Dealers (west coast fund manager) noted previously, continue to sell the Dec. 115 puts. Note Goldman (350) was a seller outright as well as selling vs. the 110 put, as was Smith Barney (370). That was the highlight of yesterdays activity. As can be seen after rallying last week in the wake of very successful treasury auctions last week prices have stalled, and overall remain in a fairly narrow band. This price behavior is conducive to selling option premium.
Treasuries look to remain supported as long as uncertainty remains. See below for details.
|
287 |
Bot |
500 |
V116/17p |
15 |
11726-26+ |
|
High |
Low |
Close |
|
| ||||||||||||||||
|
287 |
Bot |
2000 |
V119c |
16 |
11724-24+ |
|
118045 |
11717 |
117175 -14 |
|
| ||||||||||||||||
|
287 |
Bot |
500 |
V119+c |
10 |
|
|
|
|
|
|
| ||||||||||||||||
|
287 |
Bot |
2000 |
V19c |
14 |
11717+-18 |
|
Vol. |
9/14/09 |
9/11/09 |
|
| ||||||||||||||||
|
560 |
Bot |
1000 |
Z119+c |
55 |
11723-23+ |
|
Oct |
8.4 |
8 |
|
| ||||||||||||||||
|
660 |
Bot |
500 |
Z121+c |
22 |
|
|
Nov |
8 |
7.8 |
|
| ||||||||||||||||
|
685 |
Bot |
1000 |
V20c |
5 |
11717-17+ |
|
Dec |
8 |
7.8 |
|
| ||||||||||||||||
|
197 |
Sold |
1500 |
V117p |
24 |
11726+-27 |
|
|
|
|
|
| ||||||||||||||||
|
350 |
Sold |
2000 |
Z115p |
41/42 |
|
|
|
|
|
|
| ||||||||||||||||
|
350 |
Sold |
3000 |
Z110/15p |
34/35 |
11723-25 |
|
17+ Stdl |
|
|
|
| ||||||||||||||||
|
370 |
Sold |
1000 |
Z110/15p |
35 |
|
|
Oct |
127-30 |
130-32 |
|
| ||||||||||||||||
|
505 |
Sold |
1300/650 |
Z+19c Z-16+ Stdl |
104/328 |
^Z11726+ |
|
Nov |
228-31 |
230-33 |
|
| ||||||||||||||||
|
660 |
Sold |
1000 |
Z15p |
41 |
11724-24+ |
|
Dec |
312-15 |
314-16 |
|
| ||||||||||||||||
|
Local |
Trade |
1000 |
Z10/13/16p Fly |
26 |
^Z11723 | ||||||||||||||||||||||
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