7800 HEDJ Feb 64/70 calls and Feb 58 puts went up in 3 blocks on the AMEX marked spread.?

Calls and puts trade in HEDJ- possible call spreads and put sellers

HEDJ

Shares of WisdomTree Europe Hedged (HEDJ) are down 1.43 to 63.92 today. ?HEDJ is near the middle of the 52 week range.

  • Paper traded 7800 HEDJ Feb 64/70 calls and Feb 58 puts for 2.40 over 1.75.
  • The ADV is 9214 contracts.
  • The OI is 17000+ contracts per strike.

The volume went up in 3 blocks on the AMEX marked spread.? This trade is either adding to the open interest on the recent pull back or getting out of an ITM collar.? The spread as priced looks like buying the call spread and selling the puts.? Either way the customer is adding longer deltas or closing a short delta.

  • IV 30 is trading 17%.
  • HV10 is trading for 8%.
  • IV 30 is trading below the HV 10.

WisdomTree Europe Hedged Equity Fund (the Fund), formerly WisdomTree International Hedged Equity Fund, is an exchange-traded fund. The Fund seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Europe Hedged Equity Index