Dec. 4 at 11:00 PM
CBOE: Today's option volume of 63.5M contracts was -4.00% below recent average levels, w/ calls leading puts 3 to 2.
Single stock & ETF products saw relatively heavy volume, while index flow was moderate. Today's most active sectors included Utilities, Basic Materials, & Telecommunications, while Consumer Non-Cyclicals &Energy were relatively light.
Among the 500 most liquid single stocks, 30day IV was higher for 175 & lower for 255.
Unusual total option volume was observed in
$INTC $BAC $PATH $RGTI &
$SNOW