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Options Action: OptionApps Top 5 for 2015-03-04

Options Action: OptionApps Top 5 for 2015-03-041 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1UFSDOMTAR CORP44.159.622ZLTQZELTIQ AESTHETICS 32.667.943CLVSCLOVIS ONCOLOGY IN75.557.814AKRXAKORN INC49.335.375FASTFASTENAL CO41.105.261 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1LLLUMBER LIQUIDATORS40.7823.002UTHRUNITED THERAPEUTIC157.7413.133NSRNEUSTAR INC25.1310.714UFSDOMTAR CORP44.158.205TIVOTIVO INC11.257.471 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1TIVOTIVO INC11.2519.842NSRNEUSTAR INC25.1318.993ZLTQZELTIQ AESTHETICS 32.6616.794XONINTREXON CORP48.1514.555MIDDMIDDLEBY CORP106.8914.10Academic Algorithms: ( Vol. HV-IV Difference )        TickerStock […]

By |March 4th, 2015|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2015-03-03

Options Action: OptionApps Top 5 for 2015-03-031 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1ADSALLIANCE DATA SYST282.2951.822LLLUMBER LIQUIDATORS38.8330.843NSRNEUSTAR INC25.0712.374SSISTAGE STORES INC20.729.825BDSIBIODELIVERY SCIENC15.329.361 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1ADSALLIANCE DATA SYST282.2950.652LLLUMBER LIQUIDATORS38.8329.853BDSIBIODELIVERY SCIENC15.3212.154KATEKATE SPADE & CO35.3011.875DYAXDYAX CORP15.7211.301 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1ADSALLIANCE DATA SYST282.2945.192BDSIBIODELIVERY SCIENC15.3224.973LLLUMBER LIQUIDATORS38.8321.324NTRINUTRI SYS INC NEW17.1520.615XONINTREXON CORP40.2219.49Academic Algorithms: […]

By |March 3rd, 2015|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2015-03-02

Options Action: OptionApps Top 5 for 2015-03-021 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1OCNOCWEN FINL CORP8.1416.942STKLSUNOPTA INC11.557.723ICPTINTERCEPT PHARMACE221.377.224STNGSCORPIO TANKERS IN8.665.175ASEIAMERICAN SCIENCE &52.293.961 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1APOLAPOLLO ED GROUP IN27.6510.052BBRYBLACKBERRY LTD10.819.493CSCCOMPUTER SCIENCES 70.928.934OCNOCWEN FINL CORP8.148.655GMEGAMESTOP CORP NEW36.977.611 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1FNSRFINISAR CORP21.0116.442MEIMETHODE ELECTRS IN38.8916.253ANFABERCROMBIE & FITC24.7414.954ARUNARUBA NETWORKS […]

By |March 2nd, 2015|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2015-02-27

Options Action: OptionApps Top 5 for 2015-02-271 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1MEDMEDIFAST INC33.049.082HELEHELEN OF TROY CORP77.375.583PBPBPOTBELLY CORP14.694.094MEOHMETHANEX CORP53.243.635CROXCROCS INC10.693.621 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1RKUSRUCKUS WIRELESS IN12.0219.672ARUNARUBA NETWORKS INC22.6118.043BBRYBLACKBERRY LTD10.7613.324DODIAMOND OFFSHORE D29.059.845TIVOTIVO INC11.039.311 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1ARUNARUBA NETWORKS INC22.6128.512ANFABERCROMBIE & FITC24.0319.103MEIMETHODE ELECTRS IN39.4918.054FNSRFINISAR CORP21.0717.635APEIAMERICAN PUBLIC ED34.2916.05Academic […]

By |February 27th, 2015|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2015-02-26

Options Action: OptionApps Top 5 for 2015-02-261 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1LLLUMBER LIQUIDATORS50.6315.332CZRCAESARS ENTMT CORP11.5411.233ESIITT EDUCATIONAL SE7.525.534JCPPENNEY J C INC8.995.035UTHRUNITED THERAPEUTIC157.924.951 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1WTWWEIGHT WATCHERS IN17.6014.282BBRYBLACKBERRY LTD10.5113.083DODIAMOND OFFSHORE D30.2010.194GMEGAMESTOP CORP NEW37.288.565TIVOTIVO INC11.138.541 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1IQNTINTELIQUENT INC17.6021.792WTWWEIGHT WATCHERS IN17.6021.573FNSRFINISAR CORP20.7918.644ANFABERCROMBIE & FITC24.8618.555FAROFARO TECHNOLOGIES […]

By |February 26th, 2015|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2015-02-25

Options Action: OptionApps Top 5 for 2015-02-251 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1DODIAMOND OFFSHORE D30.7910.132APOLAPOLLO ED GROUP IN28.5110.063NENOBLE CORP PLC17.836.024FLTXFLEETMATICS GROUP 37.945.425AWAYHOMEAWAY INC31.384.341 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1XONINTREXON CORP39.9516.612WTWWEIGHT WATCHERS IN18.0211.733DODIAMOND OFFSHORE D30.7911.354APOLAPOLLO ED GROUP IN28.5110.085FIGFORTRESS INVESTMEN8.129.481 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1IQNTINTELIQUENT INC17.3625.412HWAYHEALTHWAYS INC20.8825.163BLOXINFOBLOX INC21.0223.704FNSRFINISAR CORP20.8421.285MEIMETHODE ELECTRS […]

By |February 25th, 2015|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2015-02-24

Options Action: OptionApps Top 5 for 2015-02-241 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1XONINTREXON CORP41.1611.862CSCCOMPUTER SCIENCES 71.749.173CACCCREDIT ACCEP CORP 182.497.444SODASODASTREAM INTERNA17.796.745GMEGAMESTOP CORP NEW37.356.521 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1XONINTREXON CORP41.1616.142WTWWEIGHT WATCHERS IN18.2914.783CYBRCYBERARK SOFTWARE 58.4214.174AMATAPPLIED MATLS INC24.9110.935TXRHTEXAS ROADHOUSE IN37.1610.461 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1IQNTINTELIQUENT INC17.7623.542TRAKDEALERTRACK TECHNO44.6822.803BLOXINFOBLOX INC20.7321.264FNSRFINISAR CORP20.6620.915SODASODASTREAM INTERNA17.7919.70Academic Algorithms: […]

By |February 24th, 2015|Uncategorized|Comments Off

Options Action: OptionApps Top 5 for 2015-02-23

Options Action: OptionApps Top 5 for 2015-02-231 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1CYBRCYBERARK SOFTWARE 70.3510.752WTWWEIGHT WATCHERS IN19.049.873TIVOTIVO INC10.835.364GLFGULFMARK OFFSHORE 16.515.095XONINTREXON CORP41.754.921 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1WTWWEIGHT WATCHERS IN19.0417.912PPOPOLYPORE INTL INC52.9511.363TXRHTEXAS ROADHOUSE IN36.269.784HFCHOLLYFRONTIER CORP41.117.575RIGTRANSOCEAN LTD17.017.321 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1IQNTINTELIQUENT INC17.9425.972HWAYHEALTHWAYS INC21.1521.723NSRNEUSTAR INC26.5721.534CCRNCROSS CTRY HEALTHC12.1919.805AIRMAIR METHODS CORP45.6019.76Academic Algorithms: […]

By |February 23rd, 2015|Uncategorized|Comments Off

ODDS Chart of the Day 2/20/2015

Something you don’t see too often. $SPY implied volatility has a bit of a smirk. Implied volatility of $SPY March out-of-the-money calls is higher than at-the-money implied volatility.

Note, the size of the points indicates relative open interest levels. The bigger the dot, the higher the open interest. There is a massive number of calls open […]

By |February 20th, 2015|Uncategorized|0 Comments

Options Action: OptionApps Top 5 for 2015-02-20

Options Action: OptionApps Top 5 for 2015-02-201 Day Increase in ATM IV (Point change)        TickerStock NameCloseDifference1ANFABERCROMBIE & FITC25.636.372AMATAPPLIED MATLS INC24.936.303TXRHTEXAS ROADHOUSE IN36.836.144FRGIFIESTA RESTAURANT 66.994.695NSRNEUSTAR INC26.554.301 Week Increase in ATM IV (Point change)        TickerStock NameCloseDifference1CECOCAREER EDUCATION C5.229.472NSRNEUSTAR INC26.559.463TXRHTEXAS ROADHOUSE IN36.839.224WTWWEIGHT WATCHERS IN18.688.635FUELROCKET FUEL INC14.778.391 Month Increase in ATM IV (Point change)        TickerStock NameCloseDifference1IQNTINTELIQUENT INC18.1924.402FUELROCKET FUEL INC14.7724.353HWAYHEALTHWAYS INC21.2623.694FNSRFINISAR CORP21.2422.185ANFABERCROMBIE & […]

By |February 20th, 2015|Uncategorized|Comments Off