Shares of Fiat Chrysler Auto (FCAU) are up .13 to 6.43 today.? FCAU is near the low end of the 52 Week range.
- Paper traded 10000 FCAU Mar 2017/Jun 2017 7 call spreads for 32.?
- ADV is 4302.?
- The OI is 34000 and 0 contracts.
The volume went up 4 blocks on the ARCA marked spread.? The trader looks like they want to roll out of the Mar 7s and buy the Jun?s based on the spread pricing.? This looks like a long delta roll as priced.
- IV 30 is trading for 48%.?
- HV10 is trading for 26%.?
- IV 30 is above the HV 10.
Fiat Chrysler Automobiles (FCAU) is a global car company.