Thursday, February 3, 2011

Derivative Flow Recap

Macro

SPY – 75,000 x 150,000 x 75,000 February 123 / 125 / 127 put fly was bought for $0.13.


Consumer

ANF – 3000 May 50 / 60 1x2 call ratio spread appeared bought for $2.02.

FMCN – 5000 February 27 calls were sold at $0.70 to open.

SKS – 4850 March 11 puts were bought for $0.65 to open.

KMB – 5000 April 67.5 calls were bought for $0.25 in multi-exchange sweep and 1400 July 70 calls for $0.35, both appear to be opening trades.

TSN – 1200 April 19 calls were bought for $0.35 to open. The company reports earnings tomorrow before the open.

F – 7300 September 22.5 calls were bought for $0.20.

ANN - trades 10,000 Feb. 23 calls in two blocks, look to be opening sales

Energy

SD – 10,000 January 5 / 7 strangles were bought for $1.82. Possibly a volatility play on the oil and gas driller between now and January 2012.

WMB – 10,000 February 30 calls were swept for $0.11. There was also a multi exchange sweep of the February 29 calls for $0.24 which was to open.

DVN – 3000 February 85 / 90 bearish risk reversal traded with the investor collecting $0.35.

PTEN – 2000 March 22.5 puts were bought for $0.65


Financials

C - 20,000 x 30,000 May 5 / 5.5 1x1.5 call spreads were bought for $0.105

JPM – 25,000 x 50,000 January 40 / 30 1x2 put spread were bought for $1.15. JP Morgna hosts an analyst day on the 14th of February.

CCME – 13,500 puts traded today with the action scattered across the February puts with strikes ranging from 18 to 10. 

BAC block of 9K April $15 calls bought. There was a morning seller of 9,500 February $14 puts. May $18 calls with 6,000 bought.  


Industrials / Materials

MFN - 4500  May 13 calls traded today (82% on  the offer). It appeared to be opening call buying.

AA – 4000 March 16 puts for $0.29.

ARG – 2500 March 57.5 puts were bought for $0.60

CHRW – 3000 January’12 70 puts were bought for $4.90 to open

GMR – 2100 August 3 puts were bought for $0.55.


TMT

YHOO – 46,500 April 18 / 20 call spreads were bought for $0.30, tied to 744,000 shares of stock for $16.45.

CSCO – Two 2500 contract blocks of the February 22 calls were bought for $0.46 and $0.47. Both were bought to open.

BRCM – 42,000 March 41 puts were bought for $0.80 to open.

T – 650 May 22.5 puts were bought for $0.13 to open.


Healthcare

AMRN - 5000 June 10/15 call spreads bought at $1.30 while 5000 June $5 puts are also bought. 

AZN – 2800 March / april 45 put spreads were bought for $0.40. The position was bought to open.

CEPH – 2500 May 70 calls were bought for $0.70.

2 comments:

  1. How do you see if the volume is buys/sells? When I look at my broker site it only tells me the open interest and the volume...but it does not say what they were. Thanks

    ReplyDelete
  2. we subscribe to livevolpro.com ... it shows exactly what each print was

    ReplyDelete