Calls:
- VNOM Dec 32 calls are seeing interest with 2000 contracts trading vs. open int of 30, pushing implied vol up around 4 points to ~29%. Co is expected to report earnings late February
- HD Dec 315 calls are seeing interest with 5570 contracts trading vs. open int of 200, pushing implied vol up around 1 points to ~15%. Co is confirmed to report earnings February 20 before the open.
Puts:
- HUT Dec 3 puts are seeing interest with 4040 contracts trading vs. open int of 500, pushing implied vol up around 26 points to ~197%. Co is expected to report earnings late February.
- ANF Dec 73 puts are seeing interest with 2110 contracts trading vs. open int of 70, pushing implied vol up around 3 points to ~44%. Co is expected to report earnings early March.
Sentiment: The CBOE Put/Call ratio is currently: 0.94, VIX: (12.90, +0.10, +0.8%).
December 15 is options expiration -- the last day to trade December equity options.
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