2012-07-27



Stocks rallied around the globe Friday. Japan’s Nikkei gained 1.5 percent and Hong Kong’s Hang Seng rose 2 percent. Spain’s IBEX added another 3.9 percent and staged a two-day nearly 10 percent rally on the heels of ECB President Draghi’s comments reassuring comments Thursday. The Central Banker vowed to take the necessary steps to save the euro and the rhetoric has been widely interpreted as a sign that further Quantitative Easing is in the works. Headlines that the ECB is considering bond buys, a rate cut and a LTRO program gave stocks an additional lift Friday. In the US, benign data helped morning trading after GDP was a better-than-expected 1.5 percent in the second quarter. UofM Sentiment Index for July was also a bit higher than expected at 72.3. The earnings news is mixed. While Starbuck’s (SBUX), Newmont Mining (NEM), and Facebook (FB) flopped on their respective results, Merck (MRK), Amazon.com (AMZN), and Expedia (EXPE) are among the names seeing post earnings gains. The overall tone of trading is positive for a second day. The Dow Jones Industrial Average is up 200 points heading into the final hour. The NASDAQ added 60.

Trading is very active in the options market and on pace to reach almost 20 million contracts. 8.5 million calls and 7.3 million puts so far. Post-earnings action is driving a lot of flow in FB, AMZN, and SBUX. Both the iShares Long-term Bond Fund (TLT) and the Short Bond Fund (TBT) are seeing high volume, as longer-term Treasurys suffer a steep and long-awaited fall. The benchmark ten-year Note is down a full point heading into the end of pit trading. Some of the coal names are seeing bullish flow for a second day this week on the heels of Arch Coal’s (ACI) earnings. Sprint (S) continues to see high volume since earnings were reported yesterday morning. Clearwire (CLWR), a Sprint partner, is also up on earnings and large blocks of Dec 2 calls traded on the stock this morning.

Meanwhile, VIX is easing .75 to 16.78 and on a three-day 18 percent skid. The sentiment stands in stark contrast to the setting Monday and Tuesday when the Dow suffered back-to-back triple digit losses. Now focus turns to the London Olympics and then another flood of earnings reports next week. Headlines from Europe and a busy economic calendar will move the market next week as well. Manufacturing and Consumer Confidence Tuesday, FOMC Wednesday and Jobs Data Friday.

Have a great weekend!

Notable Flow

MAS – Bullish flow detected in Masco Corp with 7293 calls trading, or 7x the recent avg daily call volume in the name. Shares near $13.21 (0.15) with ATMIV lifting by 1.75 point and 90% of todays call premium trading offer side. (Trade-Alert) 13:01

NTES – Bearish activity detected in NetEase Inc with 3227 puts trading, or 2x the recent avg daily put volume in the name. Shares near $53.14 (0.06) with ATMIV lifting by 1.20 point and 82% of todays put premium trading offer side. (Trade-Alert) 12:31

ALGN – Bearish activity detected in Align Technology Inc with 3636 puts trading, or 2x the recent avg daily put volume in the name. Shares near $35.72 (0.72) with ATMIV lifting by 1.96 point and 85% of todays put premium trading offer side. 12:11

High options volume is being seen in FB, AMZN, S, NEM, PCS, ANR, TBT, TLT

Movers

Symbol Last Change %Change StdDevs

AUTH 8.35 +3.28 +64.7% 18.83

GDOT 9.42 -13.90 -59.6% 21.53 Post-Earnings

RSYS 3.56 -1.70 -32.3% 13.21 Post-Earnings

ACI 6.89 +1.63 +31.0% 6.23 Post-Earnings

BCOR 16.32 +3.57 +28.0% 17.02 Post-Earnings

OCZ 6.82 +1.38 +25.4% 3.08

MED 25.86 +5.23 +25.4% 14.06 Post-Earnings

QLIK 21.76 +4.10 +23.2% 5.31 Post-Earnings

SIMO 15.27 +2.68 +21.3% 4.80 Post-Earnings

ANR 7.00 +1.16 +19.9% 4.22

Shakers (Implied volatility Movers)

Symbol IV[30d] IVChg IVChg% SkewAdjChg Last Change

DECK 50.5% -38.6 -43.3% -39.1 $44.88 +2.75 Post-Earnings

AMZN 30.5% -21.5 -41.4% -16.8 $237.10 +17.09 Post-Earnings

AMLP 14.3% +4.2 +40.7% N/A $16.45 +0.03

EXPE 40.0% -27.1 -40.4% -19.4 $54.50 +8.79 Post-Earnings

VPRT 52.4% -33.3 -38.9% -32.3 $33.00 +0.71 Post-Earnings

CTCT 48.1% -30.2 -38.6% -30.9 $18.13 -0.33 Post-Earnings

CERN 28.8% -17.0 -37.1% -18.0 $73.46 -4.58 Post-Earnings

EPD 16.3% +4.3 +36.3% N/A $53.42 +0.15

FB 51.3% -28.8 -36.0% -33.3 $23.80 -3.04 Post-Earnings

CSTR 44.8% -21.3 -32.2% -27.2 $51.84 -7.38 Post-Earnings

52-Week Highs

196 new highs: .UTY .VSTRP AAT ACC ADP AEE AEO AEP AGU ALGN ALKS ALNY ALXN AMGN AOL ARIA ARR ARRY ASH ASML ASR AUTH AVA AWK AZPN BBH BCOR BIIB BIP BREW BRK/B BUD BWS CAB CAKE CBE CENTA CG CHL CHTR CL CMS CNI CNQR COST CP CSGP CSU CYS D DDD DDR DEO DFS DIS DLX DPS DTE DVY ED EGHT EHTH EQIX EXPE EXR FNV FRME FRT GE GEVA GPK GPS GY HCN HD HDV HEP HIBB HMSY HRG HSTM HYD IACI IBB IHG IHS INFI ISBC IYH JAH KCAP KMB KO KVHI LGND LL LNN MAT MDC MDVN MED MITT MLNX MMM MMP MO MRC MRK MTH N NEE NOC NTCT NVE NVO NWS NWSA OCN OILT OKE PCG PCY PEP PFE PHM PKG PKT PNM PNW PPH PPHYL PRFT PSA QGEN QSFT REM RF RIGL ROL RPRX RTH RTHYL RYN SBAC SBS SCG SEIC SGEN SHW SNA SNY SO SPB SPG SPNC SRCL SRE SSS SSYS STC STWD SUI SWI T TCBI TEG TKC TLK TMH TU TV TWO UA UGP ULTI USB USNA VPFG VRSN VSI VTR VYM WIBC WMC WMT WR WWW WXS WY XBI XEL XLP XLU XLV XNPT XXIA

52-week Lows

61 new lows: ADTN AERL AONE APKT ATPG BGCP CACH CENX CGEN CHT CIM CRR CSH DEER ELX ENI FB FET FNFG GAME GDOT GEVO GRPN HNSN HSII HTA IGT IM INFN ISIL KID KOS LPR MERC MKTS MOBI MPO MTRN NCQ NEM NOR ONE PCXCQ QLGC REDF RSYS SDOW SHI SLCA SOCL SONS SORL SQNM TSTC UCBI UDRL VLY VOG WAVX WLT YGE

Top Equity Blocks

5.00m VISN 0.20 -0.05 -19.4% 13:10:56 – Burst

3.50m VALE 18.42 +0.68 +3.8% 10:12:08 – Derivatively Priced

3.08m S 4.33 +0.28 +6.8% 10:09:48

3.00m S 4.32 +0.27 +6.7% 10:34:59

2.60m SIRI 2.14 +0.04 +1.7% 11:12:13

2.53m SIRI 2.13 +0.04 +1.7% 11:12:56

2.50m S 4.34 +0.29 +7.2% 09:50:34

2.07m PCS 8.80 +0.23 +2.7% 11:13:53 – Tied to Options

2.05m CAJ 31.93 +0.64 +2.0% 13:47:31 – Average Price Trade

2.02m S 4.34 +0.29 +7.2% 10:42:16

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