July 11, 2020 09:04 PM RSS

Put Activity Spikes In SPY

  • Wall Street Rebel | Geoff Garbacz
  • 08/08/2016 04:46 PM
Put Activity Spikes In SPY

In Options Index Trader (OIT) and Gold and Energy Options Trader (GEOT), each day we scan for overall volume then compare that volume against its 20 day average.

Today we note that from the OIT Scan, only MDY saw heavy call action and saw its volume climb by 25% against its 20 day average.

Also of interest to us was SPY which traded -6% below its 20 day average BUT overall put action dwarfed call action in SPY. This is worthy to note and we need to watch this action closely. Currently, we have a put bet on SPY.

The rows in the options matrix are as follows:Curr Vlm = Current Option Volume for today
OpVol20 = 20 day Option Volume average
% Delta (sorted descending) = Curr Vlm/ OpVol20 * 100
Sym = Symbol
20 HV 100HV 252HV = 20 day, 100 Day and 252 Day Historical Volatility
Slope = The slope of the historic vol
Delta = Change in slope
cOptInt = Call Open Interest
pOptInt =Put Open Interest
cVolum = Call Volume

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