Tour v526
CAT
CATERPILLAR INC
$817.00 -0.60%
8/27 18:01

Option Volume

Detail
Current (08/27) 27,729
Calls: 9,848 (36%)
Puts: 17,881 (64%)
Prior (08/26) 20,358
Calls: 6,656 (33%)
Puts: 13,702 (67%)
Current vs Prior +36.21%
Calls: +47.96% (Calls)
Puts: +30.50% (Puts)
Prior 7-Day Total 219,978
Calls: 90,084 (41%)
Puts: 129,894 (59%)
Prior 7-Day Average 31,425
Calls: 12,869 (41%)
Puts: 18,556 (59%)
Current vs Prior 7-Day Avg -11.76%
Calls: -23.48%
Puts: -3.64%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $30.99M
Calls: $14.88M (48%)
Puts: $16.11M (52%)
Prior (08/26) $30.17M
Calls: $14.50M (48%)
Puts: $15.67M (52%)
Current vs Prior +2.74%
Calls: +2.66%
Puts: +2.82%
Prior 7-Day Total $379.08M
Calls: $167.81M (44%)
Puts: $211.27M (56%)
Prior 7-Day Average $54.15M
Calls: $23.97M (44%)
Puts: $30.18M (56%)
Current vs Prior 7-Day Avg -42.77%
Calls: -37.92%
Puts: -46.62%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 1.82
Prior (08/26) 2.06
Current vs Prior -11.80%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg +22.22%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 287,656
Calls: 133,146 (46%)
Puts: 154,510 (54%)
Prior (08/26) 282,048
Calls: 131,567 (47%)
Puts: 150,481 (53%)
Current vs Prior +1.99%
Prior 7-Day Total 2,141,584
Calls: 1,019,899 (48%)
Puts: 1,121,685 (52%)
Prior 7-Day Average 305,940
Calls: 145,699 (48%)
Puts: 160,240 (52%)
Current vs Prior 7-Day Avg -5.98%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.81% | 4.33%7.24% | 11.45%
Prior 2.74% | 5.07%7.57% | 11.85%
Current vs Prior -34.00% | -14.64%-4.33% | -3.36%
Prior 7-Day Avg 3.20% | 5.38%4.00% | 9.94%
Current vs 7-Day Avg -43.45% | -19.48%+81.00% | +15.26%
Prior 7-Day Eod 2.74% | 5.07%7.57% | 11.85%
Current vs 7-Day Eod -34.00% | -14.64%-4.33% | -3.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 34.67% | 20.53%
Calls: 32.24% | 16.27%
Puts: 37.09% | 24.79%
Prior 22.05% | 11.93%
Calls: 20.62% | 10.28%
Puts: 23.47% | 13.58%
Current vs Prior +57.23% | +72.09%
Prior 7-Day Avg 40.63% | 14.68%
Calls: 39.52% | 12.92%
Puts: 41.74% | 16.44%
Current vs 7-Day Avg -14.67% | +39.82%
Liquidity Expensive
+
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🤖 AI Insights

Extreme bearish P/C ratio of 1.82 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 62 of results (avg 7.8%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$725.00Sep 2595.70101.70$98.706.1%20.89--
$715.00Sep 11101.00107.55$104.286.3%20.962
$660.00Sep 18154.85165.40$160.136.6%10.99330
$670.00Aug 28143.15153.00$148.076.7%--1.0012
$720.00Sep 1898.00104.75$101.386.7%--0.941.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Sep 18129.20135.20$132.204.5%--0.9426
$910.00Sep 1893.4598.95$96.205.7%--0.8727
$960.00Sep 18137.10145.20$141.155.7%--0.95125
$950.00Sep 25130.55138.35$134.455.8%--0.9018
$890.00Sep 1875.1579.80$77.476.0%--0.81178

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. 189 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Aug 28143.15153.00$148.076.7%--1.0012
$675.00Aug 28137.80147.95$142.887.1%--1.0015
$735.00Aug 2879.0085.00$82.007.3%10.992
$685.00Sep 4128.80139.00$133.907.6%--0.9911
$690.00Sep 4123.80134.00$128.907.9%--0.9916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$852.50Aug 2833.0039.00$36.0016.7%--1.0024
$857.50Aug 2838.0044.00$41.0014.6%--1.0031
$860.00Aug 2840.0047.00$43.5016.1%131.0071
$862.50Aug 2842.0549.00$45.5315.3%321.0016
$865.00Aug 2845.0052.00$48.5014.4%641.0042

Most actively traded options today. High liquidity = easy entry/exit. 394 active (total vol 16.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$815.00Aug 284.9011.20$8.0578.3%6210.57135
$830.00Sep 49.4513.35$11.4034.2%6150.3983
$830.00Sep 1116.8019.00$17.9012.3%5510.4398
$820.00Sep 412.8517.45$15.1530.4%5110.4839
$850.00Aug 280.190.41$0.3073.3%3750.041.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$800.00Aug 280.661.48$1.0776.6%1.2K0.13448
$795.00Aug 280.651.08$0.8749.4%1.1K0.10239
$790.00Sep 43.557.30$5.4369.1%8870.23189
$790.00Aug 280.160.76$0.46130.4%4790.061.1K
$810.00Sep 411.2013.45$12.3318.2%4760.42156

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 13.0%, max 20.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$810.00Aug 28Sep 2541.5%34.3%20.7%30151
$805.00Aug 28Sep 2539.5%33.9%16.8%4237
$815.00Aug 28Oct 239.9%35.1%13.8%622141
$820.00Aug 28Oct 936.7%35.0%5.0%71576
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$810.00Aug 28Oct 241.5%34.9%19.0%170714
$815.00Aug 28Oct 239.9%35.1%13.8%70612
$805.00Aug 28Oct 239.5%35.2%12.4%68149
$820.00Aug 28Oct 236.7%35.8%2.7%36175

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 304 found (best R:R 0.76, avg 6.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$820.00Oct 9$25.57$19.43$25.5769%0.76$800.57
$780.00$815.00Oct 2$19.68$15.32$19.6869%0.78$799.68
$825.00$830.00Sep 18$0.80$4.20$0.8048%5.25$825.80
$810.00$815.00Sep 18$1.24$3.76$1.2457%3.03$811.24
$870.00$880.00Oct 9$1.82$8.18$1.8234%4.49$871.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$850.00$845.00Sep 18$1.22$3.78$1.2265%3.10$848.78
$820.00$815.00Sep 18$0.57$4.43$0.5750%7.77$819.43
$870.00$865.00Sep 25$2.42$2.58$2.4270%1.07$867.58
$867.50$865.00Aug 28$1.50$1.00$1.50100%0.67$866.00
$820.00$815.00Aug 28$1.43$3.57$1.4356%2.50$818.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 254 found (best R:R 0.71, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$975.00$980.00Sep 4$2.03$2.03$2.9794%0.68$977.03
$835.00$840.00Sep 11$3.52$3.52$1.4859%2.38$838.52
$900.00$905.00Oct 2$2.50$2.50$2.5077%1.00$902.50
$870.00$875.00Sep 25$2.77$2.77$2.2370%1.24$872.77
$970.00$975.00Sep 25$1.68$1.68$3.3292%0.51$971.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$680.00$675.00Aug 28$2.07$2.07$2.9395%0.71$677.93
$695.00$690.00Aug 28$2.08$2.08$2.9294%0.71$692.92
$705.00$700.00Aug 28$2.07$2.07$2.9394%0.71$702.93
$705.00$700.00Sep 4$1.82$1.82$3.1894%0.57$703.18
$685.00$680.00Sep 11$1.64$1.64$3.3694%0.49$683.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $9.32, cheapest $8.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$810.00Aug 28Sep 4$10.1541.5%32.9%
$815.00Aug 28Sep 4$10.5339.9%33.1%
$820.00Aug 28Sep 4$10.2036.7%34.1%
$825.00Aug 28Sep 4$10.4937.2%35.6%
$832.50Sep 4Sep 11$6.3034.3%34.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$810.00Aug 28Sep 4$8.7041.5%32.9%
$815.00Aug 28Sep 4$9.4339.9%33.1%
$820.00Aug 28Sep 4$11.6536.7%34.1%
$825.00Aug 28Sep 4$10.0737.2%35.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 137 found (cheapest 1.43% of stock, avg 6.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$820.00Aug 28$4.95$6.73$11.68$808.32$831.681.43%
$815.00Aug 28$8.05$5.30$13.35$801.65$828.351.63%
$825.00Aug 28$3.16$10.68$13.84$811.16$838.841.69%
$810.00Aug 28$11.10$3.63$14.73$795.27$824.731.80%
$830.00Aug 28$1.51$14.58$16.09$813.91$846.091.97%
$805.00Aug 28$15.00$2.00$17.00$788.00$822.002.08%
$800.00Aug 28$18.05$1.07$19.12$780.88$819.122.34%
$835.00Aug 28$1.19$18.33$19.52$815.48$854.522.39%
$795.00Aug 28$22.80$0.87$23.67$771.33$818.672.90%
$840.00Aug 28$0.66$23.18$23.84$816.16$863.842.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.19% of stock, avg 4.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$840.00$795.00Aug 28$0.66$0.87$1.53$793.47$841.53
$840.00$800.00Aug 28$0.66$1.07$1.73$798.27$841.73
$835.00$795.00Aug 28$1.19$0.87$2.06$792.94$837.06
$835.00$800.00Aug 28$1.19$1.07$2.26$797.74$837.26
$830.00$795.00Aug 28$1.51$0.87$2.38$792.62$832.38
$830.00$800.00Aug 28$1.51$1.07$2.58$797.42$832.58
$840.00$805.00Aug 28$0.66$2.00$2.66$802.34$842.66
$835.00$805.00Aug 28$1.19$2.00$3.19$801.81$838.19
$830.00$805.00Aug 28$1.51$2.00$3.51$801.49$833.51
$825.00$795.00Aug 28$3.16$0.87$4.03$790.97$829.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 270 found (best R:R 8.43, avg credit $2.08)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
700/705850/852Sep 4$4.47$0.5368%8.43$700.53$854.47
710/715850/852Sep 4$3.93$1.0769%3.67$711.07$853.93
660/665850/852Sep 4$3.82$1.1869%3.24$661.18$853.82
675/680910/915Aug 28$2.54$2.4692%1.03$677.46$912.54
700/705840/845Sep 4$3.97$1.0363%3.85$701.03$843.97
690/695910/915Aug 28$2.55$2.4592%1.04$692.45$912.55
680/685865/870Sep 11$3.52$1.4872%2.38$681.48$868.52
700/705910/915Aug 28$2.54$2.4691%1.03$702.46$912.54
700/705865/870Sep 11$3.46$1.5471%2.25$701.54$868.46
675/680895/900Aug 28$2.35$2.6593%0.89$677.65$897.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 232 found (best R:R 34.71, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$820.00$825.00$830.00Aug 28$0.14$4.8625%34.71
$760.00$770.00$780.00Sep 18$0.29$9.719%33.48
$840.00$845.00$850.00Aug 28$0.10$4.905%49.00
$910.00$915.00$920.00Sep 11$0.12$4.883%40.67
$865.00$867.50$870.00Aug 28$0.07$2.431%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$835.00$840.00$845.00Sep 4$0.10$4.909%49.00
$890.00$900.00$910.00Sep 18$0.21$9.797%46.62
$720.00$730.00$740.00Sep 18$0.11$9.895%89.91
$795.00$800.00$805.00Sep 25$0.08$4.925%61.50
$880.00$890.00$900.00Sep 18$0.24$9.765%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 244 found (best net $-2.77, 217 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$680.00$735.001:2Aug 28-$25.90$29.10
$775.00$820.001:2Oct 9-$16.26$28.74
$820.00$860.001:2Oct 9-$8.33$31.67
$780.00$815.001:2Oct 2-$20.72$14.28
$815.00$820.001:2Aug 28-$1.85$3.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$940.00$865.001:2Oct 2-$2.77$72.23
$945.00$880.001:2Sep 25-$15.05$49.95
$810.00$805.001:2Aug 28-$0.37$4.63
$805.00$800.001:2Aug 28-$0.14$4.86
$825.00$820.001:2Aug 28-$2.78$2.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 140 found (best yield 4.65%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$820.00Oct 9$38.000.520.4%4.65%5.02%3--
$860.00Oct 9$22.000.375.3%2.69%7.96%1--
$830.00Oct 2$30.750.471.6%3.76%5.35%916
$820.00Oct 2$35.200.520.4%4.31%4.68%12
$880.00Oct 9$17.200.317.7%2.11%9.82%2--
$870.00Oct 9$18.150.346.5%2.22%8.71%1--
$850.00Oct 2$22.850.404.0%2.80%6.84%--14
$855.00Oct 2$21.250.384.7%2.60%7.25%811
$825.00Oct 2$31.600.501.0%3.87%4.85%93
$860.00Oct 2$19.950.365.3%2.44%7.71%--13

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 9,848
Total Puts 17,881
Put/Call Ratio 1.82
Net Difference -8,033

Prior's Put/Call Breakdown

Total Calls 6,656
Total Puts 13,702
Put/Call Ratio 2.06
Net Difference -7,046

Prior 7-Day Put/Call Summary

Total Calls 90,084
Total Puts 129,894
Average Put/Call Ratio 1.49
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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