Aci Worldwide

ACIW

22.38

-0.01

0.0%

After Hours:

22.38

0.00

0.0%

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Stock Price
Open: 22.36
Prev. Close: 22.39
Low/Hi: 22.05 - 22.64
52-Week: 17.80 - 25.00
Volumes
Equity: 854,985
90-Day Avg: 416,984
Option: 1
90-Day Avg: 54
Volatility
Todays Stock Vol: 29.2
20-Day (HV): 30.7
52-Week (HV): 26.9
30-Day IV: 20.2 -1.0
IV Pct Rank: 8% Subdued
Fundamental
Div. Yield:
Earnings: 24-Jan (Est.)
P/E Ratio: 67.85
Market Cap: 2.7 B
Stock Info
Type: Common
Sector: Technology
Industry: Technical & System Software

ACIW Symbol Review Report

Price Performance:

Today, ACIW has moved 0.0%, while SPY has moved +0.3%.

Over the last two weeks, ACIW has moved -4.4%, and SPY has moved +2.3%.

Volume:

ACIW's stock volume today is 854,985, which is 2.1x relative to the 90-day average of 416,984

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 ACIW is 29.2 for today. The 20-day average is 28.2, and the 52-week average is 24.3.

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 20.2, and has moved -4.6% from the previous day. Its IV % Rank is 0.08, which is considered Subdued.

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 18.4 - 34.6.

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 2.3%, compared to a 52-week range of 2.0% - 3.9%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
15-Dec-17 0.34 1.5% 22.03 22.72
19-Jan-18 1.16 5.2% 21.22 23.53
16-Feb-18 1.60 7.2% 20.77 23.98
18-May-18 3.05 13.6% 19.33 25.42

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, ACIW traded 1 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 54 and 55.6% 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 1 100.0% 10 1 100.0% 10
Put 0 0.0% 0 0 0.0% 0 0 0.0% 0 0 0.0% 0
Total 1 10

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
ACIW 16Feb18 C 25 1 1 0.10 0.10 0.10 8 10.1 -50.6%
ACIW 16Feb18 C 30 0 0 0.00 8 18.3 +0.8%
ACIW 16Feb18 P 30 0 0 0.00 0 34.0 +5.9%
ACIW 16Feb18 C 22.5 0 0 0.00 1,020 21.2 -6.0%
ACIW 16Feb18 P 12.5 0 0 0.00 0 39.6 -21.7%

Upcoming Dividend:

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

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