9980 CS Mar 22/25 call spreads went up 4 large blocks marked spread, and could be a roll up to lock in the recent rally for CS.
Possible Risk Reversal in MSFT
9575 MSFT Jan 2016 35 puts traded over 50 calls for .05. Huge open interest on these strikes would indicate this is a closing trade.
Early Buyers Rewarded in AMAT
20000 AMAT Feb 27 Weekly 24 calls went up in one block.
Possible Roll Up in WMB
69798 WMB Feb 48 calls traded over 29538 WMB Feb 50 calls for .90. The trader is looking for higher prices through earnings but booked massive gains.
Choosing XSP over SPX
Based on the size of the trade, it is curious that the trader chose to use XSP rather than the big contract.
Active Put Buyers in ABBV
This trade should be considered mildly bearish the name but more importantly bearish volatility in ABV.
Futures Options Roundup: Metals Edition
Today’s futures options roundup features metals.
KING Call Sellers Come Out
6177 KING Mar 18 calls went up in several blocks. Trade on the strike was mostly hit the bid
Giant Call Spread in BAC
50000 BAC Mar 16 calls over 60000 BAC Mar 13 Weekly 17 calls went up in two giant blocks
Possible Roll in MS
10000 MS Jan 2016 27/32 put spreads went up in 2 blocks. The trader might be adding more of the same volume as MS gets up to the 1 year highs.
Massive Opening Put Buy in XLI
33249 XLI Mar 55 puts went up in 1 giant block. Trade on the strike is 54038 as put buyers push up prices of Mar options by .5 point.
NAV Put Rollers
Yesterday, 9600/12000 NAV Apr 32 puts went up over Jul 29 puts for .60 credit. They are looking for new lows in NAV and adding more volume for the downside.












