Options Intelligence Report for Flextronics International, Ltd. (FLEX) and Archer-Daniels Midland Co. (ADM)
Vivis (VVUS) – Biotech's Gigantic Volatility Yields Arbitrages on the Table Right Now
The company traded over 54,000 options on total daily average option volume of just 13,437. The largest trades are Jul 17.5 calls (yes 75% out of the money expiring in four days) and the July 7 puts (purchases which require 45% downside move in four days to win).
Morning Futures Roundup
A roundup of activity in the futures market – Hanging by a Thread?
Alcoa (AA) – Earnings Preview and Volatility Trading Pattern
AA had earnings yesterday after market close (AMC). The ATM straddle in July was worth $0.82 with front month ATM vol at 86.
Unusual Options Activity Review – YUM, PDE, LOW, RMD, CASY, PAYX, CBRL, .VIX, XLB
Unusual options activity review for Monday, July 13, 2010
Options Intelligence Report: The Proctor & Gamble Co. (PG) & STEC Inc. (STEC)
Options Intelligence Report: The Proctor & Gamble Co. (PG) & STEC Inc. (STEC)
Computer Scienes (CSC) – Bulls Turn Skew Up
The company traded over 12,000 options on total daily average option volume of just 1,049. All but 2,320 contracts were calls yielding a 4:1 call:put ratio. The action was in the July 45 calls (two sided), 47.5 calls (purchases), as well as the Aug 47.5 calls (purchases) and Aug 42.5 puts (sales).
HJ Heinz (HNZ) – Summer Volatility Seller on Earnings Projection
The company traded over 12,600 options on total daily average option volume of just 1,938. The largest trade accounted for 10,200 contracts; an Aug 44/45 strangle; the initiator sold @ $1.76 on a 10 delta.
Morning Futures Roundup
A roundup of activity in the futures market – Where the Jobs Are!
Unusual Options Activity Review – FRX, ALTR, F, WEN, TSN, CY, MSTR, WMS, .VIX,
Unusual options activity review for Friday, July 9, 2010
Options Intelligence Report: Financial Select Sector SPDR (XLF), The Mosaic Co. (MOS) & Research in Motion Ltd. (RIMM)
Call Options On Financials ETF (XLF) In High Demand – Featured Tickers: XLF, MOS & RIMM
Midday Unusual Options Activity Update – MSG, VVUS, XLY, ALTR, ACE, SFD, JCI
Implied volatility movers and unusual volume movers for midday 7/9
