Displays a list of equities whose options are exhibiting significant volume spikes.
Investors often look for trading opportunities in equities that are experiencing very high daily trading volumes. These volume spikes are expressed as a relative volume ratio: taking today’s volume divided by the equity's 90-day average volume.
Sort the tables by clicking on specific column headings. For example, click on the Relative Volume column to rank symbols from low to high (click again for high to low), and evaluate possible relationships to Important Dates such as Earnings or Events, or to underlying price changes. Search for specific equities by keyword or symbol in the search box. Click on the icons in the Symbols column to view more information on the specific stock.
In My Watchlist
|Stock Description||Option Volume Statistics||Stock Price||Catalyst Events||Volatility|
|Volume||Calls||Puts||#Call Trades||#Put Trades||Avg Volume||Relative Volume||Prev Price||Current
|% Chg||Earnings||Event||IV||% Chg||IV % Rank|
Earnings Key: Earnings Today Confirmed Future Earnings Previous Earnings
Market Chameleon's Unusual Option Volume Report shows symbols that have unusually high option volume for the current day. The total option volume is also broken down by option type, so you can see the percentage of call options traded compared to the percentage of put options traded.
The unusual option volume can help traders in many ways, including:
On a daily basis, certain symbols can have a large amount of options volume, while others might have a very small amount. To detect if something is unusual, we compare the current trading activity against the average daily volume for that symbol. That's what Relative Volume is in the table above. If the average daily options volume is 50,000 contracts, and today it has traded 100,000 contracts, that represents a relative volume of 2.0. If a different symbol trades on average 500,000 contracts, but today it has only traded 300,000, that wouldn't be considered unusually high -- even though it might be a lot of volume compared to other symbols. We use the current volume relative to the average to build this report.
The total options volume is the combined number of contracts traded between all of the trades. It's possible to have one trade where 5000 contracts change hands, or 5000 trades of only 1 contract each. In both cases, the total volume would be 5000. Trades with a large number of contracts would be considered Large Block Option Trades, and you can see a lot more information about those trades on our Option Block Trades Screener.