Monday, October 26, 2009
dragon scan - 10/26 CTAS biggest IV change above $10
Quotes as of 10/26/2009 10:48 AM ET. |
| Description The stocks below have been selected based on a big change in implied stock volatility, stock volume greater than 100,000 and stock price greater than 1. Implied volatility is based on 30-day average. | ||||||||||
| Stock | Description | Last | Change | Bid | Ask | Stock Volume | IV Current | IV Previous | IV Change | Action |
|---|---|---|---|---|---|---|---|---|---|---|
| CTAS | CINTAS CORP | 28.38 | 0.27  | 28.38 | 28.39 | 202,877 | 28 | 21 | 36% | Trade | Chain | More |
| TRMK | TRUSTMARK CORP | 18.18 | -0.29  | 18.13 | 18.15 | 100,489 | 41 | 31 | 34% | Trade | Chain | More |
| TTWO | TAKE-TWO INTERACTIVE S | 12.15 | 0.29 | 12.15 | 12.16 | 1,283,798 | 71 | 56 | 28% | Trade | Chain | More |
| SLF | SUN LIFE FINL INC | 28.37 | -0.63 | 28.37 | 28.39 | 170,961 | 40 | 31 | 27% | Trade | Chain | More |
| BIIB | BIOGEN IDEC INC | 43.61 | -0.20 | 43.61 | 43.63 | 718,784 | 34 | 27 | 25% | Trade | Chain | More |
Thursday, October 22, 2009
TGT bear call spread
S nov 50 c B nov 52.5 c credit=.85 / 2.5 pt spread be 50.83 max profit if stock below 50
S nov 50 c B nov 52.5 c credit=.85 / 2.5 pt spread be 50.83 max profit if stock below 50
Calls | | Puts |
| Symbol | Last | Chg | Bid | Ask | Vol | OpInt | Action | Strike | Symbol | Last | Chg | Bid | Ask | Vol | OpInt | Action | |||||||
| |||||||||||||||||||||||
| .TGTKH | 9.15 | -1.00 | 9.35 | 9.60 | 10 | 8,561 | Trade | 40.00 | .TGTWH | 0.05 | 0 | 0.06 | 0.07 | 00 | 1,721 | Trade | |||||||
| .TJBKI | 4.40 | -0.20 | 4.70 | 4.80 | 10 | 486 | Trade | 45.00 | .TJBWI | 0.37 | -0.11 | 0.38 | 0.41 | 24 | 1,022 | Trade | |||||||
| .TJBKT | 3.90 | -0.88 | 3.85 | 3.95 | 20 | 881 | Trade | 46.00 | .TJBWT | 0.51 | -0.10 | 0.55 | 0.58 | 144 | 1,704 | Trade | |||||||
| .TJBKU | 3.35 | +0.55 | 3.10 | 3.15 | 184 | 1,212 | Trade | 47.00 | .TJBWU | 0.80 | -0.17 | 0.79 | 0.81 | 292 | 2,581 | Trade | |||||||
| .TJBKB | 2.63 | +0.43 | 2.41 | 2.43 | 409 | 6,976 | Trade | 48.00 | .TJBWB | 1.03 | -0.31 | 1.10 | 1.12 | 126 | 8,976 | Trade | |||||||
| .TJBKC | 1.98 | +0.35 | 1.80 | 1.82 | 710 | 2,612 | Trade | 49.00 | .TJBWC | 1.50 | -0.30 | 1.50 | 1.53 | 548 | 3,011 | Trade | |||||||
| .TJBKJ | 1.35 | +0.22 | 1.29 | 1.31 | 912 | 4,657 | Trade | 50.00 | .TJBWJ | 1.94 | -0.36 | 2.02 | 2.04 | 1,165 | 2,074 | Trade | |||||||
| .TJBKX | 0.49 | +0.09 | 0.47 | 0.49 | 232 | 3,877 | Trade | 52.50 | .TJBWX | 3.65 | +0.35 | 3.70 | 3.75 | 20 | 275 | Trade | |||||||
| .TJBKK | 0.14 | -0.05 | 0.13 | 0.15 | 04 | 778 | Trade | 55.00 | .TJBWK | 6.20 | +1.25 | 5.85 | 5.95 | 15 | 407 | Trade | |||||||
| .TJBKY | 0.04 | 0 | 0.03 | 0.05 | 02 | 1,083 | Trade | 57.50 | .TJBWY | 8.60 | +1.45 | 8.25 | 8.35 | 50 | 161 | ||||||||
