Thursday, March 31, 2011

Option Flow Recap March 31st

Thematic / Macro
EWJ - 40,000 June $9 puts were bought for $0.16
XLE - 36,500 September $72 puts were sold at $2.40

Consumer
F - 30,000 January $12.50 calls were bought at $3.25
M - 7,600 April $25 calls were bought for $0.24
KO - January '12 $65/$75 call spreads traded 10,500 x 31,500 and collected $2.20

Energy
SD - 4,000 April $13 calls were bought at $0.46
COP - 3,400 April $75 calls were rolled into the May $80 calls at $2.60
NE - 3,300 April $45 puts were bought at $0.87
BP - 4,000 April $46 calls were bought at $0.31

Industrials / Materials
CCJ - 3,090 January $35 calls were sold at $2.45
AA - 2,800 July $16 puts were bought at $0.58
NEM - 2,600 April/May $55 call spread was bought for $1.15
SLW - 2,500 April $48 calls were bought for $0.60

Financials
WFC - 9,000 January $35 calls were sold at $1.84
V - 2,500 April $80 calls were sold at $0.10

Healthcare
CFN - 5,000 May $30 calls were sold at $0.45
JNJ - 5,000 January $47.5 puts were sold at $0.86

*Special thanks to Flotilla Partners, Option Radar, BMO Capital, MEB Options, LiveVolPro, CBOE, Option Monster, and all of the options desks and traders we work with to provide the option flow!

No position at this time. Position declarations are believed to be accurate at time of writing but may change at any time and without notice.

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