8910/8897 FXE Jun 115/Sep 113 calls went up in 2 blocks on the ISE.?
Shares of the CurrencyShares Euro Trust (FXE) are up .31 to 109.20 today.? FXE is near the low end of the 52 week range.
- Paper traded 8910/8897 FXE Jun 115/Sep 113 calls for .03 and .76.?
- The ADV is 8872 per day.?
- The OI is 17054 and 19 contracts.
The volume went up in 2 blocks on the ISE.? This trade as priced went up 17000 not marked spread but in size volume on several exchanges outside of the block.? There looks a seller of the Jun?s and buyer of Sep?s so it could be a sell to close and buy to open.? The .76 bid was posted until filled so this could be a longer term hedge against an FXE short or a pure long trade.? There was stock crossed against a block of Sep 111 calls on a later print.
- IV 30 is trading 9%.?
- HV10 is trading for 5%.?
- IV 30 is trading above the HV 10.
CurrencyShares Euro Trust (FXE) is an ETF that tracks the price of the Euro versus the dollar