Lilly Lower

No matter what market you were looking
at, they were all quite choppy on Wednesday. The gap up opening followed by the
intraday decline was not what investors were hoping to see. But all hope is not
lost, there’s more news and earnings due out which could still drive this
market.

Some buyers came into the futures
markets during the close to pull the indices off their lows. It’s better than
nothing.

The VIX last printed at 21.31, up 0.48.

The S&P 500 last printed at
1473.88.

The Handy Harmon Palladium Index was up
40 to 810.

The NYSE TRIN (ARMS) was up 0.37 to
1.27.

The top five calls by volume were:

  • CSCO August 70s
  • CSCO August 65s
  • GE August 55s
  • MSFT September 75s
  • CWYHL August 60s

The top five puts by volume where:

  • AMAT August 70s
  • CPQ October 30s
  • CSCO August 65s
  • AMAT Augusts 85s
  • SPX September 1350s

The activity in Compaq
(
CPQ |
Quote |
Chart |
News |
PowerRating)
is
quite interesting. It’s often said that 32 1/2 is a key resistance level on CPQ,
so why the big activity in the October puts? Are people hedging their positions
or speculating that the stock will close over 30?

We also saw some activity in the put
options of General Mills
(
GIS |
Quote |
Chart |
News |
PowerRating)
. The heavy trading was in the January 2002 42
1/2s and 45s, which tickers GISMV and WGIMI . It’s not often that you see a lot
of activity in these older-name companies. Someone might have been in the market
buying or selling spreads. With the difference in strikes being only 2 1/2
points, you have to wonder what the cost was to open the positions. There was
also some action in the A&T
(
T |
Quote |
Chart |
News |
PowerRating)
January puts, but nothing exciting.

Of course, that Eli Lilly
(
LLY |
Quote |
Chart |
News |
PowerRating)

announcement brought LLY to the most active options lists. The LLY August 90
puts traded 200% of their average volume.

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