The Options Insider

Jan AMLP Calls Roll to Feb

by | Jan 4, 2016 | Unusual Activity

7500 AMLP Jan 11 calls and 6500 AMLP Feb 13 calls went up in one block on the PHLX marked spread. ?

AMLP

Shares of Alerian MLP (AMLP) are down .06 to 11.99 today.? AMLP is near the lower end of the 52 week range.

  • Paper traded 7500 AMLP Jan 11 calls and 6500 AMLP Feb 13 calls for .90 over .325.?
  • The ADV is 7929 contracts.?
  • The OI is 23059 in Jan and 154 in Feb.

The volume went up in one block on the PHLX marked spread. ?Total volume of 7500 Jan calls over 10000 Feb calls went up where this appears to be a winning roll to the outer month looking for more upside.? UA highlighted call buyers in AMLP on December 4th.

  • IV 30 is trading 42%.?
  • HV10 is trading for 47%.?
  • IV 30 is trading below the HV 10.

ALERIAN MLP ETF seeks investment results that correspond (before fees and expenses) to the price and yield performance of its underlying index, the Alerian MLP Infrastructure Index (the Index).