1 Day Increase in ATM IV (Point change) |
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| Ticker | Issuer | Close | Difference |
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| JBLU | JETBLUE AWYS CORP | 5.72 | 34.31 |
| KVYO | KLAVIYO INC | 23.02 | 13.06 |
| ACCD | ACCOLADE INC | 9.19 | 12.42 |
| OUST | OUSTER INC | 7.48 | 11.44 |
| ARLO | ARLO TECHNOLOGIES IN | 11.21 | 8.31 |
1 Week Increase in ATM IV (Point change) |
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| Ticker | Issuer | Close | Difference |
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| OUST | OUSTER INC | 7.48 | 19.8 |
| DLO | DLOCAL LTD | 14.28 | 18.2 |
| JBLU | JETBLUE AWYS CORP | 5.72 | 15.52 |
| ELF | E L F BEAUTY INC | 176.03 | 15.27 |
| HUBS | HUBSPOT INC | 636.10 | 14.89 |
1 Month Increase in ATM IV (Point change) |
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| Ticker | Issuer | Close | Difference |
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| ALCC | ALTC ACQUISITION COR | 13.00 | 59.27 |
| AMC | AMC ENTMT HLDGS INC | 3.28 | 40.88 |
| LYFT | LYFT INC | 16.07 | 40.46 |
| BAND | BANDWIDTH INC | 17.78 | 38.12 |
| UPST | UPSTART HLDGS INC | 22.83 | 36.89 |
Options with largest 1-day gain in Implied Volatility |
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| Ticker | Issuer | Expiration | Strike | P/C | Difference |
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| RILY | B. RILEY FINANCIAL I | 05/17/2024 | 15.00 | P | 40.32 |
| RILY | B. RILEY FINANCIAL I | 05/17/2024 | 17.50 | P | 39.75 |
| RILY | B. RILEY FINANCIAL I | 05/17/2024 | 20.00 | P | 38.01 |
| RILY | B. RILEY FINANCIAL I | 05/17/2024 | 25.00 | C | 33.27 |
| RILY | B. RILEY FINANCIAL I | 05/17/2024 | 22.50 | P | 30.78 |
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 ) |
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| Ticker | Issuer | Close | Difference |
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| SNAP | SNAP INC | 11.40 | -70.83 |
| TGTX | TG THERAPEUTICS INC | 13.91 | -70.15 |
| LQDA | LIQUIDIA CORPORATION | 12.37 | -62.38 |
| AAOI | APPLIED OPTOELECTRON | 10.66 | -61.11 |
| TDS | TELEPHONE & DATA SYS | 15.54 | -59.75 |
Academic Algorithms: ( Term LT-ST Difference ) |
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| Ticker | Issuer | Close | Difference |
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| UPST | UPSTART HLDGS INC | 22.83 | -42.78 |
| TGTX | TG THERAPEUTICS INC | 13.91 | -36.48 |
| BILL | BILL HOLDINGS INC | 60.50 | -29.21 |
| RIVN | RIVIAN AUTOMOTIVE IN | 8.52 | -27.3 |
| AFRM | AFFIRM HLDGS INC | 31.65 | -26.68 |
Academic Algorithms: ( 95-100 Skew Difference ) |
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| Ticker | Issuer | Close | Difference |
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| ALCC | ALTC ACQUISITION COR | 13.00 | -8.9 |
| CRMD | CORMEDIX INC | 5.19 | -4.47 |
| IMPP | IMPERIAL PETE INC | 3.46 | -1.97 |
| GPS | GAP INC | 20.22 | -1.8 |
| BYND | BEYOND MEAT INC | 6.34 | -1.7 |
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 |
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| Ticker | Issuer | Close | Borrow Rate |
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| DJT | TRUMP MEDIA & TECHNO | 38.49 | -296.29 |
| CGC | CANOPY GROWTH CORP | 8.70 | -188.8 |
| TUP | TUPPERWARE BRANDS CO | 1.04 | -135.96 |
| NVDS | INVESTMENT MANAGERS | 69.77 | -100.84 |
| RILY | B. RILEY FINANCIAL I | 34.69 | -70.77 |
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 |
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| Ticker | Issuer | Expiration | Strike | P/C | Open Int |
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| SPY | SPDR S&P 500 ETF TR | 05/17/2024 | 420.00 | P | 331,241 |
| SPY | SPDR S&P 500 ETF TR | 04/26/2024 | 425.00 | P | 304,413 |
| FXI | ISHARES TR | 05/17/2024 | 22.00 | P | 278,379 |
| NKLA | NIKOLA CORP | 01/17/2025 | 2.00 | C | 272,388 |
| EEM | ISHARES TR | 01/17/2025 | 43.00 | C | 249,517 |
Top 5 Highest Volume Options |
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| Ticker | Issuer | Expiration | Strike | P/C | Volume |
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| SPY | SPDR S&P 500 ETF TR | 04/25/2024 | 502.00 | C | 285,155 |
| SPY | SPDR S&P 500 ETF TR | 04/25/2024 | 503.00 | C | 262,255 |
| SPY | SPDR S&P 500 ETF TR | 04/25/2024 | 498.00 | P | 260,564 |
| SPY | SPDR S&P 500 ETF TR | 04/25/2024 | 501.00 | C | 254,170 |
| SPY | SPDR S&P 500 ETF TR | 04/25/2024 | 500.00 | C | 247,868 |
Options with largest 1-day gain in open interest. |
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| Ticker | Issuer | Expiration | Strike | P/C | Open Int |
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| TSLA | TESLA INC | 08/16/2024 | 185.00 | C | 42,426 |
| SPY | SPDR S&P 500 ETF TR | 06/21/2024 | 480.00 | P | 36,274 |
| SPY | SPDR S&P 500 ETF TR | 06/21/2024 | 482.00 | P | 34,796 |
| CPRI | CAPRI HOLDINGS LIMIT | 05/17/2024 | 35.00 | C | 29,923 |
| TLT | ISHARES TR | 06/28/2024 | 80.00 | P | 25,170 |
Options with largest 1-day drop in open interest. |
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| Ticker | Issuer | Expiration | Strike | P/C | Open Int |
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| TSLA | TESLA INC | 05/17/2024 | 200.00 | C | -34,999 |
| TSM | TAIWAN SEMICONDUCTOR | 06/21/2024 | 140.00 | C | -25,156 |
| IWM | ISHARES TR | 05/17/2024 | 180.00 | P | -17,890 |
| TSLA | TESLA INC | 05/17/2024 | 120.00 | P | -12,709 |
| IWM | ISHARES TR | 05/17/2024 | 189.00 | P | -12,708 |
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 |
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| Ticker | Issuer | Pork Factor | Zero Volume |
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| NDX | NASDAQ 100 INDEX | | 15,698 |
| SPX | CBOE S&P 500 INDEX | | 14,709 |
| XSP | CBOE MINI SPX INDEX | | 9,963 |
| RUT | RUSSELL 2000 INDEX | | 7,639 |
| MSTR | MICROSTRATEGY INC | | 6,013 |
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.
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