The Options Insider

EWC Put Spreads Trade

by | May 4, 2016 | Unusual Activity

5000 EWC Jun 22/24 puts went up in 2 blocks on the ISE marked spread.?

EWC

Shares of iShares MSCI Canada Index (EWC) are down .57 to 24.06.? EWC is near the middle of the 52 week range.

  • Paper traded 5000 EWC Jun 22/24 puts for .52.?
  • The ADV is 493 per day.?
  • The OI is less than 1000 contracts.

The volume went up in 2 blocks on the ISE marked spread.? The spread did trade in size over the midpoint so at 1st glance this is most likely a long put spread getting short the market.? Scattered volume on 2 floors is over 10000 spreads.

  • IV 30 is trading 22%.?
  • HV10 is trading for 15%.?
  • IV 30 is trading above the HV 10.

iShares MSCI Canada ETF (the Fund), formerly iShares MSCI Canada Index Fund, is an exchange-traded fund (ETF). The Fund seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of publicly traded securities in the Canadian market, as measured by the MSCI Canada Index (the Index).