TTWO TAKE-TWO INTERACTI 9/3/2010 1:21:35 PM
Short straddle - October expiration - One trader appears to have sold 5,000 Oct 10 calls $0.45 (bid:0.40 ask:0.55) and 5,000 Oct 10 puts for $0.80 (bid:0.80 ask:0.95), a net credit of $1.25 per contract. Total of 14967 calls and 5809 puts have traded.
TTWO (TAKE TWO INTERACTIVE SOFTWARE) is at 9.48 +0.63
Calls: Bid Ask Volume Open Interest
10 Oct 10.00 0.40 0.50 5559 613
Puts: Bid Ask Volume Open Interest
10 Oct 10.00 0.90 1.00 5050 10
WFMI WHOLE FOODS MARKT 9/3/2010 1:10:43 PM
Options active - October expiration - 5,000 Oct 35 puts traded at $0.94 (bid:0.94 ask:0.97) and 5,000 Oct 38 calls traded at $0.98 (bid:0.97 ask:1.00). It appears that options were tied to shares. Total of 6256 calls and 5529 puts have traded.
WFMI (WHOLE FOODS MKT INC) is at 36.61 +0.60
Calls: Bid Ask Volume Open Interest
10 Oct 38.00 0.95 0.98 5020 504
Puts: Bid Ask Volume Open Interest
10 Oct 35.00 0.93 0.96 5013 479
XRT SPDR S P Retail 9/3/2010 12:59:48 PM
Debit call spread - December expiration - 10,000 Dec 41 calls were purchased for an average premium of $1.38 per contract against the sale of 10,000 Dec 45 calls for 0.325, a net debit of $1.055 per spread.
XRT (SPDR S&P RETAIL) is at 38.64 +0.46
Calls: Bid Ask Volume Open Interest
10 Dec 41.00 1.30 1.33 10025 468
10 Dec 45.00 0.31 0.33 10080 4868
SLV iShares Silver Trust 9/3/2010 12:50:44 PM
Put options active - January 2011 contract - Approximately 24,000 Jan (2011) 18 puts were purchased for an average premium of $0.84 per contract. It appears that options were tied to shares.
SLV (ISHARE SILVER TRUST) is at 19.45 +0.17
Puts: Bid Ask Volume Open Interest
11 Jan 18.00 0.81 0.85 26425 13151
AVNR Avanir Pharmaceuticals 9/3/2010 12:40:27 PM
Options active - December expiration - It appears that trader(s) sold approximately 10,000 Dec 2.50 calls for an average premium of $1.02 per contract and 10,000 Dec 2.50 puts for $1.03, a net credit of $2.05 per contract. Total of 14859 calls and 12311 puts have traded.
AVNR (AVANIR PHARMACEUTICALS INC) is at 2.72 -0.20
Calls: Bid Ask Volume Open Interest
10 Dec 2.50 1.05 1.15 13170 2438
Puts: Bid Ask Volume Open Interest
10 Dec 2.50 0.95 1.05 12282 8511
BX BLACKSTONE GRP LP UT 9/3/2010 8:36:13 AM
Call options active - January 2012 contract - Approximately 18,300 Jan (2012) 15 calls were purchased for an average premium of $0.86 per contract. Note: high OI. Total of 21929 calls traded compared to the 10 day average volume of 2758. Total of 205 puts traded.
BX (BLACKSTONE GROUP (THE) L.P.) is at 10.44 +0.21
Calls: Bid Ask Volume Open Interest
12 Jan 15.00 0.72 0.85 18306 20966
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Volume Analysis 
