20000 EPI Jan 18 puts went up in 1 block on the AMEX marked price variation.?

EPI

Shares of Wisdom Tree India Earnings (EPI) are up .24 to 19.50 today. ?EPI is near the lower end of the 52 week range.

  • Paper traded 20000 EPI Jan 18 puts for .90. ??
  • The ADV is 8844 contracts.? ?
  • The OI is 806 contracts.

The volume went up in 1 block on the AMEX marked price variation.? Total of 58000 puts went up with stock in huge blocks around 19.47.? The trade looks like an opening delta neutral backspread.? In this case the investor thinks the volatility is? going to continue.

  • IV 30 is trading for 33%.?
  • HV10 is trading for 79%.?
  • IV 30 is below the HV 10.

WisdomTree India Earnings Fund (The Fund) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree India Earnings Index. The Index measures the performance of profitable companies incorporated and traded in India that are eligible to be purchased by foreign investors and that meet specific criteria developed by WisdomTree Investments