OTM Unusual Activity Screener

Unusual OTM Options Activity Scanner

Ranked OTM bursts using spike ratio, z-score, OI pressure, and execution notional.

ExpirySegmentSymbol

Option TypeWindowExclude TodayYesLast/PrevPeak/AvgAvg LotsOTM RatioLast LotsSkipScoreZDaysRows

Top Score

0.00

Avg Score

0.00

Avg Z-Score

0.00

Total Notional (Cr)

0.00

Last 15 daysNo results yetCutoff 45

Visible Columns

Ranked OTM Unusual Activity

Underlying symbol for this option strike.	Contract expiry date.	Option strike price.	Option side: CE call or PE put.	Composite unusual-activity score from spikes, z-score, OTM consistency and OI pressure.	How abnormal the latest volume is versus recent history.	Latest lots divided by previous average lots.	Highest lots in window divided by average lots.	Latest change in OI normalized by average absolute OI change.	Qualitative OI behavior regime derived from OI pressure.	Percent of observed days where strike stayed OTM.	Average daily traded volume in lots.	Latest day traded volume in lots.	Latest day traded notional, in crore.	Lot size used for quantity normalization.	Latest observed trade date for this row.	Date on which max lots occurred in the lookback window.
No rows found for current filter values.

Showing 0-0 of 0

Page 1 / 1