1 Day Increase in ATM IV (Point change) |
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| Ticker | Issuer | Close | Difference |
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| SMCI | SUPER MICRO COMPUTER | 713.65 | 14.57 |
| MUX | MCEWEN MNG INC | 11.22 | 11.68 |
| FSLY | FASTLY INC | 12.30 | 10.7 |
| AMC | AMC ENTMT HLDGS INC | 3.16 | 10.33 |
| CLS | CELESTICA INC | 40.73 | 9.01 |
1 Week Increase in ATM IV (Point change) |
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| Ticker | Issuer | Close | Difference |
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| AMC | AMC ENTMT HLDGS INC | 3.16 | 21.32 |
| SMCI | SUPER MICRO COMPUTER | 713.65 | 20.56 |
| HUBS | HUBSPOT INC | 631.24 | 17.8 |
| MED | MEDIFAST INC | 32.44 | 16.84 |
| HTZ | HERTZ GLOBAL HLDGS I | 5.97 | 14.3 |
1 Month Increase in ATM IV (Point change) |
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| Ticker | Issuer | Close | Difference |
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| ALCC | ALTC ACQUISITION COR | 12.50 | 70.62 |
| SNAP | SNAP INC | 11.16 | 50.12 |
| AMC | AMC ENTMT HLDGS INC | 3.16 | 49.6 |
| GL | GLOBE LIFE INC | 66.74 | 47.73 |
| KTOS | KRATOS DEFENSE & SEC | 18.02 | 46.45 |
Options with largest 1-day gain in Implied Volatility |
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| Ticker | Issuer | Expiration | Strike | P/C | Difference |
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| NKLA | NIKOLA CORP | 10/18/2024 | 0.50 | P | 39.94 |
| MOMO | HELLO GROUP INC | 05/17/2024 | 5.00 | P | 28.05 |
| PBR | PETROLEO BRASILEIRO | 05/17/2024 | 14.00 | P | 23.86 |
| ARM | ARM HOLDINGS PLC | 05/17/2024 | 150.00 | C | 19.37 |
| AMC | AMC ENTMT HLDGS INC | 05/17/2024 | 2.00 | P | 17.90 |
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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| TDS | TELEPHONE & DATA SYS | 15.37 | -75.66 |
| TGTX | TG THERAPEUTICS INC | 13.78 | -73.22 |
| AAOI | APPLIED OPTOELECTRON | 12.12 | -65.41 |
| TRUP | TRUPANION INC | 22.45 | -60.49 |
| LMND | LEMONADE INC | 15.86 | -58.25 |
Academic Algorithms: ( Term LT-ST Difference ) |
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| Ticker | Issuer | Close | Difference |
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| RILY | B. RILEY FINANCIAL I | 19.99 | -93.8 |
| AFRM | AFFIRM HLDGS INC | 31.01 | -73.25 |
| MED | MEDIFAST INC | 32.44 | -48.45 |
| PLTR | PALANTIR TECHNOLOGIE | 20.47 | -38.17 |
| TDOC | TELADOC HEALTH INC | 12.98 | -34.19 |
Academic Algorithms: ( 95-100 Skew Difference ) |
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| Ticker | Issuer | Close | Difference |
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| ALCC | ALTC ACQUISITION COR | 12.50 | -6.87 |
| CRMD | CORMEDIX INC | 5.28 | -3.95 |
| CYTK | CYTOKINETICS INC | 67.55 | -2.4 |
| ALKS | ALKERMES PLC | 23.85 | -2.25 |
| AMTX | AEMETIS INC | 3.79 | -1.61 |
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 | 36.38 | -259.1 |
| CGC | CANOPY GROWTH CORP | 7.93 | -141.74 |
| GOEV | CANOO INC | 2.85 | -98.42 |
| BYND | BEYOND MEAT INC | 6.41 | -71.39 |
| RILY | B. RILEY FINANCIAL I | 19.99 | -51.56 |
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 | 331,039 |
| SPY | SPDR S&P 500 ETF TR | 04/19/2024 | 410.00 | P | 311,967 |
| SPY | SPDR S&P 500 ETF TR | 04/26/2024 | 425.00 | P | 304,399 |
| FXI | ISHARES TR | 05/17/2024 | 22.00 | P | 273,343 |
| NKLA | NIKOLA CORP | 01/17/2025 | 2.00 | C | 272,105 |
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 | 04/19/2024 | 495.00 | P | 473,680 |
| SPY | SPDR S&P 500 ETF TR | 04/19/2024 | 497.00 | P | 417,541 |
| SPY | SPDR S&P 500 ETF TR | 04/19/2024 | 500.00 | C | 354,009 |
| SPY | SPDR S&P 500 ETF TR | 04/19/2024 | 496.00 | P | 308,021 |
| SPY | SPDR S&P 500 ETF TR | 04/19/2024 | 494.00 | P | 290,897 |
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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| HYG | ISHARES TR | 06/21/2024 | 74.00 | P | 42,136 |
| FXI | ISHARES TR | 05/17/2024 | 22.00 | P | 40,004 |
| FXI | ISHARES TR | 05/17/2024 | 22.00 | C | 39,999 |
| XLF | SELECT SECTOR SPDR T | 05/17/2024 | 42.00 | C | 30,860 |
| QQQ | INVESCO QQQ TR | 05/17/2024 | 350.00 | P | 28,830 |
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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| HYG | ISHARES TR | 05/17/2024 | 73.00 | P | -35,183 |
| HYG | ISHARES TR | 05/17/2024 | 75.00 | P | -31,150 |
| QQQ | INVESCO QQQ TR | 05/17/2024 | 375.00 | P | -18,280 |
| EEM | ISHARES TR | 05/17/2024 | 38.00 | P | -13,383 |
| XLF | SELECT SECTOR SPDR T | 09/20/2024 | 40.00 | P | -9,587 |
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 | | 17,278 |
| SPX | CBOE S&P 500 INDEX | | 13,075 |
| XSP | CBOE MINI SPX INDEX | | 9,957 |
| RUT | RUSSELL 2000 INDEX | | 6,936 |
| MSTR | MICROSTRATEGY INC | | 5,967 |
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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