Today paper traded 2950 SWN Dec 32 and Dec 37 puts for 1.30 and 3.75. The trade is marked buy write with large similar open interest on both strikes.
Puts trade in MIDD- put roll for money
Shares of The Middleby Corp. are down .79 to 79.15 today.? MIDD is in the middle of the 52 week range.
Today paper traded 500/250 MIDD Oct/Nov 80/70 put spread for even money.?
- The ADV is 161 contracts.
- The OI is 565 and 60 contracts.
Volume went up in 2 blocks.? Total volume on the day is mostly this trade as a customer is rolling a position.? The customer bought the Nov puts and sold to close the Oct puts for what looks like good prices.? They reduced size looks like a play with house money.
- 30-day implied volatility is 47%. ?
- 10-day implied volatility is 34%.
- 30 day implied volatility is trading above the 10 day realized volatility
The Middleby Corporation (Middleby) through its operating subsidiary Middleby Marshall Inc. (Middleby Marshall) and its subsidiaries, is engaged in the design, manufacture, marketing, distribution, and service of a line of cooking and warming equipment used in all types of commercial restaurants and institutional kitchens, and food preparation, cooking and packaging equipment for food processing operations.
Call spreads trade in MU- ratio upside trade
Shares of Micron Technology, Inc. (MU) are up .10 to 27.47 today.? MU is in the middle of the 52 week range.
Today paper traded 10000/20000 MU Jan 2015 29/33 call spreads for .25.?
- The ADV is 121k contracts.
- The OI is 31k over 12k contracts.
Volume went up in 2 giant blocks.? The trade is showing buying the 29s and selling the 33 calls. The 33 calls went up through the bid.? The trader here is most likely opening on both sides and looking to take advantage of the high IV for a bounce in MU.
- 30-day implied volatility is 60%.
- 10-day implied volatility is 56%.
- 30 day implied volatility is trading above the 10 day realized volatility
Micron Technology, Inc., is a global manufacturer and marketer of semiconductor devices, principally NAND Flash, DRAM and NOR Flash memory, as well as other memory technologies, packaging solutions and semiconductor systems for use in computing, consumer, networking, automotive, industrial, embedded and mobile products.
Puts trade in SWN- possible puts and stock trade
Shares of Southwestern Energy Co. (SWN) are up 1.46 to 34.57 today.? SWN is near the bottom of the 52 week range.
Today paper traded 2950 SWN Dec 32 and Dec 37 puts for 1.30 and 3.75.?
- The ADV is 4034 contracts.
- The OI is 2970 and 2950 contracts.
Volume went up in 2 large blocks.? The trade is marking buy write with large similar open interest on both strikes.? The stock price went up through the posted bid at the time with the puts going off in the middle.? The trade looks like they are unwinding a position that bounced with the IV up as well as the stock.
- 30-day implied volatility is 43%.
- 10-day implied volatility is 23%.
- 30 day implied volatility is trading above the 10 day realized volatility
Southwestern Energy Company is an independent energy company engaged in natural gas and oil exploration, development and production. It is focused on creating and capturing additional value through its natural gas gathering and marketing businesses, which it refers to as Midstream Services.