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Largest option trades in equities

David Russell (david.russell@optionmonster.com)

Nearing the halfway mark in today's session, here are the individual equity names with the most call and put buying on optionMONSTER's ActionTracker data system.

Thermo Fisher Scientific (TMO): An investor sold 10,000 September 90 calls for $3.10 and purchased an equal number of March 100 calls for $3.10. They also sold 10,000 March 85 puts, suggesting a simple long position in the front month was exited and rolled it to a bullish combination strategy expiring in the first quarter of next year. TMO rose 0.04 percent to $92.22.

Microsoft (MSFT): A block of 10,000 January 33 calls was bought for $1.48 and equal-sized blocks were sold in the January 28 puts for $0.51 and the January 36 calls for $0.55. While volume was below open interest at all three strikes, the trade appears to be a bullish three-way strategy with significant leverage on a move to $36 by expiration. MSFT fell 1.23 percent to $32.24.

Digital Generation (DGIT): Some 8,500 August 7.50 calls were bought, mostly for $5.80 and $6.20. Volume was below open interest at the strike, so traders are probably exiting short positions as the stock explodes higher. DGIT rose 27 percent to $13.13.

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