6000 AMJ May05 31 puts went up 2 blocks on the PHLX

AMJ

Shares of the Alerian MLP Index (AMJ) are down .97 to 30.47 today. ?AMJ is near the middle of the 52 week range.

  • Paper traded 6000 AMJ May05 31 puts for .10/.15.?
  • The ADV is 921 contracts.?
  • The OI is 6011 contracts.

The volume went up 2 blocks on the PHLX.? ?Multiple blocks of puts went up with some trades rolling into May12.? The May05s could be buy to close as the paper then traded May12 31 puts for .55. The trade volume was odd as there was no bid prior to some of the volume and it is likely this is a partial roll even if the volume did not go up as spread.

  • IV 30 is trading 18%
  • HV10 is trading for 10%.?
  • IV 30 is trading above 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). The Index is a rules based, modified capitalization weighted, float adjusted index intended to give investors a means of tracking the overall performance of the United States energy infrastructure Master Limited Partnership (MLP) asset class