Tour v344
BSX
BOSTON SCIENTIFIC CO
$44.62 +3.67%
$44.31 (-0.70%)🌙
as of 07/16 06:15 PM
7/16 18:15

Option Volume

Detail
Current (07/16) 118,183
Calls: 71,693 (61%)
Puts: 46,490 (39%)
Prior (07/15) 14,834
Calls: 7,904 (53%)
Puts: 6,930 (47%)
Current vs Prior +696.70%
Calls: +807.05% (Calls)
Puts: +570.85% (Puts)
Prior 7-Day Total 185,177
Calls: 66,366 (36%)
Puts: 118,811 (64%)
Prior 7-Day Average 26,453
Calls: 9,480 (36%)
Puts: 16,973 (64%)
Current vs Prior 7-Day Avg +346.75%
Calls: +656.19%
Puts: +173.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $20.01M
Calls: $7.03M (35%)
Puts: $12.99M (65%)
Prior (07/15) $7.27M
Calls: $1.62M (22%)
Puts: $5.65M (78%)
Current vs Prior +175.14%
Calls: +333.77%
Puts: +129.68%
Prior 7-Day Total $52.19M
Calls: $12.30M (24%)
Puts: $39.89M (76%)
Prior 7-Day Average $7.46M
Calls: $1.76M (24%)
Puts: $5.70M (76%)
Current vs Prior 7-Day Avg +168.43%
Calls: +299.99%
Puts: +127.87%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.65
Prior (07/15) 0.88
Current vs Prior -26.04%
Prior 7-Day Average 2.31
Current vs Prior 7-Day Avg -71.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 677,337
Calls: 503,567 (74%)
Puts: 173,770 (26%)
Prior (07/15) 503,685
Calls: 381,556 (76%)
Puts: 122,129 (24%)
Current vs Prior +34.48%
Prior 7-Day Total 3,492,515
Calls: 2,425,818 (69%)
Puts: 1,066,697 (31%)
Prior 7-Day Average 498,930
Calls: 346,545 (69%)
Puts: 152,385 (31%)
Current vs Prior 7-Day Avg +35.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.71% | 5.74%2.71% | 13.33%
Prior 3.55% | 5.92%3.55% | 13.89%
Current vs Prior -23.72% | -3.16%-23.71% | -4.03%
Prior 7-Day Avg 3.84% | 6.22%4.90% | 13.79%
Current vs 7-Day Avg -29.34% | -7.81%-44.66% | -3.33%
Prior 7-Day Eod 3.55% | 5.92%3.55% | 13.89%
Current vs 7-Day Eod -23.72% | -3.16%-23.71% | -4.03%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.29% | 23.21%
Calls: 20.00% | 16.13%
Puts: 28.57% | 30.30%
Prior 24.29% | 23.21%
Calls: 20.00% | 16.13%
Puts: 28.57% | 30.30%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.29% | 23.21%
Calls: 20.00% | 16.13%
Puts: 28.57% | 30.30%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($12.99M). Massive premium surge with dollar volume up 175% vs prior. Dollar volume significantly above 7-day average (168% higher). Unusually high activity with volume up 697% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 13 of results (avg 8.4%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.752.95$2.857.0%1470.513.8K
$43.00Aug 143.503.80$3.658.2%40.628
$40.00Aug 215.606.10$5.858.5%130.77583
$45.00Aug 142.502.75$2.639.5%40.51--
$42.00Aug 73.904.30$4.109.8%60.69--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 213.003.20$3.106.5%370.495.1K
$50.00Aug 216.206.70$6.457.8%50.72--
$46.00Jul 241.852.00$1.937.8%200.6879
$53.00Jul 178.108.80$8.458.3%10.96--
$43.00Aug 71.701.85$1.788.4%20.37--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.86, cheapest $0.77)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.50Jul 240.700.85$0.7719.5%540.39124
$50.00Aug 70.800.95$0.8817.0%260.2482
$45.00Jul 240.901.05$0.9815.3%4.4K0.46270
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Jul 240.750.90$0.8318.1%5.5K0.40773

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Jul 178.309.40$8.8512.4%31.00--
$37.00Jul 177.308.20$7.7511.6%71.008
$38.00Jul 176.307.50$6.9017.4%21.008
$39.00Jul 175.306.50$5.9020.3%41.00--
$40.00Jul 174.305.20$4.7518.9%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Jul 245.806.80$6.3015.9%20.98--
$50.00Jul 175.105.80$5.4512.8%6420.97112
$49.00Jul 173.904.80$4.3520.7%70.972
$53.00Jul 178.108.80$8.458.3%10.96--
$48.00Jul 172.853.80$3.3328.5%20.96--

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 56.0K, top 12.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.250.40$0.3345.5%7.1K0.361.2K
$45.00Jul 240.901.05$0.9815.3%4.4K0.46270
$50.00Aug 211.101.25$1.1812.7%1.1K0.284.2K
$45.00Jul 312.052.35$2.2013.6%1.1K0.52410
$50.00Jul 170.000.05$0.03166.7%6450.036.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Jul 240.400.55$0.4831.3%12.4K0.273.0K
$43.00Jul 170.000.15$0.08187.5%9.5K0.1210.4K
$42.50Jul 240.300.45$0.3839.5%7.8K0.225.3K
$44.00Jul 240.750.90$0.8318.1%5.5K0.40773
$40.00Aug 211.001.15$1.0813.9%1.4K0.2320.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 51.1%, max 234.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 28117.1%50.9%129.8%6636.6K
$40.00Jul 17Aug 28111.0%50.0%122.1%3--
$49.50Jul 17Jul 31123.2%65.3%88.7%4--
$49.00Jul 17Aug 14100.3%56.7%77.0%6--
$48.00Jul 17Aug 2882.4%48.9%68.5%21682
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$51.00Jul 17Jul 24150.2%44.9%234.7%3--
$50.00Jul 17Aug 21117.1%53.8%117.8%647112
$40.00Jul 17Aug 21111.0%52.8%110.2%1.4K20.5K
$46.50Jul 17Jul 2468.7%43.2%59.0%1131
$48.00Jul 17Aug 1482.4%55.7%48.1%61

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 7.33, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$52.00Jul 31$0.12$0.88$0.127.33$51.12
$50.00$51.00Aug 7$0.13$0.87$0.136.69$50.13
$51.00$52.00Aug 7$0.15$0.85$0.155.67$51.15
$50.00$51.00Jul 31$0.17$0.83$0.174.88$50.17
$51.00$52.00Aug 14$0.18$0.82$0.184.56$51.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$38.00Aug 14$0.27$1.73$0.276.41$39.73
$39.50$38.00Jul 31$0.30$1.20$0.304.00$39.20
$41.00$40.00Jul 31$0.27$0.73$0.272.70$40.73
$42.00$39.00Aug 28$0.85$2.15$0.852.53$41.15
$44.50$44.00Jul 17$0.15$0.35$0.152.33$44.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 15.67, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$37.00$38.00Jul 17$0.85$0.85$0.155.67$37.85
$42.00$42.50Jul 17$0.40$0.40$0.104.00$42.40
$43.00$43.50Jul 24$0.38$0.38$0.123.17$43.38
$43.50$44.00Jul 17$0.37$0.37$0.132.85$43.87
$40.50$41.50Jul 24$0.65$0.65$0.351.86$41.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$48.50Jul 24$2.35$2.35$0.1515.67$48.65
$50.00$47.00Aug 7$2.60$2.60$0.406.50$47.40
$48.50$46.50Jul 24$1.57$1.57$0.433.65$46.93
$46.50$46.00Jul 17$0.35$0.35$0.152.33$46.15
$44.00$43.00Jul 31$0.68$0.68$0.322.13$43.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $0.44, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Jul 24$0.07117.1%51.0%
$49.00Jul 17Jul 24$0.12100.3%48.7%
$52.00Jul 31Aug 7$0.1267.7%62.1%
$48.50Jul 17Jul 24$0.1591.4%46.8%
$48.00Jul 17Jul 24$0.1782.4%44.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Jul 17Jul 24$0.10111.0%53.5%
$41.00Jul 17Jul 24$0.1588.9%48.3%
$47.00Jul 31Aug 7$0.1565.9%59.9%
$42.00Jul 17Jul 24$0.2567.0%44.6%
$38.00Jul 31Aug 14$0.2870.4%59.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.15% of stock, avg 9.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$44.50Jul 17$0.48$0.48$0.96$43.54$45.462.15%
$45.00Jul 17$0.33$0.73$1.06$43.94$46.062.38%
$45.50Jul 17$0.18$1.02$1.20$44.30$46.702.69%
$44.00Jul 17$0.88$0.33$1.21$42.79$45.212.71%
$43.50Jul 17$1.25$0.10$1.35$42.15$44.853.03%
$46.00Jul 17$0.08$1.50$1.58$44.42$47.583.54%
$43.00Jul 17$1.78$0.08$1.86$41.14$44.864.17%
$46.50Jul 17$0.08$1.85$1.93$44.57$48.434.33%
$44.00Jul 24$1.43$0.83$2.26$41.74$46.265.06%
$44.50Jul 24$1.23$1.08$2.31$42.19$46.815.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.22% of stock, avg 4.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.00$42.50Jul 17$0.05$0.05$0.10$42.40$47.10
$46.00$42.50Jul 17$0.08$0.05$0.13$42.37$46.13
$46.50$42.50Jul 17$0.08$0.05$0.13$42.37$46.63
$47.00$43.00Jul 17$0.05$0.08$0.13$42.87$47.13
$47.00$43.50Jul 17$0.05$0.10$0.15$43.35$47.15
$46.00$43.00Jul 17$0.08$0.08$0.16$42.84$46.16
$46.50$43.00Jul 17$0.08$0.08$0.16$42.84$46.66
$46.00$43.50Jul 17$0.08$0.10$0.18$43.32$46.18
$46.50$43.50Jul 17$0.08$0.10$0.18$43.32$46.68
$45.50$42.50Jul 17$0.18$0.05$0.23$42.27$45.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 11.00, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/5051/52Aug 7$2.75$0.2511.00$47.25$53.75
41/4244/45Jul 31$0.90$0.109.00$41.10$45.40
40/4145/46Jul 31$0.89$0.118.09$40.11$45.89
43/4447/48Jul 31$0.88$0.127.33$43.12$47.88
40/4243/45Aug 14$1.75$0.257.00$40.25$44.75
40/4144/45Jul 31$0.85$0.155.67$40.15$45.35
44/4647/49Aug 7$1.70$0.305.67$44.30$48.70
43/4448/48Jul 31$0.84$0.165.25$43.16$48.34
43/4449/50Jul 31$0.83$0.174.88$43.17$49.83
42/4345/46Aug 7$0.83$0.174.88$42.17$45.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$50.00$52.00Aug 28$0.06$1.9432.33
$50.00$51.00$52.00Jul 31$0.05$0.9519.00
$49.00$50.00$51.00Aug 7$0.09$0.9110.11
$45.00$45.50$46.00Jul 17$0.05$0.459.00
$45.00$46.00$47.00Aug 7$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$41.00$42.00Jul 31$0.05$0.9519.00
$42.00$43.00$44.00Aug 7$0.09$0.9110.11
$44.00$44.50$45.00Jul 17$0.10$0.404.00
$49.00$49.50$50.00Jul 17$0.10$0.404.00
$38.00$40.00$42.00Aug 14$0.46$1.543.35

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 $-0.05, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.00$49.001:2Aug 7-$0.55$1.45
$50.00$52.001:2Aug 28-$0.56$1.44
$48.00$50.001:2Aug 28-$0.87$1.13
$45.00$47.001:2Aug 14-$1.13$0.87
$40.00$43.001:2Aug 28-$2.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.00$39.001:2Aug 28-$0.05$2.95
$42.00$40.001:2Aug 14-$0.17$1.83
$42.00$40.001:2Aug 7-$0.20$1.80
$50.00$47.001:2Aug 7-$1.35$1.65
$40.00$38.001:2Aug 14-$0.36$1.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 6.50%, avg 2.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 28$2.900.520.8%6.50%7.35%25
$45.00Aug 21$2.750.510.8%6.16%7.01%1473.8K
$45.00Aug 14$2.500.510.8%5.60%6.45%4--
$45.00Aug 7$2.250.510.8%5.04%5.89%15519
$45.00Jul 31$2.050.520.8%4.59%5.45%1.1K410
$47.00Aug 28$1.900.425.3%4.26%9.59%1--
$46.00Aug 7$1.750.453.1%3.92%7.01%1421
$47.00Aug 14$1.650.405.3%3.70%9.03%8--
$48.00Aug 28$1.550.377.6%3.47%11.05%3--
$46.50Jul 31$1.400.424.2%3.14%7.35%2--

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 71,693
Total Puts 46,490
Put/Call Ratio 0.65
Net Difference 25,203

Prior's Put/Call Breakdown

Total Calls 7,904
Total Puts 6,930
Put/Call Ratio 0.88
Net Difference 974

Prior 7-Day Put/Call Summary

Total Calls 66,366
Total Puts 118,811
Average Put/Call Ratio 2.31
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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