320 BAX Aug 14 Weekly 41 calls went up in 1 block on BATS on a sweep.?

Calls trade in BAX- call sellers pile in

BAX

Shares of Baxter International Inc. (BAX) are up .89 to 40.40 today. ?BAX is making a 52 week high.

  • Paper traded 320 BAX Aug 14 Weekly 41 calls at 1.20.
  • The ADV is 7732 contracts.
  • The OI is 207

The volume went up in 1 block on BATS on a sweep.? Total volume on the trade is over 4k contracts as sellers hit all floors on a big jump in IV today.? The trade is consistent with a call writer over stock.? Iv is up 19 points in Aug.

  • IV 30 is trading for 40%.
  • HV10 is trading for 22%.
  • IV 30 is trading above the HV 10.

Baxter International Inc. (Baxter) is a diversified healthcare company. The Company operates in two segments: BioScience segment, which include three commercial franchises: Hemophilia, BioTherapeutics and BioSurgery, and Medical Products segment, which include four commercial franchises: Fluid Systems, Renal, Specialty Pharmaceuticals and BioPharma Solutions.

 

Puts trade in ABY- put spreads trade

ABY

Shares of Abengoa Yield PLC (ABY) are down 1.33 to 23.35 today. ?ABY is near the lower end of the 52 week range.

  • Paper traded 3000 ABY Sep 17.5/20 put spreads for .55.
  • The ADV is 271 contracts.
  • The OI is 10 and 1000 contracts.

The volume went up in two blocks on the ARCA marked spread.? Fair value on the spread is now .37 and it looks like the customer sold it near the lower end of the range.? The spread is currently offered .55 on the screen with the stock $.55 higher.

  • IV 30 is trading for 49%.
  • HV10 is trading for 35%.
  • IV 30 is above the HV 10.

Abengoa Yield plc is an engineering and clean technology company. The Company owns, manages, and acquires renewable energy, conventional power, electric transmission lines, and other contracted revenue-generating assets, focused on North America (United States and Mexico) and South America (Peru, Chile, Brazil and Uruguay), as well as Europe (Spain). IV 30 is trading 21%.? HV10 is trading for 56%.? IV 30 is trading below the HV 10.

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Calls trade in VIX- upside calls trade

VIX

The CBOE Volatility Index (VIX) is up .16 to 12.72 today. ?VIX is near the bottom of the 52 week range.

  • Paper traded 9598 VIX Sep 23 calls for .53. ??
  • The ADV is 600k contracts. ?
  • The OI is 88298 contracts.

The volume went up in one block on the CBOE marked price variation. ??The trade went up close to the offer and could be an opening or closing buyer.? VIX is near the bottom of the range and the trade could be profit early in the morning before VIX made a move higher.

  • IV 30 is trading for 71%.
  • HV10 is trading for 123%.
  • IV 30 is below the HV 10.

The CBOE Volatility Index measures the implied volatility of the S&P 500 index options maintaining constant 30 day duration.