The Options Insider

DE Ratio Call Roll

by | May 27, 2015 | Unusual Activity

4350/1450 DE Jul100/Jun 95 call spreads went up in 2 blocks on the CBOE

Calls trade in DE- ratio call roll

DE

Shares of Deere & Co. (DE) are up .92 to 94.72 today.? DE is making a 52 week high.

  • Paper traded 4350/1450 DE Jul100/Jun 95 call spreads for .40 over 1.30.
  • The ADV is 8726 contracts.
  • The OI is 36 and 4666 contracts.

The volume went up in 2 blocks on the CBOE. ??This trade looks like a money roll where the investor is taking the Jun winner and buying 3x as many Jul 100 calls trying to turn a nice trade into a homerun on a bullish run.

  • IV 30 is trading for 17%.
  • HV10 is trading for 30%.
  • IV 30 is trading below the HV 10.

Deere & Company along with its subsidiaries operates and organized in three major business segments: The agriculture and turf segment that manufactures and distributes a full line of agriculture and turf equipment and related service parts.

 

Puts trade in WETF- possible put close ???????????????????????????

WETF

Shares of WisdomTree Investments, Inc. (WETF) are up .45 to 20.95. ?WETR is near the upper end of the 52 week range.

  • Paper traded 467 WETF Jun 19 puts for .55.
  • The ADV is 8083 contracts.
  • The OI is 25558 contracts.

The volume went up in 1 block on the CBOE. ??Total volume on the strike is over 13000 contracts as buyers started bidding .50 and paid to .60.? There is huge OI on the strike so ths could be an aggressive close of the short put or scattered buying for a short position.

  • IV 30 is trading 57%.
  • HV10 is trading for 46%.
  • IV 30 is trading above the HV 10.

WisdomTree Investments, Inc. is an asset management company that focuses on exchange-traded funds (ETFs). The Company?s family of ETFs includes fundamentally weighted funds that track its own indexes, funds that track third party indexes and actively managed funds.

 

Calls trade in TIF ? upside call buyers

TIF

Shares of Tiffany and Co. (TIF) are up 10.30 today to 95.80. ?TIF is in the middle of the 52 week range.

  • Paper traded 266 TIF Aug 105 calls for .75.
  • The ADV is 4018 contracts. ?
  • The OI is 278 contracts.

The volume went up in 1 block marked on ISE Gemini.? This trade swept the offer and is looking for TIF to see the old 52 week highs around 109+.? 2 hours later a block of 500 calls traded $1.00 mid-market.? Beside some call closing on the big earnings rally, there is some new call buying.

  • IV 30 is trading for 22%.
  • HV10 is trading for 15%.
  • IV 30 is above the HV 10.

Tiffany & Co. (Tiffany) is a holding company that operates through its subsidiary companies the Company is engaged in product design, manufacturing and retailing activities. The Company’s principal subsidiary, Tiffany and Company (Tiffany), is a jeweler and specialty retailer whose principal merchandise offering is jewelry.