7077 WMT Nov 75 calls traded over Dec 72.5 calls on the CBOE marked spread.?

WMT

Shares of Wal-Mart Stores, Inc. (WMT) are down 1.59 to 70.09 today. WMT is near the middle of the 52 week range.

  • Paper traded 7077 WMT Nov 75 calls over Dec 72.5 call for .35 and 1.02.?
  • The ADV is 31776 contracts.?
  • The OI is 23k in Nov and 6078 in Dec.

The volume went up on the CBOE marked spread.? This trade sets up as rolling buy writer.? The Nov 75 calls close and the Dec 72.5s closer to the money are opening.? Pricing would indicate buy to close on the Nov.?s and sell to open on the Dec?s.

  • IV 30 is trading 16.5%.?
  • HV10 is trading for 15.5%.?
  • IV 30 is above the HV 10.

Wal-Mart Stores, Inc. is engaged in the operation of retail, wholesale and other units in various formats around the world.