Adamis Pharmaceuticals

ADMP

4.40

-0.20

-4.4%

After Hours:

4.45

+0.05

+1.1%

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Stock Price
Open: 4.55
Prev. Close: 4.60
Low/Hi: 4.25 - 4.55
52-Week: 2.55 - 6.45
Volumes
Equity: 661,681
90-Day Avg: 634,951
Option: 291
90-Day Avg: 917
Volatility
Todays Stock Vol: 66.9
20-Day (HV): 88.2
52-Week (HV): 69.2
30-Day IV: 90.2 +6.3
IV Pct Rank: 81% Elevated
Fundamental
Div. Yield:
Earnings: 18-Apr (Est.)
P/E Ratio:
Market Cap: 153.6 M
Stock Info
Type: Common
Sector: Healthcare
Industry: Drug Delivery

ADMP Symbol Review Report

Price Performance:

Today, ADMP has moved -4.4%, while SPY has moved +0.3%.

Over the last two weeks, ADMP has moved +10.0%, and SPY has moved +2.3%.

Volume:

ADMP's stock volume today is 661,681, which is 1.0x relative to the 90-day average of 634,951

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.

Volatility:

The current 1-Day OHLC Volatility for ADMP is 66.9 for today. The 20-day average is 81.6, and the 52-week average is 61.8.

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.

Implied Volatility:

The current 30-Day Implied Volatility (IV30) is 90.2, and has moved +7.6% from the previous day. Its IV % Rank is 0.81, which is considered Elevated.

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 51.2 - 265.3.

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 10.2%, compared to a 52-week range of 5.8% - 29.4%.

At-the-Money Straddles:

ATM Straddle Expected Range
Expiration $ Premium % Premium Low High
15-Dec-17 0.34 7.7% 4.04 4.71
19-Jan-18 1.00 22.9% 3.37 5.38
16-Mar-18 1.77 40.5% 2.60 6.15
15-Jun-18 2.43 55.6% 1.94 6.81

Volatility Skew:

The current downside put implied volatility is trading 1.0% lower 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 2.7% lower than the upside call.

Option Volume:

On the day, ADMP traded 291 contracts, with 25.1% being put options. This represents a relative volume of 0.3x compared to the last 90 days, when the average volume was 917 and 14.0% 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 18 6.2% 3,703 74 25.4% 4,592 126 43.3% 1,380 218 74.9% 9,675
Put 0 0.0% 0 73 25.1% 7,764 0 0.0% 0 73 25.1% 7,764
Total 291 17,439

Most Active Options:

Option Symbol Volume # Trades Last Price Low Price High Price Open Interest IV % IV Change
ADMP 15Dec17 C 5 96 34 0.05 0.05 0.05 23,781 49.6 -46.6%
ADMP 16Mar18 C 5 57 6 0.70 0.65 0.73 4,901 111.9 +12.6%
ADMP 15Dec17 P 5 34 3 0.80 0.69 0.83 1,611 143.6 +28.3%
ADMP 16Mar18 C 7.5 30 2 0.30 0.30 0.30 761 96.4 +7.8%
ADMP 19Jan18 P 5 25 2 1.06 1.00 1.06 165 102.7 +8.1%

Biggest Open Interest Increases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
ADMP 16Mar18 C 2.5 877 777 +100 +12.9% 13
ADMP 19Jan18 P 2.5 410 310 +100 +32.3% 0
ADMP 19Jan18 C 5 1,269 1,241 +28 +2.3% 17
ADMP 19Jan18 P 5 165 139 +26 +18.7% 25
ADMP 19Jan18 C 2.5 110 102 +8 +7.8% 0

Biggest Open Interest Decreases:

Option Symbol Open Interest Previous
Open Interest
Change % Change Current Volume
ADMP 15Dec17 C 5 23,781 23,894 -113 -0.5% 96
ADMP 15Dec17 C 2.5 277 279 -2 -0.7% 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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