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Unusual Option Activity: Believe It, Or Not!

Published 07/22/2018, 02:19 AM

There seems to be quite a bit of misunderstanding or even mystery about unusual option activity, especially those of large size trades. I have been following the 'flow' for many years now, only recently have some of the best tools/algorithms been available to traders who utilize the tool.

LiveVolPro came on the scene some years back and has a comprehensive approach, like a 'bloomberg for option traders'. I am partial to Henry Schwartz' trade-alert.com, a fantastic tool that pulls the data quickly and in a format that is easy for me to read.

Volume is the lie detector, as Jim Cramer likes to say. You cannot take lip service when there are big dollars coming at a security or option. Now, this activity could certainly lead you astray. I do not rely on this 100% of the time, but have found success using the flow works about 70% of the time - better than government work!

On CNBC, we see Jon and Pete Najarian constantly talking about unusual option activity, they see the value of following the big money.

When the big options trades are happening, depending on the situation of course, it grabs my attention. When the money is on the line is where I want to be focused. Since February we have seen four big money Amazon (NASDAQ:AMZN) trades, and they all paid off.

The flow was a risk reversal (long a call, short a put) for some heavy dollars, and all told so far this (likely one) trader has made about 120 million. Not bad!

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Just last week, a decent flow trade hit on the SPY calls, a butterfly trade where 20000 flies were bought corralling the 300/310/320 October strikes. This trader paid 18 cents, or a cool 360K to open this up. If the SPY lands at 310 at the October expiration, the trade will be worth 20 million.

Now, I don't always follow these trades, but when they make some sense like this one (this would only be a 10.7% gain over a three month period), then I may end up riding this elephant to the finish line.

For those who don't believe in the flow or refuse to think there is an advantage, well....I guess if the shoe doesn't fit, don't try it on.

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