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Options Activity Watch (Options Activity Snapshot)
In our Daily Options Activity Watch we highlight some of the companies, indexes and ETFs with unusually high call (put) volume, high/low Put/Call ratio, 3 or 6 month record high volume of call (put) options, high options activity before an earnings announcement, high volume spreads, etc.
The CrimsonMind Options Activity Watch is posted to the web-site each trading day starting at 10:00am CST and is updated throughout the day. Generally, we do not comment if option activity was bullish, bearish, or whether options were sold or purchased. This site provides analysis of options volume and open interest data and does not make any recommendation regarding options trading.
Archive of Daily Options Commentary :

Recent tickers: TTWO, WFMI, XRT, SLV, AVNR, BX, PSS, XHB, IYR, ADBE, WYN, MELA, BRY, PSS, MNTA, HGSI, ACN, GCI, ARNA, CVS, PM, BBT, MGM, LEN, DHI, IMGN, OCR, HTZ, XLE, AMD, SMH, VRSN, SVU, DAL, V, CPB, MW, GFRE, CY, PLCM, JOSB
Friday, September 03, 2010
1:21 PM PST
September 03

TAKE-TWO INTERACTI (Technology/Multimedia_and_Graphics_Software) - TTWO Quote - OI/Vol. - Sector Details
Short straddle - October expiration
One trader appears to have sold 5,000 Oct 10 calls $0.45 (bid:0.40 ask:0.55) and 5,000 Oct 10 puts for $0.80 (bid:0.80 ask:0.95), a net credit of $1.25 per contract. Total of 14967 calls and 5809 puts have traded.
TTWO (TAKE TWO INTERACTIVE SOFTWARE) is at 9.48 +0.63

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 10.00	  0.40 	 0.50 	  5559 	        613 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 10.00 	  0.90 	 1.00 	  5050 	         10




1:10 PM PST
September 03

WHOLE FOODS MARKT (Services/Grocery_Stores) - WFMI Quote - OI/Vol. - Sector Details
Options active - October expiration
5,000 Oct 35 puts traded at $0.94 (bid:0.94 ask:0.97) and 5,000 Oct 38 calls traded at $0.98 (bid:0.97 ask:1.00). It appears that options were tied to shares. Total of 6256 calls and 5529 puts have traded.
WFMI (WHOLE FOODS MKT INC) is at 36.61 +0.60

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 38.00      0.95 	 0.98 	  5020     	504 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 35.00 	  0.93 	 0.96 	  5013 	         479




12:59 PM PST
September 03

SPDR S P Retail (SPDR_Series_Trust/SPDR_Series_Trust) - XRT Quote - OI/Vol. - Sector Details
Debit call spread - December expiration
10,000 Dec 41 calls were purchased for an average premium of $1.38 per contract against the sale of 10,000 Dec 45 calls for 0.325, a net debit of $1.055 per spread.
XRT (SPDR S&P RETAIL) is at 38.64 +0.46

	 
Calls:            Bid    Ask     Volume      Open Interest
10 Dec 41.00      1.30 	 1.33 	  10025 	 468 	
10 Dec 45.00      0.31 	 0.33 	  10080 	4868 	




12:50 PM PST
September 03

iShares Silver Trust (iShares_Silver_Trust/Specialty-Precious_Metals) - SLV Quote - OI/Vol. - Sector Details
Put options active - January 2011 contract
Approximately 24,000 Jan (2011) 18 puts were purchased for an average premium of $0.84 per contract. It appears that options were tied to shares.
SLV (ISHARE SILVER TRUST) is at 19.45 +0.17

	 
Puts:             Bid    Ask     Volume      Open Interest
11 Jan 18.00 	  0.81 	0.85 	  26425 	13151




12:40 PM PST
September 03

Avanir Pharmaceuticals (Healthcare/Drug_Manufacturers_-_Other) - AVNR Quote - OI/Vol. - Sector Details
Options active - December expiration
It appears that trader(s) sold approximately 10,000 Dec 2.50 calls for an average premium of $1.02 per contract and 10,000 Dec 2.50 puts for $1.03, a net credit of $2.05 per contract. Total of 14859 calls and 12311 puts have traded.
AVNR (AVANIR PHARMACEUTICALS INC) is at 2.72 -0.20

Calls:            Bid    Ask     Volume      Open Interest
10 Dec 2.50       1.05 	 1.15 	 13170 	        2438 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Dec 2.50 	  0.95 	 1.05 	 12282 	        8511




8:36 AM PST
September 03

BLACKSTONE GRP LP UT (Financial/Asset_Management) - BX Quote - OI/Vol. - Sector Details
Call options active - January 2012 contract
Approximately 18,300 Jan (2012) 15 calls were purchased for an average premium of $0.86 per contract. Note: high OI. Total of 21929 calls traded compared to the 10 day average volume of 2758. Total of 205 puts traded.
BX (BLACKSTONE GROUP (THE) L.P.) is at 10.44 +0.21

Calls:            Bid    Ask     Volume      Open Interest
12 Jan 15.00      0.72 	0.85 	 18306 	       20966 	




8:10 AM PST
September 03

PAYLESS SHOESRCE (Services/Apparel_Stores) - PSS Quote - OI/Vol. - Sector Details
Options active - January 2012 expiration
It appears that trader(s) purchased 5,000 Jan (2012) 10 calls for $3.30 per contract and sold 5,000 10 puts for $1.75, a net debit of $1.55 per contract. Total of 23716 calls and 43722 puts have traded.
PSS (COLLECTIVE BRANDS INC) is at 12.67 +0.16

Calls:            Bid    Ask     Volume      Open Interest
12 Jan 12.50      3.10 	 3.30 	 5000 	          0 	
	 
Puts:             Bid    Ask     Volume      Open Interest
12 Jan 10.00 	  1.70 	 1.80 	 5000 	          10




7:50 AM PST
September 03

SPDR S P Homebuilders (SPDR_Series_Trust/SPDR_Series_Trust) - XHB Quote - OI/Vol. - Sector Details
Options active - September expiration
20,000 Sep 16 calls traded at $0.17 (bid:0.17 ask:0.18) and 40,000 Sep 14 puts traded at $0.06 (bid:0.05 ask:0.06), note high OI. It appears that options were tied to shares. Total of 23716 calls and 43722 puts have traded.
XHB (SPDR SER TR S&P HOMEBUILDERS) is at 15.22 +0.06

Calls:            Bid    Ask     Volume      Open Interest
10 Sep 16.00      0.12 	 0.13 	 20231   	73542 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Sep 14.00 	  0.08 	 0.09 	 40631 	        69014




Thursday, September 02, 2010
6:47 PM PST
September 02

iShares Dow Jones US Real Estate (iShares_Trust/Specialty-Real_Estate) - IYR Quote - OI/Vol. - Sector Details
Ratio put spread - October expiration
5,000 Oct 53 puts were purchased for $2.09 each against the sale of 10,000 Oct 47 puts for $0.51, a net debit of $1.07 per spread. Also, 5,000 Sep 52 calls traded at $0.65 (bid:0.64 ask:0.66) and 5,000 Sep 53 puts traded at $0.91 (bid:0.90 ask:0.92), note: high OI. Total of 13774 calls and 37132 puts traded today.
IYR (ISHARES DJ US REAL ESTATE) finished at 53.25 +0.66


Calls:            Bid    Ask     Volume      Open Interest
10 Sep 54.00      0.62 	 0.65 	  6142 	       20629 	

	 
Puts:             Bid    Ask     Volume      Open Interest
10 Sep 53.00 	  0.89 	 0.92 	  6172 	       11769
10 Oct 47.00 	  0.51 	 0.54 	 10014  	4587
10 Oct 53.00 	  2.06 	 2.10 	  5064 	           8




1:09 PM PST
September 02

ADOBE SYSTEMS INC (Technology/Application_Software) - ADBE Quote - OI/Vol. - Sector Details
Options active - October expiration
5,000 Oct 27 calls traded at $2.76 (bid:2.78 ask:2.82) and 5,000 Oct 27 puts traded at $0.58 (bid:0.58 ask:0.60). It appears that options were tied to shares. Total of 7307 calls and 5298 puts traded today.
ADBE (ADOBE SYSTEMS INC) is at 29.40 +0.55

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 27.00      2.93   2.95 	  5028 	        524 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 27.00 	  0.54 	 0.56 	  5031 	       1229




11:57 AM PST
September 02

WYNDHAM WORLDWIDE (Services/Lodging) - WYN Quote - OI/Vol. - Sector Details
Options active - October expiration
It appears that trader(s) sold 5,000 Oct 25 calls for $1.25 per contract and 5,000 Oct 25 puts for $1.25, a net credit of $2.50 per contract. Total of 6195 calls and 6801 puts have traded.
WYN (WYNDHAM WORLDWIDE CORP) is at 25.08 +0.81

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 25.00      1.25 	1.35 	 5020 	          111 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 25.00 	  1.20 	1.30 	 5032 	           10




11:26 AM PST
September 02

Electro-Optical Sciences Inc. (Healthcare/Medical_Instruments_and_Supplies) - MELA Quote - OI/Vol. - Sector Details
Put options active - October and January contracts
7,500 Oct 5 puts traded at $0.13 (bid:0.10 ask:0.15) (note: high OI, on June 24 15k Oct 5 puts were purchased for $1.20 per contract against the sale of 30,000 Oct 2.50 puts for $0.30) and 7,500 Jan 6 puts traded at $2.13 (bid:2.05 ask:2.25). Total of 16370 puts traded compared to the 10 day average volume of 844. Total of 406 calls traded.
MELA (MELA SCIENCES INC) is at 6.96 -0.26

	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 5.00 	  0.10 	 0.20 	 8040 	      17789
11 Jan 6.00 	  2.00 	 2.25 	 8061 	        711




11:14 AM PST
September 02

BERRY PETROLEUM CO A (Basic_Materials/Independent_Oil_and_Gas) - BRY Quote - OI/Vol. - Sector Details
Options active - October expiration
2,000 Oct 14 calls traded at $0.50 (bid:0.40 ask:0.50) and 2,000 Oct 12 puts traded at $0.55 (bid:0.55 ask:0.65). Total of 2444 calls and 2825 puts have traded.
PSS (COLLECTIVE BRANDS INC) is at 12.70 -1.06

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 14.00      0.35 	 0.45 	  2130 	         0 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 12.00 	  0.60 	 0.70 	  2050 	         5




11:14 AM PST
September 02

PAYLESS SHOESRCE (Services/Apparel_Stores) - PSS Quote - OI/Vol. - Sector Details
Options active - October expiration
2,000 Oct 14 calls traded at $0.50 (bid:0.40 ask:0.50) and 2,000 Oct 12 puts traded at $0.55 (bid:0.55 ask:0.65). Total of 2444 calls and 2825 puts have traded.
PSS (COLLECTIVE BRANDS INC) is at 12.70 -1.06

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 14.00      0.35 	 0.45 	  2130 	         0 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 12.00 	  0.60 	 0.70 	  2050 	         5




8:49 AM PST
September 02

MOMENTA PHARMA (Healthcare/Biotechnology) - MNTA Quote - OI/Vol. - Sector Details
Ratio put spread - January 2011 expiration
4,000 Jan 12.50 puts were purchased for an average premium of $2.25 per contract and 8,000 Jan 10 puts were sold for $1.00. Total of 12175 puts and 882 calls traded.
MNTA (MOMENTA PHARMACEUTICALS INC) is at 14.71 -0.19

	 
Puts:             Bid    Ask     Volume      Open Interest
11 Jan 10.00 	  1.05 	 1.15 	  8100 	       7569
11 Jan 12.50 	  2.15 	 2.35 	  4005 	       1040




8:21 AM PST
September 02

HUMAN GENOME SCI (Healthcare/Biotechnology) - HGSI Quote - OI/Vol. - Sector Details
Options active - September expiration
It appears that trader(s) sold approximately 5,100 Sep 31 calls for an average premium of $0.50 per contract and 5,000 Sep 29 puts for $0.55, a net credit of $1.05 per contract. Total of 7563 calls and 6242 puts have traded.
HGSI (HUMAN GENOME SCIENCES INC) is at 29.844 +0.294

Calls:            Bid    Ask     Volume      Open Interest
10 Sep 31.00      0.49 	 0.53 	   5136 	584 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Sep 29.00 	  0.58 	 0.63 	   5175 	1434




8:11 AM PST
September 02

ACCENTURE LTD. (Services/Management_Services) - ACN Quote - OI/Vol. - Sector Details
Debit call spread - October expiration
2,000 Oct 38 calls traded at $1.10 (bid:1.05 ask:1.15) and 2,000 Oct 40 calls traded at $0.35 (bid:0.35 ask:0.45), a net debit of $0.75 per spread. Total of 4228 calls and 0 puts traded.
ACN (ACCENTURE PLC (IRELAND)) is at 37.89 +0.49

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 38.00      1.20 	 1.30 	 2000 	          149 
10 Oct 40.00      0.40 	 0.50 	 2003 	          917 	




8:08 AM PST
September 02

GANNETT CO INC (Services/Publishing_-_Newspapers) - GCI Quote - OI/Vol. - Sector Details
Options active - October expiration
10,000 Oct 10 puts traded at $0.10 (bid:0.10 ask:0.20) and 10,000 Oct 16 calls traded at $0.10 (bid:0.00 ask:0.10). Total of 11278 calls and 11124 puts have traded.
GCI (GANNETT INC) is at 13.28 +0.52

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 16.00	  0.10 	 0.15 	  11388 	 893 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 10.00 	  0.10 	 0.20 	  11001 	2147




Wednesday, September 01, 2010
2:56 PM PST
September 01

ARENA PHARMACEUTIC (Healthcare/Drug_Manufacturers_-_Other) - ARNA Quote - OI/Vol. - Sector Details
Options active - April expiration
It appears that investor(s) sold approximately 10,000 April 10 calls for an average premium of $1.70 per contract and 10,000 April 4 puts for $1.40, a net credit of $3.10 per contract. Total of 34948 calls and 20734 puts traded today.
ARNA (ARENA PHARMACEUTICALS INC) finished at 6.57 +0.08

Calls:            Bid    Ask     Volume      Open Interest
11 Apr 10.00      1.70 	 2.05 	 10130 	         1110 
	 
Puts:             Bid    Ask     Volume      Open Interest
11 Apr 4.00 	  1.35 	 1.55 	 10145 	           10




2:56 PM PST
September 01

CVS CP (Services/Drug_Stores) - CVS Quote - OI/Vol. - Sector Details
High call volume - November contract
Approximately 10,000 Nov 29 calls were purchased for an average premium of $1.02 per contract. Total of 15932 calls and 1924 puts traded.
CVS (CVS CAREMARK CORPORATION) finished at 27.98 +1.00

Calls:            Bid    Ask     Volume      Open Interest
10 Nov 29.00      1.08 	 1.12 	  10031 	870 




10:35 AM PST
September 01

Philip Morris International (Consumer_Goods/Cigarettes) - PM Quote - OI/Vol. - Sector Details
Options active - October expiration
5,000 Oct 52.50 calls traded at $1.45 (bid:1.45 ask1.48) and 5,000 Oct 50 puts traded at $0.70 (bid:0.67 ask:0.70). It appears that options were tied to shares. Total of 8731 puts and 12258 calls have traded.
PM (PHILIP MORRIS INTL INC) is at 53.0387 +1.6787

Calls:            Bid    Ask     Volume      Open Interest
10 Oct 52.50      1.46 	 1.49 	  5584 	        685 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 50.00 	  0.66 	 0.69 	  5165 	       1340




9:38 AM PST
September 01

BB and T CP (Financial/Regional_-_Mid-Atlantic_Banks) - BBT Quote - OI/Vol. - Sector Details
Options active - October expiration
5,000 Oct 23 calls traded at $0.95 (bid:0.94 ask:0.96) and 5,000 Oct 22 puts traded at $0.74 (bid:0.72 ask:0.74). Total of 5963 puts and 6368 calls have traded.
BBT (BB&T CORP) is at 22.8097 +0.6897


Calls:            Bid    Ask     Volume      Open Interest
10 Oct 23.00      0.91 	 0.94 	 5234 	        982 	
	 
Puts:             Bid    Ask     Volume      Open Interest
10 Oct 22.00 	  0.74 	 0.77 	 5030 	        413




9:38 AM PST
September 01

M G M MIRAGE (Services/Resorts_and_Casinos) - MGM Quote - OI/Vol. - Sector Details
Put options active - September and October contracts
9,834 Sep 12 puts traded at $2.77 (bid:2.72 ask:2.78) and 9,834 Oct 12 puts traded at $2.79 (bid:2.77 ask:2.83). Total of 20953 puts and 6701 calls have traded.
MGM (MGM RESORTS INTERNATIONAL) is at 9.305 +0.295

	 
Puts:             Bid    Ask     Volume      Open Interest
10 Sep 12.00 	  2.68 	 2.73 	 9864 	         29318
10 Oct 12.00 	  2.74 	 2.78 	 9834 	             6




9:37 AM PST
September 01

LENNAR CP CL A (Industrial_Goods/Residential_Construction) - LEN Quote - OI/Vol. - Sector Details
Put options active - October contract
It appears that trader(s) sold approximately 12,000 Oct 13 puts for an average premium of $0.70 per contract. Total of 12370 puts and 2862 calls traded.
LEN (LENNAR CORP) is at 13.6168 +0.4668

	 
Puts:            Bid    Ask     Volume      Open Interest
10 Oct 13.00 	 0.67 	0.70 	12030 	        254




9:37 AM PST
September 01

D R HORTON INC (Industrial_Goods/Residential_Construction) - DHI Quote - OI/Vol. - Sector Details
Call options active - October contract
It appears that trader(s) sold approximately 8,000 Oct 11 calls for an average premium of $0.44 per contract. Total of 1606 puts and 8993 calls have traded.
DHI (DR HORTON INC) is at 10.61 +0.35

	 
Calls:            Bid    Ask     Volume      Open Interest
10 Oct 11.00      0.45 	 0.47 	 8171 	        460






  
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