620 CAG Mar 34 puts went up in 2 blocks marked spread.? CAG dropped sharply today with IV up 6 points in the front month
Put sellers in CAG- puts sales on a ratio
Shares of ConAgra Foods (CAG) are down .46 to 34.50 today.? CAG is in the middle of the 52 week range.
- Paper traded 620 CAG Mar 34 puts at .45.
- The ADV is 1744 contracts.
- The OI is 520 contracts.
The volume went up in 2 blocks marked spread.? CAG dropped sharply today with IV up 6 points in the front month as traders bought the Mar 36 calls.? This trader sold the Mar 34 puts versus stock on a delta neutral ratio.? The put trader used the higher volatility to make ratio put sale versus stock.
- IV 30 is trading for 24%.
- HV10 is trading for 14%.
- IV 30 is trading at the HV 10.
ConAgra Foods, Inc. (ConAgra Foods) is the packaged food company. The Company provides branded and private branded food in households, as well as commercial foods business serving restaurants and foodservice operations. The Company?s brands include Banquet, Chef Boyardee, Egg Beaters, Healthy Choice, Hebrew National, Hunt’s, Marie Callender’s, Orville Redenbacher’s, PAM, Peter Pan, Reddi-wip, Slim Jim and Snack Pack, among others.
Call sellers in EWW- possible buy write activity
Shares of ishares MSCI Mexico ETF (EWW) are down .94 to 58.16 today.? EWW is in the middle of the 52 week range.
- Paper traded 13000 EWW Apr 61 calls at .53.
- The ADV is 7171 contracts.
- The OI is 83 contracts.
The volume went up 2 blocks on different exchanges.? EWW has pulled back from its highs along with other emerging markets that are tied to oil.? The trader here is looking to sell calls, possibly against stock but there is no volume going up concurrently.? This is mostly a bet the EWW stays in a range until Apr expiration or that oil does not make a quick rebound.? The call sale is a 1% return on all in equity until Apr expiration.
- IV 30 is trading for 21%.
- HV10 is trading for 12%.
- IV 30 is above the HV 10.
iShares MSCI Mexico Capped ETF (the Fund), formerly iShares MSCI Mexico Capped Investable Market Index Fund, is an exchange-traded fund (ETF).
Put buyers sweep in BTU- near the money put buyers jump in
Shares of Peabody Energy Corp (BTU) are down .41 to 6.81 today. ??BTU is near the lower end of the 52 week range.
- Paper traded 4353 BTU Mar 13 Weekly 6.5 puts for .22.
- The ADV is 14058 contracts. ?
- The OI is 103 contracts.
The volume went up in 1 block lifting the offer.? BTU is well off the highs of the year and traders are jumping in making low dollar short term bearish bets.? 10000 of these puts traded with paper bidding up the IV.? No stock went up against these puts as of now.
- IV 30 is trading for 67%.
- HV10 is trading for 70%.
- IV 30 is trading under the HV 10.
Peabody Energy Corporation (Peabody) is a private-sector coal company. The Company owns interests in 28 active coal mining operations located in the United States and Australia. The Company has a majority interest in 27 of those coal operations and a 50% equity interests in the Middlemount Mine in Australia.



