Unusual options activity
Every 15 minutes during US market hours we diff CBOE's delayed option chains and flag contracts whose interval volume is unusual against open interest or carries large estimated premium. These are derived signals from 15-minute-delayed snapshots — an honest scanner, not a trade tape: no buy/sell side is inferable from delayed data, so we do not invent one.
61%
call share of premium
0.73
put/call volume ratio
$5.32B
est. premium scanned today
20:45 UTC
last scan (15-min delayed)
Flagged intervals
volume burst ≥ 200 contracts and (≥ 0.5× open interest or ≥ $250K est. premium)
| Time | Ticker | Contract | DTE | Δ Vol | × OI | Est. premium |
|---|---|---|---|---|---|---|
| 20:45 UTC | CRM | PUT $185 2027-01-15 | 151d | 241 | 0.13× | $407K |
| 20:45 UTC | CRM | PUT $187.5 2026-08-21 | 4d | 560 | 1.1× | $107K |
| 20:45 UTC | WOLF | PUT $28.5 2026-08-21 | 4d | 726 | 10.84× | $44K |
| 20:45 UTC | WOLF | PUT $26 2026-08-21 | 4d | 363 | 0.76× | $8K |
| 20:30 UTC | HPE | PUT $45 2027-03-19 | 214d | 2,500 | 2.28× | $1.3M |
| 20:30 UTC | HPE | CALL $65 2026-09-18 | 32d | 4,124 | 0.48× | $1.0M |
| 20:30 UTC | SPCX | CALL $200 2026-12-18 | 123d | 1,000 | 0.07× | $873K |
| 20:30 UTC | HPE | PUT $60 2026-09-18 | 32d | 806 | 1.76× | $498K |
| 20:30 UTC | HPE | PUT $60 2027-01-15 | 151d | 389 | 4.47× | $435K |
| 20:30 UTC | HPE | PUT $50 2026-09-18 | 32d | 2,073 | 0.56× | $349K |
| 20:30 UTC | HPE | PUT $50 2028-01-21 | 522d | 300 | 0.19× | $346K |
| 20:30 UTC | HPE | CALL $55 2026-09-18 | 32d | 495 | 0.03× | $318K |
| 20:30 UTC | HPE | PUT $55 2027-06-17 | 304d | 252 | 7.2× | $290K |
| 20:30 UTC | HPE | CALL $60 2026-09-18 | 32d | 681 | 0.06× | $281K |
| 20:30 UTC | HPE | CALL $90 2027-01-15 | 151d | 410 | 1.01× | $120K |
| 20:30 UTC | HPE | PUT $48 2026-09-18 | 32d | 591 | 0.51× | $68K |
| 20:30 UTC | META | CALL $580 2026-08-19 | 2d | 268 | 2.27× | $64K |
| 20:30 UTC | HPE | PUT $52 2026-09-04 | 18d | 315 | 1.8× | $53K |
| 20:30 UTC | HPE | CALL $61 2026-08-21 | 4d | 786 | 0.72× | $39K |
| 20:30 UTC | RIVN | CALL $15 2026-08-21 | 4d | 1,180 | 0.6× | $34K |
| 20:30 UTC | HPE | CALL $62 2026-08-21 | 4d | 837 | 1.37× | $28K |
| 20:30 UTC | HPE | CALL $62 2026-08-28 | 11d | 236 | 0.9× | $25K |
| 20:30 UTC | RIVN | CALL $15.5 2026-08-21 | 4d | 1,479 | 0.61× | $19K |
| 20:30 UTC | META | CALL $570 2026-08-17 | 0d | 484 | 9.49× | $3K |
| 20:15 UTC | META | CALL $680 2028-01-21 | 522d | 500 | 0.76× | $4.4M |
| 20:15 UTC | GOOGL | PUT $300 2028-01-21 | 522d | 801 | 0.17× | $2.3M |
| 20:15 UTC | SPCX | CALL $155 2026-09-18 | 32d | 2,570 | 0.2× | $2.1M |
| 20:15 UTC | META | CALL $600 2026-11-20 | 95d | 503 | 0.23× | $1.8M |
| 20:15 UTC | SPCX | CALL $200 2026-12-18 | 123d | 2,026 | 0.13× | $1.8M |
| 20:15 UTC | SPCX | CALL $143 2026-08-21 | 4d | 1,669 | 1.56× | $1.1M |
| 20:15 UTC | AMZN | CALL $310 2028-12-15 | 851d | 200 | 0.24× | $1.0M |
| 20:15 UTC | SPCX | PUT $145 2026-08-21 | 4d | 2,205 | 0.25× | $832K |
| 20:15 UTC | AMZN | CALL $245 2026-08-19 | 2d | 475 | 33.93× | $772K |
| 20:15 UTC | PLTR | CALL $172.5 2026-08-21 | 4d | 1,738 | 0.81× | $630K |
| 20:15 UTC | SPCX | CALL $150 2026-08-21 | 4d | 1,900 | 0.04× | $603K |
| 20:15 UTC | AMZN | CALL $280 2027-03-19 | 214d | 250 | 0.09× | $566K |
| 20:15 UTC | AMZN | CALL $260 2026-08-21 | 4d | 1,391 | 0.04× | $560K |
| 20:15 UTC | AMZN | PUT $282.5 2026-08-19 | 2d | 260 | 86.67× | $558K |
| 20:15 UTC | AMZN | CALL $265 2026-08-21 | 4d | 2,928 | 0.27× | $545K |
| 20:15 UTC | SPCX | CALL $146 2026-08-21 | 4d | 1,101 | 2.08× | $528K |
| 20:15 UTC | AMZN | CALL $275 2027-01-15 | 151d | 250 | — | $459K |
| 20:15 UTC | GOOGL | CALL $345 2026-08-21 | 4d | 1,145 | 0.27× | $449K |
| 20:15 UTC | SPCX | PUT $145 2026-09-18 | 32d | 435 | 0.03× | $447K |
| 20:15 UTC | NBIS | CALL $300 2026-08-21 | 4d | 1,016 | 0.11× | $411K |
| 20:15 UTC | GOOGL | CALL $360 2026-09-25 | 39d | 577 | 2.96× | $408K |
| 20:15 UTC | AVGO | CALL $400 2026-08-21 | 4d | 914 | 0.13× | $386K |
| 20:15 UTC | AMZN | CALL $275 2026-11-20 | 95d | 279 | 0.02× | $382K |
| 20:15 UTC | SPCX | CALL $147 2026-08-28 | 11d | 542 | 1.42× | $369K |
| 20:15 UTC | NBIS | PUT $250 2026-08-21 | 4d | 631 | 0.12× | $364K |
| 20:15 UTC | BE | CALL $232.5 2026-08-21 | 4d | 388 | 0.56× | $360K |
| 20:15 UTC | META | CALL $600 2026-08-28 | 11d | 865 | 0.77× | $359K |
| 20:15 UTC | GOOGL | PUT $295 2027-02-19 | 186d | 327 | 2.39× | $356K |
| 20:15 UTC | SPCX | CALL $160 2026-09-18 | 32d | 537 | 0.03× | $353K |
| 20:15 UTC | AMZN | CALL $260 2026-08-19 | 2d | 1,144 | 4.49× | $346K |
| 20:15 UTC | AVGO | CALL $440 2026-09-04 | 18d | 639 | 0.52× | $343K |
| 20:15 UTC | PLTR | PUT $172.5 2026-08-21 | 4d | 956 | 0.21× | $332K |
| 20:15 UTC | SPCX | CALL $142 2026-08-21 | 4d | 460 | 0.5× | $327K |
| 20:15 UTC | SPCX | CALL $147 2026-08-21 | 4d | 742 | 0.57× | $323K |
| 20:15 UTC | META | CALL $600 2026-09-18 | 32d | 263 | 0.05× | $312K |
| 20:15 UTC | NBIS | CALL $270 2026-08-21 | 4d | 235 | 0.05× | $307K |
Today's flow by ticker
interval premium, calls vs puts
Source: CBOE delayed quotes (15-minute delay), scanned at 15-minute intervals during US market hours. Estimated premium = interval volume × mid × 100; actual traded prices and buyer/seller initiation are not observable in delayed snapshot data. Per-symbol positioning (put/call walls, IV term structure): open any ticker. Research, not investment advice.