Tour v526
ANF
ABERCROMBIE & FITCH Class A
$145.75 -1.35%
$146.58 (+0.57%)🌙
as of 08/27 06:09 PM
8/27 18:09

Option Volume

Detail
Current (08/27) 29,411
Calls: 13,480 (46%)
Puts: 15,931 (54%)
Prior (08/26) 91,911
Calls: 41,816 (45%)
Puts: 50,095 (55%)
Current vs Prior -68.00%
Calls: -67.76% (Calls)
Puts: -68.20% (Puts)
Prior 7-Day Total 122,425
Calls: 55,653 (45%)
Puts: 66,772 (55%)
Prior 7-Day Average 17,489
Calls: 7,950 (45%)
Puts: 9,538 (55%)
Current vs Prior 7-Day Avg +68.17%
Calls: +69.55%
Puts: +67.01%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $19.06M
Calls: $11.64M (61%)
Puts: $7.42M (39%)
Prior (08/26) $52.74M
Calls: $33.72M (64%)
Puts: $19.02M (36%)
Current vs Prior -63.86%
Calls: -65.49%
Puts: -60.97%
Prior 7-Day Total $66.42M
Calls: $40.69M (61%)
Puts: $25.73M (39%)
Prior 7-Day Average $9.49M
Calls: $5.81M (61%)
Puts: $3.68M (39%)
Current vs Prior 7-Day Avg +100.85%
Calls: +100.18%
Puts: +101.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 1.18
Prior (08/26) 1.20
Current vs Prior -1.35%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg +3.37%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 78,276
Calls: 31,175 (40%)
Puts: 47,101 (60%)
Prior (08/26) 51,195
Calls: 24,307 (47%)
Puts: 26,888 (53%)
Current vs Prior +52.90%
Prior 7-Day Total 177,262
Calls: 92,280 (52%)
Puts: 84,982 (48%)
Prior 7-Day Average 25,323
Calls: 13,182 (52%)
Puts: 12,140 (48%)
Current vs Prior 7-Day Avg +209.11%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 5.42% | 7.44%10.33% | 16.43%
Prior 8.26% | 10.32%13.57% | 17.66%
Current vs Prior -34.36% | -27.88%-23.91% | -6.98%
Prior 7-Day Avg 7.76% | 13.29%7.04% | 18.89%
Current vs 7-Day Avg -30.14% | -43.99%+46.70% | -13.00%
Prior 7-Day Eod 8.26% | 10.32%13.57% | 17.66%
Current vs 7-Day Eod -34.36% | -27.88%-23.91% | -6.98%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.95% | 19.02%
Calls: 26.23% | 18.87%
Puts: 19.67% | 19.18%
Prior 22.95% | 19.02%
Calls: 26.23% | 18.87%
Puts: 19.67% | 19.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 49.44% | 35.25%
Calls: 55.19% | 35.94%
Puts: 43.67% | 34.56%
Current vs 7-Day Avg -53.58% | -46.04%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($11.64M). Light premium activity with dollar volume down 64% vs prior. Dollar volume significantly above 7-day average (101% higher). Below-average activity with volume down 68% vs prior.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 10 of results (avg 9.5%, best 9.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 2827.2029.80$28.509.1%11.0064
$117.00Aug 2828.1030.80$29.459.2%--1.0027
$120.00Aug 2825.3027.80$26.559.4%341.00196
$119.00Aug 2826.2028.80$27.509.5%--0.9416
$120.00Sep 1826.2028.80$27.509.5%50.95855
PUTS (0)
No puts meet the criteria

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. 111 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 2828.1030.80$29.459.2%--1.0027
$118.00Aug 2827.2029.80$28.509.1%11.0064
$120.00Aug 2825.3027.80$26.559.4%341.00196
$121.00Aug 2824.2026.80$25.5010.2%--1.0014
$122.00Aug 2823.2025.80$24.5010.6%41.0071
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 287.9010.00$8.9523.5%721.00147
$160.00Aug 2812.3014.80$13.5518.5%81.001
$165.00Aug 2817.1019.90$18.5015.1%31.003
$170.00Aug 2822.1024.90$23.5011.9%11.00--
$170.00Sep 1823.1025.80$24.4511.0%30.9310

Most actively traded options today. High liquidity = easy entry/exit. 233 active (total vol 20.2K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 280.250.40$0.3345.5%2.8K0.112.1K
$160.00Sep 41.001.40$1.2033.3%8010.1710
$160.00Aug 280.050.25$0.15133.3%7980.05128
$150.00Aug 280.751.05$0.9033.3%5800.281.2K
$150.00Sep 42.603.70$3.1534.9%5000.39291
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 280.350.50$0.4334.9%2.3K0.14697
$145.00Aug 280.952.00$1.4870.9%1.2K0.39809
$150.00Sep 46.207.70$6.9521.6%7550.61552
$145.00Sep 43.504.70$4.1029.3%7300.45559
$150.00Aug 284.205.40$4.8025.0%6400.80609

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 60.8%, max 84.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$141.00Aug 28Sep 1890.0%48.8%84.3%2569
$142.00Aug 28Sep 1186.6%50.0%73.4%26165
$143.00Aug 28Sep 482.9%50.4%64.3%647
$144.00Aug 28Sep 487.9%57.4%53.2%2791
$145.00Aug 28Oct 274.0%49.3%50.3%153838
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Aug 28Sep 1887.9%50.5%73.9%129217
$142.00Aug 28Sep 2586.6%50.5%71.5%13292
$143.00Aug 28Sep 482.9%50.4%64.3%391237
$141.00Aug 28Sep 490.0%55.8%61.4%3380
$145.00Aug 28Oct 274.0%49.3%50.3%1.2K830

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 0.52, avg 3.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$126.00$145.00Oct 2$12.50$6.50$12.5084%0.52$138.50
$150.00$152.50Sep 18$0.35$2.15$0.3546%6.14$150.35
$165.00$170.00Sep 25$0.31$4.69$0.3124%15.13$165.31
$135.00$140.00Sep 11$3.20$1.80$3.2083%0.56$138.20
$150.00$165.00Oct 2$4.20$10.80$4.2048%2.57$154.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$126.00Oct 2$0.22$3.78$0.2220%17.18$129.78
$144.00$140.00Sep 11$1.05$2.95$1.0541%2.81$142.95
$135.00$130.00Sep 11$0.36$4.64$0.3618%12.89$134.64
$155.00$152.50Sep 18$1.30$1.20$1.3065%0.92$153.70
$145.00$144.00Sep 4$0.20$0.80$0.2045%4.00$144.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 89 found (best R:R 0.94, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Sep 4$0.80$0.80$1.7082%0.47$163.30
$157.50$160.00Sep 11$1.02$1.02$1.4872%0.69$158.52
$147.00$150.00Sep 11$1.80$1.80$1.2048%1.50$148.80
$146.00$148.00Sep 18$1.35$1.35$0.6544%2.08$147.35
$152.50$155.00Sep 11$1.15$1.15$1.3561%0.85$153.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$124.00$122.00Aug 28$0.97$0.97$1.0390%0.94$123.03
$125.00$123.00Oct 2$0.87$0.87$1.1384%0.77$124.13
$140.00$138.00Sep 18$1.12$1.12$0.8867%1.27$138.88
$138.00$137.00Sep 4$0.72$0.72$0.2876%2.57$137.28
$133.00$132.00Sep 4$0.60$0.60$0.4085%1.50$132.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.88, cheapest $2.42)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$144.00Aug 28Sep 4$2.5087.9%57.4%
$145.00Aug 28Sep 4$2.7074.0%54.3%
$148.00Sep 4Sep 18$2.1564.6%50.5%
$147.00Sep 4Sep 11$1.3565.9%53.5%
$149.00Sep 4Sep 18$2.5064.8%53.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$144.00Aug 28Sep 4$2.4287.9%57.4%
$145.00Aug 28Sep 4$2.6274.0%54.3%
$147.00Sep 4Sep 18$2.3565.9%52.1%
$148.00Sep 4Sep 11$1.3064.6%51.1%
$149.00Sep 4Sep 11$0.6564.8%53.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 3.14% of stock, avg 8.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Aug 28$3.10$1.48$4.58$140.42$149.583.14%
$144.00Aug 28$3.80$1.48$5.28$138.72$149.283.62%
$150.00Aug 28$0.90$4.80$5.70$144.30$155.703.91%
$143.00Aug 28$4.75$1.02$5.77$137.23$148.773.96%
$142.00Aug 28$5.45$0.85$6.30$135.70$148.304.32%
$141.00Aug 28$6.20$0.70$6.90$134.10$147.904.73%
$140.00Aug 28$7.10$0.43$7.53$132.47$147.535.17%
$139.00Aug 28$7.95$0.40$8.35$130.65$147.355.73%
$138.00Aug 28$8.85$0.25$9.10$128.90$147.106.24%
$155.00Aug 28$0.33$8.95$9.28$145.72$164.286.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 0.71% of stock, avg 6.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$141.00Aug 28$0.33$0.70$1.03$139.97$156.03
$155.00$142.00Aug 28$0.33$0.85$1.18$140.82$156.18
$155.00$143.00Aug 28$0.33$1.02$1.35$141.65$156.35
$150.00$141.00Aug 28$0.90$0.70$1.60$139.40$151.60
$150.00$142.00Aug 28$0.90$0.85$1.75$140.25$151.75
$150.00$143.00Aug 28$0.90$1.02$1.92$141.08$151.92
$155.00$144.00Aug 28$0.33$1.48$1.81$142.19$156.81
$155.00$145.00Aug 28$0.33$1.48$1.81$143.19$156.81
$150.00$144.00Aug 28$0.90$1.48$2.38$141.62$152.38
$150.00$145.00Aug 28$0.90$1.48$2.38$142.62$152.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 3.46, avg credit $1.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
135/136158/160Sep 11$1.94$0.5648%3.46$134.06$159.44
123/125168/170Oct 2$1.62$0.8860%1.84$123.38$169.12
122/124162/165Sep 4$1.20$1.3075%0.92$122.80$163.70
132/133162/165Sep 4$1.40$1.1067%1.27$131.60$163.90
119/120158/160Sep 11$1.42$1.0864%1.31$118.58$158.92
137/138162/165Sep 4$1.52$0.9858%1.55$136.48$164.02
135/136162/165Sep 4$1.40$1.1060%1.27$134.60$163.90
127/128162/165Sep 4$1.05$1.4572%0.72$126.95$163.55
126/127162/165Sep 4$0.98$1.5275%0.64$126.02$163.48
135/136162/165Sep 11$1.39$1.1156%1.25$134.61$163.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 5.02, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Aug 28$0.39$4.6123%11.82
$155.00$160.00$165.00Sep 18$0.23$4.7717%20.74
$130.00$135.00$140.00Sep 18$0.35$4.6518%13.29
$145.00$150.00$155.00Aug 28$1.63$3.3752%2.07
$160.00$165.00$170.00Sep 18$0.37$4.6315%12.51
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Aug 28$0.83$4.1761%5.02
$125.00$130.00$135.00Sep 18$0.24$4.7613%19.83
$150.00$155.00$160.00Aug 28$0.45$4.5520%10.11
$120.00$125.00$130.00Sep 18$0.21$4.7910%22.81
$145.00$146.00$147.00Sep 25$0.05$0.954%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-1.15, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$135.001:2Sep 11-$4.65$5.35
$150.00$160.001:2Sep 25-$0.15$9.85
$130.00$140.001:2Sep 25-$5.00$5.00
$165.00$170.001:2Sep 18-$0.28$4.72
$160.00$165.001:2Sep 18-$0.71$4.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$155.001:2Sep 25-$1.15$13.85
$155.00$150.001:2Aug 28-$0.65$4.35
$148.00$140.001:2Oct 9-$2.30$5.70
$160.00$155.001:2Aug 28-$4.35$0.65
$125.00$120.001:2Sep 18-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.28%, avg 2.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Oct 9$7.700.492.9%5.28%8.20%10--
$148.00Oct 9$8.400.521.5%5.76%7.31%5--
$149.00Oct 9$7.900.502.2%5.42%7.65%5--
$150.00Oct 2$6.800.482.9%4.67%7.58%--13
$149.00Sep 25$6.500.492.2%4.46%6.69%1--
$148.00Sep 25$6.800.521.5%4.67%6.21%1--
$150.00Sep 25$5.800.482.9%3.98%6.90%223
$165.00Oct 2$2.400.2613.2%1.65%14.85%1--
$148.00Sep 18$6.100.511.5%4.19%5.73%1--
$150.00Sep 18$5.300.462.9%3.64%6.55%54153

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 13,480
Total Puts 15,931
Put/Call Ratio 1.18
Net Difference -2,451

Prior's Put/Call Breakdown

Total Calls 41,816
Total Puts 50,095
Put/Call Ratio 1.20
Net Difference -8,279

Prior 7-Day Put/Call Summary

Total Calls 55,653
Total Puts 66,772
Average Put/Call Ratio 1.14
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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