Molycorp Inc (NYSE:MCP) has been a long-term laggard, losing nearly 70% in the past year to trade at $6.09. Nevertheless, that hasn't stopped a rush of traders from targeting the August 7 call. Nearly 13,000 contracts have traded at the out-of-the-money strike today, with a majority on the ask side . Since open interest at the strike is comprised of just under 2,700 positions, it's a safe bet to assume buy-to-open activity. By picking up the back-month calls for a volume-weighted average price (VWAP ) of $0.26, the traders are wagering on MCP shares reaching $7.26 (strike price plus VWAP) by August expiration. That amounts to a 19.2% pop from the stock's current position. According to delta of 0.34, or 34%, the calls have roughly a 1-in-3 chance of landing in the money within the necessary time frame. If Molycorp stops short of the strike, however, the bulls will at most forfeit the premium paid. Today's bull rush is more of the same in MCP's options pits. On the International Securities Exchange (ISE), Chicago Board Options Exchange ( CBOE), and NASDAQ OMX PHLX (PHLX), the equity boasts a 50-day call/put volume ratio of 3.90, which indicates almost four calls have been bought to open for every put in the past 10 weeks. The ratio has been higher just 1% of the time through the past 52 weeks, meaning options-related optimism is nearing an annual acme.
【在 t*********e 的大作中提到】 : Molycorp Inc (NYSE:MCP) has been a long-term laggard, losing nearly 70% in : the past year to trade at $6.09. Nevertheless, that hasn't stopped a rush of : traders from targeting the August 7 call. Nearly 13,000 contracts have : traded at the out-of-the-money strike today, with a majority on the ask side : . Since open interest at the strike is comprised of just under 2,700 : positions, it's a safe bet to assume buy-to-open activity. : By picking up the back-month calls for a volume-weighted average price (VWAP : ) of $0.26, the traders are wagering on MCP shares reaching $7.26 (strike : price plus VWAP) by August expiration. That amounts to a 19.2% pop from the : stock's current position. According to delta of 0.34, or 34%, the calls have
p*e
5 楼
7.26是不是太早了,7.6+再说吧
【在 l*****t 的大作中提到】 : 谢谢,大牛,虽然没看懂。。。就是7.26抛???? : : of : side : VWAP : the : have