Unusual Options Activity For April 14th

by Superstock Investor | 04/15/2016 09:25 AM

We highlight unusual options activity each night from each of our newsletters. This is the update from Superstock Investor. The third column from the left will highlight such outliers. Petrobras (PBR) saw unusual call action as it rmove higher. Canadian Natural Resources (CNQ) saw excess put action for a second day in a row.

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