Shares of Wisconsin Energy Corp (WEC) are down .32 to 44.88 today.? WEC is near the upper end of the 52 week range.
Today paper traded 1090 WEC Jul/45Jan 2015 50 call spreads for .10.? The ADV is 292 contracts. The OI is 1877 and 637 contracts.
The volume went up in 2 large blocks.? This trade is most likely a roll for a buy writer with the Jul?s coming due and the calls going up nearer the offer.
?30-day implied volatility is 18%. ? 10-day implied volatility is 16%.? 30 day implied volatility is trading above the 10 Day Historical volatility.
Wisconsin Energy Corporation is a diversified holding company.