Shares of Yahoo Inc. (YHOO) are up .25 to 22.95 today.? YHOO is setting a 52-week high today.
Today 7,500 of the YHOO Jan 2014 17 put/ 25 call risk reversals traded for .99, in which where the buyer put out money.? The average contract volume is over 61k contracts per day in the name.? Open Interest is over 80000 contracts on both strikes.? The implied volatility is down .4 in Jan 2014
The trade could be closing a collar with the large open interest as YHOO has rallied from the mid-teens.?
30-day implied volatility is 26%.? 10-day implied volatility is 29%.? 30 day implied volatility is trading below the 10 day historical volatility.
Yahoo! Inc. (YHOO) is a digital media company.