Markets / Unusual options

Unusual options activity

Updated 03:50

F&O stocks whose at-the-money options are trading far more than usual for this time of day.

Last session (4 Nov): unusual at-the-money option volume

No F&O stock is trading at least 2× its usual at-the-money option volume that day.

ATM option volume = the at-the-money call + put contracts traded that day, against the average of the same time on the previous few recorded days (recording began on 3 Nov 2026, so the comparison gets steadier every day). Straddle today = the change in the ATM straddle's price since the open. Unusual volume shows where traders are busy; it does not tell you the direction.

From the at-the-money call and put volume we record every minute for each F&O stock. Information only, not investment advice.

What counts as unusual?

At least twice the usual at-the-money option volume for the same time of day, compared with the previous recorded days.

Does it show the direction?

No. It shows where traders are busy. Rising straddle prices mean option buyers are paying up for a move; falling ones with heavy volume often mean option selling.