08/25/2019
Data as of 08/23/2019

1 Day Increase in ATM IV (Point change)
 TickerIssuerCloseDifference
PCGPG&E CORP11.6819.21
FSLYFASTLY INC24.5315.61
LBTY.ALIBERTY GLOBAL PLC26.1410.44
CBLKCARBON BLACK INC24.509.59
ATGEADTALEM GLOBAL ED IN50.969.09


1 Week Increase in ATM IV (Point change)
 TickerIssuerCloseDifference
TACODEL TACO RESTAURANTS11.0711.55
RGSREGIS CORP MINN17.1011.28
TLRYTILRAY INC29.0111.22
ATGEADTALEM GLOBAL ED IN50.969.26
GPSGAP INC17.756.95


1 Month Increase in ATM IV (Point change)
 TickerIssuerCloseDifference
NTNXNUTANIX INC19.7640.23
CALCALERES INC16.0038.3
DYDYCOM INDS INC42.6931.89
PDPAGERDUTY INC35.8230.05
DBIDESIGNER BRANDS INC15.0029.92


Options with largest 1-day gain in Implied Volatility
 TickerIssuerExpirationStrikeP/CDifference
BREWCRAFT BREW ALLIANCE 09/20/201915.00C51.63
BREWCRAFT BREW ALLIANCE 09/20/201917.50C49.68
ZIOPZIOPHARM ONCOLOGY IN09/20/20196.00C30.78
PCGPG&E CORP09/20/201916.00C26.83
BBBYBED BATH & BEYOND IN09/20/20199.00C26.08


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
AIMTAIMMUNE THERAPEUTICS20.33-52.23
DOMODOMO INC23.80-49.9
ZUOZUORA INC14.29-38.07
CLDRCLOUDERA INC6.86-36.65
NTNXNUTANIX INC19.76-35.23


Academic Algorithms: ( Term LT-ST Difference )
 TickerIssuerCloseDifference
NTNXNUTANIX INC19.76-21.95
RHRH146.66-19.08
CLDRCLOUDERA INC6.86-18.85
ZMZOOM VIDEO COMMUNICA93.87-18.06
CIENCIENA CORP41.19-16.19


Academic Algorithms: ( Volatility of Volatility )
 TickerIssuerCloseVol. of Vol.
CVMCEL SCI CORP8.262.65
WVEWAVE LIFE SCIENCES L21.773.35
ANABANAPTYSBIO INC42.573.42
SRPTSAREPTA THERAPEUTICS95.073.47
MDGLMADRIGAL PHARMACEUTI91.103.53


Academic Algorithms: ( 95-100 Skew Difference )
 TickerIssuerCloseDifference
FISVFISERV INC108.16-4.74
ATRCATRICURE INC26.70-1.57
CRMTAMERICAS CAR MART IN87.55-1.33
HABTHABIT RESTAURANTS IN9.01-1.24
EOLSEVOLUS INC15.55-1.04


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
TELLTELLURIAN INC NEW9.19-90.67
CVMCEL SCI CORP8.26-83.38
BYNDBEYOND MEAT INC150.99-64.58
DRIPDIREXION SHS ETF TR100.12-49.36
BLDPBALLARD PWR SYS INC 4.44-46.97


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
CHKCHESAPEAKE ENERGY CO01/17/20207.00C273,770
EEMISHARES TR09/20/201940.00P260,979
HYGISHARES TR09/20/201984.00P257,166
CLDRCLOUDERA INC06/18/20215.00P249,279
EEMISHARES TR10/18/201940.00P248,713


Top 5 Highest Volume Options
 TickerIssuerExpirationStrikeP/CVolume
EEMISHARES TR11/15/201943.00C80,478
SPYSPDR S&P 500 ETF TR08/23/2019293.00C60,921
SPYSPDR S&P 500 ETF TR08/23/2019290.00P59,936
SPYSPDR S&P 500 ETF TR08/23/2019292.00P58,262
ASHRDBX ETF TR10/18/201930.00C51,380


Options with largest 1-day gain in open interest.
 TickerIssuerExpirationStrikeP/COpen Int
ASHRDBX ETF TR10/18/201930.00C37,848
SNAPSNAP INC10/18/201920.00C26,572
SPXCBOE S&P 500 INDEX09/20/20192,000.00P21,854
SLVISHARES SILVER TRUST10/18/201917.00C16,268
SPYSPDR S&P 500 ETF TR09/20/2019270.00P12,589


Options with largest 1-day drop in open interest.
 TickerIssuerExpirationStrikeP/COpen Int
HYGISHARES TR09/20/201985.00P-13,356
TGTTARGET CORP09/20/201990.00P-9,838
USOUNITED STATES OIL FU01/17/202011.50P-6,707
BACBANK AMER CORP11/15/201933.00C-6,175
EEMISHARES TR09/20/201940.00C-6,061


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 INDEX10,234
RUTRUSSELL 2000 INDEX7,389
NDXNASDAQ 100 INDEX4,957
XSPCBOE MINI SPX INDEX 4,623
SPYSPDR S&P 500 ETF TR4,060

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.





1 - BibliographyTerms and Conditions
©2016 FMR Inc., ODDS® is a registered trademark of Don Fishback
OptionApps is a trademark of FMR Inc.