Dynegy Inc. (DYN) is trading down .39 to 19.95.? DYN is trading just off of three-month highs.
A call seller hit the bid and sold 5,000 DYN Jun 20 calls for 1.60.? Open interest is 5,197 contracts on the strike.? The implied volatility is up slightly in the Jun options. The trade looks to be closing paper taking profits after the long run up in DYN.
30-day implied volatility is 29%.? ?10-day implied volatility is 15%.? 30-day implied volatility is trading just over the 10 day historical volatility.?
Dynegy Inc. (Dynegy) is a holding company. Its primary business is the production and sale of electric energy, capacity and ancillary services from the fleet of 16 operating power plants in six states totaling approximately 11,600 megawatts of generating capacity.