Adamis Pharmaceuticals

ADMP

3.20

+0.28

+9.4%

After Hours:

3.19

-0.01

-0.2%

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Stock Price
Open: 2.95
Prev. Close: 2.92
Low/Hi: 2.95 - 3.20
52-Week: 2.81 - 6.45
Volumes
Equity: 1,407,169
90-Day Avg: 681,375
Option: 683
90-Day Avg: 766
Volatility
Todays Stock Vol: 129.8
20-Day (HV): 74.1
52-Week (HV): 67.8
30-Day IV: 105.9 +19.8
IV Pct Rank: 74% Moderate
Fundamental
Div. Yield:
Earnings: 17-Apr (Est.)
P/E Ratio:
Market Cap: 97.7 M
Short Int Pct: 0.0%
Pct Held By Inst.: 20.2%
Stock Info
Type: Common
Sector: Healthcare
Industry: Drug Delivery

ADMP Symbol Review Report

Report Date: 16-Feb-2018

Price Performance:

On the day, ADMP has moved +9.4%, while SPY has moved 0.0%.

Over the last two weeks, ADMP has moved -15.8%, and SPY has moved -0.9%.

Volume:

ADMP's stock volume on the day is 1,407,169, which is 2.1x relative to the 90-day average of 681,375

SPY's relative volume on the day is 1.7x, trading 152,272,279 shares against an average of 90,431,949 for the last 90 days.

Volatility:

The current 1-Day OHLC Volatility for ADMP is 129.8 for the day. The 20-day average is 67.6, and the 52-week average is 61.1.

The 1-Day OHLC Volatility for SPY is 15.3, while the average over the last 20 days is 13.8, and for the last 52 weeks is 6.9.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 105.9, and has moved +23.0% from the previous day. Its IV % Rank is 0.74, which is considered Moderate.

As a comparison, the current IV30 for SPY is 14.3, down slightly -1.2% from the previous day. SPY's IV % Rank is Elevated at 0.96.

Over the last 52 weeks, the IV30 Range is 51.2 - 265.3.

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 11.9%, compared to a 52-week range of 5.8% - 29.4%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
16-Feb-18 0.03 0.8% 3.15 3.20
16-Mar-18 0.73 23.0% 2.45 3.90
15-Jun-18 1.51 47.5% 1.67 4.68
21-Sep-18 1.80 56.8% 1.37 4.98

Volatility Skew:

The current downside put implied volatility is trading 13.8% lower than the upside call volatility, which represents a bullish tone when compared to the past year. Over the last year, the downside put has traded on average 4.2% lower than the upside call.

Option Volume:

On the day, ADMP traded 683 contracts, with 1.8% being put options. This represents a relative volume of 0.9x compared to the last 90 days, when the average volume was 766 and 9.4% 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 112 16.4% 9,180 284 41.6% 9,763 275 40.3% 1,375 671 98.2% 20,318
Put 2 0.3% 400 0 0.0% 0 10 1.5% 410 12 1.8% 810
Total 683 21,128

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
ADMP 15Jun18 C 5 279 19 0.34 0.30 0.35 4,181 107.6 -10.4%
ADMP 16Mar18 C 5 275 1 0.05 0.05 0.05 6,891 151.9 -9.3%
ADMP 16Mar18 C 2.5 61 7 0.75 0.65 0.75 731 141.5 +21.5%
ADMP 15Jun18 C 2.5 50 5 0.90 0.90 1.10 711 111.3 +12.3%
ADMP 15Jun18 P 2.5 10 1 0.41 0.41 0.41 712 109.1 -0.8%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
ADMP 15Jun18 C 2.5 711 365 +346 +94.8% 50
ADMP 15Jun18 C 5 4,181 3,958 +223 +5.6% 279
ADMP 16Mar18 C 5 6,891 6,698 +193 +2.9% 275
ADMP 15Jun18 C 10 125 54 +71 +131.5% 0
ADMP 21Sep18 C 5 155 120 +35 +29.2% 5

Biggest Open Interest Decreases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
ADMP 16Mar18 P 5 457 472 -15 -3.2% 2
ADMP 16Feb18 P 5 38 46 -8 -17.4% 0

Upcoming Dividend:

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

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