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Symbol
This is the stock symbol also known as the ‘Ticker’ or ‘Ticker Symbol’.
The number beside each symbol is the current OptionSlam EVR for that
stock. We have developed a unique volatility rating system based on the
stocks past movement after each earnings announcement. For example,
NFLX(6.8) means Netflix Inc. has a current EVR of 6.8. Please read here for more information about the EVR calculation.
Recent Price
Updated daily, this is the most recent trading sessions’ closing price.
Average Volume
The number of shares traded per day averaged over most recent three
months.
Earning Date
The date which a company announces its quarterly earnings results.
Earnings dates are often accompanied by acronyms:
AMC = After Market Close or AC = After Close
BMO = Before Market Open or BO= Before Open
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Movement From Previous Earnings
The day after the company releases their earnings announcement we
record its price movements on a percentage basis relative to the Pre–
Earnings Announcement close. This column summarizes the four most
recent earnings and the maximum price movement within that one trading
day.
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Movement From Previous Months
At OptionSlam.com we track each stocks price swings through every
Option Expiration Cycle. The value is represented as a percentage of that
months opening price to its high or low within that same expiration cycle,
whichever is greater.
Expected Volatility Calculation / Position
As we approach an earnings date our system monitors the ATM straddle
and strangle prices at the close of each trading day. The system chooses
the spread with the lowest debit to produce a breakeven trade. The system
assumes holding the spread to expiration.
Expected Volatility Calculation / Option Cost
This is the cost (or debit) of the options to enter the position chosen.
Expected Volatility Calculation / Expected Volatility
The stock price movement from current price required to realize break even
on the position.
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