Unusual Options Activity From Yesterday February 3rd

by Geoff Garbacz | 02/04/2016 11:02 AM
Unusual Options Activity From Yesterday February 3rd

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 $109. Pfizer (PFE) saw excess put action as it broke below $30.

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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