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.
Ticker | Issuer | Close | Volatility Ratio | Previous Signal Date | Value Ratio |
IIPR | INNOVATIVE INDL PPTYS INC | 121.71 | 0.965 | 8/14/20 | 0.848 |
SUN | SUNOCO LP/SUNOCO FIN CORP | 25.43 | 0.877 | 8/14/20 | 0.921 |
D | DOMINION ENERGY INC | 82.47 | 0.955 | 8/14/20 | 0.998 |
TTMI | TTM TECHNOLOGIES INC | 12.12 | 0.64 | 8/18/20 | 0.999 |
AYX | ALTERYX INC | 142.84 | 0.739 | 8/24/20 | 1.002 |
DPZ | DOMINOS PIZZA INC | 397.03 | 0.872 | 8/14/20 | 1.002 |
PVG | PRETIUM RES INC | 12.66 | 0.886 | 8/31/20 | 1.029 |
ZS | ZSCALER INC | 148.64 | 0.818 | 8/28/20 | 1.03 |
ENTG | ENTEGRIS INC | 76.71 | 0.435 | 8/17/20 | 1.033 |
LRCX | LAM RESEARCH CORP | 343.83 |