The Options Insider

System Call Buyers Sweeping in SLV

by | May 5, 2015 | Unusual Activity

2563 SLV May 16 calls went up in 1 block & volume is over 14000 contracts as buyers are scooping SLV upside calls on all exchanges

Calls trade in PBR- possible Jul call roll

PBR

Shares of Petrobras (PBR) are up .55 to 10.33 today. ??PBR is near the lower end of the 52 Week range.

  • Paper traded 16000 PBR Jun 11 and 13 calls for .66 and .21.
  • The ADV is 83k contracts.
  • The OI is 34k and 1307 in the two strikes.

The volume went up in 2 blocks marked spread on the AMEX.? There is huge OI on the Jul 11 calls and these could be closing where the customer wanted a higher print and paid a higher price for the Jul 13s.? Check the OI on this but it is bullish either way.

  • IV 30 is trading for 15%.
  • HV10 is trading for 15%.
  • IV 30 is trading at the HV 10.

Petroleo Brasileiro SA Petrobras (Petrobras) is a Brazil-based integrated oil and gas company. The Company divides its activities into seven segments: Exploration and Production; Refining, Transportation and Marketing; Gas and Power; Biofuel; Distribution and International.

 

Big calls trading in CAG- ITM calls trading

CAG

Shares of ConAgra Foods Inc. (CAG) are down .22 to 36.90 today. ??CAG is near the top of the 52 week range.

  • Paper traded 10400 CAG Sep 34 calls for 3.80.
  • The ADV is 2061 contracts.
  • The OI is 73 contracts.

The volume went up in 1 giant block on the AMEX marked spread.? The trader looks like they are doing a stock replacement strategy with 836000 going up for 37.04.? The trader is getting 200k more deltas and cutting the margin way down.

  • IV 30 is trading for 20%.
  • HV10 is trading for 13%.
  • IV 30 is trading above the HV 10.

ConAgra Foods, Inc. (ConAgra Foods) is the packaged food company. The Company provides branded and private branded food in households, as well as commercial foods business serving restaurants and foodservice operations.

 

Call buyers in SLV- System call buyers sweeping in SLV

silver bars

Shares the iShares Silver Trust (SLV) are up .15 to 15.85 today.? SLV near the bottom of the 52 week range.

  • Paper traded 2563 SLV May 16 calls for .25.
  • The ADV is 45310 contracts. ?
  • The OI is 24563 contracts.

The volume went up in 1 block on the CBOE.? Volume was over 14000 contracts as buyers are scooping SLV upside calls on all exchanges.? The high OI means this could be a close but the all exchange sweep usually means an aggressive opening buyer.

  • IV 30 is trading for 26%.
  • HV10 is trading for 28%.
  • IV 30 is below the HV 10.

IShares Silver Trust (the Trust) owns silver transferred to the Trust in exchange for shares issued by the Trust (Shares). Each Share represents a fractional undivided beneficial interest in the net assets of the Trust.