Sunday, December 13, 2015

December 9 Short Interest of Interest

Here are some short interest of interest numbers that were updated on December 9, reflecting settlement from November 30. These are listed in no particular order.

1. SUNE $1.3b
Nov 30 close: 3.19
Dec 10 open: 4.09
IV percentile: 44%
Jan Opex Straddle: +/- 33%, $1.36
747k calls to 398k puts in OI
Notes: Short interest increased 29.5% to hit a new 52wk high at 38% of the float, and 27% higher than the prior SI high made back on Sept 15, 2015.

2. BOOT $326m
Nov 30 close: 10.50
Dec 10 open: 11.92
Iv Percentile: 52%
Jan opex straddle: +/- 20%, $2.55
690 calls to 63 puts in OI
Notes: SI surged 107% to 34% of the float, a new 52wk high.

3. UVE $786m
Nov 30 close: 19.75
Dec 10 open: 22.80
Iv percentile: 30%
Jan opex straddle: +/- 15%, 3.35
8k calls to 3.5k puts in OI
Notes: The stock tanked from November 16 to November 20 after closing on the 16th at 29.87 and hitting a low of 16.50 on the 20th. Short interest in the name had been steadily increasing since September 15, but recently jumped 72% to 19.7% of the float, a new 52wk high.

4. ASH $6.6b
Nov 30 close: 112.65
Dec 10 open: 107.79
Iv percentile: 51%
Jan opex straddle: +/- 6.6%, 6.90
17.3k calls to 12.6k puts in OI
Notes: Stock is sitting at support around the 105 level, looks destined to strike 100. Short interest exploded higher, increasing 473% to 13.7% of the float. This is 1.9x higher than its last SI high made back on January 30, 2015.

5. UTX $83.2b
Nov 30 close: 96.05
Dec 10 open: 94.07
Iv percentile: 41%
Jan opex 90/95 strangle: +/- 6.4%
103.4k calls in OI to 94.6k puts
Notes: SI increased 581% to 6.4% of the float, a new 52wk high and 107% higher than its prior SI high made back on March 13, 2015.

6. AHS 1.43b
Nov 30 close: 29.50
Dec 10 open: 30.41
Iv percentile 40%
Jan opex straddle: +/- 10.9%
4.1k calls in OI to 2.1k puts
Notes: SI has been building since August 31, and has increased 64% to 11.7% of the float, a new 52wk high. 

Other tickers of interest hitting new 52wk SI highs: S AA FCX BKH

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