SSI Options Activity

by Geoffrey Garbacz | 12/18/2015 03:33 PM
SSI Options Activity

We highlight unusual options activity each night. The third column from the left will highlight such outliers. Bank America (BAC) saw unusual call action again as it holds at $17 and now tests $18 on the Federal Reserve raising interest rates. Bank stocks will now move higher on rates rising. No names saw excess put action again as it sits at a crucial level.
SSI options
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
pVolum = Put Volume

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