WHR WHIRLPOOL CP 3/9/2010 1:26:56 PM
High put volume - June expiration - 10,000 June 80 puts traded at $3.20 (bid:3.20 ask:3.40). It appears that options are tied to shares. Total of 11602 puts traded compared to the 10 day average volume of 1507. Total of 772 calls traded.
WHR (WHIRLPOOL CORP) is at 87.25 +0.38
Puts: Bid Ask Volume Open Interest
10 Jun 80.00 3.10 3.30 10000 887
CAT CATERPILLAR INC 3/9/2010 1:25:52 PM
High put volume - September expiration - 25,000 Aug 52.50 puts traded at $2.92 (bid:2.92 ask:2.98). It appears that options are tied to shares. Total of 35023 puts and 6796 calls have traded.
CAT (CATERPILLAR INC) is at 59.18 +0.27
Puts: Bid Ask Volume Open Interest
10 Aug 52.50 2.94 2.98 25057 2608
RCL ROYAL CARIBBEAN CR 3/9/2010 12:50:05 PM
High put volume - September expiration - 15,000 Sep 23 puts traded at $1.20 (bid:1.10 ask:1.20). Total of 17619 puts and 544 calls have traded.
RCL (ROYAL CARIBBEAN CRUISES LTD) is at 29.66 -0.57
Puts: Bid Ask Volume Open Interest
10 Sep 23.00 1.15 1.30 15000 3
C CITIGROUP INC 3/9/2010 12:49:07 PM
High options volume - Total of 1310831 calls (7.78x avg volume) and 241677 puts (2.74x avg volume) have traded.
C (CITIGROUP INC) is at 3.80 +0.24
Most active strikes
Calls: Bid Ask Volume Open Interest
10 Mar 4.00 0.04 0.05 314016 913688
10 Apr 4.00 0.14 0.15 295212 154599
10 Jun 4.00 0.24 0.25 125044 771395
11 Jan 4.00 0.51 0.53 110868 417933
Calls: Bid Ask Volume Open Interest
10 Mar 4.00 0.25 0.26 35187 375973
10 Jun 4.00 0.43 0.44 60043 276210
ALL ALLSTATE CP 3/9/2010 10:39:35 AM
High call volume - 39,000 March 31 calls traded at $0.92 (18K) and $0.93 (18K) (bid:0.85 ask:1.00) (note high OI, 24,000 March 31 calls traded at $0.30 (bid:0.30 ask:0.40) on Feb 10 and 15K April 31 calls were sold for an average of $0.62 per contract on Feb 12), 13,000 April 32 calls traded at $0.65 (bid:0.65 ask:0.75) and 26,000 July 33 calls traded at 1.05 (bid:1.05 ask:1.15). Total of 81771 calls traded compared to the 10 day average volume of 3812. Total of 388 puts traded.
ALL (ALLSTATE CORPORATION) is at 31.86 -0.13
Calls: Bid Ask Volume Open Interest
10 Mar 31.00 0.85 1.05 39040 40227
10 Apr 32.00 0.65 0.75 13032 7342
10 Jul 33.00 1.05 1.20 26000 1313
LINTA LIBERTY MED INT A 3/9/2010 10:06:27 AM
Options active - January 2011 expiration - 1,500 Jan (2011) 12.50 puts traded at $1.30 (bid:1.25 ask:1.55) and 1,500 Jan (2011) 15 calls traded at $1.30 (bid:1.15 ask:1.35). Total of 1500 calls and 1542 puts have traded.
LINTA (LIBERTY MEDIA HLDG CORP INT) is at 13.54 +0.31
Calls: Bid Ask Volume Open Interest
11 Jan 15.00 1.15 1.45 1500 76
Puts: Bid Ask Volume Open Interest
11 Jan 12.50 1.20 1.50 1500 0
|
Volume Analysis 
