Wednesday, November 11, 2015

November 10 Short Interest of Interest

Here are some short interest trends that I find... interesting. SI information was disseminated November 10, 2015 after 4pm and reflects settlement on October 30, 2015. Again, this is listed in no particular order. 

1. GLW
Open on Nov 11: $18.81
Close on Oct 30: $18.60
IV Percentile: 29% at 25.3
Dec Opex Implied Move: 7%
292.1k calls in OI to 170.6k puts
Notes: SI increased 103% to 7.7% of the float, hitting a new 52wk high, and up about 275% year over year.

2. MJN
Open on Nov 11: $82.87
Close Oct 30: $82.00
IV Percentile: 45% at 30.33
Dec Opex Implied Move: 7.6%
107.8k calls in OI to 21.6k puts
Notes: SI climbed 106% to 9.2% of the float, a 52wk high and it's been increasing since April 30 of this year. SI is currently 708% higher since April 30.

3.  DPZ
Open on Nov 11: $104.51
Close on Oct 30: $106.67
IV Percentile: 28% at 25.7
Dec Opex Implied Move: 6.5%
6,038 calls in OI to 6,520 puts
Notes: SI increased 161% to 15.5% of the float, well above its prior high made back on September 15 of this year.

4. EPE
Open on Nov 11: $6.30
Close on Oct 30: $5.51
IV percentile: 63% at 101
Dec Opex Implied Move: 23.6%
19,201 calls in OI to 17,979 puts
Notes: SI increased 54% to 42.7% of the float, a 52wk high and 12% above it's prior high made back in March when the stock was trading around $9/share

5. DSW
Open on Nov 11: $23.57
Close on Oct 30: $24.53
IV Percentile: 68% at 41
Dec Opex Implied Move: 10.7%
5,029 calls in OI to 2,561 puts
Notes: SI increased 54% to 12.1% of the float, a 52wk high. Short interest has been climbing since August when the stock was trading around $32/share.

6. LHO
Open on Nov 11: $30.11
Close on Oct 30: $29.41
IV Percentile: 22% at 26
Dec Opex Implied Move: 6.7%
632 calls in OI to 446 puts
Notes: SI increased 39.6% to 10.2% of the float and has increased 208% since June 30, 2015 when the stock was trading around $35/share.

7. NAT
Open on Nov 11: $15.30
Close on Oct 30: $15.28
IV Percentile: 46% at 39.5
Dec Opex Implied Move:  9.7%
30.5k calls in OI to 16.5 puts
Notes: SI increased 42.1% to 14.6% of the float, a new 52 week high. Short interest has been somewhat climbing from 7.45m shares short on 7/31/15 to 8.8m short on Oct 15, to 12.5m short as of Oct 30.

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