Unusual Call Activity
As of June 8, 2026 (end-of-day snapshot). Pages update daily after the market close.
Names with outsized call-side volume relative to call open interest. A measure of fresh call-side positioning: typically bullish speculation, covered-call writing, or short-put hedging. Not a "sweep" detector: we have daily aggregates, not trade-level aggressor data.
Top 50 by Call Vol/OI
The live unusual-call-activity leaderboard loads after the page hydrates. Rows are ranked by call-side volume / open-interest ratio with minimum volume and OI liquidity floors. Aggregate daily data only, not aggressor-tagged.
Methodology
Ranked by call-side volume / call-side open interest, descending. Eligibility: call volume ≥ 5,000, call open interest ≥ 10,000, spot ≥ $5. Single-session read.
Frequently Asked Questions
Is this the same as unusual-activity?
Different. The general unusual-activity screener ranks by aggregate volume/OI regardless of which side (calls or puts) the activity is on. This screener isolates only the call side, adding directional nuance to the same underlying signal. A name on the general unusual-activity leaderboard could be there because of heavy call buying, heavy put buying, or both; the general view doesn't distinguish. By splitting the call side and put side into separate screeners, you can identify whether a name's unusual flow is bullish-leaning (call-side dominant), bearish-leaning (put-side dominant), or symmetric (both sides active simultaneously, often pre-event).
Why not "sweeps"?
Sweep detection requires trade-level aggressor data: knowing whether each individual trade hit the bid or lifted the offer, and whether the trade routed across multiple exchanges simultaneously. We have daily aggregate data, not trade-level tick data. Calling these contracts "sweeps" would imply detection of institutional aggressor flow that we cannot actually verify from aggregate counts. Other platforms that surface "sweeps" use different licensed feeds (CBOE Aggressor or specialized vendors). Our methodology is honest about what the daily aggregate data can and cannot signal.
What does high call Vol/OI mean?
A call Vol/OI ratio above 2 means today's call volume is large relative to accumulated call positioning on the chain. The interpretation depends on context: it could be fresh buying (bullish positioning being built), covered-call selling (income-strategy flow on a long-stock book), short-put hedging, or unwinds of existing positions. Without trade-level aggressor data, the screener cannot distinguish those interpretations directly. Cross-referencing spot behavior, skew change, and put/call ratio change for the same name on the same day usually resolves which mechanism is at work.
Can this miss real flow on large-OI names?
Yes. Names with very large accumulated open interest (mega-cap blue-chips, broad-market index ETFs) can absorb heavy session-level call volume without the Vol/OI ratio crossing the 2.0 threshold, because the OI denominator is so large. Pair this screener with most-active-options for absolute call volume rankings; that screener catches names with large total volume even when the ratio looks routine. Combining both gives complete coverage: small-to-mid caps surface here on the ratio, mega-caps surface on the volume leaderboard.
How fresh is the data on this screener?
All public screener data refreshes once per trading day after the 4:00 PM ET market close, typically available by 5:30 PM ET. The platform uses end-of-day OPRA aggregates which are licensed for free public display. Authenticated API-tier users with their own Tradier or tastytrade BYOK credentials can pull intraday data through the streaming endpoints.
Where does the underlying data come from?
End-of-day OPRA aggregates for the options data, exchange-published stock prices for the spot reference, and a calibrated implied-volatility surface computed from the listed chain. Ranking metrics like IV rank, GEX, and unusual-activity counts are computed nightly from these primary inputs. Methodology details are in each screener's "How it's computed" section above.
Are these stocks recommended trades?
No. The screener is a ranked list of names that meet a quantitative filter at the close of the prior trading session, a research starting point, not a buy or sell signal. Whether any name on the list represents a tradeable opportunity depends on the underlying catalyst, your strategy, current market context, and risk tolerance. The platform does not give trade advice; the lists are descriptive, not prescriptive.
How often does the ranking change?
The ranking refreshes every trading day after the close. Names move on and off the list as their underlying metric (IV rank, gamma exposure, volume, etc.) crosses thresholds. Most screeners show meaningful day-over-day churn at the top of the list during active markets and lower turnover during low-volatility regimes. The "biggest change" screeners specifically target fast-moving names.
Is the screener tradeable in real-time during market hours?
The screener itself ranks on end-of-day data. To trade names on the list during market hours, use your own broker's real-time chain data; the platform's per-ticker pages link directly to real-time chains for authenticated users. The screener's job is to surface the universe of candidates that met yesterday's filter; the trade decision uses live data.
Can I export the ranked list?
Pro and API tier users can export rankings via the API (REST endpoint per screener slug returns a JSON list with all metric columns) or pull them programmatically through the Python SDK. Free users have the full ranking visible on the page; programmatic access requires authentication. Daily snapshots are also available for backtesting research through the API tier.