Aci Worldwide

ACIW

23.68

+1.02

+4.5%

After Hours:

23.68

0.00

0.0%

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Stock Price
Open: 23.18
Prev. Close: 22.66
Low/Hi: 22.67 - 24.46
52-Week: 19.55 - 25.00
Volumes
Equity: 1,388,391
90-Day Avg: 518,394
Option: 776
90-Day Avg: 82
Volatility
Todays Stock Vol: 70.1
20-Day (HV): 42.0
52-Week (HV): 29.0
30-Day IV: 24.7 -11.8
IV Pct Rank: 79% Moderate
Fundamental
Div. Yield:
Earnings: 17-May (Est.)
P/E Ratio: 68.67
Market Cap: 2.7 B
Short Int Pct: 0.0%
Pct Held By Inst.: 99.7%
Stock Info
Type: Common
Sector: Technology
Industry: Technical & System Software

ACIW Symbol Review Report

Report Date: 22-Feb-2018

Price Performance:

On the day, ACIW has moved +4.5%, while SPY has moved +0.1%. ACIW just released its most recent earnings results today before the market opened.

Over the last two weeks, ACIW has moved +14.3%, and SPY has moved +5.0%.

Volume:

ACIW's stock volume on the day is 1,388,391, which is 2.7x relative to the 90-day average of 518,394

SPY's relative volume on the day is 1.1x, trading 102,454,020 shares against an average of 92,866,824 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for ACIW is 70.1 for the day. The 20-day average is 37.0, and the 52-week average is 25.5.

The 1-Day OHLC Volatility for SPY is 15.1, while the average over the last 20 days is 14.8, and for the last 52 weeks is 7.0.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 24.7, and has moved -32.3% from the previous day. Its IV % Rank is 0.79, which is considered Moderate.

As a comparison, the current IV30 for SPY is 14.2, down -3.9% from the previous day. SPY's IV % Rank is Elevated at 0.95.

Over the last 52 weeks, the IV30 Range is 16.7 - 37.7.

Over the same span, SPY's IV30 Range is 6.4 - 27.6.

Based on the IV30, a synthetic put to protect downside risk would cost 2.8%, compared to a 52-week range of 1.8% - 4.2%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
16-Mar-18 1.18 5.0% 22.50 24.85
20-Apr-18 1.79 7.6% 21.88 25.47
18-May-18 2.60 11.0% 21.07 26.28
17-Aug-18 3.86 16.3% 19.81 27.54

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 776 contracts, with 55.2% being put options. This represents a relative volume of 9.5x compared to the last 90 days, when the average volume was 82 and 15.9% 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% 0 134 17.3% 7,270 214 27.6% 7,840 348 44.8% 15,110
Put 0 0.0% 0 420 54.1% 16,800 8 1.0% 200 428 55.2% 17,000
Total 776 32,110

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
ACIW 20Apr18 P 22.5 420 1 0.40 0.40 0.40 0 25.4 -17.9%
ACIW 16Mar18 C 25 214 14 0.40 0.30 0.40 139 21.6 +4.7%
ACIW 20Apr18 C 25 134 3 0.45 0.45 0.55 0 22.1 -30.1%
ACIW 16Mar18 P 22.5 8 1 0.25 0.25 0.25 64 28.1 -7.0%
ACIW 18May18 C 20 0 0 0.00 10 31.4 -22.3%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
ACIW 16Mar18 P 22.5 64 31 +33 +106.5% 8

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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