Symbol w/ EVR
The stock symbol also known as the ‘Ticker’ or ‘Ticker Symbol’. The
number beside each symbol is the current OptionSlam EVR for that stock.
This is a unique volatility rating system based on the stocks past movement
after each earnings announcement. For example, NFLX(6.8) means Netflix
Inc. has a current EVR of 6.8. Please read here for more information about
the EVR calculation.
Current Price
Updated daily, this is the most recent trading sessions’ closing price.
Average Volume
The number of shares traded per day averaged over most recent three
months.
Earning 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
For the purposes of this report an earnings date shows up if it falls within
the expiration cycle chosen in the filters above. Otherwise a N/A or “none”
shows.
Opening Price
The Opening price of the stock on the first day of the monthly Option
Expiration Cycle being examined.
Maximum Movement / Price Low
The Lowest price within the monthly Options Expiration Cycle being
examined since the ‘Opening Price’.
Maximum Movement / Price High
The Highest price within the monthly Options Expiration Cycle being
examined since the ‘Opening Price’.
Maximum Movement / Movement %
At OptionSlam.com we track each stocks price swings through every
monthly Option Expiration Cycle. The value is represented as a percentage
of that months opening price to its high or low within that same expiration
cycle, whichever is greater.
Final Movement / Closing Price
The stock’s last price at the close of the monthly Options Expiration Cycle
being examined. Typically this will be the close of the third Friday of each
month.
Final Movement / Movement %
At OptionSlam.com we track each stocks price swings through every
monthly Option Expiration Cycle. The value is represented as a percentage
of that months opening price to its closing price of any given cycle.