The company traded nearly 18,000 options on total daily average option volume of just 1,536. A July 11/13 risk reversal (sell puts/buy calls) accounted for the vast majority of volume.

The index traded nearly 29,000 options on total daily average option volume of just 1,101. All but 4,216 contracts have been calls.

Yesterday, KR announced that earnings will be released on June 17th. The news came out at 10:00 EST, the largest trades were at 10:04 EST. Why does that matter? Because it's one day before expiration in the June cycle.

The company traded over 94,000 options yesterday on total daily average option volume of just 7,678. All but 4,688 contracts have been calls yielding a 19.1:1 call:put ratio.

The company traded over 40,000 options in the first hour on total daily average option volume of just 3,391. The largest trade accounts for essentially all of the volume – it was a risk reversal (sell puts/ buy calls) for even (i.e. no cost).

The company traded over 12,000 options in the first two hours on total daily average option volume of just 2,001. All but 1,206 contracts have been calls yielding a 9:1 call:put ratio.

The company traded nearly 26,000 options on total daily average option volume of just 2,863. The action has been in the Jun and Jul 15 calls (purchases) and the Aug 10 puts (sales).

The ETF traded over 500,000 options on total daily average option volume of 271,400. The puts have traded on an 8:1 put:call ratio. The largest trade, accounting for 300,000 contracts, was a June 25/30/35 put butterfly.

The Yen Trust traded over 17,000 options in the first two hours on total daily average option volume of just 1,894. All but 128 contracts have been calls.

The company traded over 19,500 options in the first hour on total daily average option volume of just 10,813. The attention grabbing trade was 9,300 June 21 puts sold.

The ETF traded over 6,300 options on total daily average option volume of just 625. All but 244 contracts have been calls for a 25:1 call:put ratio.