10/19/2019
Data as of 10/18/2019

1 Day Increase in ATM IV (Point change)
 TickerIssuerCloseDifference
SDCSMILEDIRECTCLUB INC9.4116.16
TUPTUPPERWARE BRANDS CO16.059.22
NTGRNETGEAR INC31.894.82
AAOIAPPLIED OPTOELECTRON10.654.8
SAGESAGE THERAPEUTICS IN144.834.31


1 Week Increase in ATM IV (Point change)
 TickerIssuerCloseDifference
TISITEAM INC17.9613.82
SDCSMILEDIRECTCLUB INC9.4112.56
COTYCOTY INC10.2010.55
TUPTUPPERWARE BRANDS CO16.0510.55
DDSDILLARDS INC71.319.76


1 Month Increase in ATM IV (Point change)
 TickerIssuerCloseDifference
SDCSMILEDIRECTCLUB INC9.4179.17
FITFITBIT INC3.9840.84
EHTHEHEALTH INC58.6635.19
STMPSTAMPS COM INC76.9033.96
SAGESAGE THERAPEUTICS IN144.8331.61


Options with largest 1-day gain in Implied Volatility
 TickerIssuerExpirationStrikeP/CDifference
SDCSMILEDIRECTCLUB INC11/15/20197.50P20.94
PLUGPLUG POWER INC11/15/20193.00C19.01
SDCSMILEDIRECTCLUB INC11/15/201915.00C18.96
TEVATEVA PHARMACEUTICAL 11/01/20198.00C15.96
TEVATEVA PHARMACEUTICAL 11/15/20196.00P15.64


Here are the Top 5 results from a few of our volatility scans. These scans search for situations where implied volatility rises sharply. Research has shown that a rise in implied volatility often leads to a significant move in the underlying stock and an even larger move in the stock's options. For full versions of these and many more scans, check out ODDS OptionApps.

Academic Algorithms: ( Volatility HV-IV Difference )
 TickerIssuerCloseDifference
FTCHFARFETCH LTD8.38-54.87
STMPSTAMPS COM INC76.90-48.31
RLGYREALOGY HLDGS CORP7.61-44.73
DBDDIEBOLD NXDF INC9.52-44.57
IOION GEOPHYSICAL CORP8.51-43.32


Academic Algorithms: ( Term LT-ST Difference )
 TickerIssuerCloseDifference
STMPSTAMPS COM INC76.90-40.36
TREELENDINGTREE INC NEW319.89-30.54
IRBTIROBOT CORP57.96-28.54
PCGPG&E CORP7.83-28.38
ZZILLOW GROUP INC32.10-27.34


Academic Algorithms: ( Volatility of Volatility )
 TickerIssuerCloseVol. of Vol.
SIGSIGNET JEWELERS LIMI15.832.12
MDGLMADRIGAL PHARMACEUTI87.932.13
MTDRMATADOR RES CO13.482.33
RAREULTRAGENYX PHARMACEU43.892.37
CLDRCLOUDERA INC8.952.43


Academic Algorithms: ( 95-100 Skew Difference )
 TickerIssuerCloseDifference
FITFITBIT INC3.98-4.21
DDD3-D SYS CORP DEL8.34-3.14
QUREUNIQURE NV44.22-1.28
MBIOMUSTANG BIO INC3.08-1.07
BPMCBLUEPRINT MEDICINES 74.79-0.8


iHere are the Top 5 results from our Academic Algorithm scans. These scans search for situations that meet the criteria as described in published academic research papers. This independent university research, verified using the rigor of extensive statistical analysis and global peer-review, provides signals proven to work. For more information on what these scans search for, and how you can use them to discover opportunities,click here for suggested reading. For full versions of these and many more scans, check out ODDS OptionApps.

Negative Implied Borrow Rate
 TickerIssuerCloseBorrow Rate
BYNDBEYOND MEAT INC117.35-90.75
REVREVLON INC25.88-89.18
LKLUCKIN COFFEE INC19.66-76
CVMCEL SCI CORP8.31-73.6
HEXOHEXO CORP2.89-63.54


EXCLUSIVE: This exclusive scan shows stocks with the most negative implied borrow rate. A deeply negative borrow rate tells you that the put-call parity no longer exists because of an unusual situation. Most often, it is because the underlying stock is highly shorted. When stocks are highly shorted, finding stock to borrow in order to sell short becomes difficult, thus causing the implied borrow rate to go into deep negative territory. The advantage to this report is that short interest statistics are only available at certain intervals on a much-delayed basis. This report is updated daily and is current as of the close. For more information on the implied borrow rate, and how you can it to discover real-world trading opportunities, just click the button at the bottom of the app and we'll send you our free 7-part research series. The reports and the app are free.

Top 5 Highest Open Interest Options
 TickerIssuerExpirationStrikeP/COpen Int
EEMISHARES TR10/18/201942.00C303,204
IEFISHARES TR10/18/201996.00P297,020
EEMISHARES TR10/18/201940.00P292,655
EEMISHARES TR12/20/201939.00P283,715
HYGISHARES TR12/20/201984.00P280,790


Top 5 Highest Volume Options
 TickerIssuerExpirationStrikeP/CVolume
SPYSPDR S&P 500 ETF TR10/18/2019300.00C137,606
SPYSPDR S&P 500 ETF TR10/18/2019299.00C88,182
SPYSPDR S&P 500 ETF TR10/18/2019299.00P78,653
XLVSELECT SECTOR SPDR T10/25/201992.00C77,078
XLVSELECT SECTOR SPDR T10/25/201991.00C75,393


Options with largest 1-day gain in open interest.
 TickerIssuerExpirationStrikeP/COpen Int
SPYSPDR S&P 500 ETF TR11/01/2019302.00C52,835
QQQINVESCO QQQ TR12/20/2019205.00C49,370
XOPSPDR SERIES TRUST12/20/201925.00C35,091
EEMISHARES TR01/17/202036.00P25,697
EWZISHARES INC11/01/201942.00C24,817


Options with largest 1-day drop in open interest.
 TickerIssuerExpirationStrikeP/COpen Int
XLFSELECT SECTOR SPDR T11/15/201926.00P-55,621
XUNITED STATES STL CO01/21/20225.00P-14,758
FXIISHARES TR11/15/201943.00C-14,343
QQQINVESCO QQQ TR11/15/2019175.00P-9,937
EEMISHARES TR11/15/201943.00C-9,153


These scans display the Top 5 open interest and volume statistics for the entire universe of individual options. For full versions of these and many more scans, check out ODDS OptionApps.

Bandwidth Hogs
 TickerIssuerPork FactorZero Volume
SPXCBOE S&P 500 INDEX9,823
RUTRUSSELL 2000 INDEX6,893
NDXNASDAQ 100 INDEX5,502
BKNGBOOKING HLDGS INC4,512
XSPCBOE MINI SPX INDEX 4,482

Have you ever wondered how many options had no volume? Here's your answer. This scan displays the number of options with zero contracts traded for each asset on this Top 5 list. Despite having no volume, each option generates an enormous amount of data that needs to be displayed: changes in bid price, changes in ask price, changes in bid size, changes in ask size. Those changes happen with nearly every tick the stock makes. And it happens on every exchange that makes a market. On a normal day, one zero-volume option can produce as much as two hundred pages of data. The names on this list have thousands of zero-volume options, each producing hundreds of pages of information. All for nothing. They’re bandwidth hogs. The more zero-factor options there a stock has, the higher the "pork factor". To get the complete report, check out ODDS OptionApps.

The free OptionApps Daily "Top 5" report provides you with information that can be used to find potential trading situations that have a proven history of generating profits1. Many more tools are available on ODDS Online that are not available on the Daily "Top 5" Report.





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