ACCO Brands

ACCO

12.65

+0.20

+1.6%

After Hours:

12.65

0.00

0.0%

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Stock Price
Open: 12.45
Prev. Close: 12.45
Low/Hi: 12.43 - 12.80
52-Week: 10.35 - 14.75
Volumes
Equity: 421,989
90-Day Avg: 553,468
Option:
90-Day Avg: 68
Volatility
Todays Stock Vol: 27.5
20-Day (HV): 29.1
52-Week (HV): 30.3
30-Day IV: 26.2 +4.0
IV Pct Rank: 13% Subdued
Fundamental
Div. Yield:
Earnings: 14-Feb (Est.)
P/E Ratio: 21.47
Market Cap: 1.3 B
Stock Info
Type: Common
Sector: Consumer Goods
Industry: Office Supplies

ACCO Symbol Review Report

Report Date: 13-Dec-2017

Price Performance:

On the day, ACCO has moved +1.6%, while SPY has moved 0.0%.

Over the last two weeks, ACCO has moved -5.6%, and SPY has moved +1.5%.

Volume:

ACCO's stock volume on the day is 421,989, which is 0.8x relative to the 90-day average of 553,468

SPY's relative volume on the day is 1.4x, trading 95,720,583 shares against an average of 67,341,705 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for ACCO is 27.5 for the day. The 20-day average is 27.0, and the 52-week average is 28.1.

The 1-Day OHLC Volatility for SPY is 4.2, while the average over the last 20 days is 6.5, and for the last 52 weeks is 6.2.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 26.2, and has moved +18.2% from the previous day. Its IV % Rank is 0.13, which is considered Subdued.

As a comparison, the current IV30 for SPY is 7.5, up +3.7% from the previous day. SPY's IV % Rank is Subdued at 0.23.

Over the last 52 weeks, the IV30 Range is 18.8 - 49.2.

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 2.9%, compared to a 52-week range of 2.1% - 5.5%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
15-Dec-17 0.22 1.8% 12.45 12.90
19-Jan-18 0.82 6.4% 11.86 13.49
16-Mar-18 1.53 12.1% 11.14 14.21
15-Jun-18 2.22 17.5% 10.45 14.90

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 0 contracts, with 0.0% being put options. This represents a relative volume of 0.0x compared to the last 90 days, when the average volume was 68 and 11.8% 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 0 0.0% 0 0 0.0% 0
Put 0 0.0% 0 0 0.0% 0 0 0.0% 0 0 0.0% 0
Total 0 0

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
ACCO 15Dec17 P 17.5 0 0 0.00 0 134.6 -4.0%
ACCO 15Dec17 C 10 0 0 0.00 6 164.0 +27.4%
ACCO 15Dec17 P 10 0 0 0.00 35 126.0 +28.0%
ACCO 15Dec17 C 2.5 0 0 0.00 0 200.0 0.0%
ACCO 15Dec17 C 17.5 0 0 0.00 0 133.0 +1.1%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
ACCO 19Jan18 P 12.5 2 0 +2 0
ACCO 16Mar18 C 7.5 9 8 +1 +12.5% 0

Upcoming Dividend:

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

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