10000 FCAU Jan19 2018 13 calls and 11 puts went up in 2 blocks on the AMEX marked spread

FCAU

Shares of Fiat Chrysler Automotive (FCAU) are up 1.06 to 11.59 today. FCAU is near the top end of the 52 week range.

  • Paper traded 10000 FCAU Jan19 2018 13 calls and 11 puts for .90 and 1.11.?
  • The ADV is 3228 contracts.?
  • The OI is 0 on the strikes.

The volume went up in 2 blocks on the AMEX marked spread.? ?Both calls and puts traded near the bid..? A likely scenario is a risk reversal for a credit where the trader is looking for some upside.? A short strangle would give the trader a range of 9.60 to 15.01 and still be profitable.

  • IV 30 is trading 33%
  • HV10 is trading for 36%.?
  • IV 30 is trading below the HV 10.

FCAU is global automotive company.