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Optionslam.com Reports - Column Heading Glossary



Optionslam.com tracks historical price movements based on earning dates and option calendar months. A rich set of filters and tools are available for members to search earning related statistics. A brief explanation of report column headers are listed below:



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Optionslam.com Stock Filters: Trending Stocks

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Optionslam.com Stock Filters: Earnings Volatility Rating

  • 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.

  • Market

    One of the three major US Stock Exchanges:
    NASDAQ
    New York Stock Exchange
    American Stock Exchange

  • 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.

  • Movement From Previous Earnings

    The day after the company releases their earnings announcement we record its price movements on a percentage basis relative to the Pre– Earnings Announcement close. This column summarizes the four most recent earnings and the maximum price movement within that one trading day.

  • Movement From Previous Months

    At OptionSlam.com we track each stocks price swings through every 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.

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Optionslam.com: Underlying Stock Volatility Based On Option Expiration Cycles

  • 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.

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