Calls Trade In UUP – Possible Call Close
Shares of the PowerShares DB US Dollar Index ETF (UUP) are up .08 to 22.78 today.? UUP is near the top of the 52 week range.
Today paper traded 10000 UUP Dec 23 calls for .185.? The ADV is 6526 contracts.? The OI is 14919 contracts.
Volume went up in 2 big blocks.? The trade is most likely buying to close on this strike.? There looks like short call covering in Nov as well.?
The Options Insider profiled Dec 22 calls on Sep 4th: This could be the start of rolling volume from the Dec 22s.
?Today paper traded 7500 UUP Dec 22 calls for .34.? The ADV is 3906 contracts.? The OI is 39395 contact.
?Volume went up in 1 block through the posted bid.? Subsequent volume went up just on the bid to for just over 10k contracts.? Similar volume went up for .08 and .09 in Jan but the trade was not marked spread.? IV is up a health .49 points in Jan.? This looks like a call holder rolling up and out.?
30-day implied volatility is 7%.?? 10-day implied volatility is 8.6%.? 30 day implied volatility is trading above the 10 day realized volatility
PowerShares DB US Dollar Index Bullish Fund (the Fund) is a separate series of PowerShares DB US Dollar Index Trust (the Trust). The Fund establishes long positions in certain futures contracts (the DX Contracts) with a view to tracking the changcBank Long US Dollar Index (USDX) Futures Index Excess Return (the Index), over time.
Calls Trade In CVE- Near Term Call Buyers Into Earnings
Shares of Cenovus Energy Inc. (CVE) are down .14 to 23.67 today.? CVE is near a 52 week low.
Today paper traded 531 CVE Nov 25 calls for .4-.50.? The ADV is 313 contracts.? The OI is 58 contracts.
Volume went up several small trades.? The buyers keep posting bids and getting filled.? This trade looks like a straight up spec on a bounce with good earnings coming tomorrow morning.
30-day implied volatility is 31%.?? 10-day implied volatility is 22%.? 30 day implied volatility is trading above the 10 day realized volatility
Cenovus Energy, Inc. (Cenovus) is Canadian integrated oil company. The Company?s operations include oil sands projects in northern Alberta, which use specialized methods to drill and pump the oil to the surface. It also has natural gas and oil production in Alberta and Saskatchewan. It has four segments: oil sands, conventional, refining and marketing, and corporate and eliminations.
Call Spreads Trade In EWZ – Looks Like A New Long Time Spread
Shares of iShares MSCI Brazil Index ETF (EWZ) are up .54 to 42.22 today.? EWZ is near the middle of the 52 week range.
Today paper traded 13500 Nov/Jan 2015 50 call spread for .37.? The ADV is 145k contracts.? The OI is 40k and 100k contracts.
Volume went up in two blocks.? The trade volume is up to 40k for the spread and it is difficult to say whether closing or opening.? With the drop in IV today it is tough to say close.? Check the OI but this looks like additive OI. The trade wants a jump to 50.
30-day implied volatility is 68%.?? 10-day implied volatility is 59%.? 30 day implied volatility is trading above the 10 day realized volatility
iShares MSCI Brazil Capped Index Fund (the Fund), formerly iShares MSCI Brazil Index Fund, seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of publicly traded securities in the Brazilian market, as measured by the MSCI Brazil Index (the Index). The Index seeks to measure the performance of the Brazilian equity market.
