United Parcel Service, Inc.(UPS) sees an investor purchase a block of 20k Nov. 72.5 Calls at $.55. Total option in this strike has reached nearly 25k contracts today with almost all being opening transactions.

Implied Correlation: Enough Open Interest to Measure?

by Zecco | Oct 13, 2010 | Trading & Analysis

The implied correlation indices measure the correlation between the implied volatility of long-term S&P 500 index options and the implied volatilities of long-term options for the top 50 individual stocks in the index.

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