2500/5000 TWTR Jan 2016 38/60 calls spreads went up in 2 blocks tagged buy write. ??
Calls trade in TWTR- large ratio call spread trades
Shares of Twitter Inc. (TWTR) are down .46 to 34.36 today. ?TWTR is near the lower end of the 52 week range.
- Paper traded 2500/5000 TWTR Jan 2016 38/60 calls spreads for 3.20 over .26.
- The ADV is 147k contracts.
- The OI is 9740 and 31854 contracts.
The volume went up in 2 blocks tagged buy write. ??This call spread with up against 90000 shares of stock for 34.64.? The trade is setting up a modified backspread here.? There is large OI and it is possible they are closing but from the pricing near the money, that looks unlikely.
- IV 30 is trading for 37%.
- HV10 is trading for 23%.
- IV 30 is trading above the HV 10.
Twitter, Inc. (Twitter) is a global platform for public self-expression and conversation in real time. The Company offers products and services for users, advertisers, developers and platform and data partners.
Puts trade in FOXA- long term downside puts??????????????????
Shares of Twenty-First Century Fox Inc (FOXA) are up .19 to 32.45 today. ?FOXA is near the bottom of the 52 week range.
- Paper traded 53700 FOXA Jan 2017 25 puts for 1.40.
- The ADV is 7253 contracts.
- The OI is 1044 contracts.
The volume went up in 1 block on the PHLX.? There were scattered put buyers just after the print for .05 less.? The trade is odd in that a massive block of puts get offered .05 better just afterward.? No stock went up so this is either a long term protective position or a downright bearish bet.
- IV 30 is trading 19%.
- HV10 is trading for 8%.
- IV 30 is trading above the HV 10.
Twenty-First Century Fox, Inc. is a global media and entertainment company. The Company?s Cable Network Programming segment consists of the production and licensing of programming distributed primarily through cable television systems, direct broadcast satellite operators, telecommunication companies and online video distributors.
Calls trade in VIX- upside call buy
The CBOE Volatility Index (CBOE) is up .20 to 15.01 today.? ?VIX is near the lower end of the 52 week range.
- Paper traded 50000 VIX Jul 26 calls for .50.
- The ADV is 488,697 contracts. ?
- The OI is 26627 contracts.
The volume went up in 1 block on the CBOE.? This trader is making an open call buy with volume now over 100000 contracts on this strike alone.? Several Jul combinations went up, 50000x, that looked like a large short position on the 15 strike.? The trades were not tied but could be related as a net volatility sale.
- IV 30 is trading for 84%.
- HV10 is trading for 111%.
- IV 30 is below the HV 10.
The CBOE Volatility Index measures the implied volatility of the S&P 500 index options maintaining constant 30 day duration.