Tour v381
ANF
ABERCROMBIE & FITCH Class A
$92.06 -2.52%
$92.51 (+0.49%)🌙
as of 07/21 06:11 PM
7/21 18:11

Option Volume

Detail
Current (07/21) 1,008
Calls: 542 (54%)
Puts: 466 (46%)
Prior (07/20) 2,868
Calls: 2,469 (86%)
Puts: 399 (14%)
Current vs Prior -64.85%
Calls: -78.05% (Calls)
Puts: +16.79% (Puts)
Prior 7-Day Total 18,566
Calls: 12,407 (67%)
Puts: 6,159 (33%)
Prior 7-Day Average 2,652
Calls: 1,772 (67%)
Puts: 879 (33%)
Current vs Prior 7-Day Avg -62.00%
Calls: -69.42%
Puts: -47.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $667.3K
Calls: $531.8K (80%)
Puts: $135.5K (20%)
Prior (07/20) $2.27M
Calls: $2.14M (94%)
Puts: $135.3K (6%)
Current vs Prior -70.66%
Calls: -75.14%
Puts: +0.15%
Prior 7-Day Total $12.51M
Calls: $10.65M (85%)
Puts: $1.85M (15%)
Prior 7-Day Average $1.79M
Calls: $1.52M (85%)
Puts: $264.6K (15%)
Current vs Prior 7-Day Avg -62.65%
Calls: -65.06%
Puts: -48.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.86
Prior (07/20) 0.16
Current vs Prior +432.03%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +52.86%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 9,372
Calls: 5,397 (58%)
Puts: 3,975 (42%)
Prior (07/20) 37,316
Calls: 19,785 (53%)
Puts: 17,531 (47%)
Current vs Prior -74.88%
Prior 7-Day Total 201,385
Calls: 115,151 (57%)
Puts: 86,234 (43%)
Prior 7-Day Average 28,769
Calls: 16,450 (57%)
Puts: 12,319 (43%)
Current vs Prior 7-Day Avg -67.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.43% | 7.20%12.17% | 19.88%
Prior 5.17% | 7.99%12.39% | 20.01%
Current vs Prior -14.23% | -9.92%-1.80% | -0.67%
Prior 7-Day Avg 5.18% | 7.64%5.70% | 13.87%
Current vs 7-Day Avg -14.50% | -5.75%+113.53% | +43.35%
Prior 7-Day Eod 5.17% | 7.99%12.39% | 20.01%
Current vs 7-Day Eod -14.23% | -9.92%-1.80% | -0.67%
Sentiment BULLISHBULLISH

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 80% of dollar volume in calls ($531.8K) vs puts ($135.5K). Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 65% vs prior. P/C ratio rising 432% - 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

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. 23 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 2416.9018.80$17.8510.6%30.922
$83.00Jul 247.509.90$8.7027.6%60.91--
$79.00Jul 2411.6013.80$12.7017.3%10.90--
$84.00Jul 247.209.00$8.1022.2%20.90--
$78.00Jul 2412.5014.90$13.7017.5%10.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 2410.0011.50$10.7514.0%160.9416
$96.00Jul 243.105.70$4.4059.1%10.69--
$95.00Jul 243.503.90$3.7010.8%340.67112
$94.00Jul 242.803.10$2.9510.2%50.65372
$95.00Jul 314.405.00$4.7012.8%10.63530

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 736, top 58)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Jul 243.406.10$4.7556.8%580.80187
$89.00Jul 243.504.00$3.7513.3%580.74176
$110.00Aug 210.652.05$1.35103.7%150.17--
$105.00Aug 211.202.05$1.6352.1%130.2285
$110.00Jul 240.000.15$0.08187.5%120.0350
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 240.200.45$0.3375.8%510.1244
$83.00Aug 70.851.20$1.0234.3%470.175
$90.00Jul 240.851.20$1.0234.3%440.32205
$95.00Jul 243.503.90$3.7010.8%340.67112
$86.00Jul 310.801.25$1.0244.1%310.217

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 34.5%, max 90.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Jul 24Aug 21102.7%53.9%90.4%31
$105.00Jul 24Aug 2190.8%52.7%72.2%20222
$110.00Jul 24Aug 2199.6%59.3%67.9%2750
$103.00Jul 24Aug 780.3%49.3%62.9%2--
$102.00Jul 24Jul 3177.2%57.1%35.2%486
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$83.00Jul 24Aug 2185.6%53.9%58.9%3--
$85.00Jul 24Aug 2170.4%45.8%53.8%13735
$95.00Jul 24Aug 2177.0%50.9%51.4%43172
$76.00Jul 31Aug 2896.3%71.1%35.5%11--
$89.00Jul 24Jul 3159.5%44.6%33.5%63

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 12.33, avg 3.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$96.00$100.00Aug 21$0.38$3.62$0.389.53$96.38
$105.00$110.00Aug 7$0.48$4.52$0.489.42$105.48
$102.00$105.00Jul 31$0.35$2.65$0.357.57$102.35
$105.00$108.00Aug 21$0.38$2.62$0.386.89$105.38
$101.00$102.00Jul 24$0.13$0.87$0.136.69$101.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$81.00$79.00Jul 31$0.15$1.85$0.1512.33$80.85
$84.00$83.00Aug 7$0.11$0.89$0.118.09$83.89
$83.00$81.00Jul 24$0.25$1.75$0.257.00$82.75
$88.00$87.00Jul 24$0.14$0.86$0.146.14$87.86
$89.00$88.00Jul 24$0.20$0.80$0.204.00$88.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 9.77, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$79.00$82.00Jul 24$2.70$2.70$0.309.00$81.70
$93.00$95.00Aug 21$1.70$1.70$0.305.67$94.70
$84.00$88.00Jul 24$3.35$3.35$0.655.15$87.35
$87.00$88.00Jul 31$0.75$0.75$0.253.00$87.75
$89.00$91.00Jul 24$1.33$1.33$0.671.99$90.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$96.00Jul 24$6.35$6.35$0.659.77$96.65
$95.00$94.00Jul 24$0.75$0.75$0.253.00$94.25
$90.00$89.00Jul 31$0.72$0.72$0.282.57$89.28
$96.00$95.00Jul 24$0.70$0.70$0.302.33$95.30
$95.00$94.00Jul 31$0.65$0.65$0.351.86$94.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.12, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 24Jul 31$0.1290.8%55.1%
$98.00Jul 24Jul 31$0.3761.3%42.7%
$102.00Jul 24Jul 31$0.4577.2%57.1%
$103.00Jul 24Aug 7$0.6080.3%49.3%
$100.00Jul 24Aug 7$0.8577.6%48.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.00Jul 24Jul 31$0.2285.6%55.3%
$81.00Jul 24Jul 31$0.3764.9%60.5%
$89.00Jul 24Jul 31$0.6159.5%44.6%
$86.00Jul 24Jul 31$0.6965.8%54.7%
$85.00Jul 24Jul 31$0.8070.4%61.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 4.04% of stock, avg 7.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$91.00Jul 24$2.42$1.30$3.72$87.28$94.724.04%
$94.00Jul 24$1.05$2.95$4.00$90.00$98.004.34%
$89.00Jul 24$3.75$0.77$4.52$84.48$93.524.91%
$95.00Jul 24$1.35$3.70$5.05$89.95$100.055.49%
$88.00Jul 24$4.75$0.57$5.32$82.68$93.325.78%
$93.00Jul 31$2.65$3.45$6.10$86.90$99.106.63%
$92.00Jul 31$3.18$2.95$6.13$85.87$98.136.66%
$94.00Jul 31$2.22$4.05$6.27$87.73$100.276.81%
$88.00Jul 31$5.70$1.48$7.18$80.82$95.187.80%
$83.00Jul 24$8.70$0.28$8.98$74.02$91.989.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.99% of stock, avg 3.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$97.00$87.00Jul 24$0.48$0.43$0.91$86.09$97.91
$99.00$87.00Jul 24$0.48$0.43$0.91$86.09$99.91
$97.00$88.00Jul 24$0.48$0.57$1.05$86.95$98.05
$99.00$88.00Jul 24$0.48$0.57$1.05$86.95$100.05
$97.00$89.00Jul 24$0.48$0.77$1.25$87.75$98.25
$99.00$89.00Jul 24$0.48$0.77$1.25$87.75$100.25
$105.00$86.00Jul 31$0.30$1.02$1.32$84.68$106.32
$94.00$87.00Jul 24$1.05$0.43$1.48$85.52$95.48
$97.00$90.00Jul 24$0.48$1.02$1.50$88.50$98.50
$99.00$90.00Jul 24$0.48$1.02$1.50$88.50$100.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 74 found (best R:R 9.00, avg credit $1.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
81/8384/88Jul 24$3.60$0.409.00$79.40$87.60
75/7699/100Aug 28$0.87$0.136.69$75.13$99.87
80/8393/95Aug 21$2.53$0.475.38$80.47$95.53
81/8292/93Jul 31$0.81$0.194.26$81.19$92.81
81/8389/91Jul 24$1.58$0.423.76$81.42$90.58
85/9093/95Aug 21$3.95$1.053.76$86.05$96.95
83/8588/92Jul 31$3.10$0.903.44$81.90$91.10
84/8691/93Aug 7$1.52$0.483.17$84.48$92.52
87/8889/91Jul 24$1.47$0.532.77$86.53$90.47
90/95100/105Aug 21$3.67$1.332.76$91.33$103.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$99.00$100.00$101.00Jul 24$0.05$0.9519.00
$92.00$93.00$94.00Jul 31$0.10$0.909.00
$101.00$102.00$103.00Jul 24$0.11$0.898.09
$89.00$91.00$93.00Jul 24$0.29$1.715.90
$97.00$98.00$99.00Jul 24$0.30$0.702.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$93.00$94.00$95.00Jul 31$0.05$0.9519.00
$87.00$88.00$89.00Jul 24$0.06$0.9415.67
$85.00$90.00$95.00Aug 21$0.30$4.7015.67
$92.00$93.00$94.00Jul 31$0.10$0.909.00
$88.00$89.00$90.00Jul 31$0.82$0.180.22

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-2.05, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$93.001:2Aug 21-$2.05$5.95
$100.00$105.001:2Aug 21-$0.51$4.49
$105.00$110.001:2Aug 7-$0.74$4.26
$98.00$102.001:2Jul 31-$0.60$3.40
$88.00$92.001:2Jul 31-$0.66$3.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$86.001:2Aug 7-$0.62$3.38
$95.00$90.001:2Aug 21-$1.70$3.30
$83.00$80.001:2Aug 21-$0.44$2.56
$81.00$79.001:2Jul 31-$0.10$1.90
$79.00$76.001:2Jul 31-$1.21$1.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 5.76%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Aug 28$5.300.483.2%5.76%8.95%1015
$93.00Aug 21$4.400.511.0%4.78%5.80%2--
$99.00Aug 28$3.800.417.5%4.13%11.67%2--
$95.00Aug 21$3.600.443.2%3.91%7.10%5603
$100.00Aug 28$3.500.398.6%3.80%12.43%66
$93.00Aug 7$3.400.491.0%3.69%4.71%2--
$100.00Aug 21$2.550.328.6%2.77%11.39%3170
$93.00Jul 31$2.350.471.0%2.55%3.57%2--
$96.00Aug 21$1.950.404.3%2.12%6.40%8--
$94.00Jul 31$1.900.422.1%2.06%4.17%214

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 542
Total Puts 466
Put/Call Ratio 0.86
Net Difference 76

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,407
Total Puts 6,159
Average Put/Call Ratio 0.56
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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