>>> US Unusual Options Activity


Unusual Options Activity

Bullish Call Activity:
  • NAT Jul 10 calls are seeing interest with relative strength in the underlying stock -- along with select shipping names following oil export news (volume: 4300, open int: 2870, implied vol: ~37%, prev day implied vol: 30%)  -- co is expected to report earnings in Aug. 
  • MAN Jul 85 calls (volume: 3460, open int: 340, implied vol: ~22%, prev day implied vol: 19%)  -- co is expected to report earnings mid July, possibly falling outside the July expirations cycle.
  • BUD Sep 125 calls (volume: 12.5K, open int: 270, implied vol: ~21%, prev day implied vol: 19%)  -- 7K contracts traded in single transaction above the offer. Co is confirmed to report earnings July 31 before the open.
  • NEE Aug 105 calls (volume: 6530, open int: 3330, implied vol: ~18%, prev day implied vol: 17%)  --nearly 5K traded at 1.15 with a 1.05/1.20 spread. CNBC discussed unusual options activity last week on June 19. Co is expected to report earnings late July.
Bearish Put Activity:
  • CVRR Jul 25 puts are seeing interest with weakness in the underlying stock -- along with other refining related names -- and following offering news (volume: 2410, open int: 200, implied vol: ~25%, prev day implied vol: 20%)  -- co is expected to report earnings late July.
  • BGC Aug 25/26 puts are seeing interest. The BGC Aug 26 puts (volume: 3560, open int: 130, implied vol: ~40%, prev day implied vol: 36%)  and the BGC Aug 25 puts (volume: 1450, open int: 240, implied vol: ~38%, prev day implied vol: 37%)  
  • HCA puts are seeing interest by nearly 3:1. Most notable volume is in the HCA Jan15 57.5 puts (volume: 7510, open int: 10, implied vol: ~23%, prev day implied vol: 22%)  -- nearly all of the volume in the Jan15 57.5 puts occurred in single transaction. 
Sentiment: The CBOE Put/Call ratio is currently: 0.78... VIX: (11.57, -0.56, -4.6%).
July 18 is options expiration -- the last day to trade July equity options.