Unusual Options Activity For Thursday January 14th

by Geoff Garbacz | 01/15/2016 07:28 AM
Unusual Options Activity For Thursday January 14th

We highlight unusual options activity each night. The third column from the left will highlight such outliers. GLD saw unusual call action as volume was heavy as it moved lower. It is interesting to note that no names saw excess put action with yesterday's action.



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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