Option trading volume report

Please note: The Daily Volume and Open Interest Report is released at the end of each trading day and is a preliminary report. Volume and open interest reports for CME Group futures and options contain monthly and weekly data available free of charge. Preliminary reports may be different from the final report. Archived volume data can be found in the Historical Volume Query. Information can be found here. Effective March 6, 2009, Monthly Share Volume Reports will no longer be available via the NasdaqTrader website. To continue to access this information, please subscribe to NASDAQ Daily Share Volume via the Nasdaq DataStore.

Subscribe to the beta version of NASDAQ Daily Share Volume, available through the Nasdaq DataStore. NASDAQ Daily Share Volume offers visibility into who is trading what and where on both a daily and monthly basis. Try it now for free! Visit our monthly review, one of our most heavily used statistics. How was the day? It comprises a wide range of parameters like volumes, traded contracts, open interests and many more of all Eurex Exchange products. It records daily and also accumulated data. The daily trading statistics provide a reliable source of all volumes in EUR, traded contracts and open interests of all Eurex Exchange products.

Two years of rolling historical data available in HTML, CSV and TXT formats. Daily options and futures contract volume and totals by month. OCC offers comprehensive options and futures volume in a variety of formats. Below is a listing and description for all volume data and statistics reports. Call Ratio report offering volume calls, puts, market share and totals for all options exchanges. Two years of rolling historical volume data available, downloadable in HTML or CSV formats. Daily volume statistics reports are available from January 2008. Two years of rolling historical volume data by month available in HTML, CSV and TXT formats.

Comprehensive options and futures query by symbol with daily, monthly or custom date ranges. Daily options and futures volume by exchange data for the previous trading day, available in HTML format. Weekly statistics reports for equity and index options and ETF. Two years of rolling historical volume data available in HTML format. Thirty days of historical data available. Monthly statistics reports for equity and index options and ETF.

Daily options and futures contract volume in downloadable XML and CSV formats. Options and futures exchange volume by class reports. Files are between 65K and 85K in size. NYSE Group Daily Share Volume in NYSE Listed Issues volume includes volume in NYSE Listed Issues executed by NYSE and NYSE Arca. Trades data from January 2004 to the present includes only Consolidated Tape prints. NYSE Daily Share Volume includes NYSE volume in all issues traded at the NYSE executed by NYSE. ICE Report Center Terms and Conditions. COMMODITY AND INDICES DATA below. To view all report categories or recently viewed reports, please scroll down.

We generally state which option we feel is the best one to buy when the initial recommendation is made. These options have the least time value premium and will most closely mirror the movement of the underlying stock. The reason that heavy put volume may be interpreted as either bullish or bearish has to do with the fact that, if insiders are buying calls, it may force market makers to trade puts as a hedge. Daily Volume Alerts scans for these opportunities on a daily basis and delivers trading recommendations along with valuable market insights to your inbox each morning in a concise newsletter format. If there is excessively high activity in the calls, we will respect it and look to buy the stock. It is intended for serious traders who are involved on a daily basis, and have the discipline to exit losing trades quickly. Rather, we compare the current option volume with the normal option volume.

Then, we eliminate those situations where option activity has increased due to immaterial factors such as spread trading or covered call writing. Thus a bullish situation could conceivably have heavy option volume in both the puts and the calls. After these screens have been made, there is a good chance that a trading candidate has been discovered. Note: this is NOT a contrary indicator. Similarly, if there is high volume in the puts, we look to sell the stock. Stock and option picks are generated by observing unusual option trading volume, often a precursor to large moves by a stock.

We do our best to eliminate situations in which the option volume is increased by spreads or by covered writes in a particular series, for these patterns are NOT at all indicative of an impending stock move, but obviously not all of these situations can be eliminated. Daily evaluation of stocks with unusual option activity. It is important to realize that this is not merely a list of which options are the most active. This is especially true in advance of news items, such as earnings reports or takeovers. Oscillator readings, an Option Volume Alert Report for options traded the previous day, high implied volatility stock lists, and a report on stocks with extraordinarily strong volume. The Daily Volume Alerts is delivered by email every trading day around the market open. How do you do it? The activity in Aruba Networks Inc. EST as buyers of large blocks of these contracts.

To succeed in making a large profit in calls or puts, I believe you need to know where big money is going in the options market. After many years of dodging this question, I am ready to reveal the tools that I use, how to understand the unusual option activity, and most importantly, how to trade it. This size indicates that the volume is a result of institutional buying rather than retail customers trying to find the next hot stock. As you know, good options traders use leverage to make profits with minimal capital. These insiders will scramble into the options market to make very large bets to profit on the leverage that options provide. On Fridays, I have a live chat room open for members so that we can trade weekly options together. The institutions tend to be the smart money and that is who I want to follow. Unusual option activity does not happen in a vacuum. Unusual option activity is only an indicator.

For the last several years, I have been very secretive and have not divulged that information to ANYONE! If you look at the 1 minute chart below, you will notice a large spike in volume at the exact same time that those call options were bought. There is a reason for it and it is often connected with the headline news of the day. Look for spillover into other strike prices. When you notice a change in activity, look at the options in the front two months to see if anything catches your eye. The only way these call options will profit is if prices move higher by next Friday.

Take it a step further and compare the volume in a particular contract with prior open interest. Being able to spot where money is flowing in the options market will typically give you an edge to keep you ahead of the crowd. Being a buyer of an option is a low probability trade since sixty percent of options expire worthless. That means that they are buying stock against the calls they sold. In my opinion, it is the most real time indicator available because it shows me where the money is going in the options market. Many try to duplicate or even copy what I provide, but my insight and experience always prevail. In other words, they want to remain delta neutral by selling calls to facilitate the transaction, and then, they will immediately offset their position utilizing the underlying stock.

Market makers will typically take the other side of the trade. If the volume is greater than the open interest, then you know that there is some unusual option activity. However, if they think the buying is a result of smart money, they may hedge their position using other options which results in a spillover into the purchase of calls at different strikes. Markets continue to struggle with low volatility, as not even a bubbling geopolitical environment was able to shake the markets. In terms of industry developments, many firms are hunkering down in preparation for MiFID II. Firms that utilize options or provide access to their customers are collecting as much data as possible in preparation for January 1, 2018, and will have it ready to be transmitted to the appropriate regulators. Despite a September that saw monthly US options volumes drop 55. The report includes options trading volumes and statistics on execution metrics for each US listed options exchange and the industry, using data sourced from the OCC and Hanweck. Offer Size, which remained in a tight range compared to August 2017. Options market share by exchange for AMEX, BATS, BOX, C2, CBOE, ISE, ISE Gemini, MIAX, Nasdaq, Nasdaq BX, NYSE Arca and OMX PHLX. TABB Group with analysis and statistics from Hanweck.

Adhering to and supporting best execution requirements will be a difficult task for options players. Options LiquidityMatrix, below, which includes options trading volumes and statistics on execution metrics for each US listed options exchange as well as the industry as a whole. September, which is consistent with the rest of 2017.