2250/6750 VIX Feb 19/20 call spreads went up in 2 blocks, and the size on this trade makes it doubtful the trader is looking for a house money roll.?
Ratio call spread in VIX- possible backspread
The CBOE Volatility Index (VIX) is up 1.90 to 17.42 today. ??VIX is near the middle of the 52 week range.
Paper traded 2250/6750 VIX Feb 19/20 call spreads for .21 (1 to 1).?
- The ADV is 475k contracts.
- The OI is over 60k contracts per strike.
The volume went up in 2 blocks.? The size on this trade makes it doubtful the trader is looking for a house money roll.? The ratio of 1 to 3 means the trader is looking for a big move up in VIX.? It is possible the 19s are a close but the customer is still committing capital to more of an upside VIX move.
- IV 30 is trading for 100%.
- HV10 is trading for 119%.
- IV 30 is trading below the HV 10.
The CBOE Volatility Index measures the implied volatility of the S&P 500 index options maintaining constant 30 day duration.
Calls trade in YHOO- massive upside call buy
Shares of Yahoo! Inc. (YHOO) are down 1.12 to 48.31 today. ?YHOO is near the upper end of the 52 week range.
Paper traded 17879 YHOO Feb 60 calls for .15. ??
- The ADV is 159k contracts.
- The OI is 4528 contracts.
The volume went up in 1 giant block.? The high open interest here means this trade is most likely a closing transaction.? There are still 18k calls to close here as the customer does not want the OI through earnings today.
- IV 30 is trading for 50%.
- HV10 is trading for 26%.
- IV 30 is trading above the HV 10.
Yahoo! Inc. (Yahoo!) is a global technology company. Through the Company?s technology and insights, Yahoo! delivers digital content and experiences, across devices and globally. The Company provides online properties and services (Yahoo! Properties) to users, as well as a range of marketing services designed to reach and connect with those users on Yahoo! and through a distribution network of third-party entities (Affiliates).
Put traders in WTW- possible ratio put trade
Shares of Weight Watchers Intl. (WTW) are up .32 to 17.16. WTW is near the lower end of the 52 week range.
Paper traded 9102 WTW Apr 15 puts for 1.20.?
- The ADV is 2643 contracts. ?
- The OI is 3040 contracts.
The volume went up in 1 block.? Volume at the same time went up with paper selling the 12 and 13 strikes in Apr.? IV is down in APR 1 point which is odd for a block of 15 puts traded so near the offer.? None of the trade was marked spread even as all the volume went up within 1 minute of each other.? It is possible an accommodating buyer sold some premium to hedge in Apr. The Apr 15 puts are still offered 1.20
- IV 30 is trading for 78%.
- HV10 is trading for 29%.
- IV 30 is trading over the HV 10.
Weight Watchers International, Inc. (WWI) is a global-branded consumer company and a provider of weight management services, operating globally through a network of Company-owned and franchise operations. Through WeightWatchers.com, the Company offers Internet subscription weight management products to consumers and maintains an interactive presence on the Internet for the Weight Watchers brand.