1786/3572 SWI Dec 52.5/60 call spreads went up in 2 blocks on the CBOE
Shares of Solarwinds Inc (SWI) are up .22 to 48.81 today.? SWI is near the middle of the 52 week range.
- Paper traded 1786/3572 SWI Dec 52.5/60 call spreads for 2.16 over .38.
- The ADV is 383 contracts.?
- The OI is less than 200 contracts.
The volume went up in 2 blocks on the CBOE marked spread. ?These two blocks price buying the Dec 52.5 calls through the existing offer and selling down the Dec 60 calls.? The optimum trade spot would be $60 in Dec so the trade leans long.
- IV 30 is trading 50%.?
- HV10 is trading for 60%.?
- IV 30 is trading below the HV 10.
SolarWinds, Inc. (SolarWinds) is a holding company. The Company designs, develops, markets, sells and supports enterprise-class information technology (IT), infrastructure management software to IT and DevOps professionals in organizations of all sizes.