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Unusual Options Activity In Index ETF Options

  • Wall Street Rebel | Geoff Garbacz
  • 05/31/2016 04:33 PM
Unusual Options Activity In Index ETF Options

Each day in Options Index Trader I review the options activity on the top Index ETF options. We note that today we see unusual put action in SPY and EEM.

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

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