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Unusual Call Volume
Unusual Put Volume
Most Option Volume
Covered Calls
Iron Condors
Bull Puts
Bear Calls
Call Calendars
Put Calendars
Cheap Call Calendars
7/30/2010
Symbol
Sell
Buy
Front Exp
Back Exp
Price
SIRI
[
Chart
][
IV
][
Trade
]
SIRI101218C00001000
SIRI110122C00001000
12-18-2010
1-22-2011
0.03
ABK
[
Chart
][
IV
][
Trade
]
ABK110122C00001000
ABK110219C00001000
1-22-2011
2-19-2011
0.04
ABK
[
Chart
][
IV
][
Trade
]
ABK110219C00001000
ABK120121C00001000
2-19-2011
1-21-2012
0.06
NLY
[
Chart
][
IV
][
Trade
]
NLY100918C00017000
NLY101016C00017000
9-18-2010
10-16-2010
0.06
ABK
[
Chart
][
IV
][
Trade
]
ABK101120C00001000
ABK110219C00001000
11-20-2010
2-19-2011
0.07
BRCD
[
Chart
][
IV
][
Trade
]
BRCD100918C00005000
BRCD101016C00005000
9-18-2010
10-16-2010
0.08
MO
[
Chart
][
IV
][
Trade
]
MO101218C00024000
MO110122C00024000
12-18-2010
1-22-2011
0.09
EWJ
[
Chart
][
IV
][
Trade
]
EWJ101218C00010000
EWJ110122C00010000
12-18-2010
1-22-2011
0.09
GENZ
[
Chart
][
IV
][
Trade
]
GENZ100918C00080000
GENZ101016C00080000
9-18-2010
10-16-2010
0.10
NLY
[
Chart
][
IV
][
Trade
]
NLY100918C00018000
NLY101016C00018000
9-18-2010
10-16-2010
0.10
KFT
[
Chart
][
IV
][
Trade
]
KFT101218C00033000
KFT110122C00033000
12-18-2010
1-22-2011
0.10
UUP
[
Chart
][
IV
][
Trade
]
UUP110122C00026000
UUP110319C00026000
1-22-2011
3-19-2011
0.10
BAC
[
Chart
][
IV
][
Trade
]
BAC100918C00015000
BAC1110122C00015000
9-18-2010
1-22-2011
0.11
HD
[
Chart
][
IV
][
Trade
]
HD110122C00034000
HD110219C00034000
1-22-2011
2-19-2011
0.11
BAC
[
Chart
][
IV
][
Trade
]
BAC110122C00016000
BAC110219C00016000
1-22-2011
2-19-2011
0.11
T
[
Chart
][
IV
][
Trade
]
T100918C00025000
T101016C00025000
9-18-2010
10-16-2010
0.12
ABT
[
Chart
][
IV
][
Trade
]
ABT110122C00057500
ABT110219C00057500
1-22-2011
2-19-2011
0.12
SD
[
Chart
][
IV
][
Trade
]
SD101218C00006000
SD110122C00006000
12-18-2010
1-22-2011
0.12
BAC
[
Chart
][
IV
][
Trade
]
BAC110122C00015000
BAC110219C00015000
1-22-2011
2-19-2011
0.13
FLEX
[
Chart
][
IV
][
Trade
]
FLEX100918C00006000
FLEX101016C00006000
9-18-2010
10-16-2010
0.13
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Cheap Call Calendars
are trades where you sell a closer expiring month and buy a further expiring month. Both legs will have the same strike. Usually you will purchase call calendars when you are bullish and put calendars when you are bearish. Your highest risk is misunderstanding this trade. If volatility is expected to go HIGHER then this trade will work. If volatility drops, then the back leg can suffer tremendously.
