Schaeffer's Trading Floor Blog

ascending order | descending order

Option Skews - Relatively Heavy Call Activity on Research in Motion Limited and Cisco Systems Inc

6/26/2009 11:31 AM
Sponsored By:




Keywords:

RIMM

 

CSCO

 


Here are the stocks seeing a bias toward call activity on Thursday. This filtered scan is based on the International Securities Exchange (ISE) buy-to-open data. It looks for stocks where the previous day's call volume on the ISE is at least twice as great as the put volume. It then sorts the stocks based on the call volume. Since this is buy-to-open data, this can be a good source for finding stocks where optimism is emerging. Of particular interest to me would be situations where we see call activity on stocks that are still in intermediate-term downtrends. This would be a potentially cautionary sign from the contrarian perspective

Companies included in today's scan results: Bank of America (BAC), Micron Technology Inc (MU), Wyeth (WYE), Research in Motion Limited (RIMM), Ford Motor Co (F), Las Vegas Sands Corp. (LVS), Wells Fargo & Co (WFC), Cisco Systems (CSCO), E-Trade Financial Corp (ETFC), Sprint Nextel (S), Hewlett-Packard (HPQ), Yahoo! (YHOO), UnitedHealth Group Inc (UNH), SLM Corp. (SLM), Delta Air Lines Inc (DAL), ReneSola Ltd (SOL), Continental Airlines (CAL), Regions Financial Corp (RF), DryShips Inc. (DRYS), AK Steel Holding Corp (AKS), Genco Shipping & Trading Limited (GNK), El Paso Corp. (EP), Tesoro Petroleum (TSO), Microsoft (MSFT), TD Ameritrade Holding (AMTD).


-posted by Nick Perry
6/26/2009 11:31 AM


email a friend Discuss this post (Comments: 0) | email a friend Email to a Friend

 Del.icio.us   Facebook   Reddit   Newsvine   Digg  Mixx it Mixx  


View All of Today's Blog Entries





Discussion Board

 Discuss this commentary:

Add a new discussion topic related to this commentary Discussion Board Home Page
There are currently no discussions related to this commentary.

Search Past Blog Entries


Search by: Word or phrase to search:




Receive FREE access to Schaeffer's
Sentiment Spring 2009
premier online options magazine!


Partner Center

tribal fussion