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Calls lead puts 10:1 in Cenovus after large upside sweep timed near earnings
The Fly

Calls lead puts 10:1 in Cenovus after large upside sweep timed near earnings

Calls lead puts 10:1 in Cenovus after large upside sweep timed near earnings. Shares down 42c, or -2.5%, near $16.59 today with 30day at-the-money implied volatility little changed near 33.9% and call volume triple normal at 15k contracts and traders focused on the Feb 17 strike calls where a buyer paid 65-70c for 10k contracts to open a new position currently 2.4% and set to expire on Feb 16th and very near the tentative 2/15 earnings date. Cboe Open-Close data indicates the buyer was for a firm account.

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