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%.
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.
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.
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%.
|ATM Straddle||Expected Range|
|Expiration||$ Premium||% Premium||Low||High|
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.
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.
|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 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%|
The next dividend for ACIW has not yet been announced. Its indicative dividend yield going forward is 0.00%.
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