Paper Buys 1,200 NMM Jun 15 Calls for $0.25 (15.1 times usual volume) with stock at $14.72
Paper Buys 5,000 RF May 8 Calls for $0.19 (4 times usual volume) with stock at $7.96
Paper Buys 2,279 ALL May 50 Calls for $0.98 (2.2 times usual volume) with stock at $49.80
Paper Buys 4,900 FIO May 17 Calls for $1.15 (5.3 times usual volume) with stock at $16.45
Paper Buys 2,000 FNSR Jun 17 Calls for $0.25 (9.5 times usual volume) with stock at $13.35

Paper Buys 6,000 DAL Jun 15 Puts for $0.55 (2 times usual volume) with stock at $16.20
Paper Buys 1,000 WTW May 37.5 Puts for $1.10 (3 times usual volume) with stock at $41.14
Paper Buys 6,791 OCN May 35 Puts for $1.70 (2.7 times usual volume) with stock at $35.99
Paper Buys 2,790 INFA May 35 Puts for $3.40 (2.6 times usual volume) with stock at $32.96
Paper Buys 400 FLT May 75 Puts for $1.50 (2.3 times usual volume) with stock at $76.65

Paper Sells 3,000 TSLA May 40 Calls for $11.90 (2 times usual volume) with stock at $52.00
Paper Buys 5,000 GME Jul 36-42 Call Spreads for $1.09 (2.8 time usual volume) with stock at $33.04
Paper Buys 6,000 DAL Jun 15 Puts for $0.55 (2 times usual volume) with stock at $16.20
Paper Buys 50,000 XOM Jul 85 Puts for $1.33 (2.2 times usual volume) with stock at $88.86
Paper Sells 10,000 GNC Jun 37.5 Puts for $1.25 (16.1 times usual volume) with stock at $41.47

Now to what is implied for the coming event, because the AAPL weekly options only have three days until expiration, they will be an organic way to derive what is implied for the event today after the close.  Using a KOTM implied volatility & time based model, we calculated the one-sigma move (68% probability within) to be roughly $28 up/down or about 68% chance we settle between $427 and $370 by the close on Friday. The two sigma move (95% probability within) is $56 either way or $455  & $342. The implied volatility curve (IV being a measure of risk, supply and demand, relative price, and an input into theoretical models) is displayed below, for it is important to know, especially if one is trading two different months in a spread.

The following chart includes the one and two sigma rolling probability cone, volume profile, and major moving averages (50, 100, & 200).  While the chart may seem noisy, it sure does tell us a lot if you listen! AAPL made its ATH of $700 and has been sifting lower since. AAPL is currently below all of its moving averages and massive prior low support sits at around $350 or the bottom part of the two-sigma confidence interval. The ATM (at the money) weekly $400 straddle (lifting the offer) is at about $27.80 (6.7% of stock).

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