NAV
$22.30
Navistar International
$.93
4.35%

Option Analysis for Navistar International

-
Options
6.8%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, January 20, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-33.6%
$7.80
5.0
5.0
$7.00
53.0
4.0
$0.10
69.1%
-35.4%
$6.40
6.0
45.0
$8.00
3,358.0
5.0
$0.13
64.7%
2.0%
$12.75
5.0
186.0
$10.00
2,341.0
7.0
$0.82
58.8%
-11.7%
$8.70
2.0
70.0
$11.00
68.0
2.0
$0.25
51.8%
-0.4%
$10.20
1.0
68.0
$12.00
113.0
4.0
$0.28
47.4%
-3.1%
$8.60
5.0
377.0
$13.00
1,043.0
2.0
$0.53
44.1%
1.6%
$8.65
1.0
106.0
$14.00
118.0
20.0
$0.97
41.6%
1.6%
$7.66
18.0
1,760.0
$15.00
5,363.0
10.0
$0.95
37.0%
-8.5%
$4.40
2.0
97.0
$16.00
74.0
15.0
$1.36
34.3%
-6.7%
$3.80
8.0
193.0
$17.00
21.0
2.0
$1.40
30.0%
-2.8%
$3.67
14.0
568.0
$18.00
139.0
2.0
$1.77
27.2%
4.5%
$4.30
6.0
29.0
$19.00
51.0
20.0
$1.90
23.3%
8.2%
$4.13
2.0
511.0
$20.00
184.0
4.0
$2.25
20.4%
8.6%
$3.22
10.0
24.0
$21.00
40.0
10.0
$2.55
17.3%
15.5%
$2.75
3.0
2,458.0
$23.00
910.0
10.0
$3.52
12.6%
12.8%
$1.15
164.0
164.0
$24.00
105.0
114.0
$4.12
10.9%
21.1%
$2.00
1.0
449.0
$25.00
53.0
4.0
$4.60
8.5%
31.2%
$1.25
655.0
104.0
$28.00
34.0
6.0
$6.99
5.8%
39.0%
$1.00
104.0
401.0
$30.00
502.0
7.0
$8.63
4.2%
58.3%
$0.30
2.0
799.0
$35.00
21.0
10.0
$26.70
62.8%
Option Activity Ahead of Earnings