6300 DWA Jun 16 puts went up in 1 giant block, with trade over 10k on these puts with block buyer coming in and paying through the offer.?
Puts trade in VIX- size put buyers
The CBOE Volatility Index (VIX) is down .29 to 16.10 today. ??VIX is near the middle of the 52 week range.
Paper traded 20000 VIX Feb 14 puts for 20.?
- The ADV is 482k contracts.
- The OI is 86k contracts.
The volume went up in 1 block.? Trade on the strike is over 220k contracts with paper trading .15 and .20.? Early .15 bids were hit and paper started paying .20 aggressively for these puts.
- IV 30 is trading for 93%.
- HV10 is trading for 131%.
- IV 30 is trading below the HV 10.
The CBOE Volatility Index measures the implied volatility of the S&P 500 index options maintaining constant 30 day duration.
Collars trade in KRE- protective collar going up
Shares of the SPDR KBW Regional Banking Index (KBW) are down .33 to 37.97 today. ??KRE is near the middle of the 52 week range.
Paper traded 5000/10000 KBW Feb 40 calls over Feb 37 puts, .14 and .52, respectively. ??
- The ADV is 6420 contracts.
- The OI is 1305 for the puts and 202 on the call contracts.
The volume went up in two large blocks.? The trade is showing 5000 calls near the bid and 10000 puts on the offer.? Paper is paying to be short.? There is the possibility of stock against this position or it would be an outright short on KRE.
- IV 30 is trading for 20%.
- HV10 is trading for 33%.
- IV 30 is trading below the HV 10.
SPDR KBW Regional Banking ETF, formerly SPDR S&P Regional Banking ETF, seeks to closely match the returns and characteristics of the S&P Regional Banks Select Industry Index. Its approach is designed to provide portfolios with low portfolio turnover, tracking, and lower costs. As of October 27, 2011, the Company?s holding included Privatebancorp Inc, Webster Finl Corp Conn, Umpqua Hldgs Corp, Firstmerit Corp, East West Bancorp Inc, Fifth Third Bancorp, Fnb Corp Pa, Susquehanna Bancshares Inc and Keycorp New and First Rep Bk San Fran Cali.
Aggressive put buying in DWA- long term put buyers
Shares of Dreamworks Animation SKG (DWA) are down 1.82 to 19.47 today.? DWA is trading at the low end of the 52 week range.
Paper traded 6300 DWA Jun 16 puts for 1.20.?
- The ADV is 2326 contracts. ?
- The OI is 82 contracts.
The volume went up in 1 giant block.? Trade is over 10k on these puts with block buyer coming in and paying through the offer.? The trade is either protection or a straight long term short.
- IV 30 is trading for 50%.
- HV10 is trading for 57%.
- IV 30 is trading under the HV 10.
DreamWorks Animation SKG, Inc. (DreamWorks Animation) is engaged in the development, production and exploitation of animated films and their associated characters in the worldwide theatrical, home entertainment, television, merchandising and licensing and other markets.