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Divergence Convergence

ggarbacz
Joined Dec 4, 2012
319 Blog Posts

Calls Aplenty In Materials Space

ggarbacz Tue Dec 11, 2012 5:27pm EST Comments Off on Calls Aplenty In Materials Space

Options Plays in The Materials Sector

[Image 1]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
  • pVolum = Put Volume

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