StockFetcher Forums · General Discussion · option volume-????????<< >>Post Follow-up
MARY4MONEY
806 posts
msg #47461
Ignore MARY4MONEY
10/14/2006 2:21:37 PM

does anyone know of a site or service for option volume- what im looking for is average volume and average volume for each option and a chart if it exists-if we can figure this out we can be very very rich- ecause we want to find very abnormaly high volume before things like earnings-like i saw on rimm the few hours before earning announcement-- ideally you want to know the average volume for each strike price like on rimm at all the oct calls 90-110 - if you had this then you would be pretty sure it was going to have good earnings--or like the case of nrph while it hung around 26$ and then to 51$ in two days- on both of these plays you could of made 1000-20000% gain in 1-10 days-thanks lerogee


maxxam80
108 posts
msg #47466
Ignore maxxam80
10/14/2006 3:22:10 PM

well yahoo finance has option volume and open interest

http://finance.yahoo.com/q/op?s=QQQQ


maxxam80
108 posts
msg #47467
Ignore maxxam80
10/14/2006 3:23:41 PM

however I dont think insiders would buy enough options before earnings to create abnormal volume

and insiders are the only people who can possible know the earnings before they are released


juha
52 posts
msg #47504
Ignore juha
10/17/2006 1:23:19 AM

MARY4MONEY, did you find site with "options volume"? I was trying to find one, I spent overall 5-7hours trying but find nothing usefull :(
The only close approach is: I use OptionsXpress.com broker, they have "Screener" for options, I just set criteria "volume above 2.5k", this sceener returns about 100 options, I just look through them and try to find unknown symbol, I mean if there is at least 2.5k volume for stocks like AAPL, BP, DELL then it's normal, but if I see among those BIG companies some unknown symbol then it means it's most probably not big company which I don't know and 2.5k volume is quite unusuall for it, so it needs to be investigated....


juha
52 posts
msg #47507
Ignore juha
10/17/2006 2:08:53 AM

guess I found one

http://www.schaeffersresearch.com/streetools/market_tools/unusually_high_option_volume.aspx


juha
52 posts
msg #47508
Ignore juha
10/17/2006 2:31:06 AM

highest put/call or call/put ratio:

http://www.schaeffersresearch.com/streetools/market_tools/pcratio_filter.aspx


StockFetcher Forums · General Discussion · option volume-????????<< >>Post Follow-up

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