OptionsJul 22
Put/call volume ratio: 0.61; put/call OI ratio: 0.84. Calls traded 4,120 contracts versus 2,531 puts. The nearest ATM straddle around $220.00 prices an approximate ±$8.18 move, or 3.7% of spot, through expiry. Near-OTM IV skew proxy: calls above puts by 1.4 vo…
$ADBE
OptionsJul 22
Put/call volume ratio: 1.82; put/call OI ratio: 0.89. Calls traded 10,047 contracts versus 18,276 puts. The nearest ATM straddle around $162.50 prices an approximate ±$8.22 move, or 5.1% of spot, through expiry. Near-OTM IV skew proxy: puts above calls by 1.9…
$CRM
OptionsJul 22
Put/call volume ratio: 0.32; put/call OI ratio: 0.58. Calls traded 37,638 contracts versus 11,978 puts. The nearest ATM straddle around $125.00 prices an approximate ±$6.10 move, or 4.9% of spot, through expiry. Near-OTM IV skew proxy: calls above puts by 6.6…
$ORCL
OptionsJul 22
Put/call volume ratio: 0.29; put/call OI ratio: 0.15. Calls traded 257,882 contracts versus 75,409 puts. The nearest ATM straddle around $31.00 prices an approximate ±$2.03 move, or 6.6% of spot, through expiry. Near-OTM IV skew proxy: calls above puts by 7.0…
$SMCI
OptionsJul 22
Put/call volume ratio: 0.43; put/call OI ratio: 0.85. Calls traded 7,536 contracts versus 3,261 puts. The nearest ATM straddle around $285.00 prices an approximate ±$22.98 move, or 8.1% of spot, through expiry. Near-OTM IV skew proxy: calls above puts by 3.6 v…
$ARM
OptionsJul 22
Put/call volume ratio: 0.65; put/call OI ratio: 0.83. Calls traded 127,514 contracts versus 83,430 puts. The nearest ATM straddle around $104.00 prices an approximate ±$1.15 move, or 1.1% of spot, through expiry. Near-OTM IV skew proxy: puts above calls by 7.0…
$INTC
OptionsJul 22
Put/call volume ratio: 0.66; put/call OI ratio: 2.36. Calls traded 176,199 contracts versus 116,474 puts. The nearest ATM straddle around $970.00 prices an approximate ±$12.25 move, or 1.3% of spot, through expiry. Near-OTM IV skew proxy: puts above calls by 0…
$MU
OptionsJul 22
Put/call volume ratio: 0.22; put/call OI ratio: 0.77. Calls traded 97,465 contracts versus 21,802 puts. The nearest ATM straddle around $100.00 prices an approximate ±$5.32 move, or 5.3% of spot, through expiry. Near-OTM IV skew proxy: calls above puts by 1.0…
$MSTR
NewswireJul 22
The European Commission has given conditional approval to Paramount Skydance's acquisition of Warner Bros. The approval is conditional on Paramount Skydance fully fulfilling its commitments.