The Options Insider

Put Roller Moving Out of IWM

by | May 4, 2015 | Unusual Activity

8000 IWM Jun 110/Jul 109 put spreads went up in 2 blocks marked spread on the PHLX.?

Puts roll in IWM- right?put roller moving out

?IWM

Shares of iShares Russell 2000 index ETF (IWM) are up .69 to 122.66 today. ??IWM is near the top of the 52 Week range.

  • Paper traded 8000 IWM Jun 110/Jul 109 put spreads for .44.
  • The ADV is 445k contracts.
  • The OI is less than 200 contracts in all 3 strikes.

The volume went up in 2 blocks marked spread on the PHLX.? There is huge OI on the Jun 110 puts and it looks like this roller want to collect more premium buy selling a longer term, more OTM put.? The trade is most likely a house money roll doing very well and looking for more.

  • IV 30 is trading for 15%.
  • HV10 is trading for 15%.
  • IV 30 is trading at the HV 10.

iShares Russell 2000 ETF (the Fund) is an exchange-traded fund. The Fund seeks investment results that correspond generally to the price and yield performance of the Russell 2000 Index (the Index)..

 

Puts trade in SFUN- massive block hits the bid

?SFUN

Shares of SouFun Holding Ltd (SFUN) are up .15 to 8.51 today. ??SFUN is near the middle of the 52 week range.

  • Paper traded 33000 SFUN Nov 6 puts at .40.
  • The ADV is 5086 contracts.
  • The OI is 33656 contracts.

The volume went up in 1 giant block on the PHLX.? The trader here it the bid on a size block of contracts.? The trade is either closing or doubling down on more size with the idea SFUN does not make a trip below the $6 handle again.? Closing is more unlikely given the price.

UA profiled the put seller at .40 on Apr 23.

  • IV 30 is trading for 65%.
  • HV10 is trading for 73%.
  • IV 30 is trading below the HV 10.

SouFun Holdings Limited (SouFun) operates as a real estate Internet portal in China. The Company also operates home furnishing and improvement Websites. Through SouFun’s Websites, it provides marketing, e-commerce, listing, and other value-added services for China’s real estate and home-related sectors.

 

Puts trade in CLNE- longer term put buyers

?CLNE

Shares of Clean Energy Fuels Corp. (CLNE) are down .77 to 9.50 today.? CLNE is near the middle of the 52 week range.

  • Paper traded 500 CLNE Sep 7 puts for .85 today.
  • The ADV is 2590 contracts. ?
  • The OI is 168 contracts.

The volume went up in 1 block on the PHLX.? Volume was over 2000 contracts on the strike with IV up near 15 points today.? The stock is looking very weak going into earnings and the put buyers are looking to capture that.

  • IV 30 is trading for 94%.
  • HV10 is trading for 59%.
  • IV 30 is above the HV 10.

Clean Energy Fuels Corp. is a provider of natural gas as an alternative fuel for vehicle fleets in the United States and Canada. The Company designs, builds, operates and maintains fueling stations and supplies customers with compressed natural gas (CNG) fuel for light, medium and heavy-duty vehicles and liquefied natural gas (LNG) fuel for medium and heavy-duty vehicles.