5/31/15

Just some filters


Indicative bearish Put action as of 29/05/2015


Ticker Short Name Put Volume / Avg Put Volume 20d Avg Vol Put 20D
XOP US Equity SPDR OIL&GAS EXP 3.41 35351.68
DIS US Equity WALT DISNEY CO 3.02 13317.11
XLV US Equity SPDR-HEALTH CARE 2.4 13858.58
GMCR US Equity KEURIG GREEN MOU 2.24 12840.26
LNKD US Equity LINKEDIN CORP-A 2.15 18164.32
MCD US Equity MCDONALDS CORP 2.04 15705.68
GILD US Equity GILEAD SCIENCES 1.97 30972.68
UUP US Equity POWERSHARES DB U 1.75 17167.26
AIG US Equity AMERICAN INTERNA 1.59 11084.42
DTE GR Equity DEUTSCHE TELEKOM 1.58 22332.83
JD US Equity JD.COM INC-ADR 1.53 10487.26
BAC US Equity BANK OF AMERICA 1.5 69133.95
HYG US Equity ISHARES IBOXX HI 1.45 32839.58

Indicative Bullish Call action as of 29/05/2015

Ticker Short Name Call Volume / Avg Call Volume 20d Avg Vol Call 20D Total Call Open Interest:D-2 Total Call Open Interest:D-20
AEO US Equity AMER EAGLE OUTF 9.14 6889.58 63691 57667
TGT US Equity TARGET CORP 6.34 12995.16 115524 92553
HRB US Equity H&R BLOCK INC 4.67 7488.37 125280 99251
S US Equity SPRINT CORP 4.63 13517.32 344566 208084
EMR US Equity EMERSON ELEC CO 4.46 6225.74 93849 64202
BBY US Equity BEST BUY CO INC 4.2 8301.16 83306 78216
C US Equity CITIGROUP INC 2.88 47417.47 938689 905614
DAL US Equity DELTA AIR LI 2.6 51098.26 688268 515976
XLU US Equity SPDR-UTIL SELECT 2.06 9325.47 148078 126628
HAL US Equity HALLIBURTON CO 1.95 18325.53 552500 499658
TASR US Equity TASER INTL 1.93 5639.95 68232 59488
GMCR US Equity KEURIG GREEN MOU 1.89 13880.53 163743 149405
WFC US Equity WELLS FARGO & CO 1.86 21255.11 391998 389145
MON US Equity MONSANTO CO 1.58 10586.47 123686 56899
TLT US Equity ISHARES 20+ YEAR 1.58 48399.26 513978 368386
COST US Equity COSTCO WHOLESALE 1.57 7715.11 86746 60253

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