Monday, June 20, 2011

Options Flow Recap June 17th

Macro / Thematic

EWJ – 20,000 of the September 10 calls were bought for $0.40

EEM – 14,000 of the July 47 calls were bought for $0.70.

RSX – 2000 of the August 37 / 39 strangle was bought for $1.65



Consumer

LUV – 4000 of the July 11 calls were bought for $0.40. The calls were bought in a multi exchange sweep.

SPLS – 27,000 of the July 15 puts were sold at $0.35.

UAL – Nearly 12,000 of the July 22 calls were sold at $2.58. The calls were sold to open.

TTWO – 5000 of the September 15 straddle was sold at $2.60


Energy

WMB – 9000 of the August 22 / 28 bullish risk reversal was bought for $1.54 and 9000 June 32 calls were sold $0.02 to close.

CHK – 9250 of the June 27 / July 26 call spread was bought for $1.44. The July calls were bought to open.

HAL – 4200 of the October 48 call were bought for $3.25 tied to stock at $46.00

HES – 1450 of the July 72.5 calls were bought for $1.89. The calls were bought to open.


Industrials / Materials

FCX – 25,000 of the June 42 / July 43 call spread was sold at $0.35. It appears to be a roll from June to July.

AUY – 7000 of the July 10 calls were bought for $1.53. The calls were bought to open.

MT – 3000 of the September 35 calls were bought for $1.03.


TMT

QLGC – 10,000 of the January 17.5 calls were bought for $0.80.

BBBB – 7700 of the June 40 / 45 put spread was bought for $3.80 and the July 35 / 40 put spread was sold at $1.60. It is a roll of a put spread from June to July.

CLWR – 1000 December 2 puts were bought for $0.30.


Financials

RF – 5000 of the July 6 puts were bought for $0.17. The puts were bought to open.

CNO – 4850 of the September 8 calls were bought for $0.35. The calls were bought to open in a multi exchange sweep.

NYX – A large seller of premium in NYX today with 5000 of the September 34 calls sold at $1.34, 5000 of the September 35 calls sold at $0.91 and 5000 of the September 36 calls sold at $0.59.


Healthcare

TMO – Total of 2000 of the July 60 / 65 bullish risk reversal traded at an average of $0.55. The position appears to be to open.


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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