Going into the close before the weekend…  MORE SHORTS IN THIS BATCH – POTENTIAL LONG PUTS

AGGREGATE PORTFOLIO’S POTENTIAL PERFORMANCE

AGGREGATE PERFORMANCE
ROI 2.24%
INDEX 4.17%
LIQUIDITY 13.00%
TREND UP
CHANGE PLUS

 

FUZZJECTIVE GREEKS

FUZZJECTIVE GREEKS  
TICKER ALPHA BETA SIGMA
BRCM 0.33 1.55 0.0610
ABT 0.19 1.25 0.0027
BSX 0.38 0.58 0.1316
BBT 0.29 0.99 0.0297
BMY 0.27 1.28 0.0220
ARCP 0.22 0.48 0.0116
ATVI 0.39 0.70 0.0169
ARMH 0.50 0.87 0.0631
BK 0.24 1.07 0.0054
AMAT 0.40 0.72 0.0690

 

PRICE FORMATION 

PRICE FORMATION
TICKER LAST P LEAD DAY AVG FORECAST RANGE
BRCM 38.69 38.81 38.6 38.14 -0.55
ABT 42.50 42.48 42.25 39.48 -3.02
BSX 12.65 12.68 12.64 13.03 0.38
BBT 38.90 38.89 38.84 38.30 -0.60
BMY 49.03 48.69 48.93 47.76 -1.27
ARCP 13.00 13.00 12.95 13.12 0.13
ATVI 22.83 22.86 22.67 23.29 0.46
ARMH 42.48 43.19 42.25 43.06 0.58
BK 38.40 38.40 38.2 37.42 -0.98
AMAT 22.96 23.00 22.88 23.43 0.47

 

STATISTICAL ANALYSIS

STATISTICS  
  ROC P ACTION EXP RTN IV VOLATILITY
BRCM 0.16% 0.525 1.83% 0.019% 0.79
ABT 0.14% 0.378 1.56% 0.011% 0.79
BSX 0.10% 0.101 0.31% 0.021% 0.35
BBT 0.09% 0.327 1.19% 0.013% 0.63
BMY 0.11% 0.445 1.57% 0.013% 0.74
ARCP 0.14% 0.115 0.36% 0.012% 0.39
ATVI 0.02% 0.090 0.51% 0.021% 0.50
ARMH 0.03% 0.117 0.82% 0.025% 0.58
BK 0.11% 0.307 1.17% 0.013% 0.71
AMAT 0.04% 0.132 0.46% 0.022% 0.46

 

QUANTS

QUANT
TICKER CALL PUT
BRCM 0 P
ABT 0 P
BSX C 0
BBT 0 P
BMY 0 P
ARCP C 0
ATVI C 0
ARMH C 0
BK 0 P
AMAT 0 P

 

(DISCLAIMER: THIS IS STRICTLY FOR EDUCATIONAL PURPOSES. WE MAKE NO RECOMMENDATIONS FOR TRADING THESE POSTED EQUITIES NOR ARE PROMOTING ANY BROKERAGES OR FINANCIAL SERVICES. THUS THIS NOTICE RELIEVES US FROM ANY LIABILITY ON THE PART OF THE READER’S DECISIONS TO TRADE AND OR INVEST IN THE POSTED EQUITIES.)

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