Advantage Oil & Gas

AAV

4.05

+0.05

+1.3%

After Hours:

4.05

0.00

0.0%

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Stock Price
Open: 4.00
Prev. Close: 4.00
Low/Hi: 3.95 - 4.10
52-Week: 3.90 - 7.55
Volumes
Equity: 434,938
90-Day Avg: 105,574
Option: 70
90-Day Avg: 80
Volatility
Todays Stock Vol: 30.2
20-Day (HV): 41.1
52-Week (HV): 33.5
30-Day IV: 30.1 -6.6
IV Pct Rank: 85% Elevated
Fundamental
Div. Yield:
Earnings: 24-Jan (Est.)
P/E Ratio: 14.81
Market Cap: 743.8 M
Stock Info
Type: Common
Sector: Basic Materials
Industry: Oil & Gas Drilling & Exploration

AAV Symbol Review Report

Price Performance:

Today, AAV has moved +1.3%, while SPY has moved +0.3%.

Over the last two weeks, AAV has moved -14.7%, and SPY has moved +2.3%.

Volume:

AAV's stock volume today is 434,938, which is 4.1x relative to the 90-day average of 105,574

SPY's relative volume today is 1.1x, trading 70,522,829 shares against an average of 66,594,755 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for AAV is 30.2 for today. The 20-day average is 38.0, and the 52-week average is 30.9.

The 1-Day OHLC Volatility for SPY is 4.2, while the average over the last 20 days is 6.6, and for the last 52 weeks is 6.2.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 30.1, and has moved -18.0% from the previous day. Its IV % Rank is 0.85, which is considered Elevated.

As a comparison, the current IV30 for SPY is 6.9, down -5.4% from the previous day. SPY's IV % Rank is Subdued at 0.20.

Over the last 52 weeks, the IV30 Range is 21.7 - 43.8.

Over the same span, SPY's IV30 Range is 6.4 - 13.5.

Based on the IV30, a synthetic put to protect downside risk would cost 3.4%, compared to a 52-week range of 2.4% - 4.9%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
15-Dec-17 0.14 3.5% 3.89 4.17
19-Jan-18 0.31 7.7% 3.72 4.33
16-Feb-18 0.49 12.2% 3.53 4.52
18-May-18 0.75 18.7% 3.27 4.78

Volatility Skew:

The current downside put implied volatility is trading 0.0% equal to the upside call volatility, which represents a neutral tone when compared to the past year. Over the last year, the downside put has traded on average 0.1% higher than the upside call.

Option Volume:

On the day, AAV traded 70 contracts, with 28.6% being put options. This represents a relative volume of 0.9x compared to the last 90 days, when the average volume was 80 and 36.3% puts.

Order Flow:

In the Money At the Money Out of the Money Total
Option Type Volume % Volume Total
Notional
Volume % Volume Total
Notional
Volume % Volume Total
Notional
Volume % Volume Total
Notional $
Call 0 0.0% 0 0 0.0% 0 50 71.4% 200 50 71.4% 200
Put 0 0.0% 0 20 28.6% 400 0 0.0% 0 20 28.6% 400
Total 70 600

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
AAV 16Feb18 C 5 50 1 0.04 0.04 0.04 73 21.1 -22.8%
AAV 16Feb18 P 4 20 3 0.20 0.20 0.20 127 39.0 +11.2%
AAV 16Feb18 P 5 0 0 0.00 250 23.0 -40.1%
AAV 16Feb18 P 12 0 0 0.00 0 82.3 -18.5%
AAV 16Feb18 C 6 0 0 0.00 60 32.1 -2.2%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
AAV 19Jan18 C 4 1 0 +1 0
AAV 19Jan18 P 4 71 70 +1 +1.4% 0

Upcoming Dividend:

The next dividend for AAV has not yet been announced. Its indicative dividend yield going forward is 0.00%.

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