Post by Deleted on Sept 19, 2017 19:42:40 GMT
Total calls 1899, puts 1618. 98% of puts traded between bid and ask, and 52% of calls. 20% of calls at or above ask.
Just under 1000 of the calls traded are the Jan 2018 expiration, at 6 different strikes. Most of the volume, in descending order, 484 $7 strike, 320 $6, and 222 $5.
TOS says that the call trading is about 58% of 5 day avg volume and puts about 1.3 times. Almost all of the put activity is a roll of 683 contracts from Jan 18 to Jan 19, accounting for 1366 of the 1618 volume. Both strikes are the $15.
Just under 1000 of the calls traded are the Jan 2018 expiration, at 6 different strikes. Most of the volume, in descending order, 484 $7 strike, 320 $6, and 222 $5.
TOS says that the call trading is about 58% of 5 day avg volume and puts about 1.3 times. Almost all of the put activity is a roll of 683 contracts from Jan 18 to Jan 19, accounting for 1366 of the 1618 volume. Both strikes are the $15.