Sample Request

Let's assume that you want to set up the following request: Looking for expensive options.

Stock price should be over $5. Percentile for 1 Day Implied Volatility should be in the 40% of the highest daily readings for the last 400 trading days. You like 10 Day Statistical Volatility to be 1.2 times greater than 5 Day Statistical Volatility AND 20 Day Statistical Volatility 1.1 times greater than 10 Day Statistical Volatility AND 100 Day Statistical Volatility greater than 20 Day Statistical Volatility AND you would like 1 Day Implied Volatility to be greater than 50%. AND you want 20 Day Statistical Volatility be less than 1 Day Implied Volatility. On your report, you would like to have Stock Price, Percentile of Historical readings and all volatilities that were involved in your request.

Below you can see how the request table should be set up to accommodate this request.

Set Underlying Price Range

<

Price

<

Set Range (in %) of Historical Readings

Hist. Days

%

<

1 Day Implied Vol.

<

 %

AND

Hist. Days

%

<

<

 %

Set Volatility Ratio











Customize Your Report

Sort By

Last Price

Impl Vol

4 Day SV

5 Day SV

6 Day SV

10 Day SV

Sequence

20 Day SV

40 Day SV

50 Day SV

90 Day SV

100 Day SV

Hist. Read



After executing this request you will get the following Report.

VOLATILITY ANALYSIS REPORT.

Set Underlying Price Range
5 < Stock Price < 1000

Set number of days to look back at Implied Volatility
Hist. Days 400 and 60 % < 1 Day Implied Volatility < 100 %

Set Volatility Ratio
10 Days Stat. Vol. tt 1.2 times > tt5 Days Stat. Vol. ttAND
20 Days Stat. Vol. tt 1.1 times > tt10 Days Stat. Vol. ttAND
100 Days Stat. Vol. tt > tt20 Days Stat. Vol. ttAND
50 tt< tt1 Day Impl. Vol. ttAND
20 Days Stat. Vol. tt < tt1 Day Impl. Vol. ttEND

All data is as of closing on Friday, 07/31/09 .

NOTE: To Get more indepth analysis click on a Symbol you are interested in.
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Nbr. Symbol Description Price Impl V. 5 Day SV 10 D SV 20 D SV 100 D SV % Read
1 ADCT A D C TELECOMMUNICATIONS 7.28 76.19 30.21 50.74 62.22 82.74 62.75
2 AZ ALLIANZ SE 9.91 63.91 28.24 38.43 50.03 79.86 62.75
3 HOLX HOLOGIC INC 14.69 60.71 14.81 33.32 36.97 55.05 60.5
4 ICGE INTERNET CAP GROUP INC 7.47 113.18 23.88 29.63 47.3 87.21 68.25
5 INWK INNERWORKINGS INC 5.17 99.19 24.77 49.48 64.35 114.51 72.75
6 IRC INLAND REAL ESTATE CORP 7.38 73.64 27.21 35.77 54.88 88.38 62.25
7 ISBC INVESTORS BANCORP INC 9.89 69.4 14.69 25.46 33.77 66.19 95.66
8 MZZ PROSHARES TR 31.69 95.77 27.35 37.79 50.14 83.75 90.75
9 OKSB SOUTHWEST BANCORP INC OKLA 10.07 85.02 19.2 47.92 62.74 112.83 61.84
10 PSEC PROSPECT CAPITAL CORPORATION 10.02 63.51 12.58 27.44 44.13 83.51 62.5
11 STEC STEC INC 34.09 87.51 21.28 40.25 86.95 92.89 81
12 TNS TNS INC 22.93 69.19 26.69 32.17 36.48 88.77 68.75
13 VRGY VERIGY LTD 13.29 61.68 20.48 37.19 54.85 61.82 66

Now you are ready to do more in-depth analysis and charting of the stocks you got on this report.
(WARNING. The links on the above report are not connected.)