Options Xtreme Report
All data is as of closing on Wednesday, 03/17/10 .


Options Price Xtreme

Expensive
(based on Implied Vol. Percentile)

Symbol

Last
Price

Current
Impl. Vol.

Percentile

DCOM 13.74 91.03 99.75
PDP 20.42 44.4 90.25
IVR 23.81 28.74 89.02
IEV 38.61 25.98 86.75
PMT 16.9 33.26 85.31

Overvalued
(based on 20 Days Hist. Vol.)

Symbol

Last
Price

Current
Impl. Vol.

20 Days
Hist. Vol.

Ratio
(in %)

HMN 14.74 135.45 32.56 416
HTH 12.3 39.87 9.89 403
RWL 22.06 32.32 9.19 351
EEQ 51.43 37.86 10.95 345
MNTA 14.22 105.76 30.87 342

Overvalued
(based on 100 Days Hist. Vol.)

Symbol

Last
Price

Current
Impl. Vol.

100 Days
Hist. Vol.

Ratio
(in %)

VARI 51.82 12.77 3.42 373
CYB 25.18 6.09 1.77 344
HMN 14.74 135.45 44.06 307
PGX 14.07 28.83 10.02 287
PBP 21.77 33.57 13.88 241

Options Price Xtreme

Cheap
(based on Implied Vol. Percentile)

Symbol

Last
Price

Current
Impl. Vol.

Percentile

CTSH 51.62 26.38 0.25
MRTN 19.69 30.38 0.25
FXA 92.44 10.83 0.25
AAP 42.35 21.3 0.25
LLL 94.01 19.82 0.25

Undervalued
(based on 20 Days Hist. Vol.)

Symbol

Last
Price

Current
Impl. Vol.

20 Days
Hist. Vol.

Ratio
(in %)

MIL 105.52 6.66 99.55 6
ZNH 20.81 51.83 359.7 14
ITMN 38.77 58.35 213.42 27
TIVO 15.85 57.47 137.91 41
TRA 45.99 8.4 18.21 46

Undervalued
(based on 100 Days Hist. Vol.)

Symbol

Last
Price

Current
Impl. Vol.

100 Days
Hist. Vol.

Ratio
(in %)

MIL 105.52 6.66 49.24 13
TRA 45.99 8.4 46.86 17
ZNH 20.81 51.83 170.47 30
RCNI 15.31 22.11 51.68 42
RISK 22.24 16.51 34.46 47

Implied Volatility Xtreme

High

Symbol Last
Price 		Current
Impl. Vol.

400 Trading Days

High

Low
HMN 14.74 135.45 137.02 132.1
MNTA 14.22 105.76 181.34 57.83
DCOM 13.74 91.03 87.61 45.47
FUQI 11.9 86.96 177.64 54.49
CLDA 21.57 78.84 105.66 46.44

% Increase

Symbol

Last
Price

Current
Impl. Vol.

% Change

DCOM 13.74 91.03 46.52
EEQ 51.43 37.86 34.36
ACTG 10.57 78.08 31.22
GLT 14.49 68.3 31.01
CKH 80.7 31.26 30.26

Implied Volatility Xtreme

Low

Symbol Last
Price 		Current
Impl. Vol.

400 Trading Days

High

Low
SHY 83.45 2.9 6.6 2.36
TIP 104.8 4.52 18.8 4.14
LQD 106.79 4.74 14.63 5.01
AGG 104.92 4.94 18.69 4.94
IEI 111.92 5.48 10.44 5.5

% Decline

Symbol

Last
Price

Current
Impl. Vol.

% Change

FAN 13.66 34.38 -50.31
NWE 26.88 21.77 -40.23
MDS 10.78 54 -37.5
TTH 24.07 19.94 -33.8
AIR 24.93 36.66 -32.92

   Percentile - defines by position of the current value in a list of sorted historical readings, as a percent to the total number of historical readings. For example, if you sort 400 historical readings of implied volatility in ascending sequence, and the current value of implied volatility was position number 300, it means that the percentile equal 75% (300 / 400 * 100%).

   Ratio - calculated as current Implied Volatility divided by Historical Volatility. The Higher (Lower) the ratio the more Overvalued (Undervalued) the option is. (see VolatilityAnalyzer above for more details.)

   % Change - change of Current Implied Volatility over Previous day Implied Volatility as a percent of Current Implied Volatility.