Market Events
Wednesday, July 17th 2019
Nasdaq-100 Stocks with High Options Volume Today
ORATS computes each symbol's total options volume to its average volume for the past 20 days. The tickers with the highest ratio are presented below.
Summary
ORATS has computed the total options volume for Nasdaq-100 stocks with US equity options and compared it to the 20-day average volume. The tickers with the highest ratio of options volume today to the 20-day average are CSX, MAR, AMAT, UAL, CTRP, FOXA, QCOM, EBAY, TMUS, and NTAP. The 2 highest traded individual options, along with implied volatility and bid-ask prices, are also shown.
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).
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