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Option Skews - Relatively Heavy Call Activity for Marvell Technology Group Ltd., Moody's Corp., MBIA Inc., Barrick Gold Corp.

7/30/2010 9:32 AM
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Keywords:

MRVL

 

MCO

 

MBI

 

ABX

 


Here are the stocks that saw a bias toward call activity in the previous session. 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. Contrarians may want to focus on situations where there is call activity on stocks that are still in intermediate-term downtrends. This would be a potentially cautionary sign.

Companies included in today's scan results: Citigroup Inc (C), Marvell Technology Grp Ltd (MRVL), Pfizer Inc (PFE), Bank Of America Corp New (BAC), Akamai Technologies Inc (AKAM), Walgreen Co (WAG), Apple Inc (AAPL), Genzyme Corp (GENZ), Intel Corp (INTC), Micron Tech Inc (MU), Moody'S Corporation (MCO), Microsoft Corp (MSFT), Mbia Incorporated (MBI), Barrick Gold Corp (ABX), Teva Pharm Inds (TEVA), Freeport Mcmoran Cop & Gold (FCX), Range Resources Corp (RRC), Expedia Inc (EXPE), Western Digital Corp (WDC), Valero Energy Corp (VLO), Owens-Illinois Inc (OI), Potash Corp Sask Inc (POT), Burger King Holdings, Inc (BKC), Boston Scientific Corp (BSX), Research In Motion Limited (RIMM).


-posted by Joseph Hargett (jhargett@sir-inc.com)
7/30/2010 9:32 AM


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