Tour v526
ANF
ABERCROMBIE & FITCH Class A
$105.02 -0.41%
$102.97 (-1.95%)🌙
as of 08/20 06:09 PM
8/20 18:09

Option Volume

Detail
Current (08/20) 2,043
Calls: 864 (42%)
Puts: 1,179 (58%)
Prior (08/19) 2,698
Calls: 1,162 (43%)
Puts: 1,536 (57%)
Current vs Prior -24.28%
Calls: -25.65% (Calls)
Puts: -23.24% (Puts)
Prior 7-Day Total 19,617
Calls: 8,648 (44%)
Puts: 10,969 (56%)
Prior 7-Day Average 2,802
Calls: 1,235 (44%)
Puts: 1,567 (56%)
Current vs Prior 7-Day Avg -27.10%
Calls: -30.06%
Puts: -24.76%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $1.66M
Calls: $1.02M (61%)
Puts: $639.7K (39%)
Prior (08/19) $1.35M
Calls: $709.5K (53%)
Puts: $637.6K (47%)
Current vs Prior +23.10%
Calls: +43.55%
Puts: +0.33%
Prior 7-Day Total $13.21M
Calls: $6.92M (52%)
Puts: $6.29M (48%)
Prior 7-Day Average $1.89M
Calls: $988.8K (52%)
Puts: $897.9K (48%)
Current vs Prior 7-Day Avg -12.11%
Calls: +3.00%
Puts: -28.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 1.36
Prior (08/19) 1.32
Current vs Prior +3.23%
Prior 7-Day Average 1.41
Current vs Prior 7-Day Avg -3.12%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 45,525
Calls: 23,025 (51%)
Puts: 22,500 (49%)
Prior (08/19) 5,725
Calls: 3,519 (61%)
Puts: 2,206 (39%)
Current vs Prior +695.20%
Prior 7-Day Total 65,948
Calls: 37,119 (56%)
Puts: 28,829 (44%)
Prior 7-Day Average 9,421
Calls: 5,302 (56%)
Puts: 4,118 (44%)
Current vs Prior 7-Day Avg +383.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.67% | 13.05%3.67% | 18.33%
Prior 4.70% | 13.94%4.70% | 18.78%
Current vs Prior -22.06% | -6.42%-22.06% | -2.38%
Prior 7-Day Avg 4.91% | 11.02%6.12% | 19.07%
Current vs 7-Day Avg -25.39% | +18.38%-40.07% | -3.89%
Prior 7-Day Eod 4.70% | 13.94%4.70% | 18.78%
Current vs 7-Day Eod -22.06% | -6.42%-22.06% | -2.38%
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

Moderately bullish flow with 61% call dollar volume ($1.02M). Bearish P/C ratio of 1.36 indicates protective positioning. Rising open interest (up 695%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 9.0%, best 8.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 289.2010.00$9.608.3%40.6516
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1813.8015.20$14.509.7%--0.6427

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. 56 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 218.9011.10$10.0022.0%11.00883
$90.00Aug 2114.1016.00$15.0512.6%810.94275
$85.00Aug 2118.2021.00$19.6014.3%60.94707
$98.00Aug 215.708.10$6.9034.8%--0.9415
$89.00Aug 2114.1017.30$15.7020.4%10.931
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2113.9016.10$15.0014.7%--0.98156
$115.00Aug 219.0011.80$10.4026.9%--0.95136
$112.00Aug 216.108.20$7.1529.4%70.9534
$116.00Aug 2110.0012.80$11.4024.6%--0.9310
$114.00Aug 217.9010.10$9.0024.4%1820.91180

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 1.1K, top 183)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2114.1016.00$15.0512.6%810.94275
$95.00Aug 2811.7014.10$12.9018.6%470.7632
$96.00Aug 2811.1013.40$12.2518.8%470.732
$115.00Aug 210.000.20$0.10200.0%390.04357
$118.00Aug 281.203.90$2.55105.9%340.2643
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 217.0010.00$8.5035.3%1830.91202
$114.00Aug 217.9010.10$9.0024.4%1820.91180
$91.00Aug 280.702.75$1.73118.5%510.173
$107.00Aug 286.008.90$7.4538.9%330.5269
$104.00Aug 284.407.90$6.1556.9%300.4511

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 34.5%, max 153.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$118.00Aug 21Sep 4232.6%91.7%153.5%116
$117.00Aug 21Aug 28210.4%117.3%79.3%258
$100.00Aug 21Sep 18103.2%69.0%49.6%--873
$105.00Aug 21Sep 2577.9%65.4%19.2%2133
$102.00Aug 21Aug 28118.6%110.2%7.7%435
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Aug 21Sep 18103.2%69.0%49.6%--305
$99.00Aug 21Sep 4113.0%89.4%26.3%--76
$105.00Aug 21Sep 1877.9%70.5%10.4%7431
$104.00Aug 21Sep 1177.8%71.5%8.8%218
$107.00Aug 21Aug 28111.1%107.1%3.7%3398

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 0.82, avg 3.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$100.00Sep 18$2.75$2.25$2.7573%0.82$97.75
$105.00$119.00Sep 25$4.80$9.20$4.8054%1.92$109.80
$120.00$125.00Sep 18$0.57$4.43$0.5728%7.77$120.57
$100.00$111.00Sep 4$5.15$5.85$5.1564%1.14$105.15
$122.00$125.00Sep 4$0.12$2.88$0.1220%24.00$122.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$114.00$113.00Aug 21$0.50$0.50$0.5091%1.00$113.50
$111.00$110.00Aug 21$0.60$0.40$0.6086%0.67$110.40
$103.00$101.00Aug 28$0.55$1.45$0.5542%2.64$102.45
$107.00$105.00Aug 28$0.85$1.15$0.8552%1.35$106.15
$97.00$96.00Aug 28$0.17$0.83$0.1728%4.88$96.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 1.00, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$118.00$120.00Aug 21$1.00$1.00$1.0083%1.00$119.00
$107.00$108.00Aug 21$0.90$0.90$0.1063%9.00$107.90
$113.00$114.00Aug 28$0.82$0.82$0.1864%4.56$113.82
$111.00$115.00Sep 4$1.77$1.77$2.2359%0.79$112.77
$109.00$110.00Aug 28$0.75$0.75$0.2556%3.00$109.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$104.00$95.00Sep 11$3.85$3.85$5.1555%0.75$100.15
$100.00$95.00Sep 18$2.27$2.27$2.7363%0.83$97.73
$90.00$85.00Sep 18$1.31$1.31$3.6980%0.36$88.69
$98.00$90.00Sep 4$2.13$2.13$5.8768%0.36$95.87
$99.00$98.00Sep 4$0.75$0.75$0.2566%3.00$98.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $4.73, cheapest $5.35)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 21Aug 28$5.35118.6%110.2%
$107.00Aug 21Aug 28$4.22111.1%107.1%
$103.00Aug 21Aug 28$4.75102.7%105.6%
$105.00Aug 21Aug 28$5.0077.9%107.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 21Aug 28$4.57111.1%107.1%
$103.00Aug 21Aug 28$4.20102.7%105.6%
$105.00Aug 21Aug 28$4.8777.9%107.4%
$104.00Aug 21Aug 28$4.9077.8%107.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 3.09% of stock, avg 9.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Aug 21$0.95$2.30$3.25$102.75$109.253.09%
$105.00Aug 21$1.55$1.73$3.28$101.72$108.283.12%
$104.00Aug 21$2.10$1.25$3.35$100.65$107.353.19%
$103.00Aug 21$2.70$1.35$4.05$98.95$107.053.86%
$107.00Aug 21$1.43$2.88$4.31$102.69$111.314.10%
$108.00Aug 21$0.53$3.78$4.31$103.69$112.314.10%
$102.00Aug 21$3.10$1.30$4.40$97.60$106.404.19%
$109.00Aug 21$0.33$4.65$4.98$104.02$113.984.74%
$101.00Aug 21$4.08$0.93$5.01$95.99$106.014.77%
$100.00Aug 21$4.75$0.53$5.28$94.72$105.285.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 1.01% of stock, avg 6.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$108.00$100.00Aug 21$0.53$0.53$1.06$98.94$109.06
$108.00$101.00Aug 21$0.53$0.93$1.46$99.54$109.46
$118.00$100.00Aug 21$1.05$0.53$1.58$98.42$119.58
$106.00$100.00Aug 21$0.95$0.53$1.48$98.52$107.48
$108.00$102.00Aug 21$0.53$1.30$1.83$100.17$109.83
$118.00$101.00Aug 21$1.05$0.93$1.98$99.02$119.98
$108.00$103.00Aug 21$0.53$1.35$1.88$101.12$109.88
$106.00$101.00Aug 21$0.95$0.93$1.88$99.12$107.88
$108.00$104.00Aug 21$0.53$1.25$1.78$102.22$109.78
$106.00$104.00Aug 21$0.95$1.25$2.20$101.80$108.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 1.27, avg credit $0.76)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/87118/120Aug 21$1.12$0.8877%1.27$85.88$119.12
90/91118/120Aug 21$1.13$0.8776%1.30$89.87$119.13
98/99118/120Aug 21$1.28$0.7268%1.78$97.72$119.28
93/94118/120Aug 21$1.19$0.8172%1.47$92.81$119.19
100/101118/120Aug 21$1.40$0.6058%2.33$99.60$119.40
95/98118/120Aug 21$1.17$1.8375%0.64$96.83$119.17
86/88119/120Aug 28$1.20$0.8061%1.50$86.80$120.20
101/102118/120Aug 21$1.37$0.6352%2.17$100.63$119.37
93/95119/120Aug 28$1.39$0.6150%2.28$93.61$120.39
100/101111/112Aug 21$0.70$0.3061%2.33$100.30$111.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 37.46, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.40$4.6018%11.50
$110.00$115.00$120.00Sep 18$0.40$4.6016%11.50
$94.00$95.00$96.00Aug 28$0.10$0.905%9.00
$98.00$99.00$100.00Aug 28$0.20$0.804%4.00
$95.00$96.00$97.00Aug 21$0.30$0.7014%2.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Sep 18$0.13$4.8720%37.46
$110.00$115.00$120.00Sep 18$0.20$4.8015%24.00
$105.00$110.00$115.00Sep 18$0.30$4.7018%15.67
$104.00$105.00$106.00Aug 21$0.09$0.9121%10.11
$100.00$105.00$110.00Sep 18$0.55$4.4519%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.42, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$121.00$125.001:2Aug 28-$0.42$3.58
$105.00$106.001:2Aug 21-$0.35$0.65
$108.00$109.001:2Aug 21-$0.13$0.87
$112.00$115.001:2Aug 21-$0.12$2.88
$111.00$115.001:2Sep 4-$1.56$2.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Sep 18-$1.36$3.64
$101.00$100.001:2Aug 21-$0.13$0.87
$91.00$90.001:2Aug 21-$0.12$0.88
$87.00$85.001:2Aug 21-$0.16$1.84
$94.00$93.001:2Aug 21-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 5.05%, avg 1.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Sep 18$5.300.434.7%5.05%9.79%5590
$120.00Oct 2$2.800.3114.3%2.67%16.93%11
$119.00Oct 2$3.100.3113.3%2.95%16.26%1--
$115.00Sep 18$3.800.359.5%3.62%13.12%6320
$120.00Sep 18$3.100.2814.3%2.95%17.22%11625
$120.00Sep 25$2.500.3014.3%2.38%16.64%44
$119.00Sep 25$2.600.3113.3%2.48%15.79%4--
$124.00Oct 2$1.950.2618.1%1.86%19.93%1--
$125.00Oct 2$1.700.2519.0%1.62%20.64%1--
$111.00Sep 4$4.000.415.7%3.81%9.50%--10

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 864
Total Puts 1,179
Put/Call Ratio 1.36
Net Difference -315

Prior's Put/Call Breakdown

Total Calls 1,162
Total Puts 1,536
Put/Call Ratio 1.32
Net Difference -374

Prior 7-Day Put/Call Summary

Total Calls 8,648
Total Puts 10,969
Average Put/Call Ratio 1.41
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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