21804 XLK Mar 43 calls tradedover Apr 45 calls on the CBOE marked spread.?

XLK

Shares of the Technology SPDR (XLK) are up .21 to 43.79 today.? XLK is near the top end of the 52 week range.

  • Paper traded the 21804 XLK Mar 43 calls over Apr 45 calls for .43.?
  • The ADV is 9800 contracts.?
  • The OI is 23k and 2304.

The trade went up? on the CBOE marked spread.? This trader appears to roll up and out on the Mar 43s taking a trade through the bid to close those options.? The trader then rolls out and appears to buy the Apr 45s.? If the this is a roll it looks like a house money roll trying for a homerun on the upside

  • ?IV30 is 14%; HV10 is 11.24 %?
  • The implied volatility is trading at a premium to the realized volatility.

Sector SPDR Trust SBI Interest, formerly Technology Select Sector SPDR Fund, seeks to provide investment results that correspond to the price and yield performance of the Technology Select Sector of the S&P 500 Index (the Index).