Unusual Options Activity For Monday February 10th

by Geoff Garbacz | 02/11/2016 10:11 AM

We highlight unusual options activity each night. The third column from the left will highlight such outliers. Time Warner (TWX) saw unusual call action traded down to $60.07 losing -4.97%. No names saw excess put action yesterday.

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