November 2, 2020

Here is the list of stocks from the Hedge Fund Straddles scan, that also appear in Decile 1 of the Ask/Value scan. While the options are cheap relative to the rest of the market, they are not very cheap relative to their value. 

TickerIssuerCloseVolatility RatioPrevious Signal DateValue Ratio
IIPRINNOVATIVE INDL PPTYS INC121.710.9658/14/200.848
SUNSUNOCO LP/SUNOCO FIN CORP25.430.8778/14/200.921
DDOMINION ENERGY INC82.470.9558/14/200.998
TTMITTM TECHNOLOGIES INC12.120.648/18/200.999
AYXALTERYX INC142.840.7398/24/201.002
DPZDOMINOS PIZZA INC397.030.8728/14/201.002
PVGPRETIUM RES INC12.660.8868/31/201.029
ZSZSCALER INC148.640.8188/28/201.03
ENTGENTEGRIS INC76.710.4358/17/201.033
LRCXLAM RESEARCH CORP343.83
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