Over 20k Jan 72 Calls traded today?in 2 large blocks.? The trader here looks like they are buying more of the same that they bought yesterday for .02 better.
Calls go up in XLY- possible short call cover
Shares of the Consumer Discretionary SPDR ETF (XLY) are down .09 today.? XLY is near the top of the 52 week range.
Today paper traded 20242 XLY Jan 72 calls for .33.?
- The ADV is 6639 contracts.
- The OI is 31109 contracts.
Volume went up in 2 large blocks.? The trader here looks like they are buying more of the same that they bought yesterday for .02 better.? Check the OI tomorrow but there appears to be an accumulating buyer here.
- 30-day implied volatility is 14%.
- 10-day implied volatility is 11%.
- 30 day implied volatility is trading above the 10 day realized volatility
Consumer Discretionary Select Sector SPDR Fund seeks to provide investment results that correspond generally to the price and yield performance of the Consumer Discretionary Select Sector Index (the Index). The Index includes companies from the following industries, media; retail (specialty, multiline, Internet and catalog); hotels, restaurants and leisure; textiles, apparel and luxury goods; household durables; automobiles; auto components; distributors; leisure equipment and products; and diversified consumer services.
Calls trade in GPOR- delta neutral calls go up
Shares of Gulfport Energy Corp (GPOR) are up 3.16 to 55.11. GPOR is in the lower end of the 52 week range.
Today paper traded 2000 GPOR Jan 65 calls for 1.50.?
- The ADV is 3849 contracts.?
- The OI is 560 contracts.
Volume went up in 1 block.? The trade is not marked tied to stock but a delta neutral equivalent of stock went up marked derivative 1 min after the option print.? The trade is possible a delta neutral straddle where the trader is looking for a big more or change in IV.
- 30-day implied volatility is 54%.
- 10-day implied volatility is 47%.
- 30 day implied volatility is trading above the 10 day realized volatility
Gulfport Energy Corporation (Gulfport) is an independent oil and natural gas exploration and production company with its principal producing properties located along the Louisiana Gulf Coast in the West Cote Blanche Bay, or WCBB, and Hackberry fields, and in West Texas in the Permian Basin.
Large call spreads trade in GNW- bounce play here in the call spread
Shares of Genworth Financial Inc. (GNW) are down .69 to 7.97. ?GNW is at the bottom of the 52 week range.
Today paper traded 2000 GNW Mar 10/11 call spreads for .14.
- The ADV is 9202 contracts.
- The OI is 1657 and 2677.
Volume went up in large blocks.? The trade looks like an opening call spread for a small price.? The investor is giving GNW plenty of time for a bounce.? There is a potential for a roll down but the .14 credit seems hardly worth it if the trade was a roll.? Check the OI on this tomorrow but it is looking like a long call spread.
- 30-day implied volatility is 72%.
- 10-day implied volatility is 247%.
- 30 day implied volatility is trading below the 10 day realized volatility
Genworth Financial, Inc. (Genworth) is a financial security company. The Company provides insurance, wealth management, investment and financial solutions. As of December 31, 2011, the Company had more than 15 million customers, with a presence in more than 25 countries.