HELP - Expiration Cycle Volatility

Description

The third Friday of each month being Options expiration day has special meaning to traders. This tool allows the trader to dial into a customized set of stocks to analyze historical volatility changes based on Options Expiration Cycles

How to Access

STOCK INFO >EXPIRATION CYCLE VOLATILITY

Search Criteria Fields

Options Calendar Year

Select from Dropdown

OptionSlam Evr

Select from Dropdown

Max One Day Move

Stock Price

Choose a Specific Price Range of Stocks. Example: Stocks priced no less than $10.00 but no greater than $50.00

Minimum Daily Average Volume

Type numbers only (no commas). Example: 10000000 will return stocks that have a minimum average daily volume over the last three months of at least one million shares per day

column headings

• SYMBOL

  This is the stock symbol also known as the 'Ticker' or 'Ticker Symbol'.

• EVR

  This is the current Earnings Volatility Rating of the stock. OptionSlam has developed the EVR rating system which measures each stocks reaction to its earnings announcement. Stocks rated with a lower EVR such as less than 2.0 tend to not move a great deal after an earnings announcement. While a stock with an EVR over 5.0 for example tends to be more volatile after an earnings announcement with relatively large price swings. Please read here for more information about the EVR.

• RECENT CLOSE

  Updated daily, this is the most recent trading sessions’ closing price.

• AVERAGE VOLUME

  The number of shares traded per day averaged over the most recent three months.

• EARNINGS DATE

  The date which a company announces its quarterly earnings results.

  Earnings dates are often accompanied by acronyms.

  AMC= After Market Close or AC = After Close

  BMO= Before Market Open or BO= Before open

• OPENING PRICE