Post by Deleted on Aug 31, 2017 20:17:21 GMT
Volume picked up after the first 2 hrs, especially for the puts. Final: 2343 calls and 3570 puts. Put sizzle index 1.7 (1.7 times the last 5 day average of puts). Calls at .89.
29% of calls traded at or above ask (a fairly high %, indicating call buyers were willing to pay up; puts at 0%.
Here is the put volume: 3375 Oct 2017 exp, $7 strike. roughly 94% of all puts traded. These were not traded at either the bid or the ask, so we don't know if the trade was initiated by a buyer of puts or a seller.
The big call volume was the Jan 2018 exp, with about 825 traded, 681 of which was the $7 strike.
29% of calls traded at or above ask (a fairly high %, indicating call buyers were willing to pay up; puts at 0%.
Here is the put volume: 3375 Oct 2017 exp, $7 strike. roughly 94% of all puts traded. These were not traded at either the bid or the ask, so we don't know if the trade was initiated by a buyer of puts or a seller.
The big call volume was the Jan 2018 exp, with about 825 traded, 681 of which was the $7 strike.