Size call buyers hit up the Jan 2015 17 calls today in AXL. The total volume is 7777 today with the buyers pretty much lifting the offer.?
Puts trade in XLP- possible put close here
Shares of Consumer Staples Select (XLP) are up .43 to 45.82.? XLP is near the top of the 52 week range.
Today paper traded 5000 XLP Oct 45 puts for .14.?
- The ADV is 9288 contracts.
- The OI is 20941 contracts.
Volume went up in 1 large block.? The trade looks like a close of some early sold puts going by the open interest.? There are still more to cover it appears.? 2000 of the puts went up for .14 as well on another exchange.? UA highlighted this successful roller before on Oct 6th.
- 30-day implied volatility is 12%. ?
- 10-day implied volatility is 12%.
- 30 day implied volatility is trading at 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).
Call roller in RICE- close to open roll
Shares of RICE Energy Inc (RICE) are down 22.60.? RICE is near the bottom of the 52 week range.
Today paper traded 8000 RICE Nov/Jan 25 call spreads for .85.?
- The ADV is 2739 contracts.
- The OI is 8055 and 79 contracts.
Volume went up in 2 blocks.? The trade has the Nov calls closing and moving into the Jan 25 calls.? This is a long call roll where the client does not look like they have been successful yet.? At this point they are trying to maintain the long position near the bottom of the 52 week range.
- 30-day implied volatility is 58%. ?
- 10-day implied volatility is 31%.
- 30 day implied volatility is trading below the 10 day realized volatility
Rice Energy Inc. (Rice Energy) is an independent natural gas and oil company. The Company is engaged in the acquisition, exploration and development of natural gas and oil properties in the Appalachian Basin.
Puts trade in AES- looks like multiple closings
Shares of AES Corp. (AES) are down .16 to 13.30.? AES is trading near the bottom of the 52 week range.
Today paper traded 409 AES Nov 14 puts for 1.00.?
- The ADV is 536 contracts.
- The OI is 5539 contracts.
Volume went up in 1 block.? The total volume on this strike is over 3500 contracts with earlier paper paying .85 through the offer.? This appears to be a panic closing in this name this morning.? Size paper is trading on the Oct 15 puts AES recently fell from the 14+ level and this trader is getting out.
- 30-day implied volatility is 29%. ?
- 10-day implied volatility is 22%.
- 30 day implied volatility is trading above the 10 day realized volatility
The AES Corporation (AES) is a diversified power generation and utility company. The Company organized into six market-oriented Strategic Business Units (SBUs): the United States, Andes (Chile, Colombia, and Argentina), Brazil, MCAC (Mexico, Central America and Caribbean), EMEA (Europe, Middle East and Africa), and Asia.
Calls trade in AXL- size call buyers
Shares of American Axle and Manufacturing (AXL) are down .10 to 16.55 today.? AXL is trading near the bottom of the 52 week range.
Today paper traded 6236 AXL Jan 2015 17 calls for 1.15.?
- The ADV is 1764 contracts.
- The OI is 2136 contracts.
Volume went up in 1 block.? The total volume is 7777 today with the buyers pretty much lifting the offer.? The vol jumped 3 points in Jan as mostly buyers step in. There was some selling on the 16 strike but none of the volume went up marked spread.? The trader looks like they are putting on an aggressive long.
- 30-day implied volatility is 41%. ?
- 10-day implied volatility is 32%.
- 30 day implied volatility is trading above the 10 day realized volatility
American Axle & Manufacturing Holdings, Inc. (AAM) manufactures, engineers, designs and validates driveline and drivetrain systems and related components and chassis modules for light trucks, sport utility vehicles (SUVs), passenger cars, crossover vehicles and commercial vehicles. Argentina), Brazil, MCAC (Mexico, Central America and Caribbean), EMEA (Europe, Middle East and Africa), and Asia.