Pre-Earnings Intraday Option Activity
Intraday option activity for companies reporting after the close on Tuesday, April 13, 2021 or before the open on Wednesday, April 14, 2021
WFC
Wells Fargo &
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.91%
0.00%
$39.86
135,100
2,910,819
Option Type
Strike
Volume
Open Interest
Expiration
Call
$41.00
12,504
7,622
4/16/2021
Monthly
Put
$39.00
5,565
5,441
4/16/2021
Monthly
Call
$42.00
724
8
5/28/2021
Weekly
Put
$36.50
557
5
5/14/2021
Weekly
JPM
JP Morgan Chase &
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.82%
0.00%
$153.82
98,785
981,912
Option Type
Strike
Volume
Open Interest
Expiration
Call
$155.00
12,545
11,365
4/16/2021
Monthly
Put
$175.00
7,000
1,008
4/16/2021
Monthly
Put
$152.50
2,328
1,923
4/16/2021
Monthly
Put
$143.00
1,406
464
4/16/2021
Monthly
Call
$152.50
1,292
815
4/23/2021
Weekly
Put
$149.00
1,281
729
4/16/2021
Monthly
Call
$45.00
763
1
6/18/2021
Monthly
GS
Goldman Sachs Group
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
0.74%
0.00%
$326.96
47,783
280,602
Option Type
Strike
Volume
Open Interest
Expiration
Call
$235.00
2,166
842
4/16/2021
Monthly
Call
$345.00
1,925
1,645
4/16/2021
Monthly
Put
$320.00
1,561
1,410
4/16/2021
Monthly
Put
$312.50
731
305
4/16/2021
Monthly
Put
$305.00
587
304
5/21/2021
Monthly
BBBY
Bed Bath & Beyond
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
16.75%
0.00%
$27.65
47,351
261,555
Option Type
Strike
Volume
Open Interest
Expiration
Put
$28.00
4,643
4,182
4/16/2021
Monthly
Put
$27.00
4,250
1,258
4/16/2021
Monthly
Put
$27.50
3,233
332
4/16/2021
Monthly
Put
$22.00
2,188
325
6/18/2021
Monthly
Call
$30.00
1,344
36
4/30/2021
Weekly
Call
$32.50
1,050
47
4/23/2021
Weekly
Call
$31.50
995
305
4/16/2021
Monthly
Call
$28.00
736
0
5/7/2021
Weekly
Put
$24.50
648
452
4/16/2021
Monthly
Put
$27.50
581
0
5/7/2021
Weekly
BFI
Burgerfi Intl
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
-
14.92%
$14.86
13,606
29,971
Option Type
Strike
Volume
Open Interest
Expiration
Call
$15.00
5,153
1,457
4/16/2021
Monthly
Call
$20.00
3,023
2,398
5/21/2021
Monthly