Shares of SPDR Retail ETF (XRT) are up .92 to 45.11 today. XRT is in the middle 52 week range.
- Paper traded 8000 XRT Aug26? 44/45 put spreads for .37. ?
- The ADV is 22k contracts.?
- The open interest is 11051 and 41 contracts.
The volume went up in 2 blocks on the ARCA.? It appears the trader is rolling up some short puts to the 45 line. We will have to check the OI but it most likely was a successful close on the 44s and a move for more on the 45s.
- IV 30 is trading for 17%.?
- HV10 is trading for 18%.?
- IV 30 is below the HV 10.
SPDR S&P Retail ETF (the Fund) seeks to replicate as closely as possible the performance of the S&P Retail Select Industry Index (the Index). The Index is an equal weighted market cap index. The Index represents the retail sub-industry portion of the S&P Total Market Index. The Fund invests in industries, such as apparel retail, automotive retail, food retail, department stores, Internet retail, general merchandise stores, drug retail, and hypermarkets and super centers. The Fund?s investment advisor is SSgA Funds Management, Inc