Todays events:Initial jobless claims, ISM manufacturing Index.

The ADP estimate of new private-sector jobs was a bit below expectations. Initial jobless claims- decreasing new unemployment claims would mean improving labor market.  ISM manufacturing Index- a reading above 50 percent indicate an expanding in US national manufacturing.  VIX cash gaiend $0.61 to $32.89, VIX futures still  implying a volatile market, but we are starting to see a change in the curve and gradually getting its original slope.  
The "UpDown" signals are an outcome of calculated calls and puts implied volatility.  Positive numbers yielded from higher calls IV, means  traders believe that the stock will rise and are willing to pay more for the calls, the opposite goes for the puts.


  
We have scanned for stocks with extensive options trading activity(over 30K).  
  OCC stats:          
  Total Options traded:  14.5M down from 16.6M  
  Total Futures traded:  132K up from 59K
   
Open interest:		  

Total options open interest:

  342.4M up

from

 338.98M

 

 

Total Futures open interest:

 955K

 up

from  

 946K

 

 

Total open interest calls:

 176M

 up

from 

 175M

 

 

Total open interest Puts:

 164M

 down

from 

 162.8M

 

 

Put Call open interest Ratio:

 0.93

 same

 

 0.93

  



#symbolCVolPVolPCVolPCOIivUpDownputivcalliv
1 YRCW 29144 56121 1.93 2.69 484.04 416 8.1084 1.5724
2 WM 62012 1455 .02 .98 42.92 31 .4876 .3708
3 IEF 43302 1254 .03 2.9 9.67 24 .107 .0865
4 GE 45316 70494 1.56 1.27 34.07 23 .3754 .306
5 XLV 40674 4506 .11 1.32 26.02 23 .2874 .2329
6 TLT 186269 10194 .05 1.31 22.07 22 .2424 .1991
7 KBE 30322 224 .01 .52 45.14 15 .4834 .4193
8 XLI 53985 26504 .49 1.65 35.52 14 .3786 .3318
9 XLE 38210 28048 .73 1.1 34.82 13 .3688 .3277
10 SPX 397949 553829 1.39 1.62 28.52 12 .3012 .2691
11 SPY 1162032 2190211 1.88 2.22 28.75 12 .3039 .271
12 XLB 17578 30194 1.72 2.91 37.13 11 .3912 .3513
13 T 101086 150821 1.49 .86 27.26 10 .2858 .2594
14 VIX 274138 228815 .83 .8 97.06 10 1.0174 .9238
15 SU 52381 2973 .06 .48 40.6 9 .4232 .3889
16 XLF 120564 203575 1.69 1.81 37.05 9 .3863 .3547
17 UNG 39320 15188 .39 .63 35.9 7 .3719 .3461
18 PFE 19323 34498 1.79 .73 27.15 6 .2794 .2636
19 DRYS 33341 12289 .37 .44 84.26 4 .8573 .8279
20 FAS 31859 27272 .86 1.05 93.77 4 .9581 .9173
21 S 109243 14637 .13 .48 71.49 4 .73 .6999
22 CAT 61837 51619 .83 1.3 42.11 3 .4283 .4139
23 FXI 39668 31881 .8 .73 30.47 3 .3097 .2997
24 JPM 37530 23638 .63 1.03 38.05 3 .3856 .3753
25 MSFT 87972 110791 1.26 .71 27.07 3 .2749 .2665
26 RUT 33301 51075 1.53 1.46 36.16 -8 .3468 .3765




Positive numbers would suggest an up signal and negative for the down signal. You also need to take under consideration that each stock has it own gauge. Sometimes options prices are distorted because the stock is before the dividend payment date.
We also recommend a further analysis, both, fundamentally and technically.



* Cvol = Call Volume.
* PVol = Put Volume.
* PCVol = Put/Call Volume.
* PCOI = Put/Call Open Interest.
* IV =  Implied Volatility index.
* UpDown = Up or down signal  -  up positive numbers.
* Putiv = Puts Implied Volatility.
* Calliv = Calls Implied Volatility.

B.