Post by Deleted on Aug 9, 2017 19:45:58 GMT
Really heavy call buying. 7763 calls, 431 puts, 8194 total.
TOS rating "sizzle index" for calls 3.531; puts 0.478. Not sure I understand the rating totally, but I believe its a function of volume and price paid over/under ask. A rating above 1 (neutral) indicates some "sizzle". A rating over 3 indicates a lot of "sizzle". I think of sizzle as meaning lots of interest in the calls or puts if its running over 2, and especially over 3.
Calls are being purchased at various strikes and various expirations. The heaviest is this weeks expiration with a total of over 2800 calls traded, 2732 of which are the $6.50 strike. Those calls cover 273,200 shs.
TOS rating "sizzle index" for calls 3.531; puts 0.478. Not sure I understand the rating totally, but I believe its a function of volume and price paid over/under ask. A rating above 1 (neutral) indicates some "sizzle". A rating over 3 indicates a lot of "sizzle". I think of sizzle as meaning lots of interest in the calls or puts if its running over 2, and especially over 3.
Calls are being purchased at various strikes and various expirations. The heaviest is this weeks expiration with a total of over 2800 calls traded, 2732 of which are the $6.50 strike. Those calls cover 273,200 shs.
