Tour v526
BSX
BOSTON SCIENTIFIC CO
$49.37 -5.08%
$49.56 (+0.38%)🌙
as of 08/20 06:16 PM
8/20 18:16

Option Volume

Detail
Current (08/20) 34,780
Calls: 20,514 (59%)
Puts: 14,266 (41%)
Prior (08/19) 21,113
Calls: 12,244 (58%)
Puts: 8,869 (42%)
Current vs Prior +64.73%
Calls: +67.54% (Calls)
Puts: +60.85% (Puts)
Prior 7-Day Total 206,723
Calls: 101,873 (49%)
Puts: 104,850 (51%)
Prior 7-Day Average 29,531
Calls: 14,553 (49%)
Puts: 14,978 (51%)
Current vs Prior 7-Day Avg +17.77%
Calls: +40.96%
Puts: -4.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $13.94M
Calls: $4.38M (31%)
Puts: $9.56M (69%)
Prior (08/19) $4.03M
Calls: $2.63M (65%)
Puts: $1.40M (35%)
Current vs Prior +245.62%
Calls: +66.53%
Puts: +581.05%
Prior 7-Day Total $56.02M
Calls: $27.09M (48%)
Puts: $28.93M (52%)
Prior 7-Day Average $8.00M
Calls: $3.87M (48%)
Puts: $4.13M (52%)
Current vs Prior 7-Day Avg +74.23%
Calls: +13.17%
Puts: +131.40%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 0.70
Prior (08/19) 0.72
Current vs Prior -3.99%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -36.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 686,437
Calls: 560,669 (82%)
Puts: 125,768 (18%)
Prior (08/19) 733,138
Calls: 568,482 (78%)
Puts: 164,656 (22%)
Current vs Prior -6.37%
Prior 7-Day Total 4,966,959
Calls: 3,842,781 (77%)
Puts: 1,124,178 (23%)
Prior 7-Day Average 709,565
Calls: 548,968 (77%)
Puts: 160,596 (23%)
Current vs Prior 7-Day Avg -3.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.29% | 5.79%2.29% | 8.37%
Prior 3.46% | 4.96%3.46% | 9.04%
Current vs Prior -33.87% | +16.78%-33.87% | -7.43%
Prior 7-Day Avg 3.71% | 5.73%4.69% | 9.24%
Current vs 7-Day Avg -38.36% | +1.17%-51.17% | -9.51%
Prior 7-Day Eod 3.46% | 4.96%3.46% | 9.04%
Current vs 7-Day Eod -33.87% | +16.78%-33.87% | -7.43%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.87% | 14.79%
Calls: 20.69% | 15.79%
Puts: 19.05% | 13.79%
Prior 19.87% | 14.79%
Calls: 20.69% | 15.79%
Puts: 19.05% | 13.79%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 48.14% | 40.98%
Calls: 26.73% | 63.93%
Puts: 69.56% | 18.02%
Current vs 7-Day Avg -58.73% | -63.91%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($9.56M). Massive premium surge with dollar volume up 246% vs prior. Dollar volume significantly above 7-day average (74% higher). Above-average activity with volume up 65% vs prior.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
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 5 of results (avg 7.9%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 184.905.30$5.107.8%300.837.5K
$50.00Sep 181.801.95$1.888.0%2180.4814.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 215.405.80$5.607.1%1.4K1.001.1K
$56.00Sep 46.306.80$6.557.6%20.92--
$50.00Sep 182.152.35$2.258.9%4650.529.0K

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. 61 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 289.3011.00$10.1516.7%11.0015
$39.50Aug 219.7011.30$10.5015.2%10.99--
$40.00Aug 219.2010.60$9.9014.1%10.98--
$45.00Aug 214.205.00$4.6017.4%30.98--
$41.50Aug 217.709.20$8.4517.8%10.981
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 211.201.80$1.5040.0%1181.001.0K
$52.00Aug 212.402.75$2.5813.6%181.002.4K
$54.00Aug 214.105.40$4.7527.4%91.002
$55.00Aug 215.405.80$5.607.1%1.4K1.001.1K
$56.00Aug 216.107.20$6.6516.5%61.002

Most actively traded options today. High liquidity = easy entry/exit. 156 active (total vol 14.2K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Sep 110.550.95$0.7553.3%1.2K0.29149
$55.00Sep 180.450.55$0.5020.0%5980.1832.3K
$52.00Aug 210.000.10$0.05200.0%5960.074.8K
$50.00Aug 210.100.25$0.1883.3%4680.3014.9K
$51.00Aug 210.050.10$0.0862.5%2540.12955
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 210.100.30$0.20100.0%2.6K0.311.8K
$49.50Aug 210.250.50$0.3865.8%1.6K0.51383
$55.00Aug 215.405.80$5.607.1%1.4K1.001.1K
$50.00Aug 210.501.00$0.7566.7%1.3K0.765.4K
$50.00Sep 182.152.35$2.258.9%4650.529.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 7.0%, max 14.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Sep 4Sep 2542.4%37.2%14.2%520
$49.00Aug 21Oct 241.2%39.9%3.2%575.6K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.50Aug 21Sep 438.0%35.4%7.3%1.6K386
$49.00Aug 21Oct 241.2%39.9%3.2%2.6K2.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 1.86, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.00Sep 25$0.40$1.60$0.4049%4.00$50.40
$45.00$50.00Sep 18$3.22$1.78$3.2284%0.55$48.22
$45.00$46.00Sep 25$0.50$0.50$0.5082%1.00$45.50
$45.00$45.50Aug 21$0.20$0.30$0.2098%1.50$45.20
$48.00$50.00Sep 25$0.82$1.18$0.8263%1.44$48.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$54.00$53.00Sep 4$0.35$0.65$0.3585%1.86$53.65
$53.00$51.00Sep 11$0.98$1.02$0.9876%1.04$52.02
$52.00$51.00Aug 28$0.35$0.65$0.3581%1.86$51.65
$51.00$50.00Sep 25$0.20$0.80$0.2057%4.00$50.80
$51.00$50.00Sep 11$0.35$0.65$0.3565%1.86$50.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 4.00, avg 0.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$53.00$54.00Oct 2$0.78$0.78$0.2268%3.55$53.78
$52.00$53.00Oct 2$0.67$0.67$0.3360%2.03$52.67
$50.00$51.00Sep 11$0.72$0.72$0.2853%2.57$50.72
$52.00$53.00Sep 25$0.58$0.58$0.4261%1.38$52.58
$56.00$58.00Aug 28$0.27$0.27$1.7387%0.16$56.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$46.00$45.00Oct 2$0.80$0.80$0.2070%4.00$45.20
$49.00$48.00Oct 2$0.90$0.90$0.1054%9.00$48.10
$49.00$48.00Sep 11$0.70$0.70$0.3056%2.33$48.30
$45.00$40.00Sep 18$0.38$0.38$4.6283%0.08$44.62
$46.00$45.00Sep 25$0.33$0.33$0.6775%0.49$45.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.79, cheapest $0.65)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Aug 21Aug 28$0.6236.8%41.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Aug 21Aug 28$0.6541.2%30.1%
$49.50Aug 21Aug 28$1.1038.0%43.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 1.88% of stock, avg 7.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$0.18$0.75$0.93$49.07$50.931.88%
$49.00Aug 21$0.75$0.20$0.95$48.05$49.951.92%
$48.50Aug 21$1.20$0.08$1.28$47.22$49.782.59%
$48.00Aug 21$1.43$0.05$1.48$46.52$49.483.00%
$51.00Aug 21$0.08$1.50$1.58$49.42$52.583.20%
$50.00Aug 28$0.80$1.33$2.13$47.87$52.134.31%
$49.00Aug 28$1.38$0.85$2.23$46.77$51.234.52%
$49.50Aug 28$1.05$1.48$2.53$46.97$52.035.12%
$52.00Aug 21$0.05$2.58$2.63$49.37$54.635.33%
$48.50Aug 28$1.75$1.00$2.75$45.75$51.255.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.20% of stock, avg 3.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$52.00$48.00Aug 21$0.05$0.05$0.10$47.90$52.10
$51.00$48.00Aug 21$0.08$0.05$0.13$47.87$51.13
$52.00$48.50Aug 21$0.05$0.08$0.13$48.37$52.13
$51.00$48.50Aug 21$0.08$0.08$0.16$48.34$51.16
$53.00$48.00Aug 21$0.13$0.05$0.18$47.82$53.18
$52.00$46.00Aug 21$0.05$0.13$0.18$45.82$52.18
$51.00$46.00Aug 21$0.08$0.13$0.21$45.79$51.21
$53.00$48.50Aug 21$0.13$0.08$0.21$48.29$53.21
$53.00$46.00Aug 21$0.13$0.13$0.26$45.74$53.26
$50.00$48.00Aug 21$0.18$0.05$0.23$47.77$50.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 2.45, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
45/4653/54Sep 25$0.71$0.2944%2.45$45.29$53.71
45/4657/58Sep 25$0.51$0.4960%1.04$45.49$57.51
43/4453/54Sep 11$0.42$0.5866%0.72$43.58$53.42
46/4753/54Sep 11$0.57$0.4350%1.33$46.43$53.57
46/4753/54Sep 25$0.66$0.3438%1.94$46.34$53.66
45/4654/55Sep 25$0.53$0.4751%1.13$45.47$54.53
44/4556/57Oct 2$0.44$0.5659%0.79$44.56$56.44
46/4752/53Sep 4$0.55$0.4548%1.22$46.45$52.55
45/4656/57Sep 25$0.45$0.5557%0.82$45.55$56.45
43/4456/57Sep 11$0.22$0.7880%0.28$43.78$56.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 1.81, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$50.00$55.00Sep 18$1.84$3.1666%1.72
$40.00$45.00$50.00Sep 18$1.08$3.9248%3.63
$50.00$51.00$52.00Aug 21$0.07$0.9323%13.29
$50.00$51.00$52.00Aug 28$0.10$0.9021%9.00
$49.00$50.00$51.00Sep 4$0.15$0.8521%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$50.00$55.00Sep 18$1.78$3.2266%1.81
$40.00$45.00$50.00Sep 18$1.39$3.6148%2.60
$48.50$49.00$49.50Aug 21$0.06$0.4436%7.33
$48.00$49.00$50.00Sep 11$0.10$0.9021%9.00
$50.00$51.00$52.00Sep 4$0.08$0.9217%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-0.80, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Sep 18-$0.80$4.20
$41.50$45.001:2Aug 21-$0.75$2.75
$46.00$48.001:2Sep 25-$1.00$1.00
$50.00$51.001:2Sep 11-$0.11$0.89
$47.50$48.001:2Aug 21-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.00$50.001:2Aug 21$0.00$1.00
$52.00$51.001:2Aug 21-$0.42$0.58
$55.00$52.001:2Sep 25-$1.65$1.35
$51.00$50.001:2Aug 28-$0.28$0.72
$49.00$48.001:2Sep 11-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 2.84%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.00Oct 2$1.400.405.3%2.84%8.16%9137
$50.00Oct 2$2.150.481.3%4.35%5.63%643
$50.00Sep 25$1.950.491.3%3.95%5.23%2180
$50.00Sep 18$1.800.481.3%3.65%4.92%21814.5K
$53.00Sep 25$0.950.317.3%1.92%9.28%4032
$52.00Sep 25$0.950.395.3%1.92%7.25%1354
$55.00Oct 2$0.650.2311.4%1.32%12.72%18--
$56.00Oct 2$0.500.2113.4%1.01%14.44%429
$51.00Oct 2$1.100.433.3%2.23%5.53%617
$50.00Sep 11$1.400.471.3%2.84%4.11%36--

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 20,514
Total Puts 14,266
Put/Call Ratio 0.70
Net Difference 6,248

Prior's Put/Call Breakdown

Total Calls 12,244
Total Puts 8,869
Put/Call Ratio 0.72
Net Difference 3,375

Prior 7-Day Put/Call Summary

Total Calls 101,873
Total Puts 104,850
Average Put/Call Ratio 1.09
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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