Pre-Earnings Intraday Option Activity
Intraday option activity for companies reporting after the close on Wednesday, February 1, 2023 or before the open on Thursday, February 2, 2023
GOOS
Canada Goose Holdings
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
11.60%
13.59%
$24.10
11,898
81,550
Option Type
Strike
Volume
Open Interest
Expiration
Put
$22.00
10,062
156
4/21/2023
Monthly
BALL
Ball
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
12.61%
5.62%
$57.75
3,157
22,058
Option Type
Strike
Volume
Open Interest
Expiration
Put
$50.00
2,753
24
3/17/2023
Monthly
MTSI
Macom Technology S
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
3.25%
10.59%
$66.30
1,714
4,239
Option Type
Strike
Volume
Open Interest
Expiration
Call
$70.00
500
468
2/17/2023
Monthly
Call
$75.00
500
155
2/17/2023
Monthly
Put
$55.00
500
6
2/17/2023
Monthly
EL
Estee Lauder Companies
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
4.59%
6.19%
$275.67
1,439
40,476
Option Type
Strike
Volume
Open Interest
Expiration
Call
$300.00
730
269
2/17/2023
Monthly
ABG
Asbury Automotive Group
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
5.43%
12.05%
$218.40
773
2,157
Option Type
Strike
Volume
Open Interest
Expiration
Call
$220.00
609
52
2/17/2023
Monthly