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Option traders moderately bearish in Wells Fargo with shares down 0.56%

Option traders moderately bearish in Wells Fargo (WFC), with shares down 44c near $77.14. Options volume relatively light with 33k contracts traded and calls leading puts for a put/call ratio of 0.28, compared to a typical level near 0.86. Implied volatility (IV30) is higher by 1.1 points near 24.47,in the bottom quartile of the past year, suggesting an expected daily move of $1.19. Put-call skew steepened, indicating increased demand for downside protection.

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