Tour v290
CSCO
CISCO SYS INC
$112.69 -3.69%
$112.50 (-0.17%)🌙
as of 07/02 06:20 PM
7/2 18:20

Option Volume

Detail
Current (07/02) 138,849
Calls: 91,484 (66%)
Puts: 47,365 (34%)
Prior (07/01) 38,997
Calls: 20,180 (52%)
Puts: 18,817 (48%)
Current vs Prior +256.05%
Calls: +353.34% (Calls)
Puts: +151.71% (Puts)
Prior 7-Day Total 337,201
Calls: 198,531 (59%)
Puts: 138,670 (41%)
Prior 7-Day Average 48,171
Calls: 28,361 (59%)
Puts: 19,810 (41%)
Current vs Prior 7-Day Avg +188.24%
Calls: +222.56%
Puts: +139.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $180.01M
Calls: $164.62M (91%)
Puts: $15.40M (9%)
Prior (07/01) $29.24M
Calls: $24.88M (85%)
Puts: $4.36M (15%)
Current vs Prior +515.63%
Calls: +561.72%
Puts: +252.88%
Prior 7-Day Total $175.34M
Calls: $136.44M (78%)
Puts: $38.90M (22%)
Prior 7-Day Average $25.05M
Calls: $19.49M (78%)
Puts: $5.56M (22%)
Current vs Prior 7-Day Avg +618.65%
Calls: +744.53%
Puts: +177.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.52
Prior (07/01) 0.93
Current vs Prior -44.48%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -25.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 639,809
Calls: 405,696 (63%)
Puts: 234,113 (37%)
Prior (07/01) 621,700
Calls: 372,897 (60%)
Puts: 248,803 (40%)
Current vs Prior +2.91%
Prior 7-Day Total 3,670,638
Calls: 2,400,002 (63%)
Puts: 1,421,768 (37%)
Prior 7-Day Average 524,376
Calls: 342,857 (63%)
Puts: 203,109 (37%)
Current vs Prior 7-Day Avg +22.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.02% | 4.63%6.46% | 16.93%
Prior 2.14% | 4.73%-- | --
Current vs Prior +116.80% | +36.69%-- | --
Prior 7-Day Avg 3.01% | 4.94%-- | --
Current vs 7-Day Avg +54.12% | +30.68%-- | --
Prior 7-Day Eod 2.14% | 4.73%-- | --
Current vs 7-Day Eod +116.80% | +36.69%-- | --
Sentiment BEARISH--

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 9.01% | 8.94%
Calls: 9.85% | 8.15%
Puts: 10.00% | 11.11%
Current vs 7-Day Avg -61.16% | -46.84%
Liquidity Acceptable
+
Add Card

🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($164.62M) vs puts ($15.40M). Massive premium surge with dollar volume up 516% vs prior. Dollar volume significantly above 7-day average (619% higher). Unusually high activity with volume up 256% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 60 of results (avg 8.1%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 244.354.60$4.475.6%530.538
$113.00Jul 102.002.12$2.065.8%3240.4716
$111.00Jul 174.104.35$4.225.9%110.5810
$113.00Jul 243.854.10$3.976.3%80.491
$111.00Jul 103.053.25$3.156.3%80.6045
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 315.355.70$5.536.3%130.5335
$114.00Jul 174.004.30$4.157.2%5950.56828
$121.00Jul 249.4010.15$9.787.7%160.7862
$112.00Jul 243.754.05$3.907.7%40.4751
$112.00Jul 173.003.25$3.138.0%2.3K0.47520

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.64, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 170.260.30$0.2814.3%2820.089.7K
$119.00Jul 100.350.41$0.3815.8%1660.13111
$118.00Jul 100.480.55$0.5213.5%6000.17244
$121.00Jul 170.610.74$0.6819.1%700.161.3K
$117.00Jul 100.660.76$0.7114.1%2720.22383
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 100.280.33$0.3116.1%800.0946
$107.00Jul 100.620.75$0.6918.8%5880.19141
$104.00Jul 170.750.91$0.8319.3%5460.1671
$108.00Jul 100.820.95$0.8914.6%2170.233.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 111 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1016.7019.70$18.2016.5%191.003
$92.50Jul 1718.8521.45$20.1512.9%3.4K1.00954
$95.00Jul 1716.4018.95$17.6714.4%3.8K1.002.8K
$108.00Jul 23.256.50$4.8866.6%130.99--
$109.00Jul 22.405.45$3.9377.6%20.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 20.482.84$1.66142.2%1.5K1.001.6K
$116.00Jul 22.804.70$3.7550.7%1.2K1.00520
$118.00Jul 24.656.25$5.4529.4%471.00850
$119.00Jul 25.057.70$6.3841.5%8131.00200
$120.00Jul 26.309.25$7.7837.9%1221.00649

Most actively traded options today. High liquidity = easy entry/exit. 301 active (total vol 77.0K, top 7.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 311.721.90$1.819.9%7.0K0.2619
$124.00Jul 240.560.93$0.7549.3%4.8K0.154.8K
$95.00Jul 1716.4018.95$17.6714.4%3.8K1.002.8K
$92.50Jul 1718.8521.45$20.1512.9%3.4K1.00954
$113.00Jul 173.003.20$3.106.5%1.2K0.4871
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 103.604.00$3.8010.5%4.0K0.673.4K
$113.00Jul 20.150.47$0.31103.2%3.6K0.862.5K
$100.00Jul 100.010.34$0.18183.3%3.6K0.053.6K
$117.00Jul 105.055.55$5.309.4%3.6K0.783.8K
$113.00Jul 173.503.80$3.658.2%2.4K0.52112

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 1308.7%, max 3921.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$133.00Jul 2Aug 71890.0%47.0%3921.3%3248
$134.00Jul 2Aug 71947.0%49.0%3873.5%71352
$103.00Jul 2Jul 101318.0%41.0%3114.6%154
$107.00Jul 2Jul 17945.0%38.0%2386.8%2823
$105.00Jul 2Aug 7864.0%40.0%2060.0%2027
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$133.00Jul 2Aug 71890.0%47.0%3921.3%931
$134.00Jul 2Aug 71947.0%49.0%3873.5%94--
$104.00Jul 2Aug 71227.0%37.0%3216.2%6--
$103.00Jul 2Aug 141318.0%47.0%2704.3%645
$130.00Jul 2Jul 31975.0%38.0%2465.8%1904

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 22.08, avg 2.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$132.00$135.00Jul 31$0.13$2.87$0.1322.08$132.13
$132.00$135.00Jul 17$0.25$2.75$0.2511.00$132.25
$120.00$121.00Jul 10$0.10$0.90$0.109.00$120.10
$122.00$123.00Jul 17$0.10$0.90$0.109.00$122.10
$126.00$127.00Jul 31$0.10$0.90$0.109.00$126.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$97.50Jul 17$0.12$2.38$0.1219.83$99.88
$100.00$95.00Jul 31$0.51$4.49$0.518.80$99.49
$104.00$100.00Jul 17$0.45$3.55$0.457.89$103.55
$106.00$105.00Jul 10$0.12$0.88$0.127.33$105.88
$103.00$100.00Jul 24$0.39$2.61$0.396.69$102.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 179 found (best R:R 15.67, avg 1.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$105.00Jul 10$1.88$1.88$0.1215.67$104.88
$100.00$104.00Jul 17$3.60$3.60$0.409.00$103.60
$97.50$100.00Jul 17$2.20$2.20$0.307.33$99.70
$112.00$113.00Jul 2$0.81$0.81$0.194.26$112.81
$105.00$107.00Jul 10$1.60$1.60$0.404.00$106.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$123.00$120.00Jul 2$2.72$2.72$0.289.71$120.28
$121.00$120.00Jul 24$0.90$0.90$0.109.00$120.10
$130.00$121.00Jul 24$8.10$8.10$0.909.00$121.90
$130.00$124.00Jul 31$5.27$5.27$0.737.22$124.73
$116.00$115.00Jul 2$0.87$0.87$0.136.69$115.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $0.80, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$132.00Jul 10Jul 17$0.0864.0%50.0%
$124.00Jul 2Jul 10$0.10473.0%38.0%
$127.00Jul 2Jul 10$0.11623.0%46.0%
$122.00Jul 2Jul 10$0.12435.0%34.0%
$121.00Jul 2Jul 10$0.17363.0%34.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 2Jul 10$0.15728.0%49.0%
$95.00Jul 2Jul 17$0.18993.0%49.0%
$125.00Jul 10Jul 17$0.3550.0%36.0%
$120.00Jul 2Jul 10$0.42325.0%34.0%
$106.00Jul 2Jul 10$0.43511.0%39.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 0.30% of stock, avg 8.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 2$0.03$0.31$0.34$112.66$113.340.30%
$112.00Jul 2$0.84$0.01$0.85$111.15$112.850.75%
$114.00Jul 2$0.01$1.66$1.67$112.33$115.671.48%
$111.00Jul 2$2.15$0.01$2.16$108.84$113.161.92%
$110.00Jul 2$2.79$0.01$2.80$107.20$112.802.48%
$115.00Jul 2$0.38$2.88$3.26$111.74$118.262.89%
$116.00Jul 2$0.01$3.75$3.76$112.24$119.763.34%
$109.00Jul 2$3.93$0.01$3.94$105.06$112.943.50%
$112.00Jul 10$2.54$2.17$4.71$107.29$116.714.18%
$113.00Jul 10$2.06$2.68$4.74$108.26$117.744.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.47% of stock, avg 4.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$105.00Jul 2$0.03$0.50$0.53$104.47$113.53
$115.00$105.00Jul 2$0.38$0.50$0.88$104.12$115.88
$113.00$107.00Jul 2$0.03$1.07$1.10$105.90$114.10
$113.00$104.00Jul 2$0.03$1.07$1.10$102.90$114.10
$113.00$103.00Jul 2$0.03$1.07$1.10$101.90$114.10
$113.00$101.00Jul 2$0.03$1.07$1.10$99.90$114.10
$115.00$107.00Jul 2$0.38$1.07$1.45$105.55$116.45
$115.00$104.00Jul 2$0.38$1.07$1.45$102.55$116.45
$115.00$103.00Jul 2$0.38$1.07$1.45$101.55$116.45
$115.00$101.00Jul 2$0.38$1.07$1.45$99.55$116.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 238 found (best R:R 15.67, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
111/113129/130Aug 7$1.88$0.1215.67$111.12$130.88
104/105116/118Aug 7$1.87$0.1314.38$103.13$117.87
110/111114/115Jul 24$0.90$0.109.00$110.10$114.90
105/106115/116Jul 31$0.90$0.109.00$105.10$115.90
112/113115/116Jul 31$0.90$0.109.00$112.10$115.90
106/107109/110Jul 24$0.89$0.118.09$106.11$109.89
107/108109/110Jul 24$0.89$0.118.09$107.11$109.89
108/109115/116Jul 31$0.89$0.118.09$108.11$115.89
106/107116/118Aug 7$1.78$0.228.09$105.22$117.78
107/108110/111Jul 10$0.88$0.127.33$107.12$110.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Jul 10$0.05$0.9519.00
$120.00$121.00$122.00Jul 10$0.05$0.9519.00
$117.00$118.00$119.00Jul 17$0.05$0.9519.00
$116.00$117.00$118.00Jul 10$0.06$0.9415.67
$111.00$112.00$113.00Jul 17$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Jul 17$0.07$2.4334.71
$107.00$108.00$109.00Jul 24$0.05$0.9519.00
$111.00$113.00$115.00Aug 7$0.11$1.8917.18
$109.00$110.00$111.00Jul 10$0.06$0.9415.67
$115.00$116.00$117.00Jul 17$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-1.68, 89 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$109.00$117.001:2Aug 14-$1.83$6.17
$125.00$130.001:2Aug 14-$1.30$3.70
$106.00$112.001:2Aug 7-$2.57$3.43
$130.00$134.001:2Jul 24-$0.74$3.26
$132.00$135.001:2Jul 31-$0.24$2.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$121.001:2Jul 24-$1.68$7.32
$113.00$105.001:2Aug 14-$0.82$7.18
$100.00$95.001:2Jul 2-$0.03$4.97
$100.00$95.001:2Aug 7-$1.25$3.75
$120.00$113.001:2Aug 14-$3.78$3.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 3.99%, avg 1.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.00Jul 31$4.500.500.3%3.99%4.27%2--
$114.00Jul 31$4.100.471.2%3.64%4.80%15--
$113.00Jul 24$3.850.490.3%3.42%3.69%81
$117.00Aug 14$3.800.433.8%3.37%7.20%1--
$115.00Jul 31$3.600.442.0%3.19%5.24%4358
$115.00Aug 7$3.550.432.0%3.15%5.20%153
$114.00Jul 24$3.350.461.2%2.97%4.14%142
$116.00Aug 7$3.100.422.9%2.75%5.69%11
$113.00Jul 17$3.000.480.3%2.66%2.94%1.2K71
$116.00Jul 31$3.000.412.9%2.66%5.60%328

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 91,484
Total Puts 47,365
Put/Call Ratio 0.52
Net Difference 44,119

Prior's Put/Call Breakdown

Total Calls 20,180
Total Puts 18,817
Put/Call Ratio 0.93
Net Difference 1,363

Prior 7-Day Put/Call Summary

Total Calls 198,531
Total Puts 138,670
Average Put/Call Ratio 0.70
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All