Unusual Put Activity
As of June 8, 2026 (end-of-day snapshot). Pages update daily after the market close.
Names with outsized put-side volume relative to put open interest. Fresh put-side positioning: bearish speculation, protective hedging, or cash-secured put selling. Complements the call-activity screener with the directional counterpart.
Top 50 by Put Vol/OI
The live unusual-put-activity leaderboard loads after the page hydrates. Rows are ranked by put-side volume / open-interest ratio with minimum volume and OI liquidity floors.
Methodology
Ranked by put-side volume / put-side open interest, descending. Eligibility: put volume ≥ 5,000, put open interest ≥ 10,000, spot ≥ $5.
Frequently Asked Questions
Is heavy put volume always bearish?
No. Heavy put volume can reflect bearish speculation (traders buying puts expecting a downward move), protective hedging (long-stock holders buying downside insurance), or premium selling (institutions selling cash-secured puts to collect premium and potentially acquire stock at lower prices). Without trade-level aggressor data, the screener cannot distinguish those motivations directly. Cross-referencing spot price action and 25-delta skew change for the same name on the same day usually resolves the interpretation: bearish speculation typically pairs with steepening skew, while premium selling often coincides with skew flattening.
How is this different from high put/call ratio?
The put/call ratio is total puts vs calls, a flow balance metric measuring how the day's activity was split between sides. This screener normalizes put volume against put open interest specifically, isolating FRESH put-side flow (volume relative to accumulated put positioning) rather than the side balance. A name with high put Vol/OI but a moderate put/call ratio is signaling fresh put loading even when the call side was also active. Conversely, a name with a high put/call ratio but low put Vol/OI is signaling a balance shift driven by call-volume contraction rather than put-volume expansion.
Does this help identify squeeze setups?
Indirectly. Persistent heavy put buying on low-float names can sometimes precede short-squeeze dynamics; heavy puts often pair with heavy short interest as institutional shorts hedge their delta exposure with downside puts. When the underlying rallies, both legs (short stock + long put) take losses, accelerating any covering. But the put-buying alone is not sufficient to identify a squeeze setup; you need short-interest data, days-to-cover ratios, and price action alongside. The screener surfaces fresh put flow; the squeeze interpretation requires additional context.
Why filter by put open interest?
Put Vol/OI computed when put open interest is tiny produces noisy rankings dominated by mathematical artifacts rather than meaningful flow. A few hundred put contracts traded on a strike with 50 contracts of OI produces an extreme Vol/OI ratio that doesn't represent real positioning, just a low denominator. The 10,000-contract put-OI floor ensures we rank on chains with meaningful accumulated put positioning, where the ratio actually captures what it's designed to measure: today's flow as a multiple of accumulated structure. The 5,000-volume floor on the numerator ensures the trade is large enough to be informative rather than retail-sized.
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.