5640/5111 SUNE Jan/Dec 3 call spreads went up in 2 blocks on the PHLX

SUNE

Shares of the Sunedison Inc. (SUNE) are down .01 to 3.63 today.? SUNE is at the bottom of the 52 week range.

  • Paper traded 5640/5111 SUN Jan/Dec 3 call spreads for .34. ??
  • The ADV is 65k contracts.? ?
  • The open interest is 15315/43000 Jan over Dec.

The volume went up in 2 blocks on the PHLX marked spread. ?A similar call trade looks like it got taken off the tape and replaced by this roll.? The customer looks like they are closing Dec and rolling out to Jan for the premium.? Most likely this is against a long stock position.

  • IV 30 is trading for 177%.?
  • HV10 is trading for 219%.?
  • IV 30 is below the HV 10.

SunEdison, Inc. (SunEdison) is a developer and seller of photovoltaic energy solutions, an owner and operator of clean power generation assets, and a developer and manufacturer of silicon wafers. The Company operates in three segments: Solar Energy, TerraForm Power and Semiconductor Materials through SunEdison Semiconductor Ltd. (SSL).