Frederic Ruffy

Frederic Ruffy
Contributor since: 2008
Company: Fred Ruffy
6/26/13
Frederic Ruffy
Interesting trade in VIX, as the August 28 - 37.5 call spread is bought on the index for 60 cents, 108000X. That's the big trade of the day.
5/6/13
Frederic Ruffy
The biggest equity options trade Monday was: 24K Weekly 13 calls on $BAC bot for 9 cents, basically a play on a move north of $13 by Friday
I see $13.75 by Friday.
INTC options are jumping also.
3/14/12
Frederic Ruffy
Volume beginning to pick up ahead of Quadruple Witch Expiration. Roughly 5.8 mln calls and 4.7 mln puts traded thru 11:15 BXMT. $$
3/8/12
Frederic Ruffy
14000 calls and 1600 puts traded in $CCL in the 1st hour Thursday ahead of earnings Friday a.m. Mar 33 calls being bot to open.
3/7/12
Frederic Ruffy
Heavy trading in $KGC Apr 11 and 12 calls. Stock is ticking higher after a brutal 39% drop since Aug. 33K calls and 1,800 puts so far.
3/8/12
Not that good on options but would selling puts make sense if people are thinking price will gap up
If I expect a gap up, buying stock or calls makes more sense. Selling puts offers only limited reward (the premium) if the stock rallies.
3/6/12
Frederic Ruffy
$TXN Apr 31 - 34 call spread bought for $1.41, 4000X, ahead of a Thursday's mid-quarter update. Very interesting?!?! I think so.
3/6/12
Frederic Ruffy
High volume and defensive trading in the 1st hour Tuesday. 2.8 mln calls and 3.3 mln puts. Fear is back. $VIX at 21. $PUT $CALL
3/6/12
Fear or bravery on VIX buys !
Thanks Rocco, haha. Seems like a bit of an overreaction. Coal stocks (KOL) making nice moves of lows -- ANRZQ, PCXCQ.OB, JRCCQ, CNX
3/5/12
Frederic Ruffy
High call volume in $P today after Stifel upgraded the stock to Buy and ahead of earnings, due out 3/6 afternoon. #options
3/1/12
Frederic Ruffy
Late-day spike in $USO. Saudi pipeline apparently blew up.
3/2/12
saudi govt denied this and it's not true..
2/29/12
Frederic Ruffy
27000 April 26 calls trade on $FAZ. The 3X Bear fund is up 32 cents to $25.48 and 4% off 52-week lows of $24.5 set earlier today.
2/29/12
Frederic Ruffy
Treasurys ($TLT) volatility spike on a massive sale of 75k TY futures. Maybe an error, maybe not. http://on.wsj.com/A8IrOf
2/29/12
Frederic Ruffy
This is probably why calls on $EWY were being bought yesterday. http://bit.ly/xIEovi?siteid=
Haha. Ya, seems a little suspicious, but that's why we track the options order flow.
2/29/12
Yup, I like reading your recap daily. Its funny how often huge bets turn up just before some good news.
2/27/12
Frederic Ruffy
High put volume in $CCL today. Maybe because of this. http://bit.ly/woYeDW
2/27/12
Interesting..... thanks.
2/24/12
Frederic Ruffy
For only the 2nd time in 2012, put volume outpacing calls. 4.5 mln puts and 4.1 mln calls thru12:30 ET. Last time was 1/24 $$
2/25/12
If VIX was rising when that happened it may imply put buying.... but if VIX was falling during that time, it implies put selling.
2/24/12
Frederic Ruffy
Impressive spread being bought in the Europe, Far East, Australia Fund ($EFA) Friday. 101,250 May 43 - 52 put spreads for about $1.21.
2/22/12
Frederic Ruffy
$MOS is hosting its Analyst Day today. High share and options volume, being led by Weekly $60 calls.
2/8/11
Frederic Ruffy
21700 Feb 29 $CALLS trade in $MSFT after Seattle Times reports Ballmer wants changes at the executive level -- to be announced this month.
2/7/11
Frederic Ruffy
132000 $CALLS and 32000 $PUTS traded in $CSCO, ahead of earnings, Wed. CSCO Feb 22 and Mar 23 calls are today's most active stock options.
2/2/11
Frederic Ruffy
Options volume is light, probably due to the storm pounding our friends in Chicago. 5.6 mln $calls and 4.2 million $puts traded so far
2/2/11
Frederic Ruffy
The top options trade today are in $C, as it trades down 3c to $4.88. 9 cents was paid for the Jun 5.5 - 6 $call spread, 125000X on CBOE.
9/30/10
Frederic Ruffy
End-of-quarter position squaring is sending options volume higher, with about 4.4 million calls and 4.1 million puts traded by 12:30 ET $$
8/17/10
Frederic Ruffy
Overall listed option volume at midday is very heavy with 7.1 million contracts on the tape and calls leading puts 3.8M/3.2M. $$
8/3/10
Frederic Ruffy
$PFE Aug 15 call is today's most actively traded contract after co. blows past estimates, sending shares to $16.20. 76,100 contracts traded.
8/3/10
Frederic Ruffy
Sentiment stays positive, despite early weakness on Wall Street Tuesday. 2.5 mln calls and 1.9 mln puts trade so far. VIX up .16 to 22.17 $$
7/27/10
Frederic Ruffy
Trading is active today, despite lackluster market action. 4.5 mln calls and 3.7 mln puts so far. VIX up .58 to 23.31 $$
7/16/10
Frederic Ruffy
Active trading and higher volatility on options expiration Friday. 2.9 mln calls and 2.9 mln puts trade in 1st 90 min. VIX +1.95 to 27.09 $$
7/15/10
Frederic Ruffy
Trading is active heading into the options ex., with 1.95 mln calls and 1.83 mln puts traded in 1st hour. VIX up 2.05 to 26.94 $$
7/15/10
Frederic Ruffy
$AAPL shares down and implied volatility up ahead of a news conference to discuss iPhone 4 tomorrow at 10:00 PT. Implied vols up 7% to 44
7/13/10
Frederic Ruffy
Heavy trading in $AAPL on concerns iPhone 4 might be a lemon. 104K calls and 80K puts trade. Implied vols up 7.5% to 43.5.
7/13/10
Frederic Ruffy
Trading very active in first hour: 2.4 mln calls and 1.9 mln puts. VIX is down .6 to 23.83 and extending its 7-day 10 point skid. $$
7/12/10
Frederic Ruffy
$XLF down 10c to $14.4 ahead of earnings from JPM, C, and BAC later this week. July 15 calls, which saw a buyer of 115K Friday, trade 38K.
7/12/10
Frederic Ruffy
Sentiment seems upbeat despite a 4.5 pt loss in the S&P 500. 2 mln calls and 1.6 mln puts trade in 1st 90 min. VIX down .21 to 24.77 $$