Someone’s throwing in the towel on the GNRC Nov 52.5 calls, as GNRC falls with the rest of the market.
Calls trade in GNRC- size call sellers giving up
Shares of Generac Holdings Inc. (GNRC) are down .48 to 44.84 today.? GNRC is trading at the lower end of the 52 week range.
Today paper traded 10245 GNRC Nov 52.5 calls and 10263 GNRC Nov 55 calls at .35 and .20.?
- The ADV is 1473 contracts.
- The OI is 11536 and 11954 contracts.
Volume went up in 3 giant block. The call volume is looking like a giant close with GNRC failing to rally with the rest of the market.? Check the OI tomorrow but it looks like the customer is getting out.? The IV is down in Nov.
- 30-day implied volatility is 50%. ?
- 10-day implied volatility is 17%.
- 30 day implied volatility is trading above the 10 day realized volatility
Generac Holdings Inc. (Generac) is a designer and manufacturer of a range of generators and other engine powered products for the residential, light commercial, industrial and construction markets. The Company designs, manufactures, sources and modifies engines, alternators, automatic transfer switches and other components necessary for its products.
Size buy writes go up in ITUB ? big buy writes
Shares of Itau Unibanco Holdings Inc. (ITUB) are up 1.19 to 14.59.? ETR is making a 52 week high.
Today paper traded 13000 ITUB Jan 2015 15 calls at .80.?
- The ADV is 3695.
- The OI is 11215 contracts.
Volume went up in 3 blocks on different exchanges.? The trades were marked buywrite and spread on the blocks.? Corresponding stock went up at the same time so the traders are putting up size buy writes here for a 5.5% yield to Jan.
- 30-day implied volatility is 44%.
- 10-day implied volatility is 69%.
- 30 day implied volatility is trading below the 10 day realized volatility
Itau Unibanco Holding SA is a Brazil-based holding active in the banking sector. The Company divides its activities into four segments: Commercial Banking, which offers retail banking and legal entities customers services, among others; Itau BBA, which offers products and wholesale services for companies as well as investment banking activities; Consumer Credit, which provides financial products and services such as checking accounts, auto loans and credit card transactions, among others.