SLE SARA LEE CP 2/22/2012 11:19:47 AM
Options active - April contracts - 12,000 April 20 calls were sold for $0.70 and 12,000 April 18 puts purchased for $0.20. It appears that options were tied to shares. Total of 12134 calls and 12003 puts traded.
SLE (SARA LEE CORP) is at 20.24 +0.11
Calls: Bid Ask Volume Open Interest
12 Apr 20.00 0.70 0.85 12002 81536
Puts: Bid Ask Volume Open Interest
12 Apr 18.00 0.10 0.20 12000 669
XRX XEROX CP 2/22/2012 11:17:51 AM
Call options active - July contract - Approximately 51,000 July 9 calls were purchased for an average premium of $0.30 per contract. It appears that options were tied to shares. Total of 55220 calls traded compared to the 10 day average volume of 2725. Total of 4996 puts traded.
XRX (XEROX CORP) is at 8.22 +0.05
Calls: Bid Ask Volume Open Interest
12 Jul 9.00 0.33 0.34 51536 16529
BSFT BroadSoft Inc. 2/21/2012 10:45:47 AM
Options active - March contracts - It appears that investor(s) sold approximately 1,200 March 40 calls for an average premium of $1.06 per contact and purchased 1,200 March 30 puts for $1.95. Total of 1496 calls and 2515 puts traded.
BSFT (BROADSOFT INC) is at 36.02 +0.52
Calls: Bid Ask Volume Open Interest
12 Mar 40.00 1.35 1.45 1222 66
Puts: Bid Ask Volume Open Interest
12 Mar 30.00 0.85 1.10 1296 351
12 Mar 35.00 2.45 2.70 902 405
DTV THE DIRECTV GROUP I 2/21/2012 10:36:59 AM
Three-legged trade - January 2013 - It appears that investor(s) sold approximately 5,200 Jan 40 puts for an average premium of $2.32 per contract, purchased 5,200 Jan 50 calls for $2.07 and sold 5,200 Jan 57.50 calls for $0.44. Total of 11555 calls and 6238 puts traded.
DTV (DIRECTV) is at 45.30 +0.32
Calls: Bid Ask Volume Open Interest
13 Jan 50.00 2.06 2.10 5239 1940
13 Jan 57.50 0.45 0.50 5228 52
Puts: Bid Ask Volume Open Interest
13 Jan 40.00 2.21 2.32 5226 6095
KBH KB HOME 2/21/2012 10:30:09 AM
Call options active - April contracts - 8,000 April 13 calls traded at $0.74 (bid:0.71 ask:0.74) and 10,000 April 15 calls traded at $0.22 (bid:0.21 ask:0.24). Total of 19532 calls and 968 puts traded.
KBH (KB HOME) is at 11.85 -0.31
Calls: Bid Ask Volume Open Interest
12 Apr 13.00 0.65 0.68 8201 9279
12 Apr 15.00 0.19 0.21 10010 531
MR MINDRAY MEDICAL INTL 2/21/2012 10:25:46 AM
Put options active - March and April contracts - It appears that investor(s) sold approximately 10,000 March 13 puts for an average premium of $0.77 per contract and purchased 15,000 April 12 puts for $0.96. Note high OI, see commentary from 1/23. Total of 32696 puts traded compared to the 10 day average volume of 4305. Total of 6178 calls traded.
MR (MCMORAN EXPLORATION CO) is at 13.96 +0.12
Puts: Bid Ask Volume Open Interest
12 Mar 12.00 0.44 0.47 5465 28012
12 Mar 13.00 0.73 0.77 10302 11364
12 Apr 12.00 0.87 0.92 15218 0
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Volume Analysis 
