Unusual Options Activity For Monday February 8th

by Geoff Garbacz | 02/08/2016 07:38 AM

We highlight unusual options activity each night. The third column from the left will highlight such outliers. GLD saw unusual call action again as the gold ETF broke out above $112. No names saw excess put action on Friday.

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