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Tuesday, August 15, 2006

Unusual Options Activity as of August 14th 2006

By Yaser Anwar, CSC of Equity Investment Ideas

Unusual Call Activity

Ticker Symbol
Call Volume
Avg. Call Volume
Daily Volume Ratio



MU 19,187 1,986 9.7
NTES 11,341 1,788 6.3
EMC 7,402 1,643 4.5
KO 10,289 2,470 4.2
BMHC 5,995 1,459 4.1
GE 18,491 5,244 3.5
CVTX 4,347 1,303 3.3
CMCSA 5,481 1,662 3.3
GILD 5,047 1,575 3.2
WFMI 5,267 1,704 3.1
ORCL 11,113 3,660 3.0
AMAT 7,787 2,687 2.9
F 16,468 6,169 2.7
MVR 5,260 2,038 2.6
BBY 5,763 2,309 2.5
QCOM 21,035 9,144 2.3
MMM 4,183 1,907 2.2
HPQ 10,508 4,825 2.2
SUN 5,153 2,452 2.1
SU 3,416 1,660 2.1

Unusual Put Activity

Ticker Symbol
Put Volume
Average Put Volume
Daily Put Ratio



RIO 12,793 1,593 8.0
XLF 93,513 14,799 6.3
HNZ 9,904 1,600 6.2
NTES 7,501 1,630 4.6
XAU 8,696 2,069 4.2
DE 6,946 1,851 3.8
MO 26,178 7,595 3.4
EEM 8,236 2,402 3.4
HPQ 20,395 6,064 3.4
QCOM 18,385 5,548 3.3
MRK 4,376 1,427 3.1
VLO 19,617 6,765 2.9
AMR 7,689 2,735 2.8
MNX 18,106 7,173 2.5
ORCL 3,808 1,565 2.4
QQQQ 212,362 95,541 2.2
NEM 8,298 3,858 2.2
PTEN 3,467 1,646 2.1
RUT 12,321 6,045 2.0
BSC 2,788 1,379 2.0



Note: Listed above are options with unusually high intraday volume compared with average intraday volume (calculated as of 1 pm ET). The relative level of activity is expressed in the daily volume ratio, which represents the current intraday volume divided by the average intraday volume for the past month.

Source: Schaffers

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