The stock is up 10% and vol is up over 11% as well on takeover rumors. The company averages 296 option contracts traded a day. In the first 2...
TASR averages 502 option contracts traded a day - in the first hour it has traded over twice that (1,059). All but 12 of those contracts have...
Dec 21st I posted this blog: Chattem (CHTT) - Identifying Order in Flow in a Takeover Available here for interested parties:...
The company averages 233 option contracts a day - today over 4,300 have traded. You can see not just the increased volume, but that the ratio of...
The company averages 466 option contracts a day. Today nearly 3,500 have traded. Further, all but 10 contracts have been puts. You can see...
LIFE averages 1,965 option contracts traded a day. Today nearly 14,000 have traded. Note not just the volume but that it is equally distributed...
SNY made a $93.50 cash bid for CHTT common stock. CHTT closed $69.98 on Friday, so the takeover price is a $23.52 or 33.6% premium. There...
It can matter. In fact, one way to back out a theoretical value is to do this: Theo = {(Bid*OfferSize) + (Offer*BidSize)}/(BidSize + OfferSize)...
Since the weekend leaves time for research, I am will try to post multiple trading ideas based on order flow, vol or other unusual things I find....
An update to the previous post. (http://livevol.blogspot.com/2009/12/bristol-myers-bmy-mead-johnson-mjn.html) Preliminary Results NB: There...
The company averages 2,800 option contracts traded a day - in 3 hours over 5,700 option contracts have traded today. Of those, ~5,400 were puts...
The stock is trading ~2.65 and vol is up 13% today. The company averages 280 option contracts a day. In the first three hours of trading today...
Details on my blog here: http://livevol.blogspot.com/2009/12/bristol-myers-bmy-mead-johnson-mjn.html First, here is the situation in plain...
ARB is a $500 million international marketing and media research firm. The Company Tab averages just 15 option contracts traded a day while...
MCO is trading ~26.62. There is a good deal of uncertainty in the credit rating agencies as the government contemplates greater regulation...
The company averages 220 option contracts traded a day; it has traded over 5,000 options with an hour to go. The big trade was a 5,000 lot - a...
The company averages 470 option contracts a day - in the first 1.5 hours of trading over 5,400 contracts have traded. The largest trades of...
ASBC usually does about 235 option contracts a day. So far over 3,700 have traded today. Of those, zero have been puts. 3,631 have been the Dec 10...
agreed...
Details in blog brother; didn't want to bore people - you forced it out of me :-) I did not buy those for a nickel - but I wish I did.
Separate names with a comma.