4933 SFM Nov 20 calls for went up in 1 block on the PHLX. ??

SFM

Shares of Sprouts Farmers Market Inc. (SFM) are trading .49 to 20.87 today. ?SFM is near the lower end of the 52 week range.

  • Paper traded 4933 SFM Nov 20 calls for 1.25. ??
  • The ADV is 970 contracts.? ?
  • The open interest is 414 contracts.

The volume went up in 1 block on the PHLX. ??Total volume is over 5000 contracts? but the big block was tied to stock at 20.10 on 272250 shares.? The trade is roughly delta neutral and the IV soared 14 points today.? It appears the trader is? expecting a big move through earnings.

  • IV 30 is trading for 61%.?
  • HV10 is trading for 54%.?
  • IV 30 is below the HV 10.

Sprouts Farmers Market, Inc. is a food retailer. The Company operates as a grocery store that offers natural and organic food, including produce, bulk foods, vitamins and supplements, grocery, meat and seafood, bakery, dairy, frozen foods, body care and natural household items.