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Unusual Option Volume

The Change In Option Volume report lists stocks ordered by the percentage change in option volume. This report compares the option volume for the most recent close against the average option volume for the previous 10 trading days. Options for all strikes and expirations are queried to produce this report .

The Option Volume Screener shows the change in option volume and offers the following selection criteria:

  • Minimum Price - the minimum price of the underlying stock
  • Minimum Option Volume - the minimum total volume for all options on the underlying stock

Data Provided by HistoricalOptionData.com
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