.
  • 30 Day IV is trading above the 10 day realized volatility

Dr Pepper Snapple Group, Inc. (DPS) is an integrated brand owner, manufacturer and distributor of non-alcoholic beverages in the United States, Canada and Mexico with a diverse portfolio of flavored (non-cola) carbonated soft drinks (CSDs) and non-carbonated beverages (NCBs), including ready-to-drink teas, juices, juice drinks and mixers. The Company operates in three segments: Beverage Concentrates, Packaged Beverages and Latin America Beverages. The Company primarily serves two groups of customers: bottlers and distributors and retailers.