Pre-Earnings Intraday Option Activity
Intraday option activity for companies reporting after the close on Wednesday, July 28, 2021 or before the open on Thursday, July 29, 2021
FB
Facebook
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.99%
4.69%
$371.95
230,420
2,054,434
Option Type
Strike
Volume
Open Interest
Expiration
Call
$380.00
10,200
8,427
7/30/2021
Weekly
Call
$375.00
8,642
7,552
7/30/2021
Weekly
Call
$390.00
6,888
4,578
9/17/2021
Monthly
Put
$365.00
6,668
228
9/17/2021
Monthly
Call
$400.00
4,757
348
8/6/2021
Weekly
Call
$420.00
3,854
1,780
8/20/2021
Monthly
Call
$390.00
3,723
2,349
10/15/2021
Monthly
Put
$350.00
3,435
2,158
7/30/2021
Weekly
Call
$415.00
3,369
0
10/15/2021
Monthly
Put
$360.00
2,673
299
7/30/2021
Weekly
Put
$355.00
2,460
376
7/30/2021
Weekly
Put
$330.00
2,312
1,367
10/15/2021
Monthly
Put
$370.00
2,016
1,572
7/30/2021
Weekly
Put
$365.00
1,637
1,428
7/30/2021
Weekly
Call
$450.00
1,618
1,468
7/30/2021
Weekly
Call
$420.00
1,579
913
7/30/2021
Weekly
Call
$430.00
1,345
209
7/30/2021
Weekly
Put
$372.50
1,244
516
7/30/2021
Weekly
Put
$347.50
1,223
1,116
7/30/2021
Weekly
Call
$450.00
1,056
331
8/6/2021
Weekly
Call
$375.00
988
948
8/6/2021
Weekly
Call
$495.00
777
0
8/6/2021
Weekly
Put
$345.00
770
435
8/6/2021
Weekly
Call
$455.00
731
26
7/30/2021
Weekly
Put
$370.00
618
104
9/17/2021
Monthly
Call
$400.00
591
144
8/13/2021
Weekly
Call
$440.00
542
222
8/6/2021
Weekly
Put
$370.00
520
145
8/20/2021
Monthly
F
Ford Motor
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.48%
5.62%
$13.79
142,751
4,797,119
Option Type
Strike
Volume
Open Interest
Expiration
Call
$14.00
16,302
14,932
7/30/2021
Weekly
Put
$12.00
8,924
3,520
7/30/2021
Weekly
Put
$12.00
1,166
33
9/16/2022
Monthly
Call
$19.50
750
301
9/3/2021
Weekly
Put
$14.00
650
329
3/18/2022
Monthly
QCOM
Qualcomm
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
7.00%
4.52%
$141.45
31,611
733,770
Option Type
Strike
Volume
Open Interest
Expiration
Put
$140.00
1,740
1,092
9/17/2021
Monthly
Call
$165.00
1,515
717
7/30/2021
Weekly
Call
$40.00
949
88
1/21/2022
Monthly
PYPL
Paypal
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.36%
4.08%
$299.30
30,460
538,089
Option Type
Strike
Volume
Open Interest
Expiration
Call
$297.50
1,219
154
8/20/2021
Monthly
Call
$330.00
1,016
160
8/6/2021
Weekly
Put
$290.00
888
821
7/30/2021
Weekly
Call
$340.00
667
77
8/6/2021
Weekly
Call
$315.00
614
206
8/20/2021
Monthly
MA
Mastercard
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.32%
3.82%
$383.06
24,673
283,031
Option Type
Strike
Volume
Open Interest
Expiration
Call
$420.00
1,346
941
8/20/2021
Monthly
Call
$420.00
858
78
7/30/2021
Weekly
Put
$340.00
662
287
7/30/2021
Weekly
SU
Suncor Energy
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.32%
4.66%
$20.39
23,737
258,299
Option Type
Strike
Volume
Open Interest
Expiration
Put
$20.00
5,903
286
7/30/2021
Weekly
CMCSA
Comcast Corp A
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.53%
3.47%
$57.58
20,995
1,154,028
Option Type
Strike
Volume
Open Interest
Expiration
Put
$45.00
1,894
0
8/6/2021
Weekly
Put
$50.00
1,577
1,476
7/30/2021
Weekly
Put
$32.50
638
539
6/17/2022
Monthly
Put
$30.00
524
56
10/15/2021
Monthly
Call
$57.50
513
459
7/30/2021
Weekly
MT
Arcelormittal ADR
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.09%
5.31%
$34.07
14,472
391,746
Option Type
Strike
Volume
Open Interest
Expiration
Put
$40.00
5,000
145
9/17/2021
Monthly
FTAI
Fortress Transn & Infras Invs
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.52%
7.93%
$29.13
14,391
73,013
Option Type
Strike
Volume
Open Interest
Expiration
Call
$35.00
3,870
1,935
12/16/2022
Monthly
Call
$29.00
548
515
10/15/2021
Monthly
LRCX
Lam Research
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.34%
4.53%
$632.90
11,909
86,333
Option Type
Strike
Volume
Open Interest
Expiration
Call
$710.00
566
26
7/30/2021
Weekly
VLO
Valero Energy
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.54%
3.43%
$66.97
11,358
203,891
Option Type
Strike
Volume
Open Interest
Expiration
Put
$65.00
840
56
3/18/2022
Monthly
Put
$65.00
625
212
11/19/2021
Monthly
AR
Antero Resources
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
7.48%
12.60%
$13.93
10,187
307,351
Option Type
Strike
Volume
Open Interest
Expiration
Call
$14.00
1,717
359
1/21/2022
Monthly
Put
$2.50
817
158
1/20/2023
Monthly
XLNX
Xilinx
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.53%
4.07%
$138.56
9,876
66,560
Option Type
Strike
Volume
Open Interest
Expiration
Call
$160.00
2,001
148
1/21/2022
Monthly
Call
$140.00
1,001
242
1/21/2022
Monthly
Put
$138.00
504
5
7/30/2021
Weekly
KGC
Kinross Gold
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.55%
5.96%
$6.21
9,382
599,659
Option Type
Strike
Volume
Open Interest
Expiration
Call
$6.50
1,365
443
8/20/2021
Monthly
SPGI
S&P Global
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.53%
2.66%
$410.93
8,741
48,318
Option Type
Strike
Volume
Open Interest
Expiration
Call
$330.00
3,512
2,205
8/20/2021
Monthly
CX
Cemex S.A.B. DE C.V. ADR
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.65%
9.35%
$8.20
8,622
204,930
Option Type
Strike
Volume
Open Interest
Expiration
Call
$9.00
1,012
319
9/17/2021
Monthly
OSTK
Overstock.com
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
11.86%
12.50%
$76.77
7,853
72,387
Option Type
Strike
Volume
Open Interest
Expiration
Call
$80.00
657
609
7/30/2021
Weekly
AZN
Astrazeneca Plc ADR
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.58%
3.65%
$57.10
7,711
15,991
Option Type
Strike
Volume
Open Interest
Expiration
Put
$56.00
6,666
2,231
7/30/2021
Weekly
CP
Canadian Pacific Railway
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.60%
5.62%
$71.91
7,536
145,017
Option Type
Strike
Volume
Open Interest
Expiration
Call
$80.00
815
771
8/20/2021
Monthly
IP
International Paper
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.67%
3.20%
$58.57
7,345
100,259
Option Type
Strike
Volume
Open Interest
Expiration
Put
$57.00
2,097
56
8/20/2021
Monthly
YUM
Yum! Brands
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.65%
3.64%
$122.27
7,344
38,448
Option Type
Strike
Volume
Open Interest
Expiration
Put
$120.00
553
176
1/21/2022
Monthly
IRBT
Irobot
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
8.07%
11.92%
$88.48
7,177
75,327
Option Type
Strike
Volume
Open Interest
Expiration
Put
$75.00
643
120
7/30/2021
Weekly
ICE
Intercontinental Exchange
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.39%
5.23%
$121.04
6,908
60,092
Option Type
Strike
Volume
Open Interest
Expiration
Put
$105.00
746
638
11/19/2021
Monthly
AFL
Aflac
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.12%
2.52%
$53.67
6,866
69,450
Option Type
Strike
Volume
Open Interest
Expiration
Call
$25.00
2,240
250
1/20/2023
Monthly
Put
$54.50
716
601
8/13/2021
Weekly
Put
$54.00
697
37
8/13/2021
Weekly
ADS
Alliance Data Systems
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
8.54%
6.74%
$99.42
6,824
43,721
Option Type
Strike
Volume
Open Interest
Expiration
Call
$155.00
535
500
12/16/2022
Monthly
TAP
Molson Coors Brewing
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.85%
6.04%
$49.24
6,823
86,938
Option Type
Strike
Volume
Open Interest
Expiration
Put
$47.00
625
291
7/30/2021
Weekly
Put
$52.00
500
75
7/30/2021
Weekly
CTSH
Cognizant Tech Sol
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.53%
5.31%
$69.67
6,447
36,677
Option Type
Strike
Volume
Open Interest
Expiration
Call
$71.00
703
121
8/20/2021
Monthly
Call
$70.50
696
5
8/20/2021
Monthly
Put
$70.00
501
329
7/30/2021
Weekly
BUD
Anheuser-Busch Inbev S.A. ADR
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.36%
4.09%
$68.67
5,936
124,642
Option Type
Strike
Volume
Open Interest
Expiration
Call
$70.00
601
30
3/18/2022
Monthly
SO
Southern
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
0.94%
1.84%
$63.74
5,865
85,112
Option Type
Strike
Volume
Open Interest
Expiration
Call
$65.00
3,018
191
9/17/2021
Monthly
EXAS
Exact Sciences Cor
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
7.82%
8.96%
$115.45
5,631
56,461
Option Type
Strike
Volume
Open Interest
Expiration
Put
$118.00
1,002
11
7/30/2021
Weekly
Put
$104.00
571
0
8/20/2021
Monthly
Put
$113.00
571
0
8/20/2021
Monthly
WH
Wyndham Hotels & Resorts
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.07%
4.35%
$70.37
5,447
1,830
Option Type
Strike
Volume
Open Interest
Expiration
Put
$65.00
2,911
6
8/20/2021
Monthly
Call
$70.00
2,034
320
8/20/2021
Monthly
HP
Helmerich & Payne
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
7.11%
12.67%
$29.70
5,085
41,471
Option Type
Strike
Volume
Open Interest
Expiration
Put
$17.50
2,000
1,368
1/21/2022
Monthly
SAVE
Spirit Airlines
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.50%
20.55%
$28.27
4,718
178,701
Option Type
Strike
Volume
Open Interest
Expiration
Put
$15.00
513
197
9/17/2021
Monthly
PBFX
PBF Logistics LP
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
-
-
$13.21
3,986
4,884
Option Type
Strike
Volume
Open Interest
Expiration
Put
$12.50
1,012
113
10/15/2021
Monthly
ESI
Element Solutions
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.98%
12.38%
$23.30
3,977
35,770
Option Type
Strike
Volume
Open Interest
Expiration
Call
$22.50
2,671
2,231
11/19/2021
Monthly
ATUS
Altice USA Inc Cl A
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.16%
5.95%
$33.74
3,743
91,713
Option Type
Strike
Volume
Open Interest
Expiration
Put
$40.00
1,162
1,121
1/21/2022
Monthly
ABEV
Ambev S.A. ADR
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.78%
16.20%
$3.25
3,638
140,217
Option Type
Strike
Volume
Open Interest
Expiration
Put
$5.00
800
530
1/21/2022
Monthly
NOVA
Sunnova Energy International
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.71%
18.99%
$35.43
3,322
18,738
Option Type
Strike
Volume
Open Interest
Expiration
Call
$35.00
2,101
440
8/20/2021
Monthly
CHX
Championx
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.97%
8.21%
$22.43
3,255
12,549
Option Type
Strike
Volume
Open Interest
Expiration
Call
$25.00
984
38
10/15/2021
Monthly
AM
Antero Midstream
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.11%
25.96%
$9.70
3,056
66,392
Option Type
Strike
Volume
Open Interest
Expiration
Call
$5.00
1,500
582
1/20/2023
Monthly
CLVT
Clarivate Analytics Plc
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
8.22%
9.09%
$24.00
3,049
22,076
Option Type
Strike
Volume
Open Interest
Expiration
Call
$25.00
1,101
230
10/15/2021
Monthly
TROX
Tronox
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
6.86%
10.27%
$18.72
2,761
18,064
Option Type
Strike
Volume
Open Interest
Expiration
Put
$18.00
1,504
199
8/20/2021
Monthly
SLCA
U.S. Silica Holdings
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
11.53%
16.65%
$9.91
2,670
55,973
Option Type
Strike
Volume
Open Interest
Expiration
Call
$12.00
904
373
8/20/2021
Monthly
BMRN
Biomarin Pharmaceuticals
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.46%
6.96%
$78.56
2,431
44,398
Option Type
Strike
Volume
Open Interest
Expiration
Call
$70.00
597
447
10/15/2021
Monthly
VSTO
Vista Outdoor
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
10.02%
16.49%
$38.62
2,431
38,212
Option Type
Strike
Volume
Open Interest
Expiration
Put
$30.00
602
343
8/20/2021
Monthly
PTEN
Patterson-Uti Energy
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
11.63%
11.07%
$8.16
2,369
3,562
Option Type
Strike
Volume
Open Interest
Expiration
Call
$9.00
1,752
3
9/17/2021
Monthly
AGI
Alamos Gold
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.73%
-
$7.94
2,248
95,669
Option Type
Strike
Volume
Open Interest
Expiration
Call
$7.50
739
440
12/17/2021
Monthly
BCOV
Brightcove
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
18.13%
23.83%
$12.98
2,197
9,038
Option Type
Strike
Volume
Open Interest
Expiration
Put
$12.50
1,004
207
1/21/2022
Monthly
AVB
Avalonbay Communities
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.39%
5.65%
$228.23
1,666
8,840
Option Type
Strike
Volume
Open Interest
Expiration
Call
$190.00
512
240
12/17/2021
Monthly
NUVA
Nuvasive
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.26%
5.12%
$65.52
1,642
3,809
Option Type
Strike
Volume
Open Interest
Expiration
Call
$65.00
618
328
12/17/2021
Monthly
Put
$65.00
618
309
12/17/2021
Monthly
OMCL
Omnicell
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.07%
5.15%
$146.56
1,579
4,032
Option Type
Strike
Volume
Open Interest
Expiration
Put
$120.00
962
471
8/20/2021
Monthly
WFRD
Weatherford International Plc
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
-
11.66%
$16.75
1,023
3,074
Option Type
Strike
Volume
Open Interest
Expiration
Call
$17.50
500
0
9/17/2021
Monthly
GNCA
Genocea Biosciences
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.20%
-
$2.02
763
5,278
Option Type
Strike
Volume
Open Interest
Expiration
Call
$7.50
537
312
2/18/2022
Monthly
EVA
Enviva Partners LP
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
-
-
$54.56
730
1,670
Option Type
Strike
Volume
Open Interest
Expiration
Call
$60.00
529
242
10/15/2021
Monthly