Aci Worldwide

ACIW

24.17

+0.24

+1.0%

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Stock Price
Open: 24.00
Prev. Close: 23.93
Low/Hi: 23.98 - 24.22
52-Week: 15.11 - 24.65
Volumes
Equity: 6,862
90-Day Avg: 422,293
Option:
90-Day Avg: 124
Volatility
Todays Stock Vol: 11.7
20-Day (HV): 26.6
52-Week (HV): 28.4
30-Day IV: 27.7 -2.5
IV Pct Rank: 56% Moderate
Fundamental
Div. Yield: 0.0%
Earnings: 2-Nov
P/E Ratio: 113.95
Market Cap: 2.8 B
Stock Type: Common
Sector: Technology
Industry: Technical & System Software
Stock Type: Common | Sector: Technology | Industry: Technical & System Software

ACIW Symbol Review Report

Price Performance:

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%.

Volume:

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.

Volatility:

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.

Implied Volatility:

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%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
20-Oct-17 0.33 1.4% 23.88 24.53
17-Nov-17 1.54 6.4% 22.66 25.75
16-Feb-18 2.91 12.0% 21.30 27.11
18-May-18 4.14 17.1% 20.07 28.34

Volatility Skew:

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.

Option Volume:

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.

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
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
Open Interest
Change % Change Current Volume
ACIW 17Nov17 P 22.5 53 52 +1 +1.9% 0

Upcoming Dividend:

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

Upcoming Earnings:

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%.