Tour v289
ADI
ANALOG DEVICES INC
$377.16 -3.04%
$380.50 (+0.89%)🌙
as of 07/02 06:06 PM
7/2 18:06

Option Volume

Detail
Current (07/02) 14,203
Calls: 3,268 (23%)
Puts: 10,935 (77%)
Prior (07/01) 4,370
Calls: 1,648 (38%)
Puts: 2,722 (62%)
Current vs Prior +225.01%
Calls: +98.30% (Calls)
Puts: +301.73% (Puts)
Prior 7-Day Total 79,737
Calls: 28,813 (36%)
Puts: 50,924 (64%)
Prior 7-Day Average 11,391
Calls: 4,116 (36%)
Puts: 7,274 (64%)
Current vs Prior 7-Day Avg +24.69%
Calls: -20.61%
Puts: +50.31%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/02) $12.79M
Calls: $3.13M (24%)
Puts: $9.66M (76%)
Prior (07/01) $9.32M
Calls: $6.20M (66%)
Puts: $3.13M (34%)
Current vs Prior +37.19%
Calls: -49.51%
Puts: +209.13%
Prior 7-Day Total $90.10M
Calls: $38.20M (42%)
Puts: $51.90M (58%)
Prior 7-Day Average $12.87M
Calls: $5.46M (42%)
Puts: $7.41M (58%)
Current vs Prior 7-Day Avg -0.63%
Calls: -42.65%
Puts: +30.30%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/02) 3.35
Prior (07/01) 1.65
Current vs Prior +102.58%
Prior 7-Day Average 1.84
Current vs Prior 7-Day Avg +82.07%
Sentiment BEARISH

Open Interest

Detail
Current (07/02) 102,595
Calls: 54,380 (53%)
Puts: 48,215 (47%)
Prior (07/01) 101,073
Calls: 53,490 (53%)
Puts: 47,583 (47%)
Current vs Prior +1.51%
Prior 7-Day Total 603,820
Calls: 326,199 (53%)
Puts: 293,207 (47%)
Prior 7-Day Average 86,260
Calls: 46,599 (53%)
Puts: 41,886 (47%)
Current vs Prior 7-Day Avg +18.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 0.82% | 6.36%9.29% | 17.68%
Prior 2.85% | 6.44%9.23% | 17.55%
Current vs Prior +122.99% | +44.31%+0.68% | +0.77%
Prior 7-Day Avg 4.21% | 7.26%10.27% | 18.29%
Current vs 7-Day Avg +51.06% | +27.92%-9.53% | -3.28%
Prior 7-Day Eod 2.85% | 6.44%-- | --
Current vs 7-Day Eod +122.99% | +44.31%-- | --
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Prior 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 33.28% | 18.72%
Calls: 33.00% | 15.70%
Puts: 32.38% | 21.54%
Current vs 7-Day Avg +10.62% | +3.21%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($9.66M) vs calls ($3.13M). Unusually high activity with volume up 225% vs prior - elevated interest. Extreme bearish P/C ratio of 3.35 - heavy put buying. P/C ratio rising 103% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 47 of results (avg 7.9%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 3174.2077.80$76.004.7%80.901
$320.00Jul 1056.2060.10$58.156.7%10.9342
$320.00Jul 255.3059.30$57.307.0%10.948
$365.00Jul 2426.9028.90$27.907.2%20.621
$335.00Jul 2446.7050.20$48.457.2%300.821
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Jul 2459.6063.00$61.305.5%--0.8461
$450.00Jul 1771.3075.40$73.355.6%--0.9331
$440.00Jul 2463.6067.40$65.505.8%--0.85100
$410.00Jul 2439.5041.90$40.705.9%--0.7025
$420.00Jul 3149.3052.30$50.805.9%--0.7418

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 255.3059.30$57.307.0%10.948
$330.00Jul 245.3049.20$47.258.3%10.935
$320.00Jul 1056.2060.10$58.156.7%10.9342
$330.00Jul 1046.7050.70$48.708.2%--0.9219
$345.00Jul 230.3034.30$32.3012.4%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 231.1034.70$32.9010.9%11.0062
$450.00Jul 1771.3075.40$73.355.6%--0.9331
$430.00Jul 250.7054.70$52.707.6%110.91100
$432.50Jul 253.4057.20$55.306.9%10.91244
$425.00Jul 246.1049.70$47.907.5%100.9110

Most actively traded options today. High liquidity = easy entry/exit. 197 active (total vol 12.8K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Jul 20.002.15$1.08199.1%9120.111.1K
$410.00Jul 101.252.30$1.7859.0%9090.13117
$382.50Jul 108.5010.80$9.6523.8%530.441
$410.00Jul 174.105.90$5.0036.0%520.23194
$367.50Jul 1016.7018.50$17.6010.2%450.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 104.405.90$5.1529.1%1.8K0.2779
$355.00Jul 20.002.15$1.08199.1%1.8K0.111.8K
$350.00Jul 102.603.80$3.2037.5%1.1K0.1864
$387.50Jul 1016.0018.20$17.1012.9%1.1K0.6337
$380.00Jul 1011.6013.50$12.5515.1%9270.53254

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 67 strikes (avg 1155.4%, max 2717.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 2Aug 141465.0%52.0%2717.3%4152
$447.50Jul 2Jul 171429.0%53.0%2596.2%--46
$442.50Jul 2Jul 171356.0%52.0%2507.7%--32
$437.50Jul 2Jul 171282.0%52.0%2365.4%192
$430.00Jul 2Aug 141160.0%52.0%2130.8%251
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$430.00Jul 2Jul 241160.0%54.0%2048.1%11121
$330.00Jul 2Jul 241223.0%57.0%2045.6%--53
$335.00Jul 2Aug 141115.0%54.0%1964.8%169
$425.00Jul 2Jul 241081.0%54.0%1901.9%1067
$340.00Jul 2Aug 141007.0%53.0%1800.0%116

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 155 found (best R:R 54.56, avg 4.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$447.50$450.00Jul 17$0.10$2.40$0.1024.00$447.60
$422.50$425.00Jul 10$0.12$2.38$0.1219.83$422.62
$440.00$442.50Jul 17$0.12$2.38$0.1219.83$440.12
$445.00$447.50Jul 17$0.12$2.38$0.1219.83$445.12
$432.50$435.00Jul 17$0.13$2.37$0.1318.23$432.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Jul 10$0.18$9.82$0.1854.56$319.82
$372.50$370.00Jul 2$0.10$2.40$0.1024.00$372.40
$327.50$325.00Jul 10$0.15$2.35$0.1515.67$327.35
$320.00$310.00Jul 17$0.60$9.40$0.6015.67$319.40
$340.00$337.50Jul 10$0.22$2.28$0.2210.36$339.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 197 found (best R:R 27.57, avg 1.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$330.00Jul 10$9.45$9.45$0.5517.18$329.45
$335.00$340.00Jul 10$4.70$4.70$0.3015.67$339.70
$342.50$345.00Jul 10$2.25$2.25$0.259.00$344.75
$332.50$335.00Jul 10$2.20$2.20$0.307.33$334.70
$340.00$342.50Jul 10$2.15$2.15$0.356.14$342.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$440.00Jul 17$9.65$9.65$0.3527.57$440.35
$405.00$402.50Jul 2$2.40$2.40$0.1024.00$402.60
$430.00$425.00Jul 2$4.80$4.80$0.2024.00$425.20
$407.50$405.00Jul 2$2.35$2.35$0.1515.67$405.15
$435.00$430.00Jul 24$4.65$4.65$0.3513.29$430.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 66 found (avg debit $3.90, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$430.00Jul 2Jul 10$0.221160.0%62.0%
$415.00Jul 2Jul 10$0.25921.0%50.0%
$442.50Jul 2Jul 17$0.251356.0%52.0%
$420.00Jul 2Jul 10$0.421005.0%56.0%
$437.50Jul 2Jul 17$0.601282.0%52.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 10Jul 17$0.2881.0%63.0%
$320.00Jul 10Jul 17$0.7073.0%60.0%
$340.00Jul 2Jul 10$0.921007.0%61.0%
$335.00Jul 2Jul 10$1.171115.0%69.0%
$345.00Jul 2Jul 10$1.45898.0%59.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 80 found (cheapest 0.36% of stock, avg 9.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$377.50Jul 2$0.55$0.80$1.35$376.15$378.850.36%
$375.00Jul 2$2.28$0.18$2.46$372.54$377.460.65%
$380.00Jul 2$0.57$2.88$3.45$376.55$383.450.91%
$382.50Jul 2$0.88$5.50$6.38$376.12$388.881.69%
$385.00Jul 2$1.08$8.00$9.08$375.92$394.082.41%
$390.00Jul 2$1.08$13.00$14.08$375.92$404.083.73%
$392.50Jul 2$1.05$15.50$16.55$375.95$409.054.39%
$395.00Jul 2$1.05$18.00$19.05$375.95$414.055.05%
$397.50Jul 2$1.08$20.50$21.58$375.92$419.085.72%
$377.50Jul 10$11.15$11.35$22.50$355.00$400.005.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.19% of stock, avg 5.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$377.50$375.00Jul 2$0.55$0.18$0.73$374.27$378.23
$380.00$375.00Jul 2$0.57$0.18$0.75$374.25$380.75
$382.50$375.00Jul 2$0.88$0.18$1.06$373.94$383.56
$385.00$375.00Jul 2$1.08$0.18$1.26$373.74$386.26
$390.00$375.00Jul 2$1.08$0.18$1.26$373.74$391.26
$377.50$370.00Jul 2$0.55$0.98$1.53$368.47$379.03
$380.00$370.00Jul 2$0.57$0.98$1.55$368.45$381.55
$377.50$365.00Jul 2$0.55$1.05$1.60$363.40$379.10
$377.50$360.00Jul 2$0.55$1.05$1.60$358.40$379.10
$377.50$372.50Jul 2$0.55$1.08$1.63$370.87$379.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 319 found (best R:R 32.33, avg credit $4.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
325/328335/340Jul 10$4.85$0.1532.33$322.65$339.85
368/370375/378Jul 2$2.38$0.1219.83$367.62$377.38
325/328332/335Jul 10$2.35$0.1515.67$325.15$334.85
375/380385/390Jul 17$4.70$0.3015.67$375.30$389.70
362/365375/378Jul 2$2.33$0.1713.71$362.67$377.33
370/375390/395Jul 24$4.65$0.3513.29$370.35$394.65
325/328340/342Jul 10$2.30$0.2011.50$325.20$342.30
310/320330/340Jul 17$9.20$0.8011.50$310.80$339.20
365/370375/380Jul 24$4.60$0.4011.50$365.40$379.60
320/330340/350Jul 17$9.17$0.8311.05$320.83$349.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$395.00$400.00Jul 17$0.05$4.9599.00
$425.00$430.00$435.00Jul 31$0.05$4.9599.00
$430.00$435.00$440.00Aug 7$0.05$4.9599.00
$425.00$430.00$435.00Jul 24$0.08$4.9261.50
$412.50$415.00$417.50Jul 17$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$395.00$400.00$405.00Jul 17$0.05$4.9599.00
$375.00$380.00$385.00Jul 31$0.05$4.9599.00
$355.00$357.50$360.00Jul 10$0.05$2.4549.00
$382.50$385.00$387.50Jul 10$0.05$2.4549.00
$335.00$340.00$345.00Jul 24$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 111 found (best net $-0.75, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$367.501:2Jul 10-$0.25$22.25
$400.00$425.001:2Aug 7-$2.80$22.20
$440.00$450.001:2Jul 10-$1.02$8.98
$430.00$440.001:2Jul 10-$1.09$8.91
$435.00$445.001:2Jul 24-$1.82$8.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$340.001:2Aug 14-$0.75$29.25
$320.00$310.001:2Jul 17-$0.58$9.42
$320.00$310.001:2Jul 10-$0.72$9.28
$330.00$320.001:2Jul 17-$0.86$9.14
$340.00$330.001:2Jul 17-$1.35$8.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 80 found (best yield 5.97%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 7$22.500.520.8%5.97%6.72%26
$380.00Jul 31$20.700.510.8%5.49%6.24%--100
$390.00Aug 14$20.500.473.4%5.44%8.84%2--
$380.00Jul 24$18.800.510.8%4.98%5.74%27
$395.00Aug 14$18.500.444.7%4.91%9.64%2--
$385.00Jul 31$18.400.482.1%4.88%6.96%22
$390.00Aug 7$18.000.463.4%4.77%8.18%43
$385.00Jul 24$16.600.472.1%4.40%6.48%28
$380.00Jul 17$14.500.500.8%3.84%4.60%--140
$390.00Jul 24$14.500.433.4%3.84%7.25%23

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 3,268
Total Puts 10,935
Put/Call Ratio 3.35
Net Difference -7,667

Prior's Put/Call Breakdown

Total Calls 1,648
Total Puts 2,722
Put/Call Ratio 1.65
Net Difference -1,074

Prior 7-Day Put/Call Summary

Total Calls 28,813
Total Puts 50,924
Average Put/Call Ratio 1.84
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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