CSX MAR AMAT UAL CTRP FOXA QCOM EBAY TMUS and NTAP have unusual options volume today.

ORATS computes todays total options volume in all tickers with US equity options. The total options volume for each symbol is compared to its average volume for the past 20 days. The tickers with the highest ratio of options volume today to the 20 day average are presented below.

Also shown are the 2 highest traded individual options along with implied volatility (IV) and bid-ask prices. The options delta, days to expiration (DTE), open interest (OI), and prior trading days bid-ask and IV are included.

The change of the 30 day interpolated IV can help determine if the volume was due to buying or selling of options.

The put-call strike slope of the IV can help determine if the trading was in the low strikes versus high strikes. A slope + change can indicate buying in the low strikes relative to the high strikes (or selling high strikes). A slope - change can indicate buying in the high strikes relative to the low strikes (or selling low strikes).

null

 

null

 

More reading:

https://blog.orats.com/nasdaq-features-matts-article-on-backtesting-pitfalls

related posts

Covered Call Backtest: Finding The Best Maturity, Strike, IV, And Earnings Methods
May
28
Backtesting, covered call, buywrite, implied volatility

Covered Call Backtest: Finding The Best Maturity, Strike, IV, And Earnings Methods

We ran a large backtest to identify the best maturity, delta, call value as a percent of stock...

Read Post
Too Quiet? The 2008 Analog For The Market Does Not Look Good With Implied Volatility Falling to 35%
Apr
09
Markets, implied volatility, hedging

Too Quiet? The 2008 Analog For The Market Does Not Look Good With Implied Volatility Falling to 35%

The options market implied volatility (IV) is good at reflecting the sentiment of the market....

Read Post

We're here, if you need us.

Still curious how we can help you?




LET'S CHAT