Tour v526
AVAV
AEROVIRONMENT INC
$142.47 -2.01%
$154.41 (+6.20%)🌅
as of 09/03 09:00 AM
9/2 18:01

Option Volume

Detail
Current (09/02) 7,578
Calls: 5,674 (75%)
Puts: 1,904 (25%)
Prior (09/01) 4,771
Calls: 2,918 (61%)
Puts: 1,853 (39%)
Current vs Prior +58.83%
Calls: +94.45% (Calls)
Puts: +2.75% (Puts)
Prior 7-Day Total 35,725
Calls: 23,283 (65%)
Puts: 12,442 (35%)
Prior 7-Day Average 5,103
Calls: 3,326 (65%)
Puts: 1,777 (35%)
Current vs Prior 7-Day Avg +48.48%
Calls: +70.59%
Puts: +7.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $6.15M
Calls: $3.37M (55%)
Puts: $2.78M (45%)
Prior (09/01) $4.27M
Calls: $1.79M (42%)
Puts: $2.48M (58%)
Current vs Prior +44.28%
Calls: +88.77%
Puts: +12.26%
Prior 7-Day Total $26.85M
Calls: $13.73M (51%)
Puts: $13.13M (49%)
Prior 7-Day Average $3.84M
Calls: $1.96M (51%)
Puts: $1.88M (49%)
Current vs Prior 7-Day Avg +60.43%
Calls: +71.86%
Puts: +48.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.34
Prior (09/01) 0.64
Current vs Prior -47.16%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -43.18%
Sentiment BULLISH

Open Interest

Detail
Current (09/02) 68,136
Calls: 39,815 (58%)
Puts: 28,321 (42%)
Prior (09/01) 66,070
Calls: 38,823 (59%)
Puts: 27,247 (41%)
Current vs Prior +3.13%
Prior 7-Day Total 451,014
Calls: 266,535 (59%)
Puts: 184,479 (41%)
Prior 7-Day Average 64,430
Calls: 38,076 (59%)
Puts: 26,354 (41%)
Current vs Prior 7-Day Avg +5.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 5.63% | 14.38%15.34% | 21.08%
Prior 4.75% | 13.56%14.70% | 20.70%
Current vs Prior +18.41% | +6.01%+4.31% | +1.82%
Prior 7-Day Avg 6.44% | 11.39%14.20% | 22.33%
Current vs 7-Day Avg -12.60% | +26.24%+8.02% | -5.58%
Prior 7-Day Eod 4.75% | 13.56%14.70% | 20.70%
Current vs 7-Day Eod +18.41% | +6.01%+4.31% | +1.82%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 73.63% | 41.41%
Calls: 56.78% | 43.85%
Puts: 90.48% | 38.96%
Prior 54.14% | 25.54%
Calls: 45.78% | 22.22%
Puts: 62.50% | 28.85%
Current vs Prior +36.00% | +62.14%
Prior 7-Day Avg 118.21% | 30.78%
Calls: 113.27% | 32.83%
Puts: 121.19% | 28.74%
Current vs 7-Day Avg -37.71% | +34.52%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (60% higher). Above-average activity with volume up 59% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (5,674 calls vs 1,904 puts). P/C ratio dropping 47% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 7.2%, best 4.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Oct 1617.3018.00$17.654.0%390.61186
$150.00Oct 1612.4013.40$12.907.8%500.5097
$145.00Oct 1614.6016.10$15.359.8%300.5634
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. 83 found (avg delta 0.66, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 411.7020.00$15.8552.4%30.9829
$120.00Sep 421.3029.70$25.5032.9%340.93--
$120.00Sep 1824.1032.10$28.1028.5%--0.8921
$125.00Sep 1118.5026.90$22.7037.0%--0.8521
$125.00Sep 1820.1028.00$24.0532.8%--0.8485
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 415.0023.30$19.1543.3%60.9455
$160.00Sep 412.2018.10$15.1538.9%30.9390
$157.50Sep 48.5016.00$12.2561.2%140.9031
$155.00Sep 46.0013.30$9.6575.6%10.8515
$170.00Sep 1123.0031.00$27.0029.6%20.7999

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 5.6K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 42.305.00$3.6574.0%1.1K0.5199
$150.00Sep 41.101.70$1.4042.9%5660.28358
$160.00Sep 184.008.50$6.2572.0%4120.36503
$160.00Sep 40.200.40$0.3066.7%2500.07168
$155.00Sep 40.550.80$0.6836.8%1970.15438
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 95.2010.90$8.0570.8%830.332
$138.00Sep 40.251.15$0.70128.6%780.1725
$140.00Sep 116.407.30$6.8513.1%780.3791
$160.00Oct 1618.4027.30$22.8538.9%780.5953
$145.00Oct 1612.7015.70$14.2021.1%580.4552

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 69.4%, max 256.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 16264.5%74.2%256.3%29389
$172.50Sep 4Sep 18305.9%94.9%222.3%163
$167.50Sep 4Sep 18250.5%95.2%163.2%21106
$145.00Sep 4Oct 1688.7%72.1%23.0%1.2K133
$143.00Sep 4Sep 1895.3%83.7%13.8%4335
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 16264.5%74.2%256.3%--90
$131.00Sep 4Sep 11215.7%88.4%144.0%--27
$132.00Sep 4Sep 11206.8%121.5%70.2%121
$145.00Sep 4Oct 1688.7%72.1%23.0%84610
$155.00Sep 4Oct 1686.7%76.0%14.1%5690

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 1.63, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$135.00Sep 25$1.90$3.10$1.9078%1.63$131.90
$125.00$138.00Sep 11$8.45$4.55$8.4585%0.54$133.45
$145.00$160.00Oct 2$5.10$9.90$5.1056%1.94$150.10
$130.00$145.00Oct 2$8.50$6.50$8.5074%0.76$138.50
$150.00$155.00Sep 25$1.00$4.00$1.0050%4.00$151.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$165.00Sep 18$2.40$2.60$2.4076%1.08$167.60
$150.00$145.00Oct 16$1.10$3.90$1.1050%3.55$148.90
$145.00$140.00Sep 25$0.95$4.05$0.9544%4.26$144.05
$165.00$162.50Sep 11$0.95$1.55$0.9573%1.63$164.05
$145.00$142.00Sep 18$0.55$2.45$0.5545%4.45$144.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 2.57, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Sep 18$1.65$1.65$0.8568%1.94$164.15
$160.00$162.50Sep 11$1.35$1.35$1.1566%1.17$161.35
$152.50$155.00Sep 18$1.60$1.60$0.9056%1.78$154.10
$165.00$170.00Oct 16$2.10$2.10$2.9063%0.72$167.10
$150.00$152.50Sep 11$1.40$1.40$1.1053%1.27$151.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Sep 25$3.60$3.60$1.4062%2.57$136.40
$125.00$120.00Oct 16$2.10$2.10$2.9077%0.72$122.90
$140.00$135.00Oct 9$2.90$2.90$2.1061%1.38$137.10
$140.00$135.00Oct 2$2.80$2.80$2.2062%1.27$137.20
$140.00$135.00Oct 16$2.75$2.75$2.2561%1.22$137.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $6.55, cheapest $7.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$143.00Sep 4Sep 18$7.2095.3%83.7%
$141.00Sep 4Sep 11$7.25122.9%115.0%
$148.00Sep 4Sep 11$5.8792.0%104.1%
$147.00Sep 4Sep 11$6.5797.3%113.6%
$146.00Sep 4Sep 11$7.0089.0%114.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$141.00Sep 4Sep 11$4.70122.9%115.0%
$148.00Sep 4Sep 18$8.2792.0%85.6%
$143.00Sep 4Sep 11$5.2295.3%107.0%
$147.00Sep 4Sep 11$6.8597.3%113.6%
$146.00Sep 4Sep 11$5.1789.0%114.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 3.44% of stock, avg 12.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$149.00Sep 4$1.20$3.80$5.00$144.00$154.003.44%
$150.00Sep 4$1.40$4.80$6.20$143.80$156.204.26%
$142.00Sep 4$5.60$1.08$6.68$135.32$148.684.59%
$148.00Sep 4$2.53$4.58$7.11$140.89$155.114.89%
$145.00Sep 4$3.65$3.80$7.45$137.55$152.455.12%
$147.00Sep 4$3.13$4.55$7.68$139.32$154.685.28%
$146.00Sep 4$3.20$4.53$7.73$138.27$153.735.32%
$144.00Sep 4$4.70$3.15$7.85$136.15$151.855.40%
$140.00Sep 4$7.15$1.00$8.15$131.85$148.155.61%
$143.00Sep 4$5.05$3.13$8.18$134.82$151.185.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 1.57% of stock, avg 10.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$149.00$142.00Sep 4$1.20$1.08$2.28$139.72$151.28
$150.00$142.00Sep 4$1.40$1.08$2.48$139.52$152.48
$148.00$142.00Sep 4$2.53$1.08$3.61$138.39$151.61
$147.00$142.00Sep 4$3.13$1.08$4.21$137.79$151.21
$149.00$143.00Sep 4$1.20$3.13$4.33$138.67$153.33
$149.00$141.00Sep 4$1.20$3.40$4.60$136.40$153.60
$146.00$142.00Sep 4$3.20$1.08$4.28$137.72$150.28
$149.00$144.00Sep 4$1.20$3.15$4.35$139.65$153.35
$150.00$143.00Sep 4$1.40$3.13$4.53$138.47$154.53
$150.00$141.00Sep 4$1.40$3.40$4.80$136.20$154.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 9.00, avg credit $1.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
125/127162/165Sep 4$2.25$0.2571%9.00$124.75$164.75
125/127155/158Sep 4$2.25$0.2566%9.00$124.75$157.25
125/127158/160Sep 4$2.13$0.3771%5.76$124.87$159.63
125/127150/152Sep 4$2.15$0.3553%6.14$124.85$152.15
130/133162/165Sep 18$2.73$0.2740%10.11$130.27$165.23
135/136165/168Sep 11$2.33$0.1741%13.71$133.67$167.33
135/136162/165Sep 11$2.23$0.2738%8.26$133.77$164.73
125/130162/165Sep 18$3.47$1.5344%2.27$126.53$165.97
124/125160/162Sep 11$1.75$0.7551%2.33$123.25$161.75
135/136170/172Sep 18$1.90$0.6044%3.17$134.10$171.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Sep 18$0.05$4.9514%99.00
$120.00$125.00$130.00Sep 18$0.25$4.7512%19.00
$155.00$157.50$160.00Sep 4$0.12$2.388%19.83
$142.00$143.00$144.00Sep 4$0.20$0.8018%4.00
$130.00$145.00$160.00Oct 2$3.40$11.6036%3.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 16$0.05$4.9511%99.00
$145.00$150.00$155.00Oct 2$0.10$4.9012%49.00
$144.00$145.00$146.00Sep 4$0.08$0.929%11.50
$155.00$157.50$160.00Sep 4$0.30$2.208%7.33
$160.00$165.00$170.00Sep 25$0.65$4.3513%6.69

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 $-4.30, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$145.001:2Oct 2-$4.30$10.70
$125.00$138.001:2Sep 11-$5.80$7.20
$145.00$160.001:2Oct 2-$2.60$12.40
$121.00$130.001:2Sep 4-$6.75$2.25
$152.50$155.001:2Sep 4-$0.11$2.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$140.001:2Oct 9-$3.20$11.80
$130.00$125.001:2Sep 18-$0.46$4.54
$152.50$150.001:2Sep 4-$1.70$0.80
$138.00$137.001:2Sep 4-$0.26$0.74
$135.00$134.001:2Sep 4-$0.31$0.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.53%, avg 2.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Oct 16$12.400.503.2%8.53%11.70%5097
$165.00Oct 16$5.600.3713.5%3.85%17.34%316
$155.00Sep 25$7.600.446.6%5.23%11.84%226
$160.00Oct 16$5.800.4110.1%3.99%14.04%655
$155.00Oct 16$7.300.466.6%5.02%11.63%918
$170.00Oct 16$3.500.3216.9%2.41%19.33%17278
$160.00Oct 2$5.700.3810.1%3.92%13.97%512
$147.00Sep 18$9.700.531.1%6.67%7.78%--22
$150.00Sep 18$8.200.493.2%5.64%8.81%16155
$146.00Sep 18$10.100.540.4%6.95%7.37%141

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 5,674
Total Puts 1,904
Put/Call Ratio 0.34
Net Difference 3,770

Prior's Put/Call Breakdown

Total Calls 2,918
Total Puts 1,853
Put/Call Ratio 0.64
Net Difference 1,065

Prior 7-Day Put/Call Summary

Total Calls 23,283
Total Puts 12,442
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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