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MARY4MONEY
806 posts
msg #84044
Ignore MARY4MONEY
12/8/2009 2:27:59 PM

vol spikes- pre earnings option trading-Options activity for companies with upcoming earnings






Description: The table below displays options volume and P/C ratios for companies with upcoming earnings announcement.
NOTE: Options data displayed in the table is for 09Dec expiration. To view data for 10Jan, click on the button above.


Data as of: 12/8/2009 1:02:00 PM CST


Symbol Company Price Change Earnings Date Total
Call Vol. Total
Put Vol. Total
P/C Call Vol.
09Dec Put Vol.
09Dec P/C
09Dec
BNS The Bank Of Nova Scotia 44.70 -1.44 12/08/2009 674 562 0.83 334 435 1.30
TTC TORO CO 39.60 -0.34 12/08/2009 119 135 1.13 85 1 0.01
COO COOPER COS INC 33.83 -0.09 12/08/2009 651 340 0.52 531 32 0.06
HRB H R BLOCK INC 19.89 -0.59 12/08/2009 458 277 0.60 206 138 0.67
SAI SAIC INC 17.95 -0.09 12/08/2009 115 25 0.22 18 21 1.17
IPSU Imperial Sugar Co. 15.90 -2.34 12/08/2009 144 60 0.42 8 31 3.88
TLB TALBOTS INC 8.64 1.43 12/08/2009 24613 6880 0.28 2874 657 0.23
NCS NCI BLDG SYS INC 2.08 -0.01 12/08/2009 386 1505 3.90 162 1430 8.83
GEF GREIF INC CL A 57.35 -1.21 12/09/2009 218 62 0.28 209 60 0.29
POWL Powell Industries Inc. 36.13 -0.95 12/09/2009 72 10 0.14 72 0 0.00
PLL PALL CP 31.67 -0.40 12/09/2009 15 11 0.73 15 0 0.00
MW MENS WEARHOUSE 22.25 0.07 12/09/2009 313 250 0.80 298 200 0.67
ISSC INNOVATIVE SOL and SUP 4.48 -0.02 12/09/2009 0 0 0.00 0 0 0.00
JTX JACKSON HEWITT TAX 4.09 0.00 12/09/2009 349 25 0.07 10 0 0.00
COST COSTCO WHOLESALE C 58.57 -0.77 12/10/2009 2302 4839 2.10 1730 1765 1.02
GIL GILDAN ACTIVEWEAR 20.00 -0.18 12/10/2009 378 97 0.26 370 90 0.24
SFD SMITHFIELD FOODS 16.59 0.43 12/10/2009 2792 1609 0.58 1699 394 0.23
CIEN CIENA CORP 13.13 0.39 12/10/2009 4335 3059 0.71 2845 1610 0.57
SMTS SOMANETICS CORP 15.31 0.35 12/14/2009 113 112 0.99 110 75 0.68
PAY VERIFONE HLDGS INC 13.98 -0.11 12/14/2009 106 20 0.19 44 0 0.00
TTWO TAKE-TWO INTERACTI 7.90 0.00 12/14/2009 566 1112 1.96 308 75 0.24
BBY BEST BUY CO INC 43.62 -0.35 12/15/2009 5287 4365 0.83 2167 2005 0.93
ADBE ADOBE SYSTEMS INC 36.01 -0.36 12/15/2009 1275 1533 1.20 465 520 1.12
NDSN Nordson Corp. 55.33 -0.67 12/16/2009 3 0 0.00 3 0 0.00
JOYG JOY GLOBAL INC 51.41 -1.40 12/16/2009 2514 1316 0.52 1324 749 0.57
1 2
or you can look at the last 30 days trading on the options your interested in--Recent Put/Call Ratio
Date Price
Change Calls
Volume Puts
Volume PC
Ratio
12/08/2009 15.55
(-0.33) 161861 104085 0.64
12/07/2009 15.89
(-0.39) 233666 116027 0.50
12/04/2009 16.28
(0.52) 533406 334138 0.63
12/03/2009 15.76
(0.11) 537763 483879 0.90
12/02/2009 15.65
(-0.24) 115280 61144 0.53
12/01/2009 15.90
(0.05) 158952 114366 0.72
11/30/2009 15.85
(0.38) 124430 82251 0.66
11/27/2009 15.47
(-0.48) 108234 68972 0.64
11/25/2009 15.95
(-0.15) 88209 51588 0.58
11/24/2009 16.10
(-0.19) 366294 63317 0.17


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