Unusual Options Activity For February 24th

by Geoff Garbacz | 02/25/2016 02:02 PM

We highlight unusual options activity each night. The third column from the left will highlight such outliers. Wells Fargo (WFC) saw unusual call action as it rebounded off early lows rising by more that $1. Canadian Natural Resources (CNQ) saw excess put action on Wednesday. Today Wells Fargo is higher and Canadian Natural Resources continues lower.

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 Volumev