ACCO Brands

ACCO

13.65

-0.10

-0.7%

After Hours:

13.65

0.00

0.0%

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Stock Price
Open: 13.70
Prev. Close: 13.75
Low/Hi: 13.50 - 13.98
52-Week: 10.35 - 14.75
Volumes
Equity: 879,966
90-Day Avg: 554,871
Option: 9
90-Day Avg: 53
Volatility
Todays Stock Vol: 31.6
20-Day (HV): 39.6
52-Week (HV): 32.5
30-Day IV: 29.4 -3.8
IV Pct Rank: 83% Elevated
Fundamental
Dividend: 28-Feb $0.06
Div. Yield: 1.8%
Earnings: 30-Apr (Est.)
P/E Ratio: 11.27
Market Cap: 1.5 B
Short Int Pct: 2.9%
Pct Held By Inst.: 95.7%
Stock Info
Type: Common
Sector: Consumer Goods
Industry: Office Supplies

ACCO Symbol Review Report

Report Date: 16-Feb-2018

Price Performance:

On the day, ACCO has moved -0.7%, while SPY has moved 0.0%. ACCO just released its most recent earnings results on February 14 before the market opened.

Over the last two weeks, ACCO has moved +18.7%, and SPY has moved -0.9%.

Volume:

ACCO's stock volume on the day is 879,966, which is 1.6x relative to the 90-day average of 554,871

SPY's relative volume on the day is 1.7x, trading 152,272,279 shares against an average of 90,431,949 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for ACCO is 31.6 for the day. The 20-day average is 35.5, and the 52-week average is 29.4.

The 1-Day OHLC Volatility for SPY is 15.3, while the average over the last 20 days is 13.8, and for the last 52 weeks is 6.9.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 29.4, and has moved -11.5% from the previous day. Its IV % Rank is 0.83, which is considered Elevated.

As a comparison, the current IV30 for SPY is 14.3, down slightly -1.2% from the previous day. SPY's IV % Rank is Elevated at 0.96.

Over the last 52 weeks, the IV30 Range is 18.8 - 49.1.

Over the same span, SPY's IV30 Range is 6.4 - 27.6.

Based on the IV30, a synthetic put to protect downside risk would cost 3.3%, compared to a 52-week range of 2.1% - 5.5%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
16-Feb-18 0.05 0.4% 13.62 13.73
16-Mar-18 0.87 6.4% 12.80 14.55
15-Jun-18 2.16 15.8% 11.51 15.84
21-Sep-18 2.88 21.1% 10.79 16.56

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 0.0% higher than the upside call.

Option Volume:

On the day, ACCO traded 9 contracts, with 0.0% being put options. This represents a relative volume of 0.2x compared to the last 90 days, when the average volume was 53 and 11.3% 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 8 88.9% 1,050 1 11.1% 85 0 0.0% 0 9 100.0% 1,135
Put 0 0.0% 0 0 0.0% 0 0 0.0% 0 0 0.0% 0
Total 9 1,135

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
ACCO 16Mar18 C 12.5 8 3 1.35 1.25 1.35 599 37.6 +103.8%
ACCO 21Sep18 C 15 1 1 0.85 0.85 0.85 1 36.9 +9.8%
ACCO 16Mar18 C 15 0 0 0.00 62 21.2 +20.7%
ACCO 16Mar18 P 15 0 0 0.00 8 21.3 +2.3%
ACCO 16Mar18 P 22.5 0 0 0.00 0 76.4 +31.2%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
ACCO 15Jun18 C 12.5 29 19 +10 +52.6% 0
ACCO 16Feb18 C 12.5 15 10 +5 +50.0% 0
ACCO 15Jun18 C 15 110 108 +2 +1.9% 0
ACCO 21Sep18 C 15 1 0 +1 1

Upcoming Dividend:

The next dividend for ACCO is on 28-Feb-2018, and it will pay 0.06. Its indicative dividend yield is 1.76%.

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