AB InBev, Stora Enso, Suez, Swiss Re in Focus: Europe Options
As the Stoxx Europe 600 Index was little changed, these were the index members with liquid options that saw interest from traders as of 12:30 p.m. Frankfurt time:
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AB InBev options volume 7.1x the 20-day average, with 27,055 calls changing hands vs 859 puts
- Stock up 2.2%, volume 0.5x the 20-day average for this time of day
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Suez options volume 4x the 20-day average, with 40 calls changing hands vs 2,106 puts
- Stock down 0.5%, volume 0.1x the 20-day average for this time of day
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Swiss Re options volume 3.3x the 20-day average, with 2,526 calls changing hands vs 34,706 puts
- Stock down 0.1%, volume 0.6x the 20-day average for this time of day
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Stora Enso options volume 2.9x the 20-day average, with 2,000 calls changing hands vs 131 puts
- Stock up 1.5%, volume 0.3x the 20-day average for this time of day
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Euro Stoxx 50 options volume 0.3x the 20-day average, with 177,808 calls changing hands vs 246,155 puts
- Cost of hedging as measured by the 90/110, one-month skew ranks in the 28th percentile over the past year
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Euro Stoxx Banks options volume 0.1x the 20-day average, with 17,764 calls changing hands vs 5,602 puts
- Cost of hedging as measured by the 90/110, one-month skew ranks in the 13th percentile over the past year
- VStoxx Index down 2.8%