40000 CHK Feb17 8/Apr21 8 call spreads went up on the CBOE
Shares of Chesapeake Energy Co (CHK) are up .19 to 6.31 today.? CHK is near the middle of the 52 week range.
- Paper traded 40000 CHK Feb17 8/Apr21 8 call spreads at .12.?
- ADV is 50000 per day.?
- The OI is 62000 and 26321 contracts.
The volume went up on the CBOE marked spread. ?This massive call roll is looking for .12 of yield on CHK or around 2% until Apr.? The customer is selling the Apr calls and closing the Feb.
- IV 30 is trading 57%.?
- HV10 is trading for 40%.?
- IV 30 is above the HV 10.
Chesapeake Energy Corporation (Chesapeake) is a producer of natural gas, oil and natural gas liquids (NGL) in the United States. The Company operates in two segments: Exploration and Production, and Marketing, Gathering and Compression.