Schaeffer's Options Center
Sponsored by:
Schaeffer's Daily Option Blog
Stocks quoted in this article:

With the company's quarterly report slated for release tomorrow morning, discount retailer Family Dollar Stores Inc. (FDO) has seen its implied volatility spike to a three-month high in recent weeks. The stock's Schaeffer's Volatility Index (SVI) tagged an annual low of 32% on March 23, but this reading has since soared 25% to its current perch at 40%. For a point of comparison, FDO's one-month historical volatility currently arrives at 15.14%.

Checking in with data from the Chicago Board Options Exchange (CBOE) and International Securities Exchange (ISE), we find that activity among options traders is leaning toward the bullish end of the spectrum. Specifically, the equity's 10-day ISE/CBOE call/put volume ratio has ballooned to 3.60, meaning that calls bought to open have more than tripled puts purchased during the prior two weeks. This ratios also ranks above 78% of all those taken in the past year, indicating that options traders have only snatched up calls at a faster pace than puts 22% of the time in the prior 52 weeks.


permalink

Featured Brokers
ADVERTISEMENT
Unusual Option Volume
Option Flow
ADVERTISEMENT
ADVERTISEMENT
Most Active Stocks
Most Active Option Strikes
Largest Open Interest

Partner Center

© 2014 Schaeffer's Investment Research, Inc. 5151 Pfeiffer Road, Suite 250, Cincinnati, Ohio 45242 Phone: (800) 448-2080 FAX: (513) 589-3810 Int'l Callers: (513) 589-3800 Email: service@sir-inc.com

All Rights Reserved. Unauthorized reproduction of any SIR publication is strictly prohibited.

Market Data provided by QuoteMedia.com | Data delayed 15-20 minutes unless otherwise indicated.