Pre-Earnings Intraday Option Activity
Intraday option activity for companies reporting after the close on Monday, October 25, 2021 or before the open on Tuesday, October 26, 2021
FB
Facebook
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.64%
6.40%
$324.54
233,889
2,132,145
Option Type
Strike
Volume
Open Interest
Expiration
Put
$270.00
26,863
4,825
12/17/2021
Monthly
Call
$340.00
19,591
4,136
10/29/2021
Weekly
Call
$350.00
17,782
8,431
10/29/2021
Weekly
Call
$360.00
17,547
7,417
10/29/2021
Weekly
Call
$330.00
10,179
1,930
10/29/2021
Weekly
Put
$300.00
9,437
2,631
10/29/2021
Weekly
Call
$325.00
6,234
1,447
10/29/2021
Weekly
Call
$370.00
5,985
4,522
10/29/2021
Weekly
Put
$320.00
4,773
4,392
10/29/2021
Weekly
Put
$290.00
4,743
2,609
10/29/2021
Weekly
Call
$390.00
4,457
2,032
10/29/2021
Weekly
Put
$270.00
3,426
858
10/29/2021
Weekly
Put
$325.00
3,377
1,430
10/29/2021
Weekly
Put
$280.00
3,256
16
3/17/2023
Monthly
Call
$365.00
3,203
1,578
10/29/2021
Weekly
Put
$280.00
3,197
767
10/29/2021
Weekly
Put
$250.00
3,144
377
10/29/2021
Weekly
Call
$335.00
3,092
1,109
11/5/2021
Weekly
Call
$320.00
2,694
1,081
10/29/2021
Weekly
Put
$305.00
2,681
2,641
10/29/2021
Weekly
Put
$265.00
2,605
648
10/29/2021
Weekly
Call
$400.00
2,573
2,173
10/29/2021
Weekly
Call
$385.00
2,548
1,003
10/29/2021
Weekly
Call
$327.50
2,438
1,716
10/29/2021
Weekly
Put
$295.00
2,410
1,343
10/29/2021
Weekly
Call
$362.50
2,237
391
10/29/2021
Weekly
Put
$297.50
1,738
913
10/29/2021
Weekly
Put
$285.00
1,669
956
10/29/2021
Weekly
Put
$275.00
1,648
393
10/29/2021
Weekly
Put
$260.00
1,531
530
10/29/2021
Weekly
Put
$287.50
1,349
785
10/29/2021
Weekly
Put
$292.50
1,186
731
10/29/2021
Weekly
Call
$325.00
1,153
1,057
11/5/2021
Weekly
Put
$312.50
998
151
11/5/2021
Weekly
Call
$320.00
921
723
11/5/2021
Weekly
Put
$330.00
916
694
11/5/2021
Weekly
Call
$332.50
908
832
10/29/2021
Weekly
Put
$325.00
904
501
11/5/2021
Weekly
Put
$280.00
840
754
11/5/2021
Weekly
Call
$357.50
790
490
10/29/2021
Weekly
Put
$240.00
787
308
10/29/2021
Weekly
Call
$352.50
781
433
10/29/2021
Weekly
Put
$322.50
778
504
11/19/2021
Monthly
Call
$415.00
739
337
10/29/2021
Weekly
Call
$345.00
735
549
11/12/2021
Weekly
Call
$322.50
724
610
11/5/2021
Weekly
Put
$255.00
712
116
10/29/2021
Weekly
Put
$200.00
609
601
11/19/2021
Monthly
Call
$310.00
572
289
10/29/2021
Weekly
Call
$420.00
571
166
10/29/2021
Weekly
Call
$330.00
556
552
11/12/2021
Weekly
Put
$225.00
555
175
10/29/2021
Weekly
Call
$335.00
533
214
11/12/2021
Weekly
Call
$270.00
524
14
11/5/2021
Weekly
Put
$400.00
522
14
10/29/2021
Weekly
UPS
United Parcel Service
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
8.19%
5.25%
$204.86
15,582
244,967
Option Type
Strike
Volume
Open Interest
Expiration
Put
$192.50
949
316
10/29/2021
Weekly
Call
$235.00
913
35
10/29/2021
Weekly
Call
$230.00
907
225
10/29/2021
Weekly
Call
$220.00
852
616
1/20/2023
Monthly
Call
$135.00
661
1
1/21/2022
Monthly
Put
$182.50
644
456
10/29/2021
Weekly
Put
$200.00
510
44
10/29/2021
Weekly
LLY
Eli Lilly
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.65%
3.99%
$245.37
13,274
135,401
Option Type
Strike
Volume
Open Interest
Expiration
Put
$175.00
1,561
379
1/20/2023
Monthly
Call
$90.00
945
117
1/20/2023
Monthly
Call
$135.00
780
17
1/21/2022
Monthly
Put
$195.00
518
440
6/17/2022
Monthly
HAS
Hasbro
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
6.83%
7.10%
$88.45
12,203
28,747
Option Type
Strike
Volume
Open Interest
Expiration
Call
$91.00
2,162
54
10/29/2021
Weekly
Put
$83.00
2,051
7
10/29/2021
Weekly
Call
$93.00
949
22
10/29/2021
Weekly
Call
$96.00
781
19
10/29/2021
Weekly
Put
$85.00
626
485
1/20/2023
Monthly
Call
$90.00
509
52
10/29/2021
Weekly
JBLU
Jetblue Airways Cp
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.92%
9.80%
$14.69
10,811
265,003
Option Type
Strike
Volume
Open Interest
Expiration
Put
$14.00
754
1
6/17/2022
Monthly
CNC
Centene
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.45%
5.96%
$68.50
9,823
138,967
Option Type
Strike
Volume
Open Interest
Expiration
Put
$58.00
964
28
10/29/2021
Weekly
Call
$85.00
672
297
12/17/2021
Monthly
MMM
3M
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.83%
3.24%
$182.85
8,476
135,467
Option Type
Strike
Volume
Open Interest
Expiration
Put
$125.00
773
27
10/29/2021
Weekly
Put
$130.00
761
14
10/29/2021
Weekly
Put
$120.00
533
61
11/19/2021
Monthly
Call
$192.50
519
119
10/29/2021
Weekly
LMT
Lockheed Martin
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.73%
2.62%
$376.43
7,488
96,173
Option Type
Strike
Volume
Open Interest
Expiration
Call
$140.00
700
1
1/21/2022
Monthly
TRTN
Triton International
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.14%
7.38%
$58.55
6,551
38,539
Option Type
Strike
Volume
Open Interest
Expiration
Call
$65.00
1,776
172
12/17/2021
Monthly
Call
$60.00
1,697
1,210
11/19/2021
Monthly
Call
$65.00
652
110
11/19/2021
Monthly
AXTA
Axalta Coating Systems
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.28%
5.66%
$32.80
5,742
48,826
Option Type
Strike
Volume
Open Interest
Expiration
Put
$31.00
2,251
168
11/19/2021
Monthly
Put
$32.00
1,191
1,169
11/19/2021
Monthly
AGNC
Agnc Investment
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.24%
2.83%
$16.59
4,886
263,277
Option Type
Strike
Volume
Open Interest
Expiration
Put
$16.50
1,047
382
10/29/2021
Weekly
Put
$17.00
825
94
11/19/2021
Monthly
ADM
Archer Daniels Midland
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.86%
3.83%
$66.50
4,833
55,268
Option Type
Strike
Volume
Open Interest
Expiration
Call
$70.00
740
408
3/18/2022
Monthly
GLW
Corning
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.94%
4.65%
$38.74
4,330
102,747
Option Type
Strike
Volume
Open Interest
Expiration
Put
$38.00
953
378
10/29/2021
Weekly
Put
$36.00
937
260
10/29/2021
Weekly
LOGI
Logitech Int S.A.
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.64%
8.47%
$89.36
4,146
67,631
Option Type
Strike
Volume
Open Interest
Expiration
Put
$85.00
1,049
525
11/19/2021
Monthly
Put
$90.00
802
351
11/19/2021
Monthly
Call
$90.00
503
310
11/19/2021
Monthly
CDNS
Cadence Design Sys
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.45%
5.22%
$168.34
3,430
24,914
Option Type
Strike
Volume
Open Interest
Expiration
Put
$150.00
877
252
11/19/2021
Monthly
SPGI
S&P Global
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.97%
6.50%
$448.15
3,318
38,874
Option Type
Strike
Volume
Open Interest
Expiration
Put
$440.00
529
81
11/19/2021
Monthly
WM
Waste Management
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.19%
4.26%
$161.23
3,132
51,891
Option Type
Strike
Volume
Open Interest
Expiration
Call
$180.00
2,107
10
11/19/2021
Monthly
Put
$160.00
951
254
11/19/2021
Monthly
MEDP
Medpace Holdings
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
-
-
$187.72
2,298
3,001
Option Type
Strike
Volume
Open Interest
Expiration
Put
$165.00
1,276
8
11/19/2021
Monthly
Put
$185.00
630
103
11/19/2021
Monthly
PHM
Pultegroup
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.55%
4.42%
$49.76
1,979
52,374
Option Type
Strike
Volume
Open Interest
Expiration
Call
$53.00
2,275
102
10/29/2021
Weekly
CCK
Crown Cork & Seal
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.05%
8.38%
$100.94
1,929
15,978
Option Type
Strike
Volume
Open Interest
Expiration
Put
$100.00
1,134
34
11/19/2021
Monthly
IVZ
Invesco Plc
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.93%
6.57%
$24.78
1,743
44,574
Option Type
Strike
Volume
Open Interest
Expiration
Call
$29.00
2,000
0
6/17/2022
Monthly
XRX
Xerox
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.23%
7.59%
$20.62
1,336
84,066
Option Type
Strike
Volume
Open Interest
Expiration
Call
$24.00
500
410
11/19/2021
Monthly
RTX
Raytheon Technologies
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.50%
3.35%
$91.28
1,307
51,115
Option Type
Strike
Volume
Open Interest
Expiration
Call
$100.00
756
471
12/17/2021
Monthly
Put
$83.00
696
5
11/5/2021
Weekly
TPB
Turning Point Brands
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
7.98%
12.63%
$47.89
1,021
3,671
Option Type
Strike
Volume
Open Interest
Expiration
Put
$50.00
520
511
1/21/2022
Monthly