Let’s take a look at the CBOE SKEW index for Monday, October 6, 2014
CBOE SKEW Index- October 6
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Call Stupids Trade in CODE
CODE is back in the spotlight with call stupids trading today. There is multiple open interest on the strikes and each call went up marked as a spread sale.
Hot Options Report
The top 10 most active equity options and strikes for Monday, October 6: AAPL, ELNK, PBR, BAC, YHOO, P, RSH.
Throwing in the Towel on HRB
Today paper traded 1500 HRB Nov 32 calls for 0.35, which looks like a long call holder taking a loss with HRB down big on the day.
Call Buyers Get Stuffed In RMTI
It looks like some upside buyers were left holding when early exuberance seemed to fade as RMTI pulled back from the 11.50 level this morning.
Buy-Writer Possibly Rolling Down in TOL
It looks like a buy-writer may have rolled down in TOL today with almost 11k Oct 34 calls and 5500 Nov 31 calls trading.
Closing Seller Trades Calls in VIX
It looks like we have a closing seller in the VIX with almost 55k Nov 23 calls going up for 0.94.
Futures Options Rundown: Grains Edition
Today in futures options, we are taking a look at grains; specifically, corn, wheat, and soybeans. All of this comes to you from our friends at QuickStrike.
50% OTM Calls Trade in ABX
Some heavily OTM calls traded in ABX traded today, so it looks like someone is expecting a long-term rally.
Protective Put Roller Back in AVP
Avon’s calling again: AVP had two large blocks of puts go up for the second day in a row. Someone’s looking for a big move between now and January.
Metals Futures Options Roundup
Into the metals? So are we! Let’s take a look at metals futures options, including: gold, silver, platinum, palladium, and copper.
Lots of Closing Action in DAL
20,000 DAL Dec 40 calls traded for 0.90. The calls marked spread but there was no other contracts of like size except the Dec 50 calls which looked like a closing transaction.