MarketXLS

Unusual Option Volume/OI Scan EOD

Scans for options contracts showing unusual volume or open interest activity at the end of trading day. This function helps identify potential institutional activity or unusual market interest in specific options.

Parameters

Parameter Type Required Description
NumberOfRecords number Yes Number of results to return
OptionType string No Filter by Call, Put, or All (default: All)
Country string No Country filter (default: US)
InstrumentType string No Stock, ETF, Index, or All (default: All)

Return Data

Returns an array of option records with unusual activity including:

  • Underlying symbol
  • Option type
  • Strike price
  • Expiration date
  • Volume
  • Open interest
  • Volume/OI ratio

Syntax

=opt_UnusualOptionVolOIScanEOD(NumberOfRecords, [OptionType], [Country], [InstrumentType])
Excel Desktop (Windows)

Parameters

numberOfRecordsnumberRequired
optionTypestring
countrystring
instrumentTypestring

Returns

array

Array of unusual option activity records

Examples

=opt_UnusualOptionVolOIScanEOD(10)
Top 10 unusual options
=opt_UnusualOptionVolOIScanEOD(25, "Call")
Top 25 unusual call options
=opt_UnusualOptionVolOIScanEOD(50, "Put", "US", "ETF")
Top 50 unusual put options on ETFs
=opt_UnusualOptionVolOIScanEOD(100, "All", "US", "Stock")
Top 100 unusual options on stocks

When to Use

  • Finding unusual options activity after market close
  • Identifying potential institutional trades
  • Screening for options with high volume/OI ratios
  • End of day options analysis
  • Building options watchlists

When NOT to Use

Scenario Use Instead
Real-time unusual activity opt_UnusualOptionVolOIScan()
Specific option chain data opt_OptionChain()
Historical option data opt_HistoricalOptionChain()

Common Issues & FAQ

Why am I getting empty results?

Check that:

  • Market has closed for the day
  • NumberOfRecords is a positive number
  • OptionType is valid (Call, Put, or All)

How recent is the data?

This is end-of-day data from the most recent market close.

Can I filter by specific underlying?

No, this function scans across all underlyings. Use opt_OptionChain() for specific symbols.

Excel Templates Using Unusual Option Volume/OI Scan EOD

These ready-made MarketXLS templates call opt_UnusualOptionVolOIScanEOD() in their worksheet formulas. Open one to see the function working inside a complete model.

Related Formulas

More MarketXLS Options formulas you can use in the same worksheet:

Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS

Get started today
MarketXLS Excel Add-in Tutorial - How to Use Unusual Option Volume/OI Scan EOD and Other Financial Formulas
▶
How does MarketXLS work?

Related Functions