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SSI Options Activity

  • Wall Street Rebel | Dominic de la Gaurdia
  • 10/20/2015 12:56 PM
SSI Options Activity

We highlight unusual options activity each night. The third column from the left will highlight such outliers. No names saw unusual call action as U.S. markets traded rebounded from two days of selling. No names saw excess put action on Monday.

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 VolumepVolum = Put Volume

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