Unusual Options Activity For Index ETF Options For The First Trading Day Of May

by Geoff Garbacz | 05/02/2016 06:47 PM
Unusual Options Activity For Index ETF Options For The First Trading Day Of May

We highlight unusual options activity each night. The unusual options actvity is pulled from either Options Index Trader, Gold & Energy Options Trader or Superstock Investor. The third column from the left will highlight such outliers. Today we are pulling options from Options Index Trader that tracks unusual options activity from Index ETF Options. The S&P MidCap 400 ETF (MDY) saw unusual call action as it rebounded from a couple days of selling. No names saw unusual put action today



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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