Pre-Earnings Intraday Option Activity
Intraday option activity for companies reporting after the close on Friday, October 30, 2020 or before the open on Monday, November 02, 2020
MPC
Marathon Petroleum
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.62%
1.74%
$28.70
13,967
421,938
Option Type
Strike
Volume
Open Interest
Expiration
Put
$27.50
1,712
885
12/18/2020
Monthly
ON
On Semiconductor
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
10.11%
8.37%
$24.88
13,925
285,671
Option Type
Strike
Volume
Open Interest
Expiration
Put
$24.00
1,768
1,255
11/20/2020
Monthly
Call
$26.00
1,471
1,138
11/20/2020
Monthly
Put
$18.00
580
323
1/21/2022
Monthly
CLX
Clorox
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.93%
1.78%
$207.83
11,109
63,566
Option Type
Strike
Volume
Open Interest
Expiration
Put
$187.50
745
239
11/6/2020
Weekly
Put
$182.50
552
114
11/6/2020
Weekly
Call
$230.00
535
199
11/6/2020
Weekly
Call
$115.00
520
115
1/15/2021
Monthly
AMCX
Amc Networks Cl A
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.00%
15.41%
$20.51
6,905
88,685
Option Type
Strike
Volume
Open Interest
Expiration
Put
$17.50
744
290
11/20/2020
Monthly
FE
Firstenergy
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.84%
6.98%
$30.51
5,051
92,117
Option Type
Strike
Volume
Open Interest
Expiration
Put
$33.00
1,500
214
11/20/2020
Monthly
Call
$34.00
551
467
11/20/2020
Monthly
HZNP
Horizon Therapeutics
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
10.77%
11.01%
$74.64
3,643
56,476
Option Type
Strike
Volume
Open Interest
Expiration
Call
$85.00
958
90
5/21/2021
Monthly
EL
Estee Lauder Companies
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.16%
7.44%
$220.61
3,255
23,029
Option Type
Strike
Volume
Open Interest
Expiration
Call
$80.00
770
200
1/15/2021
Monthly
Call
$270.00
700
692
12/18/2020
Monthly
IAA
Iaa
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.06%
8.88%
$55.64
3,009
8,105
Option Type
Strike
Volume
Open Interest
Expiration
Put
$40.00
800
6
1/15/2021
Monthly
Put
$55.00
500
50
4/16/2021
Monthly
WM
Waste Management
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
1.33%
5.61%
$106.93
2,937
40,241
Option Type
Strike
Volume
Open Interest
Expiration
Call
$125.00
776
613
4/16/2021
Monthly
HSIC
Henry Schein
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.01%
7.71%
$63.45
2,091
7,404
Option Type
Strike
Volume
Open Interest
Expiration
Put
$62.50
655
167
11/20/2020
Monthly
Put
$55.00
600
60
11/20/2020
Monthly
BCC
Boise Cascade L.L.C.
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.81%
10.03%
$38.62
1,352
3,508
Option Type
Strike
Volume
Open Interest
Expiration
Call
$42.50
1,067
30
12/18/2020
Monthly