?More fun from the annals of unusual activity: Aggressive upside call buying in INFA, small money put spreads in ORLY & ATM call buyers in VVUS.
Calls trade in INFA- aggressive upside call buying
Shares of Informatica Corp (INFA) are up .63 to 33.86.? INFA is trading at the lower end of the 52 week range.
Today paper traded 594 INFA Oct 35 calls for .60. ?
- The ADV is 712 contracts.
- The OI is 63 contracts.
Volume went up in one large block.? ?Call buyers jumped in here paying through the offer on some of the contracts.? The IV is up 4.6 points to 33.86.? This is a size call buyer looking for a big move higher and buying one year low IV to do it.
- 30-day implied volatility is 29%.
- 10-day implied volatility is 20%.
- 30-day implied volatility is trading above the 10-day realized volatility.
Informatica Corporation (Informatica) is an independent provider of enterprise data integration and data quality software and services.
Calls trade in VVUS- ATM call buyers
?Shares of VVUS, Inc. (VVUS) are up .57 to 4.45 today. ?VVUS is near the lower end of the 52 week range.
Today paper traded 485 VVUS Oct 4 call spreads for .58.?
- The ADV 1925 contracts.
- The OI is 315 contracts.
Volume went up in one large block.? Total trade of 1109 went up with volume in the Oct 5 calls as well. Paper is opening buy on the long Oct 4s with some closing on the Oct 5s.
- 30-day implied volatility is 79%.
- 10-day implied volatility is 41%.
- 30-day implied volatility is trading above the 10-day realized volatility
VIVUS, Inc. is a biopharmaceutical company. It commercializes and develops therapies to address unmet needs in obesity, sleep apnea, diabetes and sexual health.
Puts spreads trade in ORLY- small dollar put spread trades
http://www.google.com/finance?q=orly&ei=xzkbVJBO5oKxB_nPgMgD
Shares of O?Reilly Automotive Inc. (ORLY) are up .62 to 155.29. ORLY is near the upper end of the 52 week range.
Today paper traded 743 ORLY Nov 145/150 call spreads for 1.20.?
- The ADV is 316 contracts.
- The OI is less than 250 contracts.
Volume went up in 2 blocks.? Trade on the strikes is over 2500 contracts with volume going up in pieces on different floors.? The net price is pretty small for the spread so most of this looks like a priced sale.? This is a pretty aggressive upside play near the all-time highs.? The volume does look institutional trying to fill a 2500 lot total.
30-day implied volatility is 16%.??
10-day implied volatility is 9%.?
30-day implied volatility is trading above the 10-day realized volatility
O?Reilly Automotive, Inc. (O?Reilly) is a specialty retailer of automotive aftermarket parts, tools, supplies, equipment and accessories in the United States, selling its products to both do-it-yourself (DIY) customers and professional service providers.