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| 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 |
462.4M |
3.97 |
0.07 |
| SPY |
204.9M |
107.16 |
1.05 |
| BAC |
131.1M |
14.86 |
0.15 |
| GE |
87.6M |
14.83 |
0.21 |
| XLF |
80.0M |
14.31 |
0.11 |
| F |
61.8M |
10.62 |
0.03 |
| S |
60.8M |
4.41 |
0.15 |
| EEM |
60.1M |
39.49 |
0.19 |
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| % Gainers | |
|---|
| Stock |
Volume |
Last |
Chg |
| DRV |
3.9M |
36.52 |
28.94 |
| CLB |
232K |
156.00 |
77.88 |
| FBP |
20.1M |
0.65 |
0.23 |
| SUF |
1.8M |
0.26 |
0.06 |
| KSP |
343K |
5.07 |
0.93 |
| RPRX |
3.1M |
0.35 |
0.05 |
| WLK |
840K |
21.52 |
3.26 |
| TIV |
249K |
0.94 |
0.11 |
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| % Losers | |
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| Stock |
Volume |
Last |
Chg |
| NANO |
6.1M |
8.69 |
-2.17 |
| BKE |
2.3M |
28.61 |
-3.10 |
| EPIC |
622K |
7.40 |
-0.75 |
| HRB |
22.3M |
14.22 |
-1.27 |
| GPS |
31.3M |
18.22 |
-1.50 |
| FTK |
540K |
1.06 |
-0.08 |
| CISG |
594K |
25.55 |
-1.80 |
| ARO |
8.0M |
28.36 |
-1.95 |
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| Splits | |
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| Stock |
Date |
Factor |
| DECK |
07-06 |
0.333 |
| CLB |
07-08 |
0.500 |
| CLB |
07-09 |
0.500 |
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Stock & Option Volatility Summary |
| Volatile Stocks | more... |
|---|
| Stock |
Volume |
Price |
IVol |
| VVUS |
12.7M |
11.69 |
4.63 |
| OREX |
1.2M |
4.33 |
2.44 |
| LNET |
307K |
3.37 |
2.18 |
| ARNA |
6.6M |
3.89 |
2.02 |
| CWTR |
918K |
3.6 |
1.93 |
| TSYS |
402K |
3.88 |
1.89 |
| RFMD |
7.7M |
3.91 |
1.63 |
| MNI |
1.0M |
3.44 |
1.63 |
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| Expensive Calls | more... |
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| Stock |
Contract |
IVol |
| VVUS |
Jul 11.00C |
5.03 |
| OREX |
Jul 5.00C |
2.50 |
| ARNA |
Jul 3.00C |
2.38 |
| MNI |
Jul 2.50C |
1.98 |
| BIOD |
Dec 5.00C |
1.88 |
| AVNR |
Dec 2.50C |
1.73 |
| SOMX |
Aug 5.00C |
1.52 |
| SQNM |
Jul 6.00C |
1.52 |
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| Straddles | more... |
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| Stock |
Put |
Call |
| VVUS |
Jul 11.00P |
Jul 11.00C |
| OREX |
Jul 5.00P |
Jul 5.00C |
| ARNA |
Jul 3.00P |
Jul 3.00C |
| BIOD |
Dec 5.00P |
Dec 5.00C |
| AVNR |
Dec 2.50P |
Dec 2.50C |
| SQNM |
Jul 6.00P |
Jul 6.00C |
| AUXL |
Jul 20.00P |
Jul 20.00C |
| SOMX |
Nov 2.50P |
Nov 2.50C |
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| IVol Chg (+) | more... |
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| Stock |
Volume |
IVol |
Chg |
| OREX |
1.2M |
4.33 |
2.44 |
| AAV |
581K |
6.13 |
1.06 |
| EGY |
248K |
5.76 |
0.99 |
| COT |
1.7M |
5.93 |
1.26 |
| RFMD |
7.7M |
3.91 |
1.63 |
| NANO |
6.1M |
8.69 |
1.09 |
| AUXL |
1.0M |
21.37 |
1.28 |
| WNC |
1.1M |
7.23 |
1.18 |
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| IVol Chg (-) | more... |
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| Stock |
Volume |
IVol |
Chg |
| FPO |
200K |
14.98 |
0.42 |
| SNV |
16.9M |
2.63 |
0.58 |
| CVA |
3.1M |
15.88 |
0.40 |
| SF |
502K |
45.1 |
0.36 |
| CUZ |
1.2M |
6.22 |
0.65 |
| JMBA |
704K |
2.1 |
0.80 |
| SPPI |
276K |
3.93 |
0.75 |
| PDS |
1.1M |
7.05 |
0.40 |
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Vertical Spreads |
| Bull Call Spread | more... |
|---|
| Stock |
Short |
Long |
| PRGO |
Jul 65.00C |
Jul 60.00C |
| KBE |
Jul 24.00C |
Jul 23.00C |
| BGZ |
Jul 18.00C |
Jul 17.00C |
| MJN |
Jul 60.00C |
Jul 55.00C |
| ELN |
Jul 5.00C |
Jul 4.00C |
| MDCO |
Aug 10.00C |
Aug 7.50C |
| YONG |
Jul 7.50C |
Jul 5.00C |
| VXX |
Jul 27.00C |
Jul 26.00C |
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| Bear Call Spread | more... |
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| Stock |
Short |
Long |
| SOLF |
Jul 5.00C |
Jul 7.50C |
| MELA |
Jul 2.50C |
Jul 5.00C |
| PWER |
Jul 5.00C |
Jul 7.50C |
| HTZ |
Jul 7.50C |
Jul 10.00C |
| TER |
Jul 7.50C |
Jul 10.00C |
| LPX |
Jul 5.00C |
Jul 7.50C |
| PVX |
Sep 5.00C |
Sep 7.50C |
| LINE |
Jul 22.50C |
Jul 25.00C |
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| Bull Put Spread | more... |
|---|
| Stock |
Short |
Long |
| AOB |
Jul 5.00P |
Jul 2.50P |
| AAI |
Jul 7.50P |
Jul 5.00P |
| BPOP |
Jul 3.50P |
Jul 3.00P |
| ING |
Jul 12.50P |
Jul 10.00P |
| LZB |
Jul 10.00P |
Jul 7.50P |
| CAR |
Jul 15.00P |
Jul 12.50P |
| AFFY |
Jul 10.00P |
Jul 7.50P |
| EK |
Jul 6.00P |
Jul 5.00P |
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| Bear Put Spread | more... |
|---|
| Stock |
Short |
Long |
| OPEN |
Jul 35.00P |
Jul 40.00P |
| GSIC |
Jul 25.00P |
Jul 30.00P |
| VVUS |
Aug 11.00P |
Aug 12.00P |
| MAN |
Jul 40.00P |
Jul 45.00P |
| ING |
Oct 5.00P |
Oct 7.50P |
| ONP |
Aug 5.00P |
Aug 7.50P |
| ARNA |
Jul 3.00P |
Jul 4.00P |
| ATPG |
Jul 9.00P |
Jul 10.00P |
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Open Interest and Miscellaneous Spreads |
| Highest OI | more... |
|---|
| Stock |
Contract |
OI |
| C |
Jan 5.00C |
2,404,271 |
| C |
Jan 5.00C |
1,594,451 |
| C |
Jan 7.50C |
1,510,363 |
| C |
Jan 7.50C |
1,288,322 |
| C |
Jan 4.00C |
784,489 |
| C |
Jan 2.50P |
745,901 |
| C |
Jan 4.00P |
707,273 |
| C |
Sep 5.00C |
689,799 |
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| Contract Chg | more... |
|---|
| Stock |
Contract |
OI Chg |
| SPY |
Sep 87.00P |
37.90% |
| SPY |
Sep 98.00P |
37.46% |
| SPY |
Aug 104.00P |
22.22% |
| SPY |
Jul 106.00P |
17.90% |
| SPY |
Jul 108.00P |
14.19% |
| QQQQ |
Jul 47.00C |
13.87% |
| IWM |
Jul 61.00P |
11.85% |
| GE |
Jan 17.50C |
11.64% |
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| Calendar Spread | more... |
|---|
| Stock |
Short |
Long |
| SVNT |
Sep 13.00C |
Aug 13.00C |
| HCBK |
Aug 10.00C |
Jul 10.00C |
| COCO |
Aug 7.50C |
Jul 7.50C |
| CPBY |
Aug 5.00C |
Jul 5.00C |
| CVLT |
Aug 22.50C |
Jul 22.50C |
| ITMN |
Aug 9.00C |
Jul 9.00C |
| FUN |
Aug 12.50C |
Jul 12.50C |
| MDCO |
Aug 7.50C |
Jul 7.50C |
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| Diagonals | more... |
|---|
| Stock |
Short |
Long |
| SOMX |
Aug 5.00C |
Jul 2.50C |
| SVNT |
Sep 15.00C |
Aug 14.00C |
| MDCO |
Aug 10.00C |
Jul 7.50C |
| COCO |
Aug 10.00C |
Jul 7.50C |
| FORM |
Aug 12.50C |
Jul 10.00C |
| SIGA |
Sep 12.50C |
Aug 10.00C |
| ELN |
Aug 6.00C |
Jul 4.00C |
| DGIT |
Aug 40.00C |
Jul 35.00C |
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| Report generated: Thursday, July 8, 2010 5:31pm |
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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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