جمشيد
16-06-2005, 09:57 PM
Unusual Options Activity
Select options seeing interest, making upward implied volatility moves on volume today, with little corresponding action in the underlying stock, include:
Calls: MON Jul 70 calls (volume: 2000, open int: 1160, implied vol: ~28%, prev day implied vol: 24%), PCU Jul 45 calls (volume: 1070, open int: 1590, implied vol: ~40%, prev day implied vol: 37%), WTSLA Dec 7.50 calls
(volume: 5170, open int: 670, implied vol: ~78%, prev day implied vol: 59%)... Puts: BBBY Jul 42.50 puts (volume: 2800, open int: 2660, implied vol: ~28%, prev day implied vol: 23%)...: The point of this comment is to highlight unusual option activity in names that aren't showing corresponding volatility in the stock itself. This week is June expiration week with quadruple witching tomorrow.
Select options seeing interest, making upward implied volatility moves on volume today, with little corresponding action in the underlying stock, include:
Calls: MON Jul 70 calls (volume: 2000, open int: 1160, implied vol: ~28%, prev day implied vol: 24%), PCU Jul 45 calls (volume: 1070, open int: 1590, implied vol: ~40%, prev day implied vol: 37%), WTSLA Dec 7.50 calls
(volume: 5170, open int: 670, implied vol: ~78%, prev day implied vol: 59%)... Puts: BBBY Jul 42.50 puts (volume: 2800, open int: 2660, implied vol: ~28%, prev day implied vol: 23%)...: The point of this comment is to highlight unusual option activity in names that aren't showing corresponding volatility in the stock itself. This week is June expiration week with quadruple witching tomorrow.