You will see "N/L" in a downloaded column when this is the case. Optionsonar provides you with stock option scanners (sweeps, blocks, new & opening positions scanners + more) that automate and alert … Facebook Twitter Telegram Email. Should you require more than 100 downloads per day, please contact Barchart Sales at 866-333-7587 or email solutions@barchart.com for more information or additional options about historical market data. Most data tables can be analyzed using "Views." Futures and Forex: 10 or 15 minute delay, CT. Market Data powered by Barchart Solutions. I think this is a great analysis. Know your Python skill level via the collected points. Monitoring unusual options activity can be a useful tool. Unusual Options can prove insight on what "smart money" is doing with large volume orders, signaling new positions and potentially a big move in the underlying Stock or ETF. Everything is color coded to help make it easier to grab attention of certain unusual flow. Just Click The Trade To Expand The Card & See The Full Trade Details Python functions [20 exercises with solution] [An editor is available at the bottom of the page to write and execute the scripts.1. Barchart is committed to ensuring digital accessibility for individuals with disabilities. High Options Volume for December 31, 2020. by ORATS | Dec 31, 2020 | Unusual Activity. Optionsonar: Unusual Options Activity - Large Volume & High Volatility Scanner Follow the smart money into the biggest option trades on Wall Street. The Excel file produced by the script can be found here: https://docs.google.com/spreadsheets/d/1zU1PUJ4i9iZJ7qXIRLv8CjKqfno7biJ17pezLkkFHtw/edit?usp=sharing. (It would still be inefficient to use O(2^n) memory; the proper solution for people who want combinations rather than the powerset is a simple recursive implementation, or product , etc.) Unusual options activity can tip a large traders hand and be a sign that a big bet has been placed for a potential move in price for the underlying stock that has a high probability. An unusual options activity order is one that stands out and is relatively large, so this definitely looks like unusual options activity. While viewing FlipCharts, you can apply a custom Chart Template, further customizing the way you can analyze the symbols. Each View has a "Links" column on the far right to access a symbol's Quote Overview, Chart, Options Quotes (when available), Barchart Opinion, and Technical Analysis page. – ninjagecko Feb 12 '20 at 9:36 Unusual Options Activity refers to option contracts bought on the ask or sold on the bid with high volume compared to open interest. Unusual Options Activity is a perfect example of required knowledge for anyone committed to succeeding as a trader. Please change the flair if this isn't DD. That’s based on the April 2021 $5.50 calls. Like million dollar bets. Unusual options activity (or "UOA") can be a "giveaway," so to speak, that there could be a significant move in the underlying stock shortly. That mtch position seems dumb as hell. Options can be considered bullish when a call is purchased at the ask price and Options can be considered bearish when a call is sold at the bid price. Why not host this on something like GitHub? We will be using the yahoo_fin package.. Fri, Feb 5 2021 1:21 PM EST. Unusual Options Activity: Halliburton (HAL) Weak Short-Term Growth Hits One of the Hottest Plays in FinTech; Insider Trading Report: Conduent (CNDT) Unusual Options Activity: Activision Blizzard (ATVI) Insider Trading Report: Avis Budget Group (CAR) Special: Free Copy of Chuck’s Top-Selling “Options Trading Made Easy” Ebook That way, you learn the basics of options and can take advantage of UOA. In this case, the table must be horizontally scrolled (left to right) to view all of the information. Not yet. For Canadian market, options volume must be greater than 5, options open interest must be greater than 25, last price must be greater than 0.10, and the volume / open interest ratio must be 1.25 or above. Click "Screen" on the page and the Options Screener opens, pulling in the symbols from the Unusual Options Activity page. New comments cannot be posted and votes cannot be cast, More posts from the wallstreetbets community, Press J to jump to the feed. Mods have been notified of this thread. The End-of-Day Email digests are sent at 5:30 PM CT, Monday through Friday. You could put the info into a dataframe using pandas and use pretty much the same code as reading you .csv, but you could just re-run instead of pulling a new file everytime. For example: volume of trade of the stock vs. avg volume, momentum of the stock vs overall industry / market. The unusual options activity scanner site allows you to download their data in the form of a csv file, so I thought reading from that would be easier and faster than ripping that data from the site using beautiful soup. Quick Take Unusual option activity Industry rising Data from the Founders of Option Hunters The entire Cannabis industry has been off to a strong start in 2021. Repeat this anywhere as you move through the table to enable horizontal scrolling. Solve 100 Python scored assignments ranging from beginner to expert levels. To find data on a specific company, use ctrl + f. This spreadsheet only includes data from Monday's trading session, but I will continue to post updated spreadsheets as I get more trading data. So to extend the analysis, I would differentiate between call and puts as a starter. The list of symbols included on the page is updated every 10 minutes throughout the trading day. One way options market activity can be considered unusual is when volume is exceptionally higher than its historical average. Python doesn't have a special set library (it's in the standard library). After the option alert, the stock price moved down to $8.58. We do the heavy lifting so you do not have to, we are using our data to showcase what is key unusual option activity for the most important tickers! Let's Play With Unusual Option Activity I notice when bids for way-out-of-the-money calls on stocks I own are attracting what seem to be overly generous premiums. DD TOOL: Python Unusual Activity Screener. Flipcharts and Download tools are also available for historical reports. Unusual options activity (or “UOA”) can be a “giveaway,” so to speak, that there could be a large move in the underlying stock in the near future. Option activity is displayed in the form of an options chain on the trading platforms of most online brokers and stock traders. Note: Due to licensing restrictions, Canadian fundamental data cannot be downloaded from Barchart.com. I added a method to calculate the total amount of bets placed on a given expiration date: https://docs.google.com/spreadsheets/d/1iK9m6AOObukpMifyqpkXJbw0B2MUr0R2SXukfnk5ehU/edit?usp=sharing. This high relative volume is sometimes innocuous; it could be a hedge, and the traders do get these bets wrong, but sometimes, unusual options activity indicates that a big move in the underlying stock is coming. In a previous post, we talked about how to get real-time stock prices with Python.This post will go through how to download financial options data with Python. With shares at $4.60, the stock would need to rise 19.6 percent for the option to move in-the-money. This lets you add additional filters to further narrow down the list of candidates. Essentially what we’re doing is looping over the whole fuckin S&P 500 and looking for options for a given expiration that have a reasonable open interest (> 200) and their volume/open interest on the last trading day is notable (>.5). View the results and if you wish, save the Screener to run again at a later date. Unusual Options Activity Unusual options activity analysis is a great way to identify when big institutions buy and sell options. For example, someone who buys an itm call expects the stock price to increase, yet adding their call to the weighted average would bring it down. This happens because, depending on the financial numbers expected to be released, any existing call options may start to drift closer to an “in the money” position. Download is a free tool available to Site Members. Available only with a Premier Membership, you can base an Options Screener off the symbols currently on the page. Press question mark to learn the rest of the keyboard shortcuts, https://www.barchart.com/options/unusual-activity/stocks, https://docs.google.com/spreadsheets/d/1zU1PUJ4i9iZJ7qXIRLv8CjKqfno7biJ17pezLkkFHtw/edit?usp=sharing, https://drive.google.com/open?id=1qiCrqT3z4xNKNmu_ZRAl7_FhAaGtKovd, https://docs.google.com/spreadsheets/d/1iK9m6AOObukpMifyqpkXJbw0B2MUr0R2SXukfnk5ehU/edit?usp=sharing. Unusual Options can prove insight on what "smart money" is doing with large volume orders, signaling new positions and potentially a big move in the underlying Stock or ETF. Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. The Unusual Options Signals tool is designed specifically for helping you to get alerts on unusual options activity. Find, monitor & follow the largest order flows in the options market across all stocks with the highest daily volumes compared to open interest. Right-click on the chart to open the Interactive Chart menu. This will show you the data for the page as of the chosen date. Futures and Forex: 10 or 15 minute delay, CT. Options can be considered bullish when a call is purchased at the ask price and Options can be considered … An options chain displays the strike price, the last price of the option, the current bid and ask price , the percentage of price change, the volume of trades made and the open interest (i.e. Learn the specifics of Unusual Options Activity and answer questions like: Learn to make money by piggy-backing the smartest money in the room. Solve assignments in many areas: data analysis, image processing, visualizations, web apps, and much more. Click Here to read fresh WSB DD.. Don't misuse DD flair. We're inserting numbers here not functions. Also, the spreadsheet is organized by percent difference between the predicted price and current stock price. Running a Saved Screener at a later date will always start with a new list of results. To do this, you can either scroll to the bottom of the table and use the table's scrollbar, or you can scroll the table using your browser's built-in scroll: Also unique to Barchart, FlipCharts allow you to scroll through all the symbols on the table in a chart view. I am a bot, and this action was performed automatically. As more states legalize Cannabis, Senate Majority Leader, Chuck Schumer told the […] Available only with a Premier Membership, you can view historical pages by choosing a date from the Historical date picker. For other static pages (such as the Russell 3000 Components list) all rows will be downloaded. Here's an example. Trading options has the advantage that 100 stocks per options contract can be traded for low insurance called options premium. Help me, I'm retarded. In fact, make sure to take our options trading course . As Jim Cramer likes to say, volume is a lie detector. Historical Unusual Options Activity reports start at 05/14/2020. The Strike Price column will also give you additional information: Options information is delayed a minimum of 15 minutes, and is updated at least once every 15-minutes through-out the day. Go to the editor Click me to see the sample solution These big trades often happen before the stock makes a big move. Unusual Options Activity identifies options contracts that are trading at a higher volume relative to the contract's open interest. Site Members may also download the data on the page to a .csv file. This will increase demand as traders try to profit from the increased price. We are continuously working to improve our web experience, and encourage users to. Fundamental data provided by Zacks and Morningstar. PROGRAM TAKEAWAYS. (Simply create a free account, log in, then create and save Custom Views to be used on any data table.). Then I would also add in comparison to the actual underlying to identify anomaly. Itm options would affect the weighted average in a manner which is counter intuitive to their nature. No shitposts, short and vague guesses, unexplained news links, etc. Sadly, it looks like most free finance APIs have been taken down for some reason (google and yahoo). Scroll through widgets of the different content available for the symbol. For dynamically-generated tables (such as a Stock or ETF Screener) where you see more than 1000 rows of data, the download will be limited to only the first 1000 records on the table. You may enter a date at the top of the page to further filter the data. Please contact the moderators of this subreddit if you have any questions or concerns. For those of you who are interested in seeing how shit my code is, you can find it here: https://drive.google.com/open?id=1qiCrqT3z4xNKNmu_ZRAl7_FhAaGtKovd, Edit: Here is a spreadsheet with the total dollar amount traded for a given expiration date: https://docs.google.com/spreadsheets/d/1iK9m6AOObukpMifyqpkXJbw0B2MUr0R2SXukfnk5ehU/edit?usp=sharing, What if all unusual options activity belongs to WSB newbies? I decided to only pick otm options because I think that they act as a prediction for where the stock price is going. Click the "+" icon in the first column (on the left) to "expand" the table for the selected symbol. I have been following “the flow” for many years now, and I agree. I only use beautiful soup to rip stock prices off yahoo finance, and even that takes about five minutes to get the price for every ticker. For pages showing Intraday views, we use the current session's data with new price data appear on the page as indicated by a "flash". UOA is typically sparked by hedge funds and institutions, as they trade the options market regularly with very large trades to gain profits on the massive leverage that options can provide. Volume reflects consolidated markets. Hi everyone, yesterday I spent some time writing a script that analyzes all of the option trading flagged as unusual by https://www.barchart.com/options/unusual-activity/stocks . To put this unusual options activity into perspective, on that same day, over 2.2M options in the SPDR S&P 500 (SPY) contracts traded. Unusual options activity is simply identifying specific options contracts that are trading a high amount of volume relative to the contract’s average daily volume. Smart Option Flow Tracking. Note I said “typically”. Your Saved Screener will always start with the most current set of symbols found on the Unusual Options Activity page before applying your custom filters and displaying new results. Large a. Thanks for your contribution. Pardon my autism, but what's in the data.csv file? Use MarketXLS to track and manage Option Trades driven by the Unusual Options Activity. Write a Python function to find the Max of three numbers. Especially when using a custom view, you may find that the number of columns chosen exceeds the available space to show all the data. February 24th, 2021- Unusual Options Activity (UOA) flags the big trades that are being made by the big players and insiders. Unusual Options Activity identifies options contracts that are trading at a higher volume relative to the contract's open interest. Godspeed brother. Flipcharts are available, and you may choose to view charts for the underlying equity or for the option strike when you open the Flipcharts link. The open interest was 28,680 prior to this purchase. The predicted price is based on a weighted average of the unusual option activity provided by the scanner I linked in my description. However, new stocks are not automatically added to or re-ranked on the page until the site performs its 10-minute update. The yahoo_fin package comes with a module called options.This module allows you to scrape option chains and get option expiration dates. What unusual options trading activity means. 02:45. A View simply presents the symbols on the page with a different set of columns. Give ability to sort by volume or even tell us how much money was spend purchasing these options. Unusual options activity can provide insight on what smart money, insiders, and big traders are doing with large volume option orders. February 25, 2020 by IWB. Data Source: barchart Today some institution/fund purchased 72,181 contracts of June $20 strike calls (or the right to buy 7,218,100 shares of General Electric Company (GE) at $20). I would trade in the opposite direction of any scanner based on WSB trades :). Site members can also display the page using Custom Views. That’s a staggering 105-fold rise in volume from the prior open interest of 105. Most of the trades caught by the scanner contain over 1000 contracts. For U.S. market, options volume must be greater than 500, options open interest must be greater than 100, last price must be greater than 0.10, and the volume / open interest ratio must be 1.25 or above. So a stock which has greater put volume and a positive momentum is providing an indication of hedges, rather than a prediction of a lower stock price? This tool will download a .csv file for the View being displayed. When there is a high ratio of underlying volume-to-option open interest, this may be an indication that the options are more "liquid" and that they may be easier to enter or exit a trade. . © 2021 Barchart.com, Inc. All Rights Reserved. Some of my best bets were made on unusually cheap options. This may further filter for true anomalies. Volume reflects consolidated markets. As for pandas, I would ask you to excuse my autism, as I have never heard of it before (just a first year compsci student), so that is something I will look into when I get some free time tonight. New unusual options activity in Luminar Technologies Dec 22, 2020 Ticker: LAZR Sentiment: BULLISH Trade Type: CALL Moneyness: Out of the money Expiration Date: … However, their daily average contracts are … Options traders spot unusual activity in this momentum stock "Halftime Report" trader Jon Najarian spots unusual activity in the options market. Exclude any options expiring after the entered date. Just some random idea I had yesterday. Standard Views found throughout the site include: Unique to Barchart.com, data tables contain an "expand" option. Add additional criteria in the Screener, such as "Moneyness", or "Implied Volatility". Unusual options activity is due to a large hedge taking place. Methodology: The predicted price found in the spreadsheet is a weighted average of the strike price and volume of an otm option trade. No fuss! What's the purpose of looking at the trades considered unusual? One thing others may have mentioned is that large contract volumes may represent hedges rather than prediction of where the price is going. Markwatch.com reported that analysts favorite stocks in the Cannabis industry could rise as much as 82%. Stocks: 15 minute delay (Cboe BZX data for U.S. equities is real-time), ET. Site Members may also opt-in to receive an End-of-Day Email report of the top Stocks, ETFs, and Index symbols. Options with unusual activity highlight puts and calls for stocks that have a high volume-to-open interest ratio. Pages are initially sorted in a specific order (depending on the data presented). Earnings season is a time when there are many stocks that have unusual options activity. This post was flaired as DD so it's on the DD list. Click on any of the widgets to go to the full page. The volume for the underlying equity gives an indication of the strength of the current market direction, while the open interest for the put or call tells you the number of option contracts that are currently "open" (not yet liquidated). I will watch some of the 1/11 expiration dates and see if the stock price follows the predicted price. I will look up how to do that and then get back to you. Latest price quotes as of [[ snapshotDate ]]. Expiring in 136 days, the options saw over 12,950 contracts trade. If it's information that you can find on unusual options activity site, or yahoo finance, why not just pull it using beautiful soup? FlipCharts are a free tool available to Site Members. The unusual options activity scanner site allows you to download their data in the form of a csv file, so I thought reading from that would be easier and faster than ripping that … When a lot of money is flowing into a security or option, that typically means institutions feel really good about it. The new day's options data will start populating the page at approximately 9:05a CT. On Tuesday, shares of Aurora Cannabis (NYSE: ACB) saw unusual options activity. You can re-sort the page by clicking on any of the column headings in the table. Free members are limited to 5 downloads per day, while Barchart Premier Members may download up to 100 .csv files per day. Unless you knew something, who would make that play?