Shares of Roundy?s Inc. (RNDY) are down .07 to 8.88 today.? RNDY is nearer the top of the 52-week range.
Today paper traded 2,000 RNDY Mar 10 calls for .20.? ADV is 244 contracts.? The OI is 1,444 contracts.
The .20 buys were part of 6,124 contracts traded on the today with IV up 5 points.? Most of the rest of the volume was buy.? The calls are now .30 bid with some trading higher. The trade looks like buying to open, straight up bullish calls.
30-day implied volatility is 50%.? ?10-day implied volatility is 42%.? 30-day implied volatility is trading above the 10-day historical volatility.
Roundy’s, Inc., formerly Roundy’s Parent Company, Inc., is a retail grocery company headquartered in Milwaukee, Wisconsin. The Company is a Midwest supermarket chain.