PressureGauge Features:

Sign up for a trial:

ORATS Volatility Skew Summary, Implied Change from Previous Day    (with the Top 5 Correlated Stocks)
    Stock     Monthly Option Volatility                     Forecast 20undVol
Time Stock Px Apr-03 May-03 Aug-03 Nov-03 Jan-04 Jan-05 Market Fit      Slope %      Derivative % vs. Implied 20day
SinceLast change Mo#1 Mo#2 Mo#3 Mo#4 Mo#5 Mo#6 Mo#7 20bday Infinite S.T. L.T. S.T. L.T. +/- Valuation
4/7/03   32.01 ADP     33.5     31.1     30.7     31.4     31.3     32.7        -       26.7     30.9       3.8       3.9       0.5       0.9         28.8          42.0
4/7/03   31.44     32.9     32.9     31.8     31.8     32.0     32.9        -       29.0     30.7       4.0       4.1       0.3       0.7
  1.8% 2.0% -5.6% -3.7% -1.4% -2.3% -0.6%   -8.4% 0.5% -3.4% -6.6% 34.5% 13.1% -7.8% -57.2%
4/7/03   44.46 PNC     31.1     27.3     29.1     30.3     31.2     32.3        -       23.6     32.6       5.1       4.8       0.6       0.4         28.0          41.0
4/4/03   43.48     32.7     28.9     30.0     30.8     31.9     32.7        -       25.4     32.6       4.9       4.6       0.8       0.7
83% correlated 2.2% -5.1% -6.0% -3.2% -1.7% -2.0% -1.1%   -7.5% 0.0% 2.9% 4.1% -36.1% -51.9% -18.4% -73.5%
4/7/03   19.28 BAX     53.4     41.2     38.1     36.6     37.4     36.8        -       38.6     33.9       2.9       2.0       0.4       0.8         53.6          46.0
4/4/03   18.65     53.8     42.7     38.0     36.3     36.8     36.9        -       41.0     32.9       2.8       2.5       0.8       0.5
71% correlated 3.3% -0.6% -3.5% 0.3% 0.6% 1.6% -0.3%   -6.3% 2.9% 1.4% -21.7% -88.4% 42.0% -39.1% -19.3%
4/7/03   64.79 PGR     29.7     26.6     25.5     25.7        -          -          -       24.0     24.2       3.7       3.0       0.6       0.8         16.3          28.0
4/4/03   63.82     29.3     27.0     26.1     25.9        -          -          -       24.5     24.5       3.6       3.0       0.4       0.8
71% correlated 1.5% 1.2% -1.5% -2.2% -0.9%       -2.3% -1.1% 2.5% 0.0% 35.5% 0.0% 32.1% -16.8%
4/7/03   60.80 LLY     32.1     30.2     29.5     29.3     29.0     29.4        -       29.0     28.3       4.0       4.6       0.7       0.4         28.5          38.0
4/4/03   61.25     29.9     29.9     29.3     29.2     29.0     29.2        -       28.7     28.3       4.3       4.6       0.8       0.4
66% correlated -0.7% 6.8% 0.9% 0.6% 0.3% 0.1% 0.4%   0.8% 0.1% -7.0% -0.8% -15.5% 5.8% 1.7% -31.3%
4/7/03   77.49 XL     23.2     25.8     26.2     27.3     27.3     26.8        -       25.0     27.6       5.9       6.0       1.1       1.0         23.2          33.0
4/4/03   75.17     24.6     27.7     27.2     28.1     28.2     27.3        -       27.2     27.7       5.9       5.9       1.2       0.9
65% correlated 3.0% -6.2% -7.4% -4.0% -2.9% -3.1% -1.9%   -8.9% -0.2% -0.1% 1.6% -12.5% 3.1% 7.3% -32.2%