Paper traded 12500 XLV Jan2017 61/64/66/71 put spreads for .75/1.40/2.05/4.90.
Shares the Healthcare SPDR (XLV) are up .68 to 66.70 today.? XLV is near the middle of the 52 week range.
- Paper traded 12500 XLV Jan2017 61/64/66/71 put spreads for .75/1.40/2.05/4.90. ?
- ADV is 24K contracts.?
- The OI is 811/12273/4979/13987 on each strike.
The volume went up in 4 blocks on the AMEX marked spread.? The trade looks like a close on the 64/71 strikes and a roll down to the 61/66 strikes.? As priced the customer closed the 64/71 for a win and is rolling down to the lower strike to look for another run down in XLV.
- IV 30 is trading 21%.?
- HV10 is trading for 10%.?
- IV 30 is above the HV 10.
Health Care Select Sector SPDR Fund (the Fund) seeks to closely match the returns and characteristics of the S&P Health Care Select Sector Index (the Index).