Today paper traded 1500 HRB Nov 32 calls for 0.35, which looks like a long call holder taking a loss with HRB down big on the day.
Puts roll in XOP
Shares of SPDR S&P Oil and Gas Explorer ETF (XOP) are down 1.15 today to 64.37.? XOP is near the bottom of the 52 week range.
Today paper traded 1700 Oct 68/Nov 66 PUTS FOR .43.?
- The ADV is 34943 contracts.?
- The OI is 6000+ and 983 contracts.
Volume went up in two blocks.? The trade appears to be a roll down from the Oct 68 puts to that are bit more out of the money.? The customer is closing the Oct 68 puts and jumping into the Nov 66 puts.? IV in XOP is at year highs.
- 30-day implied volatility is 34%.? ?
- 10-day implied volatility is 29%.?
- 30 day implied volatility is trading above the 10 day realized volatility
SPDR S&P Oil & Gas Exploration & Production ETF (the Fund) seeks to replicate as closely as possible the total return performance of the S&P Oil & Gas Exploration & Production Select Industry Index.
Calls trade in HRB- long call trader giving up
Shares of H and R Block Inc. (HRB) are down 2.04 to 29.62.? HRB is near the middle of the 52 week range.
Today paper traded 1500 HRB Nov 32 calls at .35.?
- The ADV is 5424 contracts.?
- The OI is 15347 contracts.
Volume went up in 1 block.? The trade is most likely a long call holder taking a loss with HRB down 2.02 today.? The IV is up fractionally today as the big move is pushing up IV.? It is possible that the Nov 32 call seller is adding to a position so check the OI tomorrow.
- 30-day implied volatility is 29%. ?
- 10-day implied volatility is 24%.?
- 30 day implied volatility is trading above the 10 day realized volatility
H&R Block, Inc. (H&R Block) through its subsidiaries provides tax preparation and banking services. The Company’s Tax Services segment provides assisted income tax return preparation, digital tax solutions and other services and products related to income tax return preparation to the general public primarily in the United States and its territories, Canada and Australia.
Puts trade in XLP- short term put trader closing
Shares of Consumer Staples Select (XLP) are down .16 today to 45.27.? XLP is near a 52 week high.
Today paper traded 20000 XLP Oct 10 Weekly 44.5 puts at .06.?
- The ADV is 9177.?
- The OI is 20086 contracts.
Volume went up in one block.? The trade is most likely closing the Oct 10 44.5 Weekly puts.? There was substantial volume trading through the offer on the Oct ordinary 45 puts on various exchanges that added up to 20000 contracts but the trade did not go up marked as spread.? This is most likely a roll but why they split up the order is a mystery.
- 30-day implied volatility is 11.5%.? ?
- 10-day implied volatility is 13%.?
- 30 day implied volatility is trading below the 10 day realized volatility
Consumer Staples Select Sector SPDR Fund (the Fund) seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of publicly traded equity securities of companies in The Consumer Staples Select Sector Index (the Index)