Calls and Puts Trade in MDLZ- Risk Reversal Trades
Shares of Mondelez International Inc (MDLZ) are down 1.76 to 43.61. MDLZ is in the middle of the 52 week range.
- Paper traded 3000 MDLZ Sep 50 calls over Sep 35 puts for .55.
- The ADV is 23079 contracts.
- The open interest is less than 1000 contracts.
The volume went up in 2 blocks on the PHLX marked spread. This looks like a risk reversal where the customer sells the deep downside put and buys OTM calls for low dollars. This trade does well on a launch higher for MDLZ shares.
- IV 30 is trading for 23%.
- HV10 is trading for 9%.
- IV 30 is above the HV 10.
Mondelez International, Inc. is a snack company. The Company manufactures and markets snack food and beverage products for consumers in approximately 165 countries around the world.
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