19445 F Jan 2018 14.75/16.75 call spreads went up in two blocks on the ISE marked spread. ?

Calls roll in Ford

Shares of Ford Motor Co. (F) are up .08 to 12.55 today.? F is in the middle of the 52 week range.

  • Paper traded 19445 Jan 2018 14.75/16.75 call spreads for .31.?
  • The ADV is 60044 per day.?
  • The OI is 65000 and 6400 contracts.

The volume went up in two blocks on the ISE marked spread. ?This appears to be rolling volume moving to a higher strike.? It is not clear when the purchase was made but the trader is looking for old highs in F with a reduced cost to enter.

  • IV 30 is trading 21%.?
  • HV10 is trading for 12%.?
  • IV 30 is trading above the HV 10.

Ford Motor Company (Ford) is a global automotive and mobility company.