Tuesday, August 18, 2009

Elevated Put/Call Options Trading in Apple (AAPL)

We are sight some unusual call option activity in Apple Inc. (NASDAQ: AAPL) today.  Because of the sort of strike prices, it is impracticable to tell how these are every being used.  Most probable it is ahead of Friday’s expiration and is probable roll-out trades in the options moving from August to Sept while there is at least a lowercase bit of time value left in the options.

So we have seen in August some 49,754 CALL contracts in these contracts alone, and that does not include the further discover of the money and further in the money contracts.  Of the PUTS traded, we have already seen 45,651 and that likewise does not include the other in and discover of the money contracts not referenced.  In September, we have seen a amount of 18,985 of the traded CALLS not including further in and discover of the money calls.  The sum for the traded PUTS in Sept was 14,923, and that likewise does not include the other contracts not referenced.

SEPTEMBER SELECT CALLS/PUTS
CALL$    Volume    Op.Int.
$155.00    4,056    16,633
$160.00    16,577    21,450
$165.00    20,683    26,646
$170.00    7,043    26,761
$175.00    1,395    15,658
PUT$    Volume    Op.Int.
$150.00    7,686    24,089
$155.00    7,173    21,982
$160.00    23,074    20,429
$165.00    7,718    10,733

OCTOBER SELECT CALLS/PUTS
CALL$    Volume    Op.Int.
$160.00    2,576    7,512
$165.00    5,055    15,285
$170.00    3,392    9,839
$175.00    3,065    8,467
$180.00    2,308    9,661
$185.00    1,353    5,987
$190.00    1,236    2,308
PUT$    Volume    Op.Int.
$140.00    2,041    34,925
$145.00    1,177    22,052
$150.00    1,884    21,178
$155.00    1,521    5,946
$160.00    3,366    15,843
$165.00    4,934    6,373

JON C. OGG
August 18, 2009


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