· Buyer 10,000 Aug 25 calls vs 19.70, 30 delta for .925
· Seller 10,000 July 25 calls at .15
· Buyer 7,000 July 17 puts for .275 to sell 4,400 July 20 puts at 1.875
· Buyer 5,000 July 19 puts vs 19.10, 26 delta for 1.175
· Buyer 5,000 July 25 calls for .25
Largest IV Increases: BRFS, AZN, TSL, GRM, MCHP, ID, CADX, MBI, ANN, FCS
Largest IV Decreases: INFY, AA, FAST, NVLS, ANH, BJ, CFSG, CLX, WMS, DEER
*Special thanks to Option Radar, BMO Capital, MEB Options, LiveVolPro, CBOE, Option Monster, T.O.P. group, 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.