This midday view helps identify stocks that are gapping up or down and might present opportunities for the next day’s open.
Focus: Mining
SA is UP 6.5% for the day. SA has a negative skew in the 2nd month 25 delta Call/Put of -6.6 pts. with the OTM calls trading at a slight premium. The Mining Subsector was the #2 performing Subsector for the day
Use the Largest Skew View to identify other stocks exhibiting similar patterns in the View Library in AV Pro. Use MidVol Change to assess per strike volatility in the Option Landscape.
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