Tour v366
ANF
ABERCROMBIE & FITCH Class A
$94.44 -0.84%
$94.00 (-0.47%)🌙
as of 07/20 06:09 PM
7/20 18:09

Option Volume

Detail
Current (07/20) 2,868
Calls: 2,469 (86%)
Puts: 399 (14%)
Prior (07/17) 1,831
Calls: 1,278 (70%)
Puts: 553 (30%)
Current vs Prior +56.64%
Calls: +93.19% (Calls)
Puts: -27.85% (Puts)
Prior 7-Day Total 17,322
Calls: 11,132 (64%)
Puts: 6,190 (36%)
Prior 7-Day Average 2,474
Calls: 1,590 (64%)
Puts: 884 (36%)
Current vs Prior 7-Day Avg +15.90%
Calls: +55.26%
Puts: -54.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $2.27M
Calls: $2.14M (94%)
Puts: $135.3K (6%)
Prior (07/17) $1.46M
Calls: $1.03M (70%)
Puts: $431.3K (30%)
Current vs Prior +55.88%
Calls: +108.14%
Puts: -68.63%
Prior 7-Day Total $10.86M
Calls: $9.01M (83%)
Puts: $1.84M (17%)
Prior 7-Day Average $1.55M
Calls: $1.29M (83%)
Puts: $263.2K (17%)
Current vs Prior 7-Day Avg +46.63%
Calls: +66.09%
Puts: -48.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.16
Prior (07/17) 0.43
Current vs Prior -62.65%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -72.65%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 37,316
Calls: 19,785 (53%)
Puts: 17,531 (47%)
Prior (07/17) 9,929
Calls: 7,205 (73%)
Puts: 2,724 (27%)
Current vs Prior +275.83%
Prior 7-Day Total 206,544
Calls: 118,219 (57%)
Puts: 88,325 (43%)
Prior 7-Day Average 29,506
Calls: 16,888 (57%)
Puts: 12,617 (43%)
Current vs Prior 7-Day Avg +26.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.17% | 7.99%12.39% | 20.01%
Prior 5.96% | 7.66%2.34% | 12.28%
Current vs Prior -13.36% | +4.30%+429.10% | +62.91%
Prior 7-Day Avg 4.83% | 7.59%5.02% | 13.20%
Current vs 7-Day Avg +7.07% | +5.29%+146.73% | +51.60%
Prior 7-Day Eod 5.96% | 7.66%2.34% | 12.28%
Current vs 7-Day Eod -13.36% | +4.30%+429.10% | +62.91%
Sentiment BULLISHBEARISH

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

Strong bullish conviction with 94% of dollar volume in calls ($2.14M) vs puts ($135.3K). Elevated premium activity with dollar volume up 56% vs prior. Above-average activity with volume up 57% vs prior. Extreme bullish P/C ratio of 0.16 - heavy call buying (2,469 calls vs 399 puts).

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 NEUTRAL
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 7 of results (avg 8.3%, best 6.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 314.204.50$4.356.9%--0.5610
$96.00Jul 312.702.95$2.838.8%1270.4345
$95.00Jul 313.103.40$3.259.2%--0.4711
$90.00Jul 315.906.50$6.209.7%60.7117
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 147.908.50$8.207.3%--0.6426
$95.00Jul 242.402.60$2.508.0%220.54116
$96.00Jul 242.953.20$3.088.1%--0.6181

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. 43 found (avg delta 0.71, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 247.209.50$8.3527.5%20.9313
$79.00Jul 2413.8016.30$15.0516.6%10.931
$79.00Jul 3114.1016.60$15.3516.3%--0.8720
$80.00Aug 1413.8016.90$15.3520.2%--0.8610
$80.00Jul 3113.3015.70$14.5016.6%--0.8621
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 3114.8017.50$16.1516.7%--0.9210
$104.00Jul 248.8011.20$10.0024.0%--0.8710
$101.00Jul 246.208.50$7.3531.3%--0.8410
$102.00Jul 246.609.40$8.0035.0%--0.8210
$100.00Jul 245.307.60$6.4535.7%50.81201

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 2.1K, top 502)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 244.506.50$5.5036.4%5020.8365
$88.00Jul 245.407.30$6.3529.9%5000.8031
$95.00Jul 241.652.10$1.8823.9%2760.46137
$96.00Jul 312.702.95$2.838.8%1270.4345
$99.00Jul 240.600.85$0.7334.2%520.2257
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 240.600.85$0.7334.2%340.21173
$94.00Jul 313.004.60$3.8042.1%250.4819
$95.00Jul 242.402.60$2.508.0%220.54116
$89.00Jul 240.400.75$0.5761.4%210.17280
$87.00Aug 71.452.00$1.7331.8%200.2410

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 37.4%, max 150.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Jul 24Aug 21100.8%45.7%120.7%59
$110.00Jul 24Aug 2179.3%47.0%68.7%10143
$80.00Jul 31Aug 2193.9%56.2%67.1%--165
$79.00Jul 24Aug 14116.4%71.8%62.2%21
$102.00Jul 24Aug 2177.9%51.6%50.9%544
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$76.00Jul 24Aug 28186.3%74.3%150.8%219
$81.00Jul 24Aug 14136.0%63.2%115.1%137
$87.00Jul 24Aug 1489.1%54.3%64.1%741
$88.00Jul 24Aug 784.8%53.5%58.3%10219
$85.00Jul 24Aug 2183.2%56.2%48.2%1781

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 22.08, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Jul 31$0.27$4.73$0.2717.52$105.27
$107.00$110.00Jul 24$0.38$2.62$0.386.89$107.38
$102.00$105.00Jul 31$0.40$2.60$0.406.50$102.40
$100.00$101.00Jul 31$0.15$0.85$0.155.67$100.15
$99.00$100.00Jul 24$0.16$0.84$0.165.25$99.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$85.00$82.00Jul 24$0.13$2.87$0.1322.08$84.87
$89.00$88.00Jul 31$0.10$0.90$0.109.00$88.90
$88.00$87.00Aug 7$0.12$0.88$0.127.33$87.88
$83.00$80.00Aug 21$0.45$2.55$0.455.67$82.55
$90.00$89.00Jul 24$0.16$0.84$0.165.25$89.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 22.33, avg 1.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$79.00$86.00Jul 24$6.70$6.70$0.3022.33$85.70
$88.00$89.00Jul 24$0.85$0.85$0.155.67$88.85
$79.00$80.00Jul 31$0.85$0.85$0.155.67$79.85
$80.00$89.00Jul 31$7.60$7.60$1.405.43$87.60
$102.00$103.00Aug 21$0.83$0.83$0.174.88$102.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$101.00$100.00Jul 24$0.90$0.90$0.109.00$100.10
$104.00$103.00Jul 24$0.85$0.85$0.155.67$103.15
$84.00$83.00Aug 21$0.85$0.85$0.155.67$83.15
$110.00$95.00Jul 31$12.40$12.40$2.604.77$97.60
$81.00$80.00Jul 24$0.80$0.80$0.204.00$80.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.99, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 24Jul 31$0.2379.3%61.5%
$79.00Jul 24Jul 31$0.30116.4%98.2%
$102.00Jul 24Jul 31$0.3077.9%55.3%
$105.00Jul 24Jul 31$0.3273.6%56.2%
$101.00Jul 24Jul 31$0.8563.6%58.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.00Jul 24Jul 31$0.1089.1%53.8%
$77.00Jul 31Aug 7$0.1583.5%71.3%
$83.00Jul 31Aug 7$0.1871.2%60.7%
$81.00Jul 24Aug 7$0.27136.0%69.8%
$88.00Jul 24Jul 31$0.2784.8%54.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 4.64% of stock, avg 10.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$94.00Jul 24$2.38$2.00$4.38$89.62$98.384.64%
$95.00Jul 24$1.88$2.50$4.38$90.62$99.384.64%
$96.00Jul 24$1.48$3.08$4.56$91.44$100.564.83%
$92.00Jul 24$3.70$1.25$4.95$87.05$96.955.24%
$91.00Jul 24$4.45$0.98$5.43$85.57$96.435.75%
$98.00Jul 24$0.93$4.50$5.43$92.57$103.435.75%
$90.00Jul 24$5.20$0.73$5.93$84.07$95.936.28%
$89.00Jul 24$5.50$0.57$6.07$82.93$95.076.43%
$99.00Jul 24$0.73$5.55$6.28$92.72$105.286.65%
$95.00Jul 31$3.25$3.75$7.00$88.00$102.007.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 1.55% of stock, avg 5.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$99.00$90.00Jul 24$0.73$0.73$1.46$88.54$100.46
$98.00$90.00Jul 24$0.93$0.73$1.66$88.34$99.66
$99.00$91.00Jul 24$0.73$0.98$1.71$89.29$100.71
$99.00$88.00Jul 24$0.73$0.98$1.71$86.29$100.71
$97.00$90.00Jul 24$1.10$0.73$1.83$88.17$98.83
$98.00$91.00Jul 24$0.93$0.98$1.91$89.09$99.91
$98.00$88.00Jul 24$0.93$0.98$1.91$86.09$99.91
$99.00$92.00Jul 24$0.73$1.25$1.98$90.02$100.98
$97.00$91.00Jul 24$1.10$0.98$2.08$88.92$99.08
$97.00$88.00Jul 24$1.10$0.98$2.08$85.92$99.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 11.86, avg credit $1.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
77/7980/89Jul 31$8.30$0.7011.86$70.70$88.30
92/9495/96Jul 31$1.84$0.1611.50$92.16$96.84
92/9496/97Jul 31$1.83$0.1710.76$92.17$97.83
91/9293/94Jul 24$0.89$0.118.09$91.11$93.89
91/9293/94Jul 31$0.88$0.127.33$91.12$93.88
91/9294/95Jul 31$0.88$0.127.33$91.12$94.88
95/100101/102Aug 21$4.37$0.636.94$95.63$105.37
90/9193/94Jul 24$0.87$0.136.69$90.13$93.87
89/9092/93Jul 24$0.86$0.146.14$89.14$92.86
89/9092/93Jul 31$0.85$0.155.67$89.15$92.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$92.00$93.00$94.00Jul 24$0.08$0.9211.50
$99.00$100.00$101.00Jul 24$0.09$0.9110.11
$94.00$95.00$96.00Jul 24$0.10$0.909.00
$99.00$100.00$101.00Jul 31$0.10$0.909.00
$93.00$94.00$95.00Jul 24$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$94.00$95.00$96.00Jul 24$0.08$0.9211.50
$89.00$90.00$91.00Jul 24$0.09$0.9110.11
$87.00$88.00$89.00Aug 7$0.20$0.804.00
$90.00$95.00$100.00Aug 21$1.00$4.004.00
$89.00$90.00$91.00Aug 7$0.21$0.793.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-1.65, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$79.00$86.001:2Jul 24-$1.65$5.35
$105.00$110.001:2Jul 31-$0.06$4.94
$105.00$110.001:2Aug 14-$0.18$4.82
$99.00$105.001:2Aug 28-$1.75$4.25
$101.00$105.001:2Aug 14-$0.86$3.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21-$1.25$3.75
$85.00$82.001:2Jul 24-$0.17$2.83
$87.00$84.001:2Aug 7-$0.53$2.47
$100.00$95.001:2Aug 21-$2.60$2.40
$89.00$85.001:2Aug 21-$1.72$2.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 6.67%, avg 2.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Aug 28$6.300.520.6%6.67%7.26%--15
$95.00Aug 21$5.400.510.6%5.72%6.31%4601
$99.00Aug 28$4.700.454.8%4.98%9.81%--23
$96.00Aug 14$4.300.481.6%4.55%6.20%--11
$96.00Aug 21$4.200.481.6%4.45%6.10%52--
$97.00Aug 21$4.000.462.7%4.24%6.95%8--
$97.00Aug 14$3.800.452.7%4.02%6.73%--42
$100.00Aug 21$3.400.385.9%3.60%9.49%19164
$99.00Aug 21$3.200.424.8%3.39%8.22%2--
$95.00Jul 31$3.100.470.6%3.28%3.88%--11

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 2,469
Total Puts 399
Put/Call Ratio 0.16
Net Difference 2,070

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,132
Total Puts 6,190
Average Put/Call Ratio 0.59
Ratio Trend Falling

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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