Tour v334
ADI
ANALOG DEVICES INC
$392.75 +1.75%
$393.74 (+0.25%)🌙
as of 07/14 06:16 PM
7/14 18:16

Option Volume

Detail
Current (07/14) 5,313
Calls: 2,629 (49%)
Puts: 2,684 (51%)
Prior (07/13) 1,981
Calls: 1,259 (64%)
Puts: 722 (36%)
Current vs Prior +168.20%
Calls: +108.82% (Calls)
Puts: +271.75% (Puts)
Prior 7-Day Total 50,289
Calls: 18,008 (36%)
Puts: 32,281 (64%)
Prior 7-Day Average 7,184
Calls: 2,572 (36%)
Puts: 4,611 (64%)
Current vs Prior 7-Day Avg -26.05%
Calls: +2.19%
Puts: -41.80%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $21.53M
Calls: $8.72M (41%)
Puts: $12.81M (59%)
Prior (07/13) $3.21M
Calls: $1.79M (56%)
Puts: $1.42M (44%)
Current vs Prior +570.56%
Calls: +387.72%
Puts: +800.34%
Prior 7-Day Total $46.86M
Calls: $21.42M (46%)
Puts: $25.44M (54%)
Prior 7-Day Average $6.69M
Calls: $3.06M (46%)
Puts: $3.63M (54%)
Current vs Prior 7-Day Avg +221.61%
Calls: +184.97%
Puts: +252.48%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/14) 1.02
Prior (07/13) 0.57
Current vs Prior +78.02%
Prior 7-Day Average 2.13
Current vs Prior 7-Day Avg -51.97%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 30,662
Calls: 18,038 (59%)
Puts: 12,624 (41%)
Prior (07/13) 89,400
Calls: 50,700 (57%)
Puts: 38,700 (43%)
Current vs Prior -65.70%
Prior 7-Day Total 651,614
Calls: 364,216 (56%)
Puts: 287,398 (44%)
Prior 7-Day Average 93,087
Calls: 52,030 (56%)
Puts: 41,056 (44%)
Current vs Prior 7-Day Avg -67.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.85% | 8.56%4.85% | 16.47%
Prior 5.66% | 9.04%5.66% | 16.42%
Current vs Prior -14.31% | -5.38%-14.31% | +0.30%
Prior 7-Day Avg 5.04% | 8.39%7.45% | 17.09%
Current vs 7-Day Avg -3.77% | +2.02%-34.87% | -3.58%
Prior 7-Day Eod 5.66% | 9.04%5.66% | 16.42%
Current vs 7-Day Eod -14.31% | -5.38%-14.31% | +0.30%
Sentiment BULLISHBULLISH

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 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 571% vs prior. Dollar volume significantly above 7-day average (222% higher). Unusually high activity with volume up 168% vs prior - elevated interest. Slightly bearish P/C ratio of 1.02.

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

📈 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 16 of results (avg 7.6%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 2453.5057.20$55.356.7%100.9110
$360.00Aug 2147.7051.40$49.557.5%10.71--
$347.50Jul 1744.2047.90$46.058.0%10.92--
$400.00Aug 2125.3027.50$26.408.3%20.50219
$390.00Aug 2130.6033.30$31.958.5%10.55--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$462.50Jul 2468.4071.80$70.104.9%10.93--
$460.00Jul 1765.4069.00$67.205.4%10.94--
$455.00Jul 1760.4064.00$62.205.8%10.92--
$435.00Aug 747.8051.20$49.506.9%40.73--
$400.00Aug 2131.6033.90$32.757.0%250.5075

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. 35 found (avg delta 0.65, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$347.50Jul 1744.2047.90$46.058.0%10.92--
$340.00Jul 2453.5057.20$55.356.7%100.9110
$380.00Jul 1715.2019.00$17.1022.2%1010.74--
$370.00Jul 2428.8032.30$30.5511.5%100.743
$365.00Jul 3135.8039.90$37.8510.8%170.746
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 1765.4069.00$67.205.4%10.94--
$462.50Jul 2468.4071.80$70.104.9%10.93--
$455.00Jul 1760.4064.00$62.205.8%10.92--
$435.00Aug 747.8051.20$49.506.9%40.73--
$425.00Aug 740.4043.90$42.158.3%1630.671

Most actively traded options today. High liquidity = easy entry/exit. 149 active (total vol 2.8K, top 665)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2135.4039.20$37.3010.2%1250.61--
$430.00Jul 170.250.75$0.50100.0%1130.06412
$380.00Jul 1715.2019.00$17.1022.2%1010.74--
$430.00Aug 2114.2017.50$15.8520.8%1000.35--
$425.00Jul 170.201.15$0.68139.7%980.07175
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 720.4022.60$21.5010.2%6650.4528
$380.00Jul 173.004.00$3.5028.6%2090.26437
$425.00Aug 740.4043.90$42.158.3%1630.671
$375.00Jul 172.003.50$2.7554.5%1590.20203
$335.00Aug 72.906.20$4.5572.5%910.144

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 21.9%, max 114.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 17Aug 7102.8%55.1%86.7%113275
$455.00Jul 17Jul 24106.2%61.1%73.7%311
$437.50Jul 17Jul 2480.4%60.3%33.4%45
$450.00Jul 17Aug 2878.3%58.7%33.3%42
$470.00Jul 24Aug 2171.1%57.9%22.8%6152
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 17Aug 14126.0%58.6%114.9%5--
$340.00Jul 17Jul 31109.8%65.1%68.5%5131
$345.00Jul 17Jul 24103.1%67.6%52.5%4--
$350.00Jul 17Aug 2180.5%59.2%36.0%2173
$355.00Jul 17Aug 1472.6%57.3%26.7%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 26.78, avg 3.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$425.00$430.00Jul 17$0.18$4.82$0.1826.78$425.18
$450.00$455.00Jul 24$0.33$4.67$0.3314.15$450.33
$457.50$462.50Jul 24$0.35$4.65$0.3513.29$457.85
$405.00$407.50Jul 17$0.18$2.32$0.1812.89$405.18
$455.00$460.00Jul 17$0.38$4.62$0.3812.16$455.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$325.00Jul 24$0.30$4.70$0.3015.67$329.70
$367.50$365.00Jul 17$0.17$2.33$0.1713.71$367.33
$345.00$330.00Jul 24$1.02$13.98$1.0213.71$343.98
$365.00$360.00Jul 17$0.38$4.62$0.3812.16$364.62
$360.00$355.00Jul 17$0.40$4.60$0.4011.50$359.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 123 found (best R:R 10.00, avg 0.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$347.50$380.00Jul 17$28.95$28.95$3.558.15$376.45
$340.00$370.00Jul 24$24.80$24.80$5.204.77$364.80
$370.00$377.50Jul 24$5.30$5.30$2.202.41$375.30
$365.00$375.00Jul 31$6.85$6.85$3.152.17$371.85
$380.00$385.00Jul 17$3.35$3.35$1.652.03$383.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$455.00$400.00Jul 17$50.00$50.00$5.0010.00$405.00
$462.50$397.50Jul 24$51.85$51.85$13.153.94$410.65
$435.00$425.00Aug 7$7.35$7.35$2.652.77$427.65
$387.50$385.00Jul 17$1.50$1.50$1.001.50$386.00
$425.00$415.00Aug 7$6.00$6.00$4.001.50$419.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $6.32, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$455.00Jul 17Jul 24$0.32106.2%61.1%
$470.00Jul 24Jul 31$0.7071.1%59.5%
$450.00Jul 17Jul 24$1.4378.3%60.7%
$437.50Jul 17Jul 24$2.0880.4%60.3%
$460.00Jul 17Aug 7$3.25102.8%55.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Jul 17Jul 24$0.35126.0%73.0%
$345.00Jul 17Jul 24$1.22103.1%67.6%
$340.00Jul 17Jul 31$2.80109.8%65.1%
$355.00Jul 17Jul 24$3.2572.6%66.4%
$360.00Jul 17Jul 24$3.8072.9%65.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 4.54% of stock, avg 10.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$392.50Jul 17$9.30$8.55$17.85$374.65$410.354.54%
$390.00Jul 17$10.55$7.40$17.95$372.05$407.954.57%
$400.00Jul 17$5.85$12.20$18.05$381.95$418.054.60%
$387.50Jul 17$12.15$6.45$18.60$368.90$406.104.74%
$385.00Jul 17$13.75$4.95$18.70$366.30$403.704.76%
$380.00Jul 17$17.10$3.50$20.60$359.40$400.605.25%
$397.50Jul 24$14.05$18.25$32.30$365.20$429.808.22%
$377.50Jul 24$25.25$9.35$34.60$342.90$412.108.81%
$370.00Jul 24$30.55$6.75$37.30$332.70$407.309.50%
$390.00Jul 31$22.35$18.50$40.85$349.15$430.8510.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.81% of stock, avg 5.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$407.50$380.00Jul 17$3.60$3.50$7.10$372.90$414.60
$405.00$380.00Jul 17$3.78$3.50$7.28$372.72$412.28
$407.50$385.00Jul 17$3.60$4.95$8.55$376.45$416.05
$402.50$380.00Jul 17$5.15$3.50$8.65$371.35$411.15
$405.00$385.00Jul 17$3.78$4.95$8.73$376.27$413.73
$400.00$380.00Jul 17$5.85$3.50$9.35$370.65$409.35
$407.50$387.50Jul 17$3.60$6.45$10.05$377.45$417.55
$402.50$385.00Jul 17$5.15$4.95$10.10$374.90$412.60
$405.00$387.50Jul 17$3.78$6.45$10.23$377.27$415.23
$397.50$380.00Jul 17$6.95$3.50$10.45$369.55$407.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 307 found (best R:R 24.00, avg credit $5.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/352385/388Jul 17$2.40$0.1024.00$350.10$387.40
350/352388/390Jul 17$2.40$0.1024.00$350.10$389.90
388/390402/405Jul 17$2.32$0.1812.89$387.68$404.82
350/360370/380Aug 21$9.20$0.8011.50$350.80$379.20
370/372402/405Jul 17$2.29$0.2110.90$370.21$404.79
350/360390/400Aug 21$9.00$1.009.00$351.00$399.00
390/400410/420Aug 21$8.95$1.058.52$391.05$418.95
385/388400/402Jul 17$2.20$0.307.33$385.30$402.20
370/372395/398Jul 24$2.20$0.307.33$370.30$397.20
350/360380/390Aug 21$8.80$1.207.33$351.20$388.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$405.00$410.00Jul 24$0.15$4.8532.33
$410.00$420.00$430.00Aug 21$0.30$9.7032.33
$370.00$380.00$390.00Aug 21$0.40$9.6024.00
$420.00$425.00$430.00Jul 17$0.22$4.7821.73
$415.00$417.50$420.00Jul 24$0.15$2.3515.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$385.00$390.00$395.00Aug 7$0.10$4.9049.00
$355.00$360.00$365.00Jul 31$0.25$4.7519.00
$365.00$367.50$370.00Jul 17$0.16$2.3414.63
$380.00$390.00$400.00Aug 21$0.75$9.2512.33
$387.50$390.00$392.50Jul 17$0.20$2.3011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 69 found (best net $-5.15, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$415.00$445.001:2Aug 28-$5.15$24.85
$340.00$370.001:2Jul 24-$5.75$24.25
$450.00$470.001:2Jul 31-$0.30$19.70
$450.00$470.001:2Aug 14-$1.81$18.19
$450.00$470.001:2Aug 21-$3.70$16.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$330.001:2Aug 14-$0.75$19.25
$397.50$380.001:2Jul 24-$2.05$15.45
$345.00$330.001:2Jul 24-$0.38$14.62
$355.00$340.001:2Jul 31-$1.25$13.75
$350.00$335.001:2Aug 7-$1.70$13.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 6.44%, avg 1.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Aug 21$25.300.501.9%6.44%8.29%2219
$395.00Aug 14$23.000.520.6%5.86%6.43%161
$415.00Aug 28$21.400.445.7%5.45%11.11%11
$400.00Aug 14$21.100.491.9%5.37%7.22%122
$410.00Aug 21$21.000.454.4%5.35%9.74%7127
$395.00Jul 31$17.800.520.6%4.53%5.11%1--
$420.00Aug 21$17.500.406.9%4.46%11.39%20102
$410.00Aug 14$17.000.434.4%4.33%8.72%2--
$415.00Aug 14$14.600.405.7%3.72%9.38%2--
$402.50Jul 31$14.400.462.5%3.67%6.15%1--

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 2,629
Total Puts 2,684
Put/Call Ratio 1.02
Net Difference -55

Prior's Put/Call Breakdown

Total Calls 1,259
Total Puts 722
Put/Call Ratio 0.57
Net Difference 537

Prior 7-Day Put/Call Summary

Total Calls 18,008
Total Puts 32,281
Average Put/Call Ratio 2.13
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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