What Is The Options Expiration Cycle?
The expiration cycle basically refers to the months available for a set of options. An example of an expiration cycle is March, June, September and December.
This is a measure of Historical Volatility computed as the annualized standard deviation of returns over a period of days (20, 30, 90 days). See also Implied Volatility & Historical volatility
A Calendar spread is when you sell an option and buy another one with a more distant expiration date. This can be created with either puts or calls. For example, let’s say you wanted to play Netflix with calendar spread because you figure that the stock has dropped too far too quickly and will bounce…
If a physical delivery put option is exercised, the assigned writer must purchase the required number of shares at the specified exercise price regardless of their current market price. If a cash-settled option is exercised, the assigned writer must pay the cash settlement amount.
How Do You Find Option Sweeps? There are two ways you can go about finding Option Sweeps: If you go with option 1 then you need to set your filters to look for repeat activity in a stock and then you will have to tabulate the total number of contracts that are bought across all…
My name is Chris Corwin Gayle and I am a trader and Trading System developer. The purpose of this article is to break down the concept of Unusual Options Activity into simple language and show you exactly how to use it profitably. There are numerous sources online that are just outright misrepresenting what UOA is…
A block trade is, as the name suggests, a single large order that hits the Unusual Options Activity Tape all at once. A Sweep is a large order that is broken up and hits the tape in many different small orders. Here is an example of Block Trade: And here is an example of a…