Shares of Applied Materials Inc. (AMAT) are up .20 to 23.09. ? AMAT is making a 52 week high.
Today paper traded 16500 AMAT Jan 2015 20 calls at 3.80-3.95 and 28000 AMAT Jan 2015 24 calls for 1.59-1.68 and .? The ADV is 19233.? The OI is 79991 on the 20s and 16108 on the 24s.
The volume went up in many blocks marked spread.? Trade here was a large roll up where the customer is taking profits on the 20 calls and adding more volume to the 24s.? Check the OI but it looks like there are many more calls to roll up.? IV is ticking up slightly as AMAT makes 52 week highs.
?30-day implied volatility is 31%. ? 10-day implied volatility is 16%.? 30 day implied volatility is trading above the 10 Day Historical volatility.
Applied Materials, Inc. (Applied) provides manufacturing equipment, services and software to the global semiconductor, flat panel display, solar photovoltaic (PV) and related industries.