Today, ACIW has moved +1.0%, while SPY has moved +0.3%.
Over the last two weeks, ACIW has moved +1.3%, and SPY has moved +0.9%.
ACIW's stock volume today is 6,862, which is 0.0x relative to the 90-day average of 422,293
SPY's relative volume today is 0.1x, trading 7,771,873 shares against an average of 61,720,945 for the last 90 days.
The current 1-Day OHLC Volatility for ACIW is 11.7 for today. The 20-day average is 23.6, and the 52-week average is 25.4.
The 1-Day OHLC Volatility for SPY is 5.6, while the average over the last 20 days is 4.2, and for the last 52 weeks is 6.4.
The current 30-Day Implied Volatility (IV30) is 27.7, and has moved -8.3% from yesterday. Its IV Ranking is 0.56, which is considered Moderate.
As a comparison, the current IV30 for SPY is 6.5, down -4.8% from the previous day. SPY's IV Rank is Subdued at 0.03.
Over the last 52 weeks, the IV30 Range is 20.9 - 38.0.
Over the same span, SPY's IV30 Range is 6.4 - 19.6.
Based on the IV30, a synthetic put to protect downside risk would cost 3.1%, compared to a 52-week range of 2.3% - 4.3%.
|ATM Straddle||Expected Range|
|Expiration||$ Premium||% Premium||Low||High|
The current downside put implied volatility is trading 1.1% higher than the upside call volatility, which represents a slightly bearish 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.
On the day, ACIW 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 124 and 39.5% puts.
|In the Money||At the Money||Out of the Money||Total|
|Option Type||Volume||% Volume||Total
Most Active Options:
|Option Symbol||Volume||# Trades||Last Price||Low Price||High Price||Open Interest||IV||% IV Change|
|ACIW 17Nov17 P 17.5||0||0||0.00||0||41.6||+2.3%|
|ACIW 17Nov17 C 20||0||0||0.00||0||29.7||+4.4%|
|ACIW 17Nov17 P 20||0||0||0.00||54||27.7||+11.8%|
|ACIW 17Nov17 C 12.5||0||0||0.00||0||86.1||+22.4%|
|ACIW 17Nov17 C 17.5||0||0||0.00||0||52.6||+39.0%|
Biggest Open Interest Increases:
|Option Symbol||Open Interest||Previous
|Change||% Change||Current Volume|
|ACIW 17Nov17 P 22.5||53||52||+1||+1.9%||0|
The next dividend for ACIW has not yet been announced. Its indicative dividend yield going forward is 0.00%.
The next announced earnings release for ACIW is on 2-Nov-2017, scheduled at an undisclosed time. The price effect from the previous earnings date was -0.4%, and the option market's implied straddle is ±6.9%.