Shares of iShares Dow Jones US Home (ITB) are up.06 to 22.76 today.? ITB is in the middle of the 52 Week range.
Today paper traded 7861 Aug 22 calls and 5031 Sep 22 calls for .45. The ADV is 5540 contracts.? The OI is 7864 contracts in Aug and 200 in Sep.
The volume went up in two blocks marked spread.? Paper sold the Aug calls for .03 over parity and paid the offer for the Sep 22 calls.? This is a straight out roll to stay long deltas in here.? A large trade went up on July 30th so it looks like the trader is rolling out the profits.
30-day implied volatility is 24%.?? 10-day implied volatility is 18%.? 30 day implied volatility is trading above the 10 realized volatility
iShares U.S. Home Construction ETF, formerly iShares Dow Jones U.S. Home Construction Index Fund, seeks investment results that correspond generally to the price and yield performance of the Dow Jones U.S. Select Home Construction Index (the Index).