2013-07-31



Stock market averages moveD higher through midday after GDP, Chicago PMI, and jobs (ADP) data came in better-than-expected and are holding the gains late-Wednesday after the FOMC mostly stuck to the same script from the previous meeting. Earnings results are still pouring in as well, and being digested in an orderly manner. Crude is up on weekly inventory data, gold fell. Trading was mixed across most of Asia and Europe’s equity markets as well. There’s simply not much moving in the financial world. Thank you bots. And the grind continues. The Dow is clinging to a 30-point gain and the NASDAQ added 20. CBOE Volatility Index (.VIX) slipped .09 to 13.3 amid another day of light volume in the options market. 6 million calls and 4.9 million puts so far.

Notable Flow

CWH – Bullish flow detected in CommonWealth REIT with 5970 calls trading, or 7x the recent avg daily call volume in the name. Shares near $22.75 (-0.1) with ATMIV lifting by 1.24 point and 99% of todays call premium trading offer side. (Trade Alert LLC) 14:01

COF – Bearish activity detected in Capital One Financial Corporation with 9451 puts trading, or 4x the recent avg daily put volume in the name. Shares near $68.94 (-0.23) with ATMIV lifting by 1.71 point and 51% of todays put premium trading offer side. (Trade Alert LLC) 12:51

TSO – Bearish activity detected in Tesoro Corporation with 7972 puts trading, or 3x the recent avg daily put volume in the name. Shares near $56.49 (0.91) with ATMIV lifting by 3.78 point and 75% of todays put premium trading offer side. (Trade Alert LLC) 12:11

High options volume is being seen in FB,DELL, POT, HPQ, HLF, V, CHK, XLE ,MOS, GME

Daily Open Interest Update

Tuesday’s total option volume of 13.5 million contracts resulted in net open interest growth of 2.02 million calls and 2.39 million puts. Facebook Inc (FB), Potash Corp (POT), Micron Technology Inc (MU) and Cisco Systems Inc (CSCO) saw the greatest growth. Top five new positions opened include 38k Micron Technology Inc (MU) Jan-14 9 puts, 26k Sprint Corporation New (S) Sep-13 6 calls, 23k Pfizer Inc (PFE) Jan-15 30 calls, 22k Sprint Corporation New (S) Sep-13 6 puts and 20k Hewlett Packard Co (HPQ) Sep-13 25 puts. (Trade Alert LLC)

Movers

Symbol Price Change %Change StdDevs

BEAT 7.31 +1.84 +33.6% 9.50 Pre-Earnings / Post-Earnings

EHTH 30.69 +6.75 +28.2% 11.51

QCOR 66.22 +14.31 +27.6% 12.32 Post-Earnings

MERU 3.65 -1.30 -26.3% 7.06 Post-Earnings

JIVE 13.60 -3.47 -20.3% 13.40 Post-Earnings

BGFV 20.14 -4.22 -17.3% 8.77 Post-Earnings

TSRX 13.70 +1.99 +17.0% 4.72

HDSN 2.33 -0.47 -16.8% 2.29 Post-Earnings

MX 20.18 +2.82 +16.2% 6.69 Post-Earnings

SNCR 34.63 +4.41 +14.6% 4.61 Post-Earnings

Shakers (Implied volatility Movers)

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

OPTR 16.4% -86.6 -84.1% -89.9 $12.54 -0.75

TSRX 18.2% -54.5 -74.9% -54.1 $13.70 +1.99

V 29.6% +11.6 +64.3% +7.6 $180.24 -11.20

INVN 43.0% -40.7 -48.7% -38.8 $17.57 +1.87 Post-Earnings

BWLD 22.6% -20.9 -48.1% -18.3 $103.98 +6.29 Post-Earnings

RVBD 37.0% -31.5 -46.0% -31.8 $15.66 -1.87 Post-Earnings

SYMC 21.4% -17.3 -44.8% -16.8 $26.61 +2.26 Post-Earnings

FTNT 38.5% -30.3 -44.1% -28.7 $21.33 +1.16 Post-Earnings

OIS 35.0% -26.2 -42.8% -26.0 $96.65 -0.28 Post-Earnings

DRIV 33.0% -24.1 -42.2% -24.8 $17.25 -1.59 Post-Earnings -18.2 $16.74 +2.02 Post-Earnings
52-Week Highs

306 new highs: .AUX .BRB .DJX .MNX ABCO ABMD ACAT ACET ACHC ACLS ADI ADS AEL AFL AGCO AIZ ALE ALR ALU AME AMG AMP AON APD AUDC AWR AXE AZO BAH BANR BBH BBT BC BCPC BCR BDC BEAT BFOR BHE BIB BID BIN BIRT BKU BLKB BOOM BR BRCD BRE BRKL BWA BYI BZ CACI CARB CBOE CBST CBU CELG CFX CHK CHKP CKP CMG CMLS CNA CNP CNQR COL COLB CONN CREG CROC CSIQ CSTM CTRP CURE CVD CWT DANG DDM DIA DTLK DWAS ECOL ECPG ECYT EGL EGN EHTH EMR EPM EQT ETE ETFC EVR EXAM EXTR FB FDML FDN FHN FISV FLEX FLIR FLT FMC FRME GAS GB GBCI GDOT GDP GGG GIB GIMO GLRE GME GPI GPS GRFS H HA HAR HBI HEI HES HF HGR HLF HRB HRS HSP HUM HURN IAI IBB ICON IEX IGTE IGV IJT IM INVN ISIL ISSI ITMN IWP IYH JKS JNJ KAR KCE KEX KFRC KKD KMX KONG KORS LABL LAD LEA LF LL LMT LNC LOPE MA MANT MCHX MD MDAS MEOH MGIC MHFI MITL MMC MMM MRVL MTDR MTG MTN MTOR MTX MW MWA MX MYE MYL NCR NQ NSR NTRI NWS OIS OKE OPLK OREX ORI ORLY OXM OZRK PAG PDCO PDS PEGA PETM PFG PFPT PFS PGJ PGTI PH PII PKG PLXS PNK POL POWI PPG PRI PRLB PRU PSTB PSUN PX QCOR QIHU QLD QQEW QQQ QTEC QUAD REGI REXX RKT ROG ROK RPXC RRD RTN SANM SBSI SCSC SFG SGEN SGMS SIG SJR SM SNCR SNX SOCL SOL SON SPLS ST STJ STNR SUPX SVXY SWHC SWK SXCP SYMC SYRG TAM TBF TBT THG THRM TMK TMV TQNT TQQQ TRIP TRW TSN TSRX TSS TTC TTT TTWO TWGP UBS UDOW UFI ULTI UNH UTHR UTX VGT VHT VIG VIVO VRSK WAB WEX WHR WIBC WIRE WOOF WX XBI XLNX XRT

52-week Lows

43 new lows: .AUM BIS CSG DBA DBLE DCIX DLR DOG DXD ECH EOC FALC FBN FXA GOGO HDB INOD IPI KWK LFL PSQ QID QTWW SCCO SCIF SDOW SQM SQQQ TCO TLT TMF TRQ TTCMY UBT UVXY VIIX VIXM VIXY VXX VXZ ZAGG ZOOM ZROZ

Top Equity Blocks

2.00m ELN 15.46 -0.05 -0.3% FINRA-ADF 10:46:16 – Average Price Trade

1.38m DXJ 45.25 +0.05 +0.1% FINRA-ADF 12:03:00 – Average Price Trade

1.20m EEM 38.88 -0.34 -0.9% FINRA-ADF 11:32:11 – Average Price Trade

1.00m ELN 15.54 +0.03 +0.2% FINRA-ADF 12:05:19 – Average Price Trade

1.00m AMD 3.85 +0.03 +0.8% FINRA-ADF 10:45:41

1.00m ALU 2.53 +0.07 +2.8% FINRA-ADF 09:54:22

989k WFC 43.84 +0.59 +1.4% FINRA-ADF 12:08:13 – Average Price Trade

950k KGC 5.16 -0.10 -2.0% FINRA-ADF 11:30:37 – Average Price Trade

940k SPY 169.31 +0.65 +0.4% FINRA-ADF 12:25:51 – Average Price Trade

921k VEA 37.48 +0.10 +0.3% FINRA-ADF 11:07:11 – Burst

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