15700 EWY Jun16 64 puts went up in 1 block on the AMEX.? ?
Shares of iShares MSCI South Korea Index (EWY) are down .15 to 65.84 today. ?EWY is near the upper end of the 52 week range.
- Paper traded 15700 EWY Jun16 64 puts at .92.?
- The ADV is 5684 contracts.?
- The OI is 5058 contracts.
The volume went up in 1 block on the AMEX.? ?This put seller seems unfazed by the N Korean sabre rattling and is instead selling puts into the elevated volatility.? The trade as posted looks long delta for a 1%+ return all in.
- IV 30 is trading 18% ?
- HV10 is trading for 17%.?
- IV 30 is trading above the HV 10.
iShares MSCI South Korea Capped ETF (the Fund) is an exchange-traded fund (ETF). The Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI Korea 25/50 Index (the Index).