The Options Insider

Call Traders Jump into RSX

by | Mar 13, 2015 | Unusual Activity

15000 RSX Apr 18 calls went up in in two blocks on split prices. Heavy call buying across all terms.

Calls trade in YNDX- big call buys

?YNDX

Shares of Yandex NV (YNDX) were up .06 to 14.59.? YNDX is at the low end of the 52 week range.

  • Paper traded 2000 YNDX Mar 15 calls for .20 today.
  • The ADV is 3905 contracts.
  • The OI is 194 contracts.

The volume went up in one block taking the offer.? YNDX is trading near 1 year lows and paper is bidding up the Mar 15 calls.? The IV is up 15 points in Mar with speculators looking for a large move.

  • IV 30 is trading for 46%.
  • HV10 is trading for 29%.
  • IV 30 is trading above the HV 10.

Yandex N.V. (Yandex) is an European Internet company and a search provider in Russia. Yandex offers search services in Russia and also serves Turkey, Ukraine, Belarus and Kazakhstan.

 

Call traders jump into RSX- size Apr call buyers

?RSX

Shares of the Market Vectors Russia ETF (RSX) are down .47 to 16.01 today. RSX is near the middle of the 52 week range.

  • Paper traded 15000 RSX Apr 18 calls for .325.
  • The ADV is 35506 contracts.
  • The OI is 11658 contracts.

The volume went up in in two blocks on split prices.? RSX has call buyers in several terms as the IV is exploding in most months.? Heavy call buying across all terms here.

  • IV 30 is trading for 49%.
  • HV10 is trading for 40%.
  • IV 30 is above the HV 10.

Market Vectors Russia ETF (the Fund) seeks to replicate as closely as possible the price and yield performance of the DAXglobal Russia+ Index (DXRPUS). DXRPUS is a modified market capitalization-weighted index consisting of publicly traded companies that are domiciled in Russia.?

 

Call rollers in PCL- aggressive ATM call sellers

?PCL

Shares of Plum Creek Timber Co. (PCL) are down .11 to 42.11 today. ?PCL is near the middle of the 52 week range.

  • Paper traded 1563 PCL Mar 45/Apr 42 call spreads at .74.
  • The ADV is 1682 contracts. ?
  • The OI is 2039 and 1970 contracts.

The volume went up in several blocks on different exchanges.? This call roller had to try several exchanges to find buyers for the Apr 42 calls.? With a call write ATM, the seller is not expecting any movement in PCL and is content with the premium and dividend.

  • IV 30 is trading for 13%.
  • HV10 is trading for 13%.
  • IV 30 is at the HV 10.

Plum Creek Timber Company, Inc. (Plum Creek) is a private timberland owner in the United States. The Company owned approximately 6.8 million acres of timberlands located in 19 states.