Over 12k DNKN Nov 47.5/Dec 50 call spreads traded today in 2 large blocks. With time running out on the Novs, the trader is taking the dollars now and rolling up.
Call spreads trade in DNKN- big roll here
Shares of Dunkin Brands Group Inc. (DNKN) are down .06 to 47.27.? DNKN is near the middle of the 52 week range.
Today paper traded 12880 DNKN Nov 47.5/Dec 50 calls for .075 today.?
- The ADV is 2039 contracts.
- The OI is 13483 and 9468 contracts.
Volume went up in 2 large blocks.? The trade looks like a straight roll up the customer is selling out some long Nov 47.5s and buying the Dec 50 calls.? With time running out the trader thought it best to take the dollars now and roll up for near even money and bet on a Xmas rally.
- 30-day implied volatility is 24%. ?
- 10-day implied volatility is 16%.
- 30 day implied volatility is trading above the 10 day realized volatility
Dunkin? Brands Group, Inc. (DBGI) is a franchisor of quick service restaurants (QSRs) serving hot and cold coffee and baked goods, as well as hard serve ice cream.
Call rollers in SFM- buying more time
Shares of Sprouts Farmers Market Inc. (SFM) are up .01 to 29.80 today.? SFM is at the low end of the 52 week range.
Today paper traded 4500 SFM Nov/Dec 30 call spreads for .75.?
- The ADV is 1366 contracts.
- The OI is 6969 and 4626 today.
Volume went up in 2 blocks.? The .original trade was taken off the tape and re-posted.? The selling side of the spread went up through the bid at the time.? The trader here is buying more time for SFM to bounce so this one is bullish in nature.? There was not stock of size going up with the spread.
- 30-day implied volatility is 31%.
- 10-day implied volatility is 38%.
- 30 day implied volatility is trading below the 10 day realized volatility
Sprouts Farmers Market, Inc. (Sprouts) is a specialty retailer of natural and organic food focusing on health and wellness. The Company offers fresh produce, bulk foods, vitamins and supplements, grocery, meat and seafood, bakery, dairy, frozen foods, body care and natural household items.
Calls trade in GNW- large call buyers
Shares of Genworth Financial Inc. (GNW) are up .41 to 8.81 today.? GNW is at the bottom of the 52 week range.
Today paper traded 12338 GNW Jan 2015 call for .35.?
- The ADV is 10955 contracts.
- The OI is 7028 contracts.
Volume went up in 1 large block.? The trade is an opening and most likely to buy.? IV is up in Jan even as GNW is climbing today.?
UA activity last profiled GNW with call buyers on Nov 7.
?Today paper traded 2000 GNW Mar 10/11 call spreads for .14. The ADV is 9202 contracts.? The OI is 1657 and 2677.?
Volume went up in large blocks.? The trade looks like an opening call spread for a small price.? The investor is giving GNW plenty of time for a bounce.? There is a potential for a roll down but the .14 credit seems hardly worth it if the trade was a roll.? Check the OI on this tomorrow but it is looking like a long call spread.
- 30-day implied volatility is 28%.
- 10-day implied volatility is 30%.
- 30 day implied volatility is trading below the 10 day realized volatility
Genworth Financial, Inc. (Genworth) is a financial security company. The Company provides insurance, wealth management, investment and financial solutions. As of December 31, 2011, the Company had more than 15 million customers, with a presence in more than 25 countries.