Unusual Options Activity Scanner
This Free Unusual Options Activity Scanner leads you to the best trades being done by the Top Hedge Fund Managers. If you know what you're looking for and understand the logic behind the process, then you'll clearly see why this is ... a Gold mine!
Find the Best Trade Ideas
Unusual Options Activity Scanner!
Learn the #1 Problem with
Unusual Options Activity.
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LISTEN TO TOP OPTIONS EXPERT FELIX FREY
#1 Problem with Unusual Options Activity
Unusual Options Activity is the closest you’ll ever get to the most valuable information coming from inside the smartest Hedge Funds in the world… Only if you know what you’re doing!
Unusual Options Activity Scanner
Among a Sea of Trades, the Best Options Trade Ideas are Right Here!
This free Unusual Options Activity Scanner buys data from Trade Alert / CBOE
A. These are 3 Filters: Asset Type, Market Capitalization, and Implied Volatility Change. For Market Capitalization, Small Cap is under $2Bn. Mid-Cap is $2Bn to $10Bn. Large Cap is greater than $10Bn. Also note that the filters are stackable. Currently, there are no ETFs.
B. In the Stocks area, click on the Ticker to see the New Options Chain for that stock.
C. “Div” stands for Dividend. This column shows a “D” one business day before a stock goes Ex-Dividend. This helps you eliminate any flow related to “Dividend Options Trades” done by professionals.
D. In the Options Area, Calls and Puts offer a percentage breakdown of the Total Options Volume traded on the day. For example: In SFIX, 39% of the 11,229 options were Calls. The rest were Puts. Keep in mind that this gives no indication of whether the options were bought or sold.
E. “RV” is Relative Volume weighted by time. It's the relationship between today’s Options volume and the 1-month average of daily total options volume for that stock during the same time period. For example: If at 11:00am the RV = 3.0, then today’s volume is 3x greater than the average volume at 11:00am over the last month. Most screeners mismatch Total Average Daily Options Volume versus Today's Total Options Volume.
F. "IV" is the 1-month Implied Volatility that is extrapolated between available expirations.
G. “Chg” is the change in IV from the previous day.
H. The Unusual Options Activity scanner filters down to less than or equal to 200 stocks each day. It draws from a pool of the stocks with the highest options volumes. This is done to increase relevance and decrease costs related to liquidity risks of the options.
I. The Unusual Options Activity scanner is updated every 10 minutes after the opening bell.
Unusual Options Activity Scanner
Among a Sea of Trades,
the Best Trade Ideas
are Right Here!
Click on image to enlarge
This Free Unusual Options Activity Scanner pulls data from Trade Alert/CBOE.
A. These are 3 Filters: Asset Type, Market Capitalization, and Implied Volatility Change. For Market Capitalization, Small Cap is under $2Bn. Mid-Cap is $2Bn to $10Bn. Large Cap is greater than $10Bn. Also note that the filters are stackable. Currently, there are no ETFs.
B. In the Stocks area, click on the Ticker to see the New Options Chain for that stock.
C. “Div” stands for Dividend. This column shows a “D” one business day before a stock goes Ex-Dividend. This helps you eliminate any flow related to “Dividend Options Trades” done by professionals.
D. In the Options Area, Calls and Puts offer a percentage breakdown of the total Options Volume traded on the day. For example: In SFIX, 39% of the 11,229 options were Calls. The rest were Puts. Keep in mind that this gives no indication of whether the options were bought or sold.
E. “RV” is Relative Options Volume weighted by time. It's the relationship between today’s options volume and the 1-month average of daily total options volume for that stock during the same time period. For example: If at 11:00am the RV = 3.0, then today’s options volume is 3x greater than the average options volume at 11:00am over the last month. Most screeners mismatch Total Average Daily Options Volume versus Today's Total Options Volume.
F. "IV" is the 1-month Implied Volatility that is extrapolated between available expirations.
G. “Chg” is the change in IV from the previous day.
H. The Unusual Options Activity scanner filters down to less than or equal to 200 stocks each day. It draws from a pool of the stocks with the highest options volumes. This is done to increase relevance and decrease costs related to liquidity risks of the options.
I. The Unusual Options Activity scanner is updated every 10 minutes after the opening bell.
