Unusual Options Activity From The Most Liquid Options

by Superstock Investor | 04/04/2016 07:03 PM

We highlight unusual options activity each night. The third column from the left will highlight such outliers.Nike (NKE) saw unusual call action as it tested $60. No names saw excess put action despite stocks finishing lower for the day.

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