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NOTICE (click for more notices)
New features have been added to the Strategy Calculator. Contract greeks are now summarized as dollar amounts. The measure of volatility used to compute profit and loss is now user selectable and can be one of historical, indexed or contract volatility. |
| Stock and Option Trader's Tools |
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End of Day Highlights |
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| Active Stocks | |
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| Stock |
Volume |
Last |
Chg |
| C |
284.3M |
3.43 |
0.02 |
| BAC |
239.1M |
15.88 |
0.22 |
| SPY |
185.7M |
110.91 |
0.65 |
| EEM |
61.4M |
39.72 |
0.15 |
| XLF |
59.5M |
14.38 |
0.09 |
| PFE |
57.1M |
17.73 |
0.06 |
| F |
53.1M |
11.38 |
-0.11 |
| LVS |
53.0M |
15.91 |
-1.55 |
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| % Gainers | |
|---|
| Stock |
Volume |
Last |
Chg |
| ZNT |
32.0M |
37.87 |
8.96 |
| BGP |
9.6M |
1.64 |
0.32 |
| VLNC |
3.2M |
0.95 |
0.13 |
| RUTH |
1.1M |
3.76 |
0.47 |
| EEE |
6.6M |
0.29 |
0.03 |
| RAD |
47.1M |
1.54 |
0.15 |
| CRY |
559K |
6.98 |
0.62 |
| PCLN |
4.0M |
232.95 |
20.08 |
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| % Losers | |
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| Stock |
Volume |
Last |
Chg |
| XNPT |
36.5M |
6.67 |
-12.93 |
| DEPO |
5.3M |
2.49 |
-0.61 |
| TRMA |
2.1M |
3.08 |
-0.74 |
| EPIX |
280K |
0.01 |
-0.00 |
| NHWK |
518K |
3.53 |
-0.67 |
| CAR |
10.0M |
11.39 |
-1.92 |
| WCG |
5.0M |
27.91 |
-4.21 |
| LL |
1.6M |
22.57 |
-3.23 |
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| Splits | |
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| Stock |
Date |
Factor |
| JST |
02-16 |
0.500 |
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Stock & Option Volatility Summary |
| Volatile Stocks | more... |
|---|
| Stock |
Volume |
IVol |
Chg |
| ITMN |
1.0M |
2.43 |
-0.17 |
| MDVN |
794K |
2.00 |
0.23 |
| JTX |
2.9M |
1.76 |
0.20 |
| NOK |
13.1M |
1.37 |
0.13 |
| MNKD |
1.5M |
1.32 |
0.03 |
| TIVO |
1.7M |
1.27 |
-0.17 |
| ACAS |
1.8M |
1.26 |
0.06 |
| SIGA |
223K |
1.15 |
0.10 |
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| Expensive Calls | more... |
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| Stock |
Call |
IVol |
| ITMN |
Mar 15.00C |
2.49 |
| ITMN |
Mar 17.50C |
2.42 |
| MDVN |
Mar 35.00C |
2.00 |
| MDVN |
Mar 40.00C |
2.00 |
| ITMN |
Apr 15.00C |
1.92 |
| ITMN |
Apr 17.50C |
1.85 |
| JTX |
Mar 2.50C |
1.79 |
| NOK |
Apr 13.00C |
1.71 |
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| Straddles | more... |
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| Stock |
Put |
Call |
| ITMN |
Mar 12.50C |
Mar 12.50P |
| ITMN |
Mar 15.00C |
Mar 15.00P |
| ITMN |
Mar 17.50C |
Mar 17.50P |
| ITMN |
Apr 12.50C |
Apr 12.50P |
| MDVN |
Mar 35.00C |
Mar 35.00P |
| MDVN |
Mar 40.00C |
Mar 40.00P |
| ITMN |
Apr 15.00C |
Apr 15.00P |
| JTX |
Mar 2.50C |
Mar 2.50P |
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| IVol Chg (+) | more... |
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| Stock |
Volume |
IVol |
Chg |
| UTSI |
294K |
0.73 |
0.22 |
| LCRD |
239K |
0.89 |
0.20 |
| MPEL |
2.6M |
0.94 |
0.19 |
| TQNT |
2.7M |
0.76 |
0.17 |
| GIGM |
438K |
0.62 |
0.17 |
| MYGN |
1.3M |
0.51 |
0.16 |
| HEK |
1.7M |
0.69 |
0.16 |
| TWC |
2.9M |
0.32 |
0.15 |
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| IVol Chg (-) | more... |
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| Stock |
Volume |
IVol |
Chg |
| PIR |
1.7M |
0.46 |
-0.34 |
| EBR |
633K |
0.50 |
-0.24 |
| PTEN |
6.4M |
0.33 |
-0.23 |
| LOGM |
358K |
0.45 |
-0.22 |
| UMPQ |
785K |
0.42 |
-0.21 |
| SAH |
356K |
0.60 |
-0.21 |
| FIG |
1.1M |
0.80 |
-0.20 |
| PBY |
481K |
0.37 |
-0.19 |
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Vertical Spreads |
| Bull Call Spread | more... |
|---|
| Stock |
Short |
Long |
| FXP |
Mar 12.00C |
Mar 7.00C |
| EDZ |
Mar 7.00C |
Mar 5.00C |
| JASO |
Mar 7.50C |
Mar 5.00C |
| FXP |
Mar 12.00C |
Mar 8.00C |
| SIGA |
Mar 10.00C |
Mar 5.00C |
| FXP |
Mar 11.00C |
Mar 7.00C |
| EEV |
Mar 13.00C |
Mar 9.00C |
| EEV |
Mar 14.00C |
Mar 9.00C |
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| Bear Call Spread | more... |
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| Stock |
Short |
Long |
| NOK |
Mar 12.00C |
Mar 14.00C |
| NVS |
Mar 50.00C |
Mar 55.00C |
| NOK |
Apr 12.00C |
Apr 15.00C |
| NOK |
Apr 12.00C |
Apr 14.00C |
| NOK |
Mar 12.00C |
Mar 13.00C |
| NVS |
Apr 50.00C |
Apr 55.00C |
| STXS |
Mar 2.50C |
Mar 5.00C |
| NOK |
Apr 13.00C |
Apr 15.00C |
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| Bull Put Spread | more... |
|---|
| Stock |
Short |
Long |
| MVIS |
Mar 5.00P |
Mar 2.50P |
| DEPO |
Mar 5.00P |
Mar 2.50P |
| RF |
Mar 8.00P |
Mar 6.00P |
| APWR |
Mar 17.50P |
Mar 12.50P |
| APWR |
Mar 17.50P |
Mar 10.00P |
| TLB |
Mar 15.00P |
Mar 10.00P |
| JASO |
Mar 7.50P |
Mar 5.00P |
| APWR |
Mar 17.50P |
Mar 15.00P |
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| Bear Put Spread | more... |
|---|
| Stock |
Short |
Long |
| MNKD |
Mar 5.00P |
Mar 10.00P |
| MNTA |
Mar 10.00P |
Mar 15.00P |
| STD |
Jun 7.50P |
Jun 15.00P |
| AMLN |
Mar 12.50P |
Mar 20.00P |
| ITMN |
Mar 10.00P |
Mar 17.50P |
| AMLN |
Mar 12.50P |
Mar 17.50P |
| MNTA |
Mar 10.00P |
Mar 12.50P |
| STD |
Jun 7.50P |
Jun 12.50P |
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| Dividends | more... |
|---|
| Stock |
Date |
Annl Div |
| AEA |
02-19 |
0.25 |
| IVZ |
02-19 |
0.41 |
| GMR |
02-19 |
0.50 |
| AVP |
02-19 |
0.88 |
| HOG |
02-19 |
0.40 |
| STE |
02-19 |
0.44 |
| R |
02-19 |
1.00 |
| JNJ |
02-19 |
1.96 |
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Open Interest and Miscellaneous Spreads |
| Highest OI | more... |
|---|
| Stock |
Contract |
OI |
| C |
Jan 5.00C |
1,745,044 |
| C |
Jan 7.50C |
863,557 |
| C |
Mar 4.00C |
846,959 |
| C |
Jan 2.50P |
729,342 |
| C |
Jun 4.00C |
676,513 |
| C |
Jan 5.00C |
628,323 |
| C |
Mar 5.00C |
620,445 |
| C |
Jan 10.00C |
553,567 |
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| Contract Chg | more... |
|---|
| Stock |
Contract |
OI Chg |
| VIX |
Feb 30.00C |
17.06% |
| RF |
Feb 6.00C |
16.68% |
| SPY |
Feb 106.00P |
15.00% |
| WFT |
Feb 14.00C |
14.79% |
| SPX |
Feb 1100.00C |
12.90% |
| QQQQ |
Feb 43.00C |
12.60% |
| IWM |
Mar 58.00P |
12.28% |
| YRCW |
Feb 2.00P |
11.89% |
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| Calendar Spread | more... |
|---|
| Stock |
Short |
Long |
| NVS |
Mar 50.00C |
Jan 50.00C |
| ITMN |
Mar 12.50C |
Jul 12.50C |
| NVS |
Apr 50.00C |
Jan 50.00C |
| NOK |
Mar 12.00C |
Apr 12.00C |
| NVS |
Mar 50.00C |
Apr 50.00C |
| AINV |
Mar 10.00C |
Jun 10.00C |
| ITMN |
Apr 12.50C |
Jul 12.50C |
| ABAT |
Mar 2.50C |
Sep 2.50C |
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| Diagonals | more... |
|---|
| Stock |
Short |
Long |
| PDLI |
Mar 5.00C |
Jan 7.50C |
| PDLI |
Mar 5.00C |
May 7.50C |
| NOK |
Mar 12.00C |
Jan 15.00C |
| NOK |
Mar 12.00C |
Jul 16.00C |
| NOK |
Mar 12.00C |
Jul 15.00C |
| NOK |
Mar 12.00C |
Jan 12.50C |
| NOK |
Mar 12.00C |
Jul 14.00C |
| NOK |
Mar 12.00C |
Apr 15.00C |
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| Report generated: Thursday, February 18, 2010 5:28pm |
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| Optionistics is not a registered investment advisor or
broker-dealer. We do not make recommendations as to particular
securities or derivative instruments, and do not advocate the
purchase or sale of any security or investment by you or any
other individual. By continuing to use this site, you agree to
read and abide by the full disclaimer.
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