Call Sellers Continue To Beat The Drum

Options players are responding to a
modest upside move in the morning stock market with a day of moderate volume and
low volatility.  Call-sellers are
staking their claim, albeit timidly, as traders look to collect some premium
after a roller-coaster ride of a new year. 
Tech activity characteristically leads the pack, and call-sellers are
setting the pace.  Volume is, as
mentioned above, slightly below average, registering a 26 on a Scale of 1 to
100.

We’re still long
the
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and
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verticals. Both are above the target purchase price, although
the underlying stocks are at or below the prices at the time we suggested the
spreads. This is because the huge premium on the out of the money options we
sold on the vertical has deteriorated to a greater degree. Some of you have
exited the strategy, some have scaled out of a portion and others sold higher
struck verticals. We have 8 trading to go, EXTR has earnings coming up and CSCO
seems to have bottomed. Selling some of the 42 1/2 – 47 1/2 spread on top could
get your investment back. Leaving a $1 offer in may surprise you. Then you have
taken your cash off the table and a close between 37 3/4 and 42 1/4 makes you
money. It also leaves you with multiple trading strategies between now and then.

Here’s how the
numbers look…

Pre-open
order volume was light today. In the overall market, call sellers led buyers at
3:2, and put sellers led buyers at 3:2 as well. The top five order volume
leaders today were: CSCO,
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,
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INTC |
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,
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and
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JDSU |
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.  In NOK, pre-bell call
sellers were out in force, leading buyers 2:1, while put sellers trounced buyers
3:1.  JNPR call sellers crushed
buyers 6:1. 
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ORCL |
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call sellers
outnumbered buyers 4:1, while put sellers led buyers 2:1. 
MSFT call sellers were out big-time, pounding buyers 3:1. 
CIEN call sellers beat up the buyers 5:3.

After
the first hour of trading, overall call sellers led buyers at 2:1, and put
sellers led buyers at 3:2 as well. The top five order
volume
leaders were:
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MSFT |
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, CSCO, NOK,
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SUNW |
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and
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T |
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.  In MSFT, pre-bell call sellers
were out in force, leading buyers 4:1, while put buyers topped sellers 3:2. 
CSCO call sellers crushed buyers 3:1, while put buyers topped sellers
3:2.  NOK put sellers destroyed
buyers 9:1. 
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QCOM |
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put  buyers beat out sellers
3:1. 
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BRCM |
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call sellers topped
buyers 2:1, while put sellers topped buyers 3:1.  
SUNW call sellers outnumbered buyers 2:1, while put sellers and buyers
were even at 1:1.  QCOM put buyers
topped sellers 2:1.  JNPR call
sellers beat up the buyers 3:1, while put buyers topped sellers 3:2.

In our ongoing effort to address the
pros and cons of using spread strategies, we have received some great emails
from you. Some obvious items such as cost (commish 2 times) and missing the
markets on a leg have been leading the topics. Weigh in with your issues and I
will be posting the list here, with solutions… tonys@tradingmarkets.com
we have been seeing a great deal of intelligent mail and will provide excerpted
portions in the Trading Markets Q&A section.