3000 YNDX Oct28 19.5-21 calls spreads went up in scattered blocks on the CBOE
Shares of Yandex NV (YNDX) are down .60 to 19.02 today.? YNDX is near the middle of the 52 week range.
- Paper traded 3000 YNDX Oct28 19.5/21 calls spread for around .38.?
- The ADV is 3036contracts.?
- The OI is 3884 on the 21s and 38 on the 19.5s.
The volume went up in scattered blocks on the CBOE marked spread.? These smaller trades look like a roll to the money where the customer is closing the 21s and buying the 19.5s as earning approach.? Most likely they are looking for an upside kick as they get close to the money.
- IV 30 is trading 47%.
- HV10 is trading for 45%.?
- IV 30 is above the HV 10.
Yandex N.V. (Yandex) is an Internet and technology company, and operates an Internet search engine.