OptionsHouse

Options Trading News

November 28, 2012  Wed 10:27 AM CT

BRE: SEE CHART GET CHAIN FIND STRATEGIES
Nearing the halfway mark in today's session, here are the individual equity names with the most call and put buying on optionMONSTER's ActionTracker data system.

BRE Properties REIT (BRE): Almost 10,000 January 55 calls were purchased for $0.40 as investors position for upside in the share price. BRE fell 0.48 percent to $47.76.

Baxter International (BAX): A block of 5,000 April 60 calls was sold for $6.65 against open interest and 5,500 April 70 calls were purchased for $1.62 as an investor rolled a long position from one contract to the higher strike. BAX fell 0.49 percent to $65.49.

Research In Motion (RIMM): Some 5,800 January 10 puts traded, mostly for $0.89, but volume was below open interest at the strike. RIMM rose 1.45 percent to $10.88.


Share this article with your friends


OptionsHouse

Premium Services

Education & Strategy

The Movement of Delta

In our last column, we spoke about delta. You might remember that we discussed what delta was and what factors affected or changed delta. As you recall, we stated that three factors will have an effect on delta. They were movements of time, volatility, and underlying price. Today, we want to take a further look into the change of delta, this time focusing on change due to the movement in the underlying price. 

View more education articles »