September 22, 2020 10:42 PM RSS

Unusual Options Activity For February 29th

  • Wall Street Rebel | Geoff Garbacz
  • 03/01/2016 02:03 PM
Unusual Options Activity For February 29th

We highlight unusual options activity each night. The third column from the left will highlight such outliers. Viacom (VIAB) saw unusual call action on Monday with a rise of 1.71%. Today it is flat. SPY saw excess put action on Monday as stocks sold off from 12:00 onward. Clearly, this was a bad bet as "sell a break" is not working.

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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