Mid-day Flow Summary: YHOO & Pin Candidates
Then there was a very large multi-market sweep order at 1:48 pm in which a customer sold 10,000 July 32.5 calls for $.30. With recent realized volatility near 36%, sellers of these options are looking for continued quiet trading for the summer months.
|Symbol||Expiry||Strike||Put / Call||Spot||Distance||OI|
Of these, MO June 70 calls were the most active today, with more than 50,000 trading in a roll to the July 70 calls. Apple June 120 options saw scattered trading today, with approximately 40,000 of each on the tape, the majority of which were seller initiated."
View Henry Schwartz's post archive >