Today 10,000 CHRW Nov 72.5 puts went up in one block, tied to stock. It looks like a big earnings bet.
Puts trade in CHRW– possible big backspread
Shares of CH Robinson Worldwide, Inc. (CHRW) is up .41 to 72.13.? CHRW is making a 52 week high.
Today paper traded 10000 CHRW Nov 72.5 puts for 2.55.?
- The ADV is 2616 contracts.
- The OI is 82 contracts.
Volume went up in 1 giant block. The puts traded with stock going up near delta neutral marked tied to a derivative.? The trade is a bet on earnings with the underlying moving more than the ATM straddle would imply.
- 30-day implied volatility is 30%. ?
- 10-day implied volatility is 18%.
- 30 day implied volatility is trading above the 10 day realized volatility
C.H. Robinson Worldwide, Inc. (C.H. Robinson) is a third party logistics company. The Company provides freight transportation services and logistics solutions to companies of all sizes, in a range of industries.
Put trade in AEO- OTM put buyers jumping in
Shares of American Eagle Outfitters (AEO) are down .18 to 12.73 today.? AEO is near the middle of the 52 week range.
Today paper traded 1112 AEO Nov 7 Weekly 12.5 puts for .40.?
- The ADV is 9713.
- The OI is 37 contracts.
Volume went up in 1 block.? The trade is a straight put buy out of the earnings cycle.? Put volume is well over 8000 contracts with IV up 4.5 points.? Stock went up marked derivative but the volume does not correspond easily to any of the posted paper.
- 30-day implied volatility is 48%.
- 10-day implied volatility is 45%.
- 30 day implied volatility is trading above the 10 day realized volatility
American Eagle Outfitters, Inc. (AEO, Inc.) is a specialty retailer that operates in the United States and Canada, and online at ae.com. AEO, Inc. operates under the American Eagle (AE), aerie by American Eagle (aerie), and 77kids by American eagle (77kids) brands?
Calls trade in HNR– pick?em call trade in the middle
Shares of Harvest Natural Resources, Inc. (HNR) are up .51 to 3.49. ?HNR is in the middle of the 52 week range.
Today paper traded 14700 HNR Jan 2015 4 calls for .600.?
- The ADV is 1028 contracts.
- The OI is 422 contracts.
Volume went up 1 giant block.? Trade on the strike is over 15900 contracts.? IV is down in all months except Jan so that is usually a sign of paper buying calls.? The original market was .20-.80 with a new .60-.65 market going out.? Volatility in the other months is down for the day with option selling on many strikes.
- 10 Day Realized Volatility is 128%.
- 30 Day Implied Volatility is 97%.
- 30 Day IV is trading above the 10 day realized volatility
Harvest Natural Resources, Inc. is a petroleum exploration and production company engaged in the exploration, development and production of properties in geological basins with proven active hydrocarbon systems.