Today’s unusual options trading activity takes us into a deal falling apart in AGN
Shares of Allergan, Inc. (AGN) are down .25 to 162.87 today. AGN is near the top of the 52 week range.
Today paper traded 4500/2000 AGN Sep 140/Oct 145 put spreads for .55 credit.
Volume went up in two blocks. This put spread traded is most likely a close. If not, a customer is looking for a breakup of the deal and a way to cash in on a short term drop into the 130 range. If closing, they probably put it on for a credit and are taking the slow pullback from highs to exit.
30-day implied volatility is 30%.
10-day implied volatility is 36%.
30-day implied volatility is trading below the 10-day realized volatility.
Read more: http://ift.tt/1ng9vnV
The Options Insider: Your Inside Source For Options Information
Shares of Allergan, Inc. (AGN) are down .25 to 162.87 today. AGN is near the top of the 52 week range.
Today paper traded 4500/2000 AGN Sep 140/Oct 145 put spreads for .55 credit.
Volume went up in two blocks. This put spread traded is most likely a close. If not, a customer is looking for a breakup of the deal and a way to cash in on a short term drop into the 130 range. If closing, they probably put it on for a credit and are taking the slow pullback from highs to exit.
30-day implied volatility is 30%.
10-day implied volatility is 36%.
30-day implied volatility is trading below the 10-day realized volatility.
Read more: http://ift.tt/1ng9vnV
The Options Insider: Your Inside Source For Options Information
Today’s unusual options trading activity takes us into a deal falling apart in AGN
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