Post by Deleted on Sept 11, 2017 20:15:09 GMT
Wow ! This is going to take some time. Just looked at the final numbers (did I say this morning that I wanted to see some volume?), and here they are: calls 34290, puts 33197, total 67487. Sizzle 32.2 calls and 83.7 puts (i.e. 32 times 5 day avg calls and 83 times on puts).
1% of calls at or above ask and 0% puts. 0% of both at or below bid. So almost all the action was between bid and ask.
Where was the volume?
1% of calls at or above ask and 0% puts. 0% of both at or below bid. So almost all the action was between bid and ask.
Where was the volume?
- 16504 Jan 18 expiration $8 calls and $8 puts
- 16500 Sep 15, 2017 calls (the ones expiring this Friday) at $10 and also 16500 puts same strike.
- My conclusion: most likely someone rolling $10 strikes calls and puts to Jan 2018 $8 strikes. The trader is giving himself 4 more months at a $2 lower price.