Unusual Option Volume
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The Unusual Option Volume Screener screens for stocks that have unusual changes 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.
Unusual volume can be an indication of impending stock movement, recent changes in price history, ex-dividends, or speculation in the underlying stock.
Options for all strikes and expirations are queried to produce this report.