3800 AET Feb 110 puts over Feb 135 calls went up in 2 blocks on the AMEX
Shares of Aetna Inc. (AET) are down .84 to 120.20.? AET is near the middle of the 52 week range.
- Paper traded 3800 AET Feb 110 puts over Feb 135 calls for .1.70 and 1.85.?
- The ADV is 10752 contracts per day.?
- The OI is 8308 and 3182 contracts.
The volume went up in 2 blocks on the AMEX marked spread.? The calls traded through the offer at the time with the puts trading midpoint.? The puts could be a close with the trader rolling to calls or a straight strangle buy going into earnings.? It is worth checking the OI on this tomorrow with earning on 01/31.
- IV 30 is trading 42%.?
- HV10 is trading for 9%.?
- IV 30 is trading below the HV 10.
Aetna Inc. is a diversified healthcare benefits company.