Keeping Your Powder Dry

The trading week is coming to a close much in the same way it began for
the options markets on this Friday morning. Order flow is anemic, customers are selling
premium on balance, and poor earnings reports have acted to crush volatility and prices in
their respective underlying names. The week saw an attempted injection of adrenaline in
the amount of a 50 basis point rate cut by the Fed, but even this could not bring options
players out of their recent hiding.

I fear sounding like a broken record these days, but I must report what my meters show
us. Once again today, call sellers lead the pack over buyers 2:1 overall, while put
sellers are out as well, leading buyers 2:1. Order volume began with a modest pre-bell
level and remains moderate after the first hour of trading . (Registering a X on our scale
of Y-Z).

Let’s look at the tale the numbers tell…

Pre-open order volume was very light today. In the
overall market, call sellers led buyers at 2:1, and put sellers led buyers at 2:1.
(
CSCO |
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PowerRating)
call sellers made their presence felt, leading buyers 11:1, while put sellers led buyers
2:1.
(
SSTI |
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PowerRating)
order flow was unusually heavy, and call sellers outnumbered buyers 5:4.
(
AMAT |
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call sellers were out big-time, pounding buyers 6:1.
(
MSFT |
Quote |
Chart |
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call sellers outgunned buyers
5:2.

First hour volume was light today. In the overall market, call sellers led buyers at
8:5, and put sellers led buyers at 2:1. CSCO call sellers made their presence felt,
leading buyers at a more modest 2:1, while put buyers led sellers 5:2. SSTI order
flow was unusually heavy, and call sellers outnumbered buyers 3:2, while put buyers led
sellers 6:1.
(
JNJ |
Quote |
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PowerRating)
call sellers were out big-time, pounding buyers 11:1.
(
PRSF |
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PowerRating)
call
sellers outgunned buyers 3:1.

We have received a significant amount of mail regarding our suggested
spreads, the
(
SUNW |
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PowerRating)
32 ½-35
and the
(
TNX |
Quote |
Chart |
News |
PowerRating)
45/50 call verticals
. The underlying
stocks are little lower than where they were at the point of entry, and thus not as
attractive as when they came up on our search. If you skipped/missed these, feel
fortunate, you can buy them a bit cheaper, today. TXN, for one, has been acting much
better than the market on balance and has the better leverage.

For those of you who are in these spreads, we’re sticking with them as we feel
they still offer good opportunities (not great) and they’re low risk. We’ll stay
on top of the other search results for you.

Keep writing me your questions: tonys@tradingmarkets.com