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ODDS Chart of the Day 12/19/2014

Consumer sentiment ticked higher with drop in energy prices. Highest since January 2007. Here’s a chart of the COMPLETE history of this sentiment measure.

Note that this is a very long-term chart: 62 years. Sentiment can stay elevated for extended periods.

Source: http://www.sca.isr.umich.edu/

By |December 19th, 2014|Uncategorized|0 Comments

Options Action: OptionApps Top 5 for 2014-12-19

Options Action: OptionApps Top 5 for 2014-12-191 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1RCAPRCS CAP CORP9.9528.542BCRXBIOCRYST PHARMACEU11.0914.813KINGKING DIGITAL ENTMT16.158.914LINELINN ENERGY LLC11.988.875PIRPIER 1 IMPORTS INC13.908.441 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1RCAPRCS CAP CORP9.9537.922LINELINN ENERGY LLC11.9828.153HLFHERBALIFE LTD37.9018.284MGMMGM RESORTS INTERN19.4014.765NFLXNETFLIX INC334.4211.571 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1LINELINN ENERGY LLC11.9862.462ROSEROSETTA RESOURCES 20.5935.273NBRNABORS INDUSTRIES […]

By |December 19th, 2014|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2014-12-18

Options Action: OptionApps Top 5 for 2014-12-181 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1CLFCLIFFS NAT RES INC6.4112.112PTRYPANTRY INC35.528.843EXPREXPRESS INC13.943.314ACXMACXIOM CORP20.442.855RHRESTORATION HARDWA96.572.241 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1CLFCLIFFS NAT RES INC6.4115.662NBRNABORS INDUSTRIES 11.4913.603NFLXNETFLIX INC333.6512.044TCKTECK RESOURCES LTD12.3611.815AAALCOA INC15.0511.701 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1NBRNABORS INDUSTRIES 11.4940.452CLRCONTINENTAL RESOUR36.5136.463RIGTRANSOCEAN LTD18.2130.394SWNSOUTHWESTERN ENERG30.2027.205TCKTECK RESOURCES LTD12.3627.03Academic […]

By |December 18th, 2014|Uncategorized|Comments Off

ODDS Chart of the Day 12/17/2014

There’s been a lot of chatter about the implied volatility of volatility ($VIX) as measured by $VVIX. But that just measures the implied volatility of the 30-day $VIX options. What about other terms, such as 60 days or 90 days?

We’ve got the data! Here are the charts.

Note the implied volatility of these longer dated […]

By |December 17th, 2014|Uncategorized|0 Comments

Options Action: OptionApps Top 5 for 2014-12-17

Options Action: OptionApps Top 5 for 2014-12-171 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1MGMMGM RESORTS INTERN18.857.682TRUETRUECAR INC19.327.593AAGILENT TECHNOLOGI38.477.044CPACOPA HOLDINGS SA88.126.685ACMAECOM TECHNOLOGY C28.526.621 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1NBRNABORS INDUSTRIES 10.5125.292HLFHERBALIFE LTD37.3622.223MGMMGM RESORTS INTERN18.8518.804FCXFREEPORT-MCMORAN I21.1917.345HUNHUNTSMAN CORP21.3415.971 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1NBRNABORS INDUSTRIES 10.5143.852DNRDENBURY RES INC6.8036.313GPREGREEN PLAINS INC21.3732.984ACIARCH COAL INC1.7032.175DODIAMOND […]

By |December 17th, 2014|Uncategorized|Comments Off

ODDS Chart of the Day 12/16/2014

Radically unique options based indicator: implied borrow rate. Here’s the OptionApps chart of $DO. Implied borrow rate is the indicator at the bottom.

$DO implied borrow rate is deeply negative, indicating heavy short-selling pressure. This has become very common with oil services companies.

ODDS OptionApps is the only software on earth that has this unique capability […]

By |December 16th, 2014|Uncategorized|0 Comments

Options Action: OptionApps Top 5 for 2014-12-16

Options Action: OptionApps Top 5 for 2014-12-161 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1KGCKINROSS GOLD CORP2.7012.422TCSCONTAINER STORE GR18.159.313DKLDELEK LOGISTICS PA33.736.894BBRYBLACKBERRY LTD9.436.225PAASPAN AMERICAN SILVE9.035.951 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1CBSTCUBIST PHARMACEUTI96.3129.702NBRNABORS INDUSTRIES 10.2824.863RIGTRANSOCEAN LTD16.2520.544FCXFREEPORT-MCMORAN I21.0319.975CLRCONTINENTAL RESOUR30.9519.801 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1NBRNABORS INDUSTRIES 10.2844.492CLRCONTINENTAL RESOUR30.9542.723RIGTRANSOCEAN LTD16.2535.714ACIARCH COAL INC1.6231.225GPREGREEN PLAINS INC21.3931.21Academic […]

By |December 16th, 2014|Uncategorized|Comments Off

ODDS Chart of the Day 12/15/2014

Consumer sentiment is at its best level since 2007. Here’s a chart going all the way back to 1952.

By |December 15th, 2014|Uncategorized|0 Comments

Options Action: OptionApps Top 5 for 2014-12-15

Options Action: OptionApps Top 5 for 2014-12-151 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1SSTKSHUTTERSTOCK INC62.5111.312LNGCHENIERE ENERGY IN64.889.673WMBWILLIAMS COS INC D42.768.734LINELINN ENERGY LLC12.018.405TPCTUTOR PERINI CORP21.148.141 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1LINELINN ENERGY LLC12.0126.372CLRCONTINENTAL RESOUR31.8925.983LNGCHENIERE ENERGY IN64.8825.774CHKCHESAPEAKE ENERGY 17.2420.985ACIARCH COAL INC1.6120.621 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1CLRCONTINENTAL RESOUR31.8942.802LINELINN ENERGY LLC12.0138.383ACIARCH COAL […]

By |December 15th, 2014|Uncategorized|Comments Off

ODDS Chart of the Day 12/12/2014 (Chart 1)

We may have a few more charts later today. But I wanted to get this one out right away.

It’s the implied volatility of implied volatility options. The chart goes back to June 2006. WOW! VVIX is at a level normally seen towards the end of an epic collapse!

By |December 12th, 2014|Uncategorized|0 Comments