Schaeffer's Daily Option Blog
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General Electric (GE) was the center of some brisk options trading on Friday, as more than 313,400 contracts crossed the tape. This surge in volume was nearly three times the stock's average daily trading volume of 114,235 contracts, according to data from WhatsTrading.com. In addition, roughly 85% of the volume changed hands on the call side.

Overall, options players have been very optimistic when it comes to GE. The International Securities Exchange (ISE) has reported more than eight calls purchased to open for every one put purchased to open during the past 10 trading sessions. This ratio of calls to puts is higher than 99% of all those taken during the past year, pointing to a growing optimism.

In fact, the Schaeffer's put/call open interest ratio comes in at 0.87, which is lower than 95% of all those taken during the past year. In other words, short-term options players have been more optimistically aligned toward the shares only 5% of the time during the past 12 months.

Short sellers are also unloading their bearish bets. During the past two weeks, the number of GE shares sold short dropped by 14% to nearly 64 million. This accumulation of bearish bets accounts for less than 1% of the company's total float, offering up little sideline money to push the stock higher.

Sentiment Snapshot GE



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Bank of America Corporation New (BAC) $8.13 +3.57%

2/8/2012 4:20:02 PM
Hefty prints in BofA (BAC) late. Shares are up 29 cents to $8.12 and continuing the 2012 surge. In late day options action, 128,000 April 7 calls traded on the $1.38 bid on PHLX and possibly part of an overwriting play with in-the-money calls, or possibly closing, as it looks tied to 10 million shares for $8.14 and open interest in sufficient to cover. Our systems picked up a 100,000-contract buyer of April 7 calls for 23 cents per contract in early-Jan (see 1/4 color) and so today's flow might offset that big trade after the 41.3 percent rally in shares.

Read more at WhatsTrading.com

Cisco Systems Inc (CSCO) $20.27 +0.35%

2/8/2012 3:20:03 PM
133 stocks will release earnings before tomorrow's open, with Cisco and Pepsi leading the volume (try @earnings in Flow Monitor). For the group, calls outnumber puts nearly 2:1 and CSCO flow is triple the average time-weighted volume, on track for nearly 450,000 contracts today. Top 5 most actives in Cisco are calls, with Feb 21s leading the list with nearly 37K trading and a vwap of 28cents. ISE data shows a mix of opening and closing customer buyers behind the volume there.

Read more at WhatsTrading.com

E Trade Financial Corporation (ETFC) $9.20 +1.10%

2/8/2012 1:20:03 PM
Etrade Financial (ETFC) adds a dime to $9.20 and a 10000-contract block of Jan14 $10 call trades on the broker at the $2.10 asking price. Looks opening and tied to 600K shares for $9.17. A Dow Jones article today mentioned ETFC in a piece titled TD Ameritrade Still Eyes Possible Deals, but noted that Amertrade said last year it wasn't interested in a deal with the online broker and Etrade said it wasn't for sale. Still, today's hefty 2014 call buyer seems to be bracing for a sizeable move in Etrade shaes in the months/years ahead, even as shares have been drifting somewhat aimlessly for months now.

Read more at WhatsTrading.com

Diamond Foods Inc (DMND) $37.38 -1.11%

2/7/2012 3:20:03 PM
Diamond Foods (DMND) loses 49 cents to $37.31 and it appears that one or more investors has been building a position in Feb 30 - 35 put spreads on the snack food company today. The top trade is 3,021 Feb 30 - 35 put spreads for $1.65 on NYSE-Arca and apparently an opening trade. The spread has traded several more times on ISE, where data indicate a buyer is indeed opening a position. More than 6000 traded so far. Separately, it looks like Feb 45 - 50 call spreads are being bought on DMND for about 60 cents, 1000X. Players are taking positions in short-term options on DMND, possibly a play on earnings. However, while some sources have Feb 9 as an earnings release date, that has not yet been confirmed and it is more likely that results will be reported next week or possibly after the Feb expiration. The heightened activity might instead be related to a federal probe into the company's accounting of how much it paid walnut producers. The company expects conclusion to the investigation some time in mid-Feb.

Read more at WhatsTrading.com

Yahoo Inc (YHOO) $15.80 -0.13%

2/7/2012 1:20:01 PM
Yahoo (YHOO) loses a penny to $15.81 and one strategist sells 10,000 Jan 12.5 puts on the Internet giant at 89 cents and 17,500 Jan 20 calls at 57 cents -- possibly exiting a trade and/or betting that the stock will stay between $12.5 and 20 through the Jan 2013 expiration. Why not. YHOO has been trading sideways in a narrow range for months and is basically at the same levels today as it was 2 years ago. Separately, it appears Jun 16 - 19 calls spreads are being sold on Yahoo at $1, 9750X on AMEX. It's possibly closing or a position adjustment. Meanwhile, implied vols in YHOO have eased 1.5 percent to 26 Tuesday and are not far from the 52-week lows of 25.9 set Friday.

Read more at WhatsTrading.com

Barrick Gold Corporation (ABX) $49.56 +0.79%

2/7/2012 12:20:03 PM
Barrick Gold (ABX) edges 17 cents higher to $49.34 after gold rebounded from recent losses and is trading up $11 to $17.36 an ounce. Options action in the gold miner today includes a 4150-lot of Feb 50 calls for 57 cents at around 10:00 when the market was 53 to 55 cents. Thirty minutes later, after shares had lifted about 40 cents to $49.09, a multi-exchange sweep of 1,483 contracts traded for 73 cents. Data indicate customers are buying to open Feb 50 calls on ABX. More than 10,000 now traded and the market is 87 to 89 cents. Feb 49, Weekly 49, and Weekly 50 calls are seeing interest as well and levels of implied volatility in ABX options are up 3 percent to 31. Bullish trading comes ahead of a Feb 16 earnings report, which is the Thursday before options-expeiration Friday (but after the 2/10 weekly expiry).

Read more at WhatsTrading.com

Yahoo Inc (YHOO) $15.79 -0.85%

2/6/2012 4:20:02 PM
Yahoo for the trader who just put up a cool 270,000 contract trade on the PHLX on an otherwise low volume Monday with the broad averages near flat and vix up .79 to 17.89. On the PHLX the initiator paid 13c for 30K April 19calls and 1.38 for 70K July 16 calls and 10c for 40K July 22calls versus a sale of 130K July 18c for 56cents. Appears to adjust a large July 16-19 1x2 callspd that traded on jan 4th (see 1/4/2012 color).

Read more at WhatsTrading.com

Vulcan Materials (VMC) $44.91 +0.27%

2/6/2012 1:20:01 PM
Vulcan Materials (VMC) is up 4 cents to $44.83 and early options trades on the stock include a multi-exchange sweep of 1,063 Feb 45 puts for $1.80 per contract. 3,070 now traded against 106 in open interest. Data from the ISE indicate opening buyers and implied volatility in the options on VMC is up 21 percent to 41. Some investors might be hedging their bets ahead of a Feb 15 earnings report. The stock has surged 33.8 percent since Martin Marietta made an all stock hostile bid for the maker of sand, gravel, and other construction-related materials. VMC has thus far rejected the offer. Martin Marietta might shed light on its future plans when the company reports earnings tomorrow.

Read more at WhatsTrading.com

Dryships Inc (DRYS) $2.59 +7.69%

2/6/2012 12:20:02 PM
Dryships (DRYS) sees a second day of increasing volume. Shares are up 20 cents to $2.63 on volume approaching 14 million. Typical volume in the first two hours is about 2 million shares. Meanwhile, options activity is running 3.5X the daily average. 21,000 calls and 1,245 puts traded on the stock. Today's flow seems to include buyers and sellers. Feb 2.5 calls, which are now 13 cents in-the-money and expiring in 11 days, are the most actives. The top trade is a 411-lot on the 15-cent bid and is possibly a liquidating trade. Mar 2.5, Feb 3, Mar 3, and Jan 2.5 calls are the next most actives and levels of implied volatility are moving up 1.5 percent to 84. DRYS saw a pop late Friday on increasing volume as well (see 2/3 color). The gains in the stock and high volume are possibly related to news today that the company's Oil Drill UDW unit struck a drilling contract with Norweigan Continental Shelf, which will add about $653 million in revenues to the backlog.

Read more at WhatsTrading.com

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