VMSI up 24.69 vol 1,506 %

Discussion in 'Stocks' started by laeott, Jun 26, 2007.

  1. laeott


    I saw this stock today. VMSI It was on stocks on the move this morning around 10 am pacific time. It moved up 24.69 today up 1,506%. What happened? How could I have caught this earlier? I heard it might have been a pre market deal.
  2. bluud


    Buy Out - News came out yesterday after close


    and make sure you check Extended Hours in settings.
  3. tvgram


    I don't think you could have caught this one early. There was no huge jump in share volume prior to the announcement.

    Unusual activity in the call options can also tip you off sometimes (because the news leaks out and people buy call options to take advantage of it). VMSI trades very few options, but I still went back and looked at the option volume over the previous couple weeks and not a single option (call or otherwise) had traded on this stock.
  4. Daal


    where do you get the historical option volume
  5. tvgram


    Using OptionVue5, with the add-on module called BackTrader. Basically they take a snapshot of the entire market every half hour, and have actual historical data back to 1/4/2001. You can move ahead or back in increments of a half hour or entire day at the click of a button.

    So all I did was go back in time about two weeks before the announcement at the close and looked at the volume on each individual option. Then I simply walked through day-by-day and there was no volume shown for any day on any individual option.