There exists informed trading which is motivated by information in the financial markets It has complex behavior and is difficult to discriminate．The paper uses Lévy jumps of the stock price series as a tool to measure the abnormity of prices so as to detect this special case in the market．Based on the method of estimating the degree of activity of jumps and probability of informed trading ( PIN) model，the paper examines the relativity between stock price jumps’degree and PIN in stock trading and finds that there exists a significant correlation between the two，and then further supports the hypothesis that jump activity can be used to measure the informed trading． Except that，the paper presents the computational method of the coefficient of jumps’degree abnormity which can be contrasted．It can be regarded as another tool for the supervising of informed trading．