calls

Todays events: ISM non-manufacturing survey for August.
Last trading session clearly showed that we are still in a middle of turmoil, on Friday, we so that  there have been a lot of people waiting for the sign to hit the exits. Technically, on weekly charts we are, however, on  a strong downtrend, else proved otherwise we will face a continuation.  VIX cash gained $2.1 to $33.92, VIX futures still  implying a volatile market, waiting for the September expiration. 
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:  14.59M up from 14.5M  
  Total Futures traded:  181K up from  132K
   
Open interest:		  

Total options open interest:

  350.8M up

from

 342.4M

 

 

Total Futures open interest:

 9994K

 up

from  

 955K

 

 

Total open interest calls:

 180M

 up

from 

 176M

 

 

Total open interest Puts:

 168M

 up

from 

 164M

 

 

Put Call open interest Ratio:

 0.93

 same

 

 0.93

  

#symbolCVolPVolPCVolPCOIivUpDownputivcalliv
1 YRCW 12542 40875 3.26 3.13 519.27 464 8.8216 1.5639
2 CHL 343901 1415 0 .57 26.4 123 .3647 .1634
3 SDRL 57876 910 .02 .55 44.86 105 .6031 .294
4 RUT 26845 44003 1.64 1.47 38.04 26 .4236 .3372
5 GE 45764 52839 1.15 1.27 36.21 23 .4 .3242
6 NEM 216562 17273 .08 .6 32.84 21 .3591 .2977
7 SPY 1305301 2436154 1.87 2.27 30.1 18 .3261 .276
8 NLY 24504 37480 1.53 1.16 35.62 14 .379 .3335
9 SVM 34573 38616 1.12 1.45 170.95 13 1.8169 1.6021
10 VIX 131209 114643 .87 .77 94.07 13 .9977 .8838
11 XLE 27640 38414 1.39 1.06 37.33 11 .3933 .3533
12 XLY 4412 39915 9.05 2.52 37.9 11 .3988 .3593
13 DIA 29784 35904 1.21 1.09 27.41 10 .2876 .2606
14 IWM 216329 519783 2.4 2.5 39.06 10 .4098 .3714
15 XLF 64476 329347 5.11 1.83 44.48 9 .4637 .4259
16 QQQ 219919 305673 1.39 1.44 29.29 5 .3001 .2856
17 SLW 38413 9190 .24 .73 47.78 4 .4877 .4678
18 SPX 333065 619589 1.86 1.63 30.22 4 .3084 .296
19 EFA 11968 30373 2.54 1.42 38.24 3 .3884 .3765
20 EK 40226 3733 .09 .8 168.24 3 1.7113 1.6535
21 GM 37878 13530 .36 .48 47.78 3 .4842 .4713
22 SLV 193521 87927 .45 .65 42.31 3 .4299 .4164
23 XRT 19014 68399 3.6 1.85 41.02 3 .4159 .4044



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.