Post by Emperor AAdmin on Oct 12, 2008 19:06:46 GMT -5
I will be tracing here from time to time optionable volatile stocks
source: Optionistics.com
add.site used for IV analysis: www.ise.com/WebForm/md_livevol.aspx?categoryId=124&header3=true&menu1=true
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Month of October
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Week of Oct 06 - Oct 10
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Week of Oct 13 - Oct 17
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Week of Oct 20 - Oct 24
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Optionistics Hotsheet Summary
Report generated Thursday, October 23, 2008 6:32pm
Volatile Stocks
Stock Volume Price IVol
GGP 13.4M 2.8 2.87
PPC 1.6M 2.48 2.67
ABK 27.3M 2.21 2.31
FED 519K 8.39 2.23
Covered Calls
Stock Price Strike Expires Premium
GGP 2.8 2.5 Nov '08 1.00
PPC 2.48 2.5 Nov '08 0.72
PPC 2.48 2.5 Dec '08 0.93
MTG 2.71 2.5 Nov '08 0.80
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
MNKD 2.20 5.00 2.20 64.90
F 1.25 3.00 1.25 62.50
PPC 1.52 2.50 1.52 61.09
GGP 1.70 2.50 1.70 60.71
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Week of Oct 27 - Oct 31
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source: Optionistics.com
add.site used for IV analysis: www.ise.com/WebForm/md_livevol.aspx?categoryId=124&header3=true&menu1=true
Your Volatile Stocks report is provided by the Optionistics.com. Visit Optionistics.com to view the Daily HotSheet. The Daily HotSheet summarizes significant option activity at a glance, with links to more comprehensive reports. A short list of stocks which are likely to move along with tools to help determine the direction of price movement are available, along with option volatility reports, open interest activity, selected stock and option trades, and more.
Volatile Stocks are stocks that have the potential for large price swings. Log on to Optionistics to view the Volatiltiy Skew and Strike Pegger to see the direction these stocks are likely to move. The selected expensive calls and straddles have high premiums. To see the complete list, additional reports, a comprehensive list of option trades, options analysis tools, news, and tutorials, log on to Optionistics.
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Month of October
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Week of Oct 06 - Oct 10
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Optionistics Hotsheet Summary
Report generated Tuesday, October 7, 2008 5:45pm
Volatile Stocks
Stock Volume Price IVol
GGP 30.4M 4.5 4.90
FED 529K 6.17 3.81
Covered Calls
Stock Price Strike Expires Premium
GGP 4.5 5 Oct '08 1.27
FED 6.17 5 Oct '08 2.15
YRCW 4.98 5 Oct '08 1.20
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
NCC 2.07 3.00 2.08 91.41
CROX 2.01 4.00 2.01 85.53
AIG 2.65 5.00 2.65 75.50
ABK 1.87 2.50 1.87 71.92
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Optionistics Hotsheet Summary
Report generated Wednesday, October 8, 2008 5:45pm
Volatile Stocks
Stock Volume Price IVol
XL 20.6M 8.68 4.68
GGP 17.7M 5.4 4.28
FED 589K 6.99 3.63
GNW 8.2M 4.7 3.39
Covered Calls
Stock Price Strike Expires Premium
GGP 5.4 5 Oct '08 1.50
DSL 2.17 2.5 Oct '08 0.42
ABK 2.08 2.5 Oct '08 0.35
DYN 2.46 2.5 Oct '08 0.55
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
F 2.25 4.00 2.25 84.40
GGP 4.55 5.00 4.55 84.26
NCC 1.86 3.00 1.86 83.41
ABK 1.70 2.50 1.70 81.73
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Optionistics Hotsheet Summary
Report generated Thursday, October 9, 2008 5:45pm
Volatile Stocks
Stock Volume Price IVol
NCC 140.9M 2.15 3.99
GGP 16.8M 3.9 3.80
BKD 1.9M 11.93 3.73
PRU 29.5M 33.27 3.06
Covered Calls
Stock Price Strike Expires Premium
WB 3.6 2.5 Oct '08 1.65
MS 12.45 10 Oct '08 4.80
SOV 3.26 2.5 Oct '08 1.30
GGP 3.9 5 Oct '08 0.85
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
NCC 1.95 3.00 1.95 90.70
PPC 3.18 5.00 3.17 88.94
F 1.80 3.00 1.80 86.54
AIG 2.00 4.00 2.00 83.89
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Optionistics Hotsheet Summary
Report generated Friday, October 10, 2008 5:46pm
Volatile Stocks
Stock Volume Price IVol
XL 23.2M 5.43 4.74
GGP 18.8M 4.82 4.54
CORS 1.2M 3.18 3.86
CIT 12.1M 4.64 3.40
Covered Calls
Stock Price Strike Expires Premium
MS 9.68 10 Oct '08 2.75
NCC 2 3 Oct '08 0.33
BGC 16.43 20 Oct '08 3.20
XL 5.43 5 Nov '08 3.10
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
NCC 2.12 3.00 2.12 106.25
AIG 2.46 4.00 2.46 105.58
PPC 3.33 5.00 3.33 91.60
GNW 3.05 5.00 3.05 87.14
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Week of Oct 13 - Oct 17
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Optionistics Hotsheet Summary
Report generated Monday, October 13, 2008 5:45pm
Volatile Stocks
Stock Volume Price IVol
TSCM 547K 4.12 5.01
XL 15.0M 7.43 4.03
NCC 86.1M 2.3 3.73
RDN 1.9M 3.15 3.44
Covered Calls
Stock Price Strike Expires Premium
XL 7.43 7.5 Oct '08 1.70
NCC 2.3 3 Oct '08 0.23
GSI 4 5 Oct '08 0.35
AAPL 110.26 115 Jan '09 73.62
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
F 2.31 4.00 2.31 96.86
AIG 2.09 4.00 2.09 81.52
NCC 1.82 3.00 1.82 79.35
F 1.71 3.00 1.72 71.76
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Optionistics Hotsheet Summary
Report generated Tuesday, October 14, 2008 5:48pm
Volatile Stocks
Stock Volume Price IVol
STLD 15.2M 8.95 3.63
GGP 10.5M 5.45 3.60
GNW 11.3M 6.74 3.31
CIT 20.2M 5.53 3.03
Covered Calls
Stock Price Strike Expires Premium
ATML 4 2.5 Oct '08 1.65
DYN 3.29 2.5 Oct '08 0.93
GGP 5.45 5 Oct '08 1.00
OMNI 2.15 2.5 Oct '08 0.18
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
F 2.17 4.00 2.17 88.78
PPC 2.60 2.50 2.60 69.71
AIG 1.88 4.00 1.88 67.14
F 1.61 3.00 1.60 65.51
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Optionistics Hotsheet Summary
Report generated Wednesday, October 15, 2008 6:09pm
Volatile Stocks
Stock Volume Price IVol
CIT 9.9M 4.68 4.85
MF 1.8M 3.34 3.75
AAI 2.9M 2.71 3.61
ESLR 4.7M 3.51 3.50
Covered Calls
Stock Price Strike Expires Premium
HEV 7.05 5 Oct '08 2.35
ESLR 3.51 2.5 Oct '08 1.15
MF 3.34 2.5 Oct '08 1.00
CIT 4.68 5 Oct '08 0.57
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
AIG 1.97 4.00 1.98 81.28
DSL 1.45 2.50 1.45 70.39
F 1.55 3.00 1.56 67.61
NM 2.07 5.00 2.07 62.31
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Optionistics Hotsheet Summary
Report generated Thursday, October 16, 2008 5:48pm
Volatile Stocks
Stock Volume Price IVol
CORS 355K 2.96 2.92
PPC 1.7M 3.23 2.84
ABK 43.4M 2.66 2.82
GGP 9.3M 5.39 2.49
Covered Calls
Stock Price Strike Expires Premium
SMSI 5.1 5 Jan '09 3.70
SMSI 5.1 5 Jan '09 3.70
PPC 3.23 2.5 Nov '08 1.43
YUM 27.67 25 Jan '09 15.12
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
AIG 2.05 4.00 2.05 84.36
ABK 1.95 2.50 1.95 73.31
PPC 2.12 2.50 2.12 65.79
F 1.48 3.00 1.48 65.42
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Optionistics Hotsheet Summary
Report generated Friday, October 17, 2008 5:47pm
Volatile Stocks
Stock Volume Price IVol
PPC 7.0M 2.47 2.81
DIN 415K 9.84 2.43
CIM 3.6M 4.1 2.40
AMAG 1.0M 36.75 2.29
Covered Calls
Stock Price Strike Expires Premium
SMSI 4.96 5 Jan '09 3.70
YUM 27.8 25 Jan '09 15.12
YUM 27.8 25 Jan '09 15.12
PPC 2.47 2.5 Nov '08 0.78
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
F 1.92 4.00 1.92 79.22
ABK 2.45 5.00 2.45 70.20
PPC 1.67 2.50 1.68 67.81
MF 2.20 5.00 2.20 64.14
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Week of Oct 20 - Oct 24
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Optionistics Hotsheet Summary
Report generated Monday, October 20, 2008 5:45pm
Volatile Stocks
Stock Volume Price IVol
PPC 2.3M 2.65 2.58
HZO 445K 3.06 2.31
DSL 365K 2.07 2.23
ABK 40.5M 3.4 2.12
Covered Calls
Stock Price Strike Expires Premium
SMSI 5.26 5 Jan '09 3.70
YUM 29.08 25 Jan '09 15.12
PPC 2.65 2.5 Nov '08 0.80
MF 3.43 2.5 Nov '08 1.35
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
TMA 1.68 2.50 1.68 77.91
ABK 2.45 5.00 2.45 72.06
MF 2.05 5.00 2.05 59.77
DSL 1.23 2.50 1.23 59.18
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Optionistics Hotsheet Summary
Report generated Tuesday, October 21, 2008 5:50pm
Volatile Stocks
Stock Volume Price IVol
PPC 2.1M 2.71 2.60
DIN 246K 8.54 2.38
ABK 19.9M 2.99 2.27
DSL 299K 2.03 2.04
Covered Calls
Stock Price Strike Expires Premium
SMSI 5.16 5 Jan '09 3.70
YUM 27.83 25 Jan '09 15.12
YUM 27.83 25 Jan '09 15.12
INTC 15.25 17.5 Jan '09 6.50
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
DSL 1.20 2.50 1.20 59.11
PPC 1.55 2.50 1.55 57.20
BZH 1.90 5.00 1.90 56.72
RDN 2.05 5.00 2.05 54.96
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Optionistics Hotsheet Summary
Report generated Wednesday, October 22, 2008 5:49pm
Volatile Stocks
Stock Volume Price IVol
GGP 15.1M 3.05 2.83
MNKD 456K 3.6 2.56
PPC 1.3M 2.6 2.45
CCRT 395K 2.15 2.35
Covered Calls
Stock Price Strike Expires Premium
SMSI 4.87 5 Jan '09 3.70
GGP 3.05 2.5 Nov '08 1.25
GGP 3.05 2.5 Jan '09 1.73
PPC 2.6 2.5 Nov '08 0.82
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
RDN 2.33 5.00 2.33 70.03
TMA 1.38 2.50 1.38 68.07
GGP 1.88 2.50 1.88 61.48
EPL 2.58 5.00 2.58 59.20
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Optionistics Hotsheet Summary
Report generated Thursday, October 23, 2008 6:32pm
Volatile Stocks
Stock Volume Price IVol
GGP 13.4M 2.8 2.87
PPC 1.6M 2.48 2.67
ABK 27.3M 2.21 2.31
FED 519K 8.39 2.23
Covered Calls
Stock Price Strike Expires Premium
GGP 2.8 2.5 Nov '08 1.00
PPC 2.48 2.5 Nov '08 0.72
PPC 2.48 2.5 Dec '08 0.93
MTG 2.71 2.5 Nov '08 0.80
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
MNKD 2.20 5.00 2.20 64.90
F 1.25 3.00 1.25 62.50
PPC 1.52 2.50 1.52 61.09
GGP 1.70 2.50 1.70 60.71
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Optionistics Hotsheet Summary
Report generated Friday, October 24, 2008 5:51pm
Volatile Stocks
Stock Volume Price IVol
GGP 9.3M 2.17 2.92
PPC 1.3M 2.17 2.82
LVS 21.7M 6.32 2.55
ABK 43.6M 2.41 2.53
Covered Calls
Stock Price Strike Expires Premium
GGP 2.17 2.5 Nov '08 0.75
GGP 2.17 2.5 Dec '08 1.05
PPC 2.17 2.5 Dec '08 0.85
PPC 2.17 2.5 Nov '08 0.55
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
GGP 1.70 2.50 1.70 78.34
PPC 1.45 2.50 1.45 66.82
LVS 4.16 7.50 4.17 65.90
TMA 1.38 2.50 1.38 62.79
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Week of Oct 27 - Oct 31
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Optionistics Hotsheet Summary
Report generated Monday, October 27, 2008 5:45pm
Volatile Stocks
Stock Volume Price IVol
ABK 26.5M 2.18 2.76
LVS 14.4M 5.8 2.73
PPC 1.6M 2.13 2.70
RDN 1.4M 2.1 2.49
Covered Calls
Stock Price Strike Expires Premium
LVS 5.8 5 Nov '08 2.01
ABK 2.18 2.5 Nov '08 0.53
LVS 5.8 7.5 Nov '08 1.15
EPL 3.5 5 Nov '08 0.55
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
LVS 4.05 7.50 4.05 69.83
CORS 1.28 2.50 1.27 61.59
PPC 1.30 2.50 1.30 61.03
ABK 1.32 2.50 1.33 60.78
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Optionistics Hotsheet Summary
Report generated Tuesday, October 28, 2008 5:46pm
Volatile Stocks
Stock Volume Price IVol
LVS 24.2M 4.95 2.79
FIG 1.8M 2.76 2.71
ABK 19.5M 2.27 2.57
GGP 25.3M 3.39 2.52
Covered Calls
Stock Price Strike Expires Premium
LVS 4.95 5 Nov '08 1.43
GGP 3.39 2.5 Dec '08 1.65
FIG 2.76 2.5 Nov '08 0.85
GGP 3.39 2.5 Jan '09 1.85
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
GGP 2.55 5.00 2.55 75.22
LVS 3.03 5.00 3.04 61.31
ABK 1.27 2.50 1.27 56.17
RDN 1.15 2.50 1.15 54.76
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Optionistics Hotsheet Summary
Report generated Wednesday, October 29, 2008 6:07pm
Volatile Stocks
Stock Volume Price IVol
GGP 11.6M 2.99 3.47
RDN 3.1M 2.93 2.58
LVS 56.0M 8.91 2.56
FED 533K 7.03 2.51
Covered Calls
Stock Price Strike Expires Premium
GGP 2.99 2.5 Dec '08 1.65
GGP 2.99 2.5 Nov '08 1.10
ABK 2.44 2.5 Nov '08 0.62
MTL 5.68 5 Nov '08 1.75
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
PRKR 2.17 5.00 2.17 62.68
GU 2.05 5.00 2.05 59.94
CIT 2.15 5.00 2.15 57.95
RAS 1.92 5.00 1.93 56.62
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Optionistics Hotsheet Summary
Report generated Thursday, October 30, 2008 5:52pm
Volatile Stocks
Stock Volume Price IVol
HIG 66.9M 9.62 2.97
GGP 10.3M 3.59 2.81
HZO 316K 2.31 2.70
MTG 29.7M 2.41 2.50
Covered Calls
Stock Price Strike Expires Premium
HIG 9.62 7.5 Nov '08 3.70
GGP 3.59 2.5 Dec '08 1.88
GGP 3.59 2.5 Nov '08 1.50
HIG 9.62 10 Nov '08 2.50
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
GGP 2.37 5.00 2.38 66.16
RZ 2.08 5.00 2.08 60.85
HIG 5.47 10.00 5.47 56.91
HIG 5.35 7.50 5.35 55.61
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Optionistics Hotsheet Summary
Report generated Friday, October 31, 2008 5:49pm
Volatile Stocks
Stock Volume Price IVol
GGP 11.9M 4.14 2.54
HIG 45.3M 10.32 2.49
ABK 25.6M 2.68 2.44
HZO 213K 2.32 2.35
Covered Calls
Stock Price Strike Expires Premium
GGP 4.14 2.5 Nov '08 2.00
GGP 4.14 2.5 Dec '08 2.30
ABK 2.68 2.5 Nov '08 0.72
HIG 10.32 12.5 Nov '08 1.80
Straddles (Nov '08)
Stock Price Strike Premium % of Stock
MTG 2.20 5.00 2.20 56.70
HIG 5.75 12.50 5.75 55.72
GGP 2.25 2.50 2.25 54.35
GGP 2.22 5.00 2.22 53.74
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