Yesterday the ETF traded over 10,000 options in the first two hours on total daily average option volume of just 3,234. Two large trades came in. The first was an 8,000+ lot (in two prints) to purchase Aug 90 calls. The second was a 1,250 lot sale of the Aug 90/95 strangle.
The ETN traded over 30,000 options on total daily average option volume of just 6,611. The largest trades in order were: Jul 30 calls 1,366x bot, Jul 30 calls 1,255x bot, Aug 27 put sales, Jul 30 call sales, Jul 30 and 32 call purchases.
Live From OIC 2010 – Mark is joined by Peter Hauser, President, Sungard Microhedge. Mark and Peter discuss the plans to incorporate Microhedge into the new Valdi product suite. Mark and Peter also explore Sungard's plans to release a thin-client version of Microhedge aimed squarely at retail traders.
Most Active Equity Options & Strikes – C, BP, AZN, F, AAPL
Bullish Investor Is Itching For Rebound In Shares Of MGM Resorts International, Inc. – Featured Tickers: MGM, WFT & OC
Implied volatility movers and unusual volume movers for midday 6/30
Right now a proposal by the Financial Accounting Standards Board (FASB) would require banks to report loans and other financial instruments on its balance sheet at "fair value."
Bearish Player Enacts Three-Legged Options Combo On Owens Corning, Inc. – Featured Tickers: OC & APC
The company traded over 32,000 options on total daily average option volume of just 7,053. 20,000 contracts went up in one position; a Nov 17.5/22.5 risk reversal (buy calls/sell puts).
Options Intelligence Report for Talbots, Inc. (TLB) and Rubicon Technology, Inc. (RBCN)
A roundup of pre-session activity in the futures market – Downtrend "Corntinues"!
Unusual options activity review for Tuesday, June 29, 2010