Trade on the KO Dec 45 is over 15000 contracts with buyers bidding up the IV.?
Calls trade in VRX- upside call buyers
Shares of Valeant Pharmaceuticals Intl. (VRX) are down 1.06 to 130.00.? VRX is near the middle of the 52 week range.
Today paper traded 5957 VRX Dec145/160 call spreads for 2.85.?
- The ADV is 6992 contracts.
- The OI is 36000 over contracts.
Volume went up in 2 large blocks with the buy side trading through the offer. Dec 130 calls are trading on the offer as well will paper mostly buying calls and call spreads in DEC.? The paper on balance looks bullish.
- 30-day implied volatility is 42%. ?
- 10-day implied volatility is 31%.
- 30 day implied volatility is trading above the 10 day realized volatility
Valeant Pharmaceuticals International, Inc., formerly Biovail Corporation, is a multinational, specialty pharmaceutical company that develops, manufactures and markets a range of pharmaceutical products.
Calls roll in TOL
Shares of Toll Brothers Inc. (TOL) are down .58 today to 31.84.? TOL is near the lower end of the 52 week range.
Today paper traded 34458 TOL Dec 36 calls and 24662 TOL Jan 34 calls for 82.5.?
- The ADV is 4853.
- The OI is 36000 and 1000.
Volume went up in 3 blocks.? The trade looks like a roll from Dec to Jan to grab a more ITM strike.? The low Dec premium means the trader is taking loss on the Dec calls and buying more time with the Jan but staying well OTM.? Still very bullish overall but wrong so far.
- 30-day implied volatility is 26%.
- 10-day implied volatility is 15%.
- 30 day implied volatility is trading above the 10 day realized volatility
Toll Brothers, Inc. designs, builds, markets and arranges financing for detached and attached homes in luxury residential communities. The Company operates its own land development, architectural, engineering, mortgage, title, landscaping, security monitoring, lumber distribution, house component assembly, and manufacturing operations.
Calls trade in KO- possible upside call opening buyers
Shares of The Cola-Cola Co. (KO) are up .33 to 40.90. ?KO is near the middle of the 52 week range.
Today paper traded 1201 KO Dec 45 calls for .08.?
- The ADV is 42408 contracts.
- The OI is 49k contracts.
Volume went up 1 big block.? Trade on the strike is over 15000 contracts with buyers bidding up the IV.? Option traders are buying calls in Jan on every strike pushing the IV up .55.? This is an open interest check for tomorrow but the IV would indicate opening.
- 10 Day Realized Volatility is 14%.
- 30 Day Implied Volatility is 33%.
- 30 Day IV is trading below the 10 day realized volatility
The Coca-Cola Company is a beverage company. The Company owns or licenses and markets more than 500 nonalcoholic beverage brands, primarily sparkling beverages but also a variety of still beverages, such as waters, enhanced waters, juices and juice drinks, ready-to-drink teas and coffees, and energy and sports drinks. It owns and markets a range of nonalcoholic sparkling beverage brands, which includes Coca-Cola, Diet Coke, Fanta and Sprite.