Tour v346
CSCO
CISCO SYS INC
$111.94 +2.08%
$111.59 (-0.32%)🌙
as of 07/17 07:34 PM
7/17 19:34

Option Volume

Detail
Current (07/17) 50,982
Calls: 27,136 (53%)
Puts: 23,846 (47%)
Prior (07/16) 77,708
Calls: 33,887 (44%)
Puts: 43,821 (56%)
Current vs Prior -34.39%
Calls: -19.92% (Calls)
Puts: -45.58% (Puts)
Prior 7-Day Total 400,559
Calls: 231,294 (58%)
Puts: 169,265 (42%)
Prior 7-Day Average 57,222
Calls: 33,042 (58%)
Puts: 24,180 (42%)
Current vs Prior 7-Day Avg -10.91%
Calls: -17.87%
Puts: -1.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $17.17M
Calls: $9.76M (57%)
Puts: $7.41M (43%)
Prior (07/16) $32.20M
Calls: $10.54M (33%)
Puts: $21.66M (67%)
Current vs Prior -46.68%
Calls: -7.44%
Puts: -65.78%
Prior 7-Day Total $134.62M
Calls: $78.04M (58%)
Puts: $56.59M (42%)
Prior 7-Day Average $19.23M
Calls: $11.15M (58%)
Puts: $8.08M (42%)
Current vs Prior 7-Day Avg -10.72%
Calls: -12.46%
Puts: -8.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.88
Prior (07/16) 1.29
Current vs Prior -32.05%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +15.43%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 566,231
Calls: 342,005 (60%)
Puts: 224,226 (40%)
Prior (07/16) 650,057
Calls: 403,824 (62%)
Puts: 246,233 (38%)
Current vs Prior -12.90%
Prior 7-Day Total 3,956,276
Calls: 2,387,830 (60%)
Puts: 1,568,446 (40%)
Prior 7-Day Average 565,182
Calls: 341,118 (60%)
Puts: 224,063 (40%)
Current vs Prior 7-Day Avg +0.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.36% | 5.07%1.36% | 15.19%
Prior 2.39% | 5.19%2.39% | 15.07%
Current vs Prior +112.38% | +32.74%-43.17% | +0.75%
Prior 7-Day Avg 3.25% | 5.52%3.97% | 15.28%
Current vs 7-Day Avg +56.06% | +24.71%-65.79% | -0.60%
Prior 7-Day Eod 2.39% | 5.19%2.39% | 15.07%
Current vs 7-Day Eod +112.38% | +32.74%-43.17% | +0.75%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 3.50% | 4.75%
Calls: 4.55% | 3.04%
Puts: 2.44% | 6.45%
Prior 3.50% | 4.75%
Calls: 4.55% | 3.04%
Puts: 2.44% | 6.45%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 3.50% | 4.75%
Calls: 4.55% | 3.04%
Puts: 2.44% | 6.45%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
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🤖 AI Insights

P/C ratio dropping 32% - sentiment shifting bullish. Call-heavy open interest (342,005 calls vs 224,226 puts) suggests bullish positioning.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 61 of results (avg 6.9%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 218.258.45$8.352.4%3820.581.7K
$112.00Aug 74.554.70$4.633.2%320.5317
$115.00Aug 215.906.10$6.003.3%7040.471.5K
$100.00Aug 2114.6515.15$14.903.4%100.781.5K
$125.00Aug 212.762.88$2.824.3%4330.274.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 218.558.75$8.652.3%130.531.9K
$110.00Aug 215.906.10$6.003.3%1400.427.3K
$105.00Aug 213.904.05$3.973.8%830.322.1K
$114.00Jul 314.554.75$4.654.3%1350.56241
$114.00Aug 75.405.65$5.534.5%10.55--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.75, cheapest $0.64)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 240.590.68$0.6414.1%3200.191.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 240.600.68$0.6412.5%690.171.3K
$108.00Jul 240.891.06$0.9817.3%9270.25781

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 105 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 1721.2523.05$22.158.1%701.00138
$92.50Jul 1718.1021.00$19.5514.8%41.00--
$95.00Jul 1716.6018.15$17.388.9%691.00216
$100.00Jul 1711.3512.25$11.807.6%621.005.8K
$101.00Jul 179.6013.05$11.3330.5%21.0050
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Jul 1710.3513.15$11.7523.8%11.001
$125.00Jul 1710.9514.05$12.5024.8%31.00--
$120.00Jul 176.659.10$7.8831.1%240.99687
$119.00Jul 175.508.25$6.8840.0%30.9917
$117.00Jul 173.805.60$4.7038.3%8810.991.2K

Most actively traded options today. High liquidity = easy entry/exit. 284 active (total vol 43.0K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 214.054.40$4.228.3%2.4K0.378.8K
$115.00Jul 241.301.42$1.368.8%2.1K0.33474
$113.00Jul 170.000.09$0.05180.0%1.8K0.111.3K
$124.00Jul 240.100.14$0.1233.3%1.7K0.043.3K
$120.00Jul 240.280.45$0.3745.9%1.1K0.12781
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Jul 170.871.30$1.0939.4%2.7K0.894.2K
$116.00Jul 172.694.70$3.7054.3%2.6K0.91260
$100.00Aug 70.751.04$0.9032.2%2.0K0.14211
$108.00Jul 240.891.06$0.9817.3%9270.25781
$110.00Jul 170.000.01$0.01100.0%8990.024.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 693.1%, max 1834.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 17Aug 7805.2%41.6%1834.1%781.7K
$128.00Jul 17Aug 141127.8%58.4%1829.7%236
$92.50Jul 17Aug 211006.6%55.3%1721.3%1492
$90.00Jul 17Aug 211014.0%56.7%1688.9%80264
$95.00Jul 17Aug 21839.5%53.9%1458.5%70216
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$97.50Jul 17Aug 21990.9%53.7%1746.1%121.1K
$90.00Jul 17Aug 211014.0%56.7%1688.9%413.1K
$102.00Jul 17Aug 28597.8%52.0%1049.2%1795
$100.00Jul 17Aug 28556.0%50.5%1001.6%315.2K
$125.00Jul 17Aug 21540.6%52.3%933.1%17509

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 27.57, avg 3.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.00$130.00Aug 7$0.22$2.78$0.2212.64$127.22
$119.00$120.00Jul 24$0.11$0.89$0.118.09$119.11
$123.00$125.00Aug 14$0.22$1.78$0.228.09$123.22
$114.00$115.00Jul 17$0.12$0.88$0.127.33$114.12
$116.00$117.00Jul 17$0.12$0.88$0.127.33$116.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Jul 31$0.14$3.86$0.1427.57$98.86
$100.00$90.00Aug 7$0.68$9.32$0.6813.71$99.32
$99.00$98.00Jul 24$0.10$0.90$0.109.00$98.90
$92.50$90.00Aug 21$0.25$2.25$0.259.00$92.25
$100.00$95.00Aug 14$0.53$4.47$0.538.43$99.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 186 found (best R:R 29.77, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 7$4.65$4.65$0.3513.29$104.65
$105.00$106.00Aug 7$0.90$0.90$0.109.00$105.90
$103.00$104.00Jul 24$0.88$0.88$0.127.33$103.88
$92.50$95.00Jul 17$2.17$2.17$0.336.58$94.67
$92.50$95.00Aug 21$2.13$2.13$0.375.76$94.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$124.00$120.00Jul 17$3.87$3.87$0.1329.77$120.13
$113.00$112.00Jul 17$0.88$0.88$0.127.33$112.12
$114.00$113.00Aug 14$0.88$0.88$0.127.33$113.12
$119.00$118.00Jul 31$0.87$0.87$0.136.69$118.13
$126.00$122.00Aug 14$3.15$3.15$0.853.71$122.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $0.99, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 17Jul 24$0.10839.5%58.0%
$125.00Jul 17Jul 24$0.10540.6%44.6%
$124.00Jul 17Jul 24$0.11505.4%43.1%
$126.00Jul 17Jul 24$0.13575.3%49.8%
$130.00Jul 17Jul 31$0.15709.4%43.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Jul 17Jul 24$0.07320.2%41.5%
$100.00Jul 17Jul 24$0.15556.0%50.1%
$102.00Jul 17Jul 24$0.15597.8%44.6%
$95.00Jul 24Jul 31$0.1658.0%51.6%
$99.00Jul 24Jul 31$0.1954.7%46.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 95 found (cheapest 0.30% of stock, avg 9.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 17$0.13$0.21$0.34$111.66$112.340.30%
$113.00Jul 17$0.05$1.09$1.14$111.86$114.141.02%
$111.00Jul 17$1.31$0.06$1.37$109.63$112.371.22%
$114.00Jul 17$0.13$1.63$1.76$112.24$115.761.57%
$110.00Jul 17$1.88$0.01$1.89$108.11$111.891.69%
$115.00Jul 17$0.01$2.96$2.97$112.03$117.972.65%
$109.00Jul 17$3.14$0.01$3.15$105.85$112.152.81%
$116.00Jul 17$0.13$3.70$3.83$112.17$119.833.42%
$108.00Jul 17$4.33$0.03$4.36$103.64$112.363.89%
$117.00Jul 17$0.01$4.70$4.71$112.29$121.714.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.10% of stock, avg 6.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$111.00Jul 17$0.05$0.06$0.11$110.89$113.11
$112.00$111.00Jul 17$0.13$0.06$0.19$110.81$112.19
$114.00$111.00Jul 17$0.13$0.06$0.19$110.81$114.19
$116.00$111.00Jul 17$0.13$0.06$0.19$110.81$116.19
$128.00$111.00Jul 17$0.25$0.06$0.31$110.69$128.31
$117.00$108.00Jul 24$0.78$0.98$1.76$106.24$118.76
$116.00$108.00Jul 24$1.02$0.98$2.00$106.00$118.00
$117.00$109.00Jul 24$0.78$1.31$2.09$106.91$119.09
$116.00$109.00Jul 24$1.02$1.31$2.33$106.67$118.33
$115.00$108.00Jul 24$1.36$0.98$2.34$105.66$117.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 270 found (best R:R 9.00, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
109/110114/115Jul 31$0.90$0.109.00$109.10$114.90
104/105112/113Jul 31$0.89$0.118.09$104.11$112.89
108/109112/113Jul 31$0.89$0.118.09$108.11$112.89
105/106108/109Jul 24$0.88$0.127.33$105.12$108.88
103/104109/110Jul 31$0.88$0.127.33$103.12$109.88
105/106109/110Jul 31$0.88$0.127.33$105.12$109.88
106/107112/113Jul 31$0.88$0.127.33$106.12$112.88
104/105119/120Aug 28$0.88$0.127.33$104.12$119.88
109/110113/114Jul 31$0.87$0.136.69$109.13$113.87
100/101109/110Jul 31$0.86$0.146.14$100.14$109.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Jul 24$0.05$0.9519.00
$107.00$110.00$113.00Aug 28$0.17$2.8316.65
$110.00$111.00$112.00Aug 7$0.06$0.9415.67
$120.00$121.00$122.00Jul 24$0.07$0.9313.29
$100.00$105.00$110.00Aug 21$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$92.50$95.00Aug 21$0.07$2.4334.71
$110.00$115.00$120.00Aug 21$0.25$4.7519.00
$101.00$102.00$103.00Jul 24$0.06$0.9415.67
$95.00$97.50$100.00Aug 21$0.15$2.3515.67
$92.50$95.00$97.50Aug 21$0.17$2.3313.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $--, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Aug 21-$1.00$4.00
$120.00$125.001:2Aug 21-$1.42$3.58
$125.00$130.001:2Aug 28-$1.77$3.23
$127.00$130.001:2Aug 7-$0.17$2.83
$128.00$131.001:2Jul 24-$0.40$2.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 24$0.00$5.00
$95.00$90.001:2Jul 31-$0.04$4.96
$100.00$95.001:2Aug 28-$0.59$4.41
$100.00$95.001:2Aug 14-$1.03$3.97
$99.00$95.001:2Jul 31-$0.08$3.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 72 found (best yield 6.25%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.00Aug 28$7.000.520.9%6.25%7.20%3--
$114.00Aug 28$6.600.501.8%5.90%7.74%1--
$112.00Aug 14$6.400.540.1%5.72%5.77%7--
$113.00Aug 14$6.000.510.9%5.36%6.31%20140
$115.00Aug 21$5.900.472.7%5.27%8.00%7041.5K
$114.00Aug 14$5.700.501.8%5.09%6.93%932
$115.00Aug 14$5.250.472.7%4.69%7.42%19108
$118.00Aug 28$4.850.425.4%4.33%9.75%3--
$112.00Aug 7$4.550.530.1%4.06%4.12%3217
$119.00Aug 28$4.450.406.3%3.98%10.28%14

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 27,136
Total Puts 23,846
Put/Call Ratio 0.88
Net Difference 3,290

Prior's Put/Call Breakdown

Total Calls 33,887
Total Puts 43,821
Put/Call Ratio 1.29
Net Difference -9,934

Prior 7-Day Put/Call Summary

Total Calls 231,294
Total Puts 169,265
Average Put/Call Ratio 0.76
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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