The Options Insider

Calls Trade in EUO

by | Jan 6, 2015 | Unusual Activity

454 EUO May 26 calls went up in 1 small block. The inverse nature of the EUO means the customers are betting on a drop in the EURO.

Calls trade in EUO ? upside call buyers

EUO

Shares of the Ultra Short Euro ProShares ETF (EUO) are down.01 to 22.17 today.? EUO is near the top of the 52 week range.

Paper traded 454 EUO May 26 calls for .25. ?

  • The ADV is 1559 contracts.
  • The OI is 40 contracts.

The volume went up in 1 small block.? Paper is pouring into the strike to the tune of 7382 contracts as of this writing.? The inverse nature of the EUO means the customers are betting on a drop in the EURO.

  • IV 30 is trading for 21%.
  • HV10 is trading for 9%.
  • IV 30 is trading above the HV 10.

Ultrashort Euro ProShares (EUO) is a security that double shorts the Euro.

 

Put spreads trade in VIX- large size

VIX

The CBOE Volatility Index (VIX) is up 2.24 today to 22.21. ??VIX is near the upper end of the 52 week range.

Paper traded 34600 VIX Jan 18/20 put spreads. ??

  • The ADV is 590k contracts.
  • The OI is 33k and 50k contracts.

The volume went up in 2 blocks.? The put spread looks opening given the volume on the 20 put.? The trade marked close to the offer so the trader is looking for a drop in VIX for the Jan cycle.

  • IV 30 is trading for 133%.
  • HV10 is trading for 133%.
  • IV 30 is trading at the HV 10.

The CBOE Volatility Index measures the implied volatility of the S&P 500 index options maintaining constant 30 day duration.

Put buyers in IBN- possible short close

IBN

Shares of ICICI Bank ltd (IBN) are down .66 to 11.21 today. ??IBN is near the top of the 52 week range.

Paper traded 2000 IBN Jan 11 puts for .27.?

  • The ADV is 1675 contracts. ?
  • The OI is over 5k contracts.

The volume went up in 1 large block.? The OI suggests some short covering as the market is slipping more than the customer is intending.? There are more puts to close on the strike.

  • IV 30 is trading for 38%.
  • HV10 is trading for 30%.
  • IV 30 is trading over the HV 10.

ICICI Bank Limited (the Bank) is a banking company. The Bank, together with its subsidiaries, joint ventures and associates, is a diversified financial services group providing a range of banking and financial services.