The Options Insider

Near-the-Money Calls Trading in TSN

by | May 20, 2015 | Unusual Activity

2581 TSN Jun 42 calls went up in 1 block between the markets on the PHLX.?

Puts trade in FTR- put spread buyer

FTR

Shares of Frontier Communications Corp. (FTR) are even at 5.38 today.? FTR is near the lower end of the 52 Week range.

  • Paper traded 3500 FTR Aug 5/6 put spreads for .62.
  • The ADV is 4704 contracts.
  • The OI is 8290 and 24k contracts.

The volume went up in 2 blocks on the ISE.? 3500 Aug 6 calls traded with paper paying .20 for those contracts on other exchanges.? The OI is very high in Aug so there might be some announcement coming out.? The put spread could be closing so check the OI on that as FTR is near the 1 year lows.

  • IV 30 is trading for 37%.
  • HV10 is trading for 69%.
  • IV 30 is trading below the HV 10.

Frontier Communications Corporation is a communications company. The Company is engaged in providing services predominantly to rural areas and small and medium-sized towns and cities in the United States.

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Puts trade in SFUN- long term put sellers

SFUN

Shares of SouFun Holdings Ltd (SFUN) are down .40 to 7.05 today. ??SFUN is in the middle of the 52 week range.

  • Paper traded 20000 SFUN Nov 5 puts at .20.
  • The ADV is 4991 contracts.
  • The OI is 40 contracts.

The volume went up in 1 block on ARCA. ?This is an opening put seller looking for SFUN to bounce off the low end of the price range or take the stock at $5.? UA covered a Nov 6 puts seller in early May and they are still open.

  • HV10 is trading for 53%.
  • IV 30 is trading 50%.
  • IV 30 is trading above 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.

 

 

Calls trade in TSN- near the money calls trading

TSN

Shares of Tyson Foods, Inc.? (TSN) are up .72 to 43.67 today.? TSN is on the 52 week high.

  • Paper traded 2581 TSN Jun 42 calls for 1.85.
  • The ADV is 4827 contracts.
  • The OI is 12557 contracts.

The volume went up in 1 block between the markets on the PHLX.? Over 11k of these calls traded on various exchanges where the 1.85 bid was posted and might have been filled.? The calls are trading higher now.? This could be a short contract close so the trader is cutting the loss on these or doubling down for more upside.

  • IV 30 is trading for 18%.
  • HV10 is trading for 16%.
  • IV 30 is above the HV 10.

Tyson Foods, Inc., is a food production company. The Company?s operations are conducted in five segments: Chicken, Beef, Pork, Prepared Foods and International. Chicken, includes domestic operations related of raising and processing live chickens into fresh, frozen and value-added chicken products, and sales of allied products. Beef, includes operations related to processing live fed cattle and fabricating dressed beef carcasses into primal and sub-primal meat cuts and case-ready products.