Tour v346
ANF
ABERCROMBIE & FITCH Class A
$95.24 -2.19%
$95.07 (-0.17%)🌙
as of 07/17 06:11 PM
7/17 18:11

Option Volume

Detail
Current (07/17) 1,831
Calls: 1,278 (70%)
Puts: 553 (30%)
Prior (07/16) 3,535
Calls: 2,842 (80%)
Puts: 693 (20%)
Current vs Prior -48.20%
Calls: -55.03% (Calls)
Puts: -20.20% (Puts)
Prior 7-Day Total 17,181
Calls: 10,514 (61%)
Puts: 6,667 (39%)
Prior 7-Day Average 2,454
Calls: 1,502 (61%)
Puts: 952 (39%)
Current vs Prior 7-Day Avg -25.40%
Calls: -14.91%
Puts: -41.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.46M
Calls: $1.03M (70%)
Puts: $431.3K (30%)
Prior (07/16) $2.47M
Calls: $2.18M (88%)
Puts: $291.0K (12%)
Current vs Prior -40.88%
Calls: -52.79%
Puts: +48.20%
Prior 7-Day Total $10.14M
Calls: $8.53M (84%)
Puts: $1.61M (16%)
Prior 7-Day Average $1.45M
Calls: $1.22M (84%)
Puts: $230.3K (16%)
Current vs Prior 7-Day Avg +0.75%
Calls: -15.62%
Puts: +87.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.43
Prior (07/16) 0.24
Current vs Prior +77.45%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -42.46%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 9,929
Calls: 7,205 (73%)
Puts: 2,724 (27%)
Prior (07/16) 44,635
Calls: 23,974 (54%)
Puts: 20,661 (46%)
Current vs Prior -77.76%
Prior 7-Day Total 237,974
Calls: 133,547 (56%)
Puts: 104,427 (44%)
Prior 7-Day Average 33,996
Calls: 19,078 (56%)
Puts: 14,918 (44%)
Current vs Prior 7-Day Avg -70.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.34% | 5.96%2.34% | 12.28%
Prior 4.11% | 6.47%4.11% | 12.79%
Current vs Prior +45.18% | +18.46%-43.00% | -3.92%
Prior 7-Day Avg 4.66% | 7.52%5.71% | 13.48%
Current vs 7-Day Avg +28.03% | +1.90%-59.00% | -8.90%
Prior 7-Day Eod 4.11% | 6.47%4.11% | 12.79%
Current vs 7-Day Eod +45.18% | +18.46%-43.00% | -3.92%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 60.11% | 39.33%
Calls: 68.00% | 41.03%
Puts: 52.21% | 37.63%
Prior 60.11% | 39.33%
Calls: 68.00% | 41.03%
Puts: 52.21% | 37.63%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 60.11% | 39.33%
Calls: 68.00% | 41.03%
Puts: 52.21% | 37.63%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.03M). Below-average activity with volume down 48% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (1,278 calls vs 553 puts). P/C ratio rising 77% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 2 of results (avg 8.6%, best 8.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 215.906.40$6.158.1%50.54600
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 215.305.80$5.559.0%100.4649

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. 40 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 178.9011.80$10.3528.0%11.00--
$94.00Jul 170.253.20$1.73170.5%60.9455
$92.00Jul 171.804.60$3.2087.5%10.9427
$77.00Jul 1716.7020.20$18.4519.0%50.88--
$79.00Jul 1714.7018.20$16.4521.3%20.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 172.806.20$4.5075.6%70.9017
$97.00Jul 170.453.10$1.78148.9%20.84--
$108.00Jul 1710.8013.90$12.3525.1%10.82--
$107.00Jul 179.8012.90$11.3527.3%10.82--
$104.00Jul 176.8010.30$8.5540.9%10.79--

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 1.2K, top 211)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 245.007.70$6.3542.5%2110.78162
$91.00Jul 244.005.90$4.9538.4%1280.74313
$89.00Jul 174.508.00$6.2556.0%1160.79143
$87.00Jul 176.709.60$8.1535.6%470.8116
$86.00Jul 177.8011.20$9.5035.8%410.8330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 170.102.45$1.28183.6%340.6046
$95.00Jul 242.202.80$2.5024.0%340.4783
$90.00Jul 240.751.10$0.9337.6%190.22162
$97.00Jul 243.303.80$3.5514.1%170.5919
$85.00Jul 240.000.35$0.18194.4%110.06--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 783.7%, max 2129.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 17Jul 311060.0%47.5%2129.3%257
$101.00Jul 17Jul 241080.6%50.6%2034.0%5104
$80.00Jul 17Jul 242175.2%120.6%1703.9%5--
$91.00Jul 17Jul 24941.0%52.6%1687.3%145338
$85.00Jul 17Jul 31762.8%59.4%1184.1%3--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$101.00Jul 17Jul 241080.6%50.6%2034.0%20--
$90.00Jul 17Aug 211060.0%50.4%2002.2%855
$96.00Jul 17Jul 24449.3%50.7%785.7%36125
$100.00Jul 17Aug 28513.2%65.1%687.9%1222
$95.00Jul 17Aug 21310.0%48.5%539.6%1549

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 19.00, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$100.00Jul 17$0.20$1.80$0.209.00$98.20
$103.00$110.00Jul 31$0.72$6.28$0.728.72$103.72
$98.00$99.00Jul 31$0.15$0.85$0.155.67$98.15
$105.00$110.00Aug 21$0.87$4.13$0.874.75$105.87
$99.00$100.00Jul 24$0.18$0.82$0.184.56$99.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$83.00$80.00Aug 7$0.15$2.85$0.1519.00$82.85
$85.00$80.00Jul 31$0.45$4.55$0.4510.11$84.55
$90.00$85.00Jul 31$0.53$4.47$0.538.43$89.47
$87.00$86.00Aug 14$0.13$0.87$0.136.69$86.87
$85.00$80.00Aug 21$0.78$4.22$0.785.41$84.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 19.00, avg 1.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$85.00Jul 17$3.80$3.80$0.2019.00$84.80
$80.00$90.00Jul 24$9.15$9.15$0.8510.76$89.15
$92.00$93.00Jul 17$0.87$0.87$0.136.69$92.87
$85.00$86.00Jul 17$0.85$0.85$0.155.67$85.85
$85.00$90.00Jul 31$4.20$4.20$0.805.25$89.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$104.00Jul 17$2.80$2.80$0.2014.00$104.20
$100.00$97.00Jul 17$2.72$2.72$0.289.71$97.28
$99.00$98.00Jul 24$0.85$0.85$0.155.67$98.15
$96.00$95.00Jul 17$0.65$0.65$0.351.86$95.35
$98.00$97.00Jul 24$0.65$0.65$0.351.86$97.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $1.38, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 17Jul 24$0.102175.2%120.6%
$110.00Jul 24Jul 31$0.1579.0%59.8%
$103.00Jul 24Jul 31$0.3766.5%53.4%
$91.00Jul 17Jul 24$0.55941.0%52.6%
$100.00Jul 17Jul 24$0.77513.2%50.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Jul 24Jul 31$0.7253.3%59.4%
$101.00Jul 17Jul 24$0.801080.6%50.6%
$93.00Jul 24Jul 31$0.9249.8%48.6%
$88.00Jul 24Aug 14$0.9571.9%46.6%
$80.00Jul 31Aug 7$0.9565.8%73.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 1.66% of stock, avg 5.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Jul 17$0.95$0.63$1.58$93.42$96.581.66%
$94.00Jul 17$1.73$0.08$1.81$92.19$95.811.90%
$97.00Jul 17$0.15$1.78$1.93$95.07$98.932.03%
$96.00Jul 17$0.90$1.28$2.18$93.82$98.182.29%
$92.00Jul 17$3.20$0.10$3.30$88.70$95.303.46%
$100.00Jul 17$0.18$4.50$4.68$95.32$104.684.91%
$96.00Jul 24$2.28$2.93$5.21$90.79$101.215.47%
$95.00Jul 24$2.75$2.50$5.25$89.75$100.255.51%
$94.00Jul 24$3.30$2.03$5.33$88.67$99.335.60%
$97.00Jul 24$1.83$3.55$5.38$91.62$102.385.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.24% of stock, avg 3.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$97.00$94.00Jul 17$0.15$0.08$0.23$93.77$97.23
$97.00$92.00Jul 17$0.15$0.10$0.25$91.75$97.25
$100.00$94.00Jul 17$0.18$0.08$0.26$93.74$100.26
$100.00$92.00Jul 17$0.18$0.10$0.28$91.72$100.28
$98.00$94.00Jul 17$0.38$0.08$0.46$93.54$98.46
$98.00$92.00Jul 17$0.38$0.10$0.48$91.52$98.48
$97.00$95.00Jul 17$0.15$0.63$0.78$94.22$97.78
$100.00$95.00Jul 17$0.18$0.63$0.81$94.19$100.81
$96.00$94.00Jul 17$0.90$0.08$0.98$93.02$96.98
$96.00$92.00Jul 17$0.90$0.10$1.00$91.00$97.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 8.09, avg credit $1.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
94/9598/99Jul 24$0.89$0.118.09$94.11$98.89
93/9495/96Jul 24$0.87$0.136.69$93.13$95.87
89/9091/92Jul 24$0.86$0.146.14$89.14$91.86
89/9093/94Jul 24$0.86$0.146.14$89.14$93.86
90/9394/97Jul 31$2.57$0.435.98$90.43$96.57
93/9496/97Jul 24$0.85$0.155.67$93.15$96.85
95/9698/99Jul 24$0.85$0.155.67$95.15$98.85
89/9095/96Jul 24$0.83$0.174.88$89.17$95.83
90/9192/93Jul 24$0.82$0.184.56$90.18$92.82
93/9498/99Jul 24$0.82$0.184.56$93.18$98.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 61.50, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$94.00$95.00$96.00Jul 24$0.08$0.9211.50
$95.00$100.00$105.00Aug 21$0.57$4.437.77
$100.00$105.00$110.00Aug 21$0.71$4.296.04
$92.00$93.00$94.00Jul 24$0.15$0.855.67
$96.00$97.00$98.00Jul 24$0.17$0.834.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$80.00$85.00$90.00Jul 31$0.08$4.9261.50
$93.00$94.00$95.00Jul 24$0.07$0.9313.29
$85.00$90.00$95.00Aug 21$0.38$4.6212.16
$94.00$95.00$96.00Jul 17$0.10$0.909.00
$80.00$85.00$90.00Aug 21$0.89$4.114.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.62, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Jul 24-$0.56$4.44
$105.00$110.001:2Aug 21-$0.68$4.32
$100.00$105.001:2Aug 21-$0.84$4.16
$95.00$100.001:2Aug 21-$1.85$3.15
$105.00$110.001:2Aug 7-$1.97$3.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$78.001:2Aug 28-$0.62$6.38
$85.00$80.001:2Jul 31$0.00$5.00
$90.00$85.001:2Aug 21-$0.16$4.84
$85.00$80.001:2Aug 21-$0.27$4.73
$90.00$85.001:2Jul 31-$0.37$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 4.93%, avg 1.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$96.00Aug 14$4.700.500.8%4.93%5.73%3--
$100.00Aug 21$3.800.415.0%3.99%8.99%15157
$97.00Jul 31$2.300.441.9%2.41%4.26%331
$105.00Aug 21$2.100.2910.2%2.20%12.45%1084
$96.00Jul 24$2.000.470.8%2.10%2.90%1--
$98.00Jul 31$1.950.392.9%2.05%4.95%3--
$99.00Jul 31$1.950.364.0%2.05%6.00%153
$97.00Jul 24$1.550.411.9%1.63%3.48%142
$98.00Jul 24$1.300.352.9%1.36%4.26%14--
$110.00Aug 21$1.300.2015.5%1.36%16.86%6--

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 1,278
Total Puts 553
Put/Call Ratio 0.43
Net Difference 725

Prior's Put/Call Breakdown

Total Calls 2,842
Total Puts 693
Put/Call Ratio 0.24
Net Difference 2,149

Prior 7-Day Put/Call Summary

Total Calls 10,514
Total Puts 6,667
Average Put/Call Ratio 0.75
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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