Calls Trade In SIAL
Shares of the Sigma-Aldrich Corp (SIAL) are up .44 to 93.84 today. SIAL is near the top of the 52 week range.
Today paper traded 300 SIAL Oct 100 calls for 1.50.? The ADV is 393 contracts.? The OI is 875 contracts.
The volume went up in two blocks.? The trade appears to be a larger seller with the buyers coming in to lift the posted offer.? This is most likely a continuation of the OI that is posted. The IV is in the lower end of the range.? The sellers left the standing offers at 1.50 and then 1.55 to get filled with over 1000 trading on the day.
30-day implied volatility is 15%.?? 10-day implied volatility is 10%.? 30 day implied volatility is trading above the 10 Day Historical volatility.
Sigma-Aldrich Corporation is a life science and high technology company. The Company develops, manufactures, purchases and distributes the range of chemicals, biochemicals and equipment available globally and also provides global biopharmaceutical testing services.