Tour v292
CSCO
CISCO SYS INC
$113.98 +1.52%
$114.00 (+0.02%)🌙
as of 07/06 06:19 PM
7/6 18:19

Option Volume

Detail
Current (07/06) 25,709
Calls: 12,167 (47%)
Puts: 13,542 (53%)
Prior (07/02) 138,849
Calls: 91,484 (66%)
Puts: 47,365 (34%)
Current vs Prior -81.48%
Calls: -86.70% (Calls)
Puts: -71.41% (Puts)
Prior 7-Day Total 393,343
Calls: 236,296 (60%)
Puts: 157,047 (40%)
Prior 7-Day Average 65,557
Calls: 33,756 (60%)
Puts: 22,435 (40%)
Current vs Prior 7-Day Avg -60.78%
Calls: -63.96%
Puts: -39.64%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06) $10.06M
Calls: $5.15M (51%)
Puts: $4.91M (49%)
Prior (07/02) $180.01M
Calls: $164.62M (91%)
Puts: $15.40M (9%)
Current vs Prior -94.41%
Calls: -96.87%
Puts: -68.14%
Prior 7-Day Total $311.51M
Calls: $266.17M (85%)
Puts: $45.34M (15%)
Prior 7-Day Average $51.92M
Calls: $38.02M (85%)
Puts: $6.48M (15%)
Current vs Prior 7-Day Avg -80.62%
Calls: -86.44%
Puts: -24.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 1.11
Prior (07/02) 0.52
Current vs Prior +114.97%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +55.08%
Sentiment BEARISH

Open Interest

Detail
Current (07/06) 539,002
Calls: 303,972 (56%)
Puts: 235,030 (44%)
Prior (07/02) 639,809
Calls: 405,696 (63%)
Puts: 234,113 (37%)
Current vs Prior -15.76%
Prior 7-Day Total 3,374,971
Calls: 2,105,454 (62%)
Puts: 1,269,517 (38%)
Prior 7-Day Average 562,495
Calls: 350,909 (62%)
Puts: 211,586 (38%)
Current vs Prior 7-Day Avg -4.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.01% | 5.82%5.82% | 16.20%
Prior 4.63% | 6.46%-- | --
Current vs Prior -13.44% | -9.96%-- | --
Prior 7-Day Avg 3.20% | 5.23%-- | --
Current vs 7-Day Avg +25.42% | +11.12%-- | --
Prior 7-Day Eod 4.63% | 6.46%-- | --
Current vs 7-Day Eod -13.44% | -9.96%-- | --
Sentiment BULLISH--

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 8.14% | 8.45%
Calls: 8.44% | 6.79%
Puts: 7.84% | 10.11%
Current vs 7-Day Avg -57.02% | -43.80%
Liquidity Acceptable
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🤖 AI Insights

Light premium activity with dollar volume down 94% vs prior. Below-average activity with volume down 81% vs prior. Slightly bearish P/C ratio of 1.11. P/C ratio rising 115% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 30 of results (avg 8.3%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 314.154.30$4.223.6%800.4883
$115.00Jul 172.602.70$2.653.8%2340.464.5K
$116.00Jul 172.182.31$2.255.8%1390.41678
$111.00Jul 103.754.05$3.907.7%50.7251
$118.00Jul 312.873.10$2.997.7%200.3856
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 243.754.00$3.886.4%1520.4955
$114.00Jul 314.454.75$4.606.5%30.4929
$118.00Jul 175.305.70$5.507.3%30.691.3K
$119.00Jul 246.557.10$6.828.1%10.6820
$120.00Jul 317.708.40$8.058.7%30.68--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.95, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.851.00$0.9316.1%5080.2210.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 170.891.05$0.9716.5%500.21254

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 81 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1017.4020.00$18.7013.9%41.00--
$100.00Jul 1013.0515.05$14.0514.2%41.001
$102.00Jul 1010.5013.10$11.8022.0%51.00--
$95.00Jul 1718.2520.15$19.209.9%151.00--
$103.00Jul 109.5012.10$10.8024.1%50.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 1017.1019.70$18.4014.1%21.002
$128.00Jul 1013.1015.70$14.4018.1%10.9921
$125.00Jul 1010.1012.70$11.4022.8%20.9836
$130.00Jul 1715.1016.90$16.0011.2%10.96329
$122.00Jul 107.209.75$8.4830.1%10.94--

Most actively traded options today. High liquidity = easy entry/exit. 251 active (total vol 16.7K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.851.00$0.9316.1%5080.2210.2K
$121.00Jul 100.180.26$0.2236.4%4060.09248
$125.00Jul 170.230.38$0.3148.4%4020.099.7K
$114.00Jul 101.862.06$1.9610.2%4010.50287
$120.00Jul 100.210.35$0.2850.0%3610.12686
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 102.402.72$2.5612.5%2.0K0.585.8K
$111.00Jul 100.811.02$0.9222.8%8720.281.0K
$114.00Jul 101.922.16$2.0411.8%8070.50701
$113.00Jul 101.471.70$1.5914.5%7330.42830
$100.00Jul 240.300.46$0.3842.1%3610.08171

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 15.3%, max 48.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 10Jul 1783.7%56.5%48.1%19--
$100.00Jul 10Aug 762.1%44.8%38.6%51
$105.00Jul 10Jul 3149.8%39.0%27.9%813
$106.00Jul 10Jul 3148.4%37.9%27.9%311
$129.00Jul 10Aug 1461.7%48.4%27.4%2593
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 17Aug 756.5%44.3%27.5%661.5K
$107.00Jul 10Aug 747.5%37.4%26.8%28596
$102.00Jul 10Jul 2452.2%42.5%22.9%8--
$109.00Jul 10Aug 746.2%38.0%21.5%32185
$100.00Jul 10Aug 1462.1%52.0%19.4%112.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 29.00, avg 3.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$131.00$133.00Jul 31$0.11$1.89$0.1117.18$131.11
$126.00$128.00Jul 31$0.13$1.87$0.1314.38$126.13
$121.00$122.00Jul 10$0.11$0.89$0.118.09$121.11
$128.00$129.00Jul 24$0.11$0.89$0.118.09$128.11
$119.00$120.00Jul 10$0.13$0.87$0.136.69$119.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$103.00$100.00Aug 7$0.10$2.90$0.1029.00$102.90
$104.00$102.00Jul 17$0.14$1.86$0.1413.29$103.86
$105.00$102.00Jul 24$0.27$2.73$0.2710.11$104.73
$108.00$107.00Jul 10$0.11$0.89$0.118.09$107.89
$102.00$100.00Jul 24$0.23$1.77$0.237.70$101.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 172 found (best R:R 19.00, avg 1.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Jul 24$4.75$4.75$0.2519.00$104.75
$95.00$100.00Jul 10$4.65$4.65$0.3513.29$99.65
$95.00$97.50Jul 17$2.30$2.30$0.2011.50$97.30
$108.00$109.00Jul 10$0.87$0.87$0.136.69$108.87
$105.00$106.00Jul 10$0.85$0.85$0.155.67$105.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$120.00Jul 17$4.60$4.60$0.4011.50$120.40
$130.00$125.00Jul 17$4.42$4.42$0.587.62$125.58
$129.00$128.00Aug 14$0.88$0.88$0.127.33$128.12
$104.00$103.00Aug 14$0.86$0.86$0.146.14$103.14
$125.00$121.00Jul 24$3.25$3.25$0.754.33$121.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $0.71, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 10Jul 17$0.0561.7%40.6%
$130.00Jul 10Jul 17$0.0957.9%42.6%
$132.00Jul 10Jul 17$0.1051.0%44.8%
$128.00Jul 10Jul 17$0.1448.3%40.1%
$127.00Jul 10Jul 17$0.1745.5%39.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 10Jul 17$0.1562.1%47.3%
$125.00Jul 10Jul 17$0.1843.0%38.8%
$102.00Jul 10Jul 17$0.2452.2%44.7%
$104.00Jul 10Jul 17$0.3350.9%43.0%
$105.00Jul 10Jul 17$0.3749.8%41.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 3.51% of stock, avg 8.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$114.00Jul 10$1.96$2.04$4.00$110.00$118.003.51%
$113.00Jul 10$2.53$1.59$4.12$108.88$117.123.61%
$115.00Jul 10$1.56$2.56$4.12$110.88$119.123.61%
$116.00Jul 10$1.10$3.18$4.28$111.72$120.283.76%
$112.00Jul 10$3.15$1.22$4.37$107.63$116.373.83%
$117.00Jul 10$0.81$3.90$4.71$112.29$121.714.13%
$111.00Jul 10$3.90$0.92$4.82$106.18$115.824.23%
$118.00Jul 10$0.56$4.68$5.24$112.76$123.244.60%
$110.00Jul 10$4.63$0.69$5.32$104.68$115.324.67%
$109.00Jul 10$5.28$0.52$5.80$103.20$114.805.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.82% of stock, avg 5.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$109.00Jul 10$0.41$0.52$0.93$108.07$119.93
$118.00$109.00Jul 10$0.56$0.52$1.08$107.92$119.08
$119.00$110.00Jul 10$0.41$0.69$1.10$108.90$120.10
$118.00$110.00Jul 10$0.56$0.69$1.25$108.75$119.25
$117.00$109.00Jul 10$0.81$0.52$1.33$107.67$118.33
$119.00$111.00Jul 10$0.41$0.92$1.33$109.67$120.33
$118.00$111.00Jul 10$0.56$0.92$1.48$109.52$119.48
$117.00$110.00Jul 10$0.81$0.69$1.50$108.50$118.50
$116.00$109.00Jul 10$1.10$0.52$1.62$107.38$117.62
$119.00$112.00Jul 10$0.41$1.22$1.63$110.37$120.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 258 found (best R:R 9.00, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
106/107109/110Jul 17$0.90$0.109.00$106.10$109.90
107/108115/116Jul 31$0.90$0.109.00$107.10$115.90
110/111113/114Jul 31$0.90$0.109.00$110.10$113.90
100/101103/104Jul 10$0.89$0.118.09$100.11$103.89
105/106110/111Jul 17$0.89$0.118.09$105.11$110.89
113/114120/121Jul 31$0.89$0.118.09$113.11$120.89
105/106109/110Jul 17$0.88$0.127.33$105.12$109.88
111/112113/114Jul 17$0.88$0.127.33$111.12$113.88
109/110114/115Jul 24$0.88$0.127.33$109.12$114.88
103/104118/119Aug 7$0.88$0.127.33$103.12$118.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 36.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Jul 17$0.05$0.9519.00
$128.00$129.00$130.00Jul 24$0.05$0.9519.00
$122.00$123.00$124.00Jul 10$0.06$0.9415.67
$124.00$125.00$126.00Jul 10$0.06$0.9415.67
$127.00$128.00$129.00Jul 10$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$122.00$125.00$128.00Jul 10$0.08$2.9236.50
$100.00$102.00$104.00Jul 17$0.06$1.9432.33
$95.00$97.50$100.00Jul 17$0.08$2.4230.25
$109.00$110.00$111.00Jul 10$0.06$0.9415.67
$116.00$117.00$118.00Jul 10$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. 93 found (best net $-1.60, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$106.00$112.001:2Jul 31-$1.60$4.40
$130.00$135.001:2Aug 14-$0.78$4.22
$125.00$129.001:2Aug 7-$0.28$3.72
$131.00$134.001:2Aug 7-$0.02$2.98
$130.00$133.001:2Jul 24-$0.13$2.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$102.001:2Jul 24-$0.34$2.66
$125.00$120.001:2Jul 17-$2.38$2.62
$100.00$97.501:2Jul 17-$0.05$2.45
$97.50$95.001:2Jul 17-$0.13$2.37
$110.00$106.001:2Aug 14-$2.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 82 found (best yield 6.01%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$114.00Aug 14$6.850.540.0%6.01%6.03%12--
$115.00Aug 14$5.450.520.9%4.78%5.68%3--
$114.00Aug 7$4.850.510.0%4.26%4.27%1--
$118.00Aug 14$4.800.453.5%4.21%7.74%1--
$119.00Aug 14$4.550.444.4%3.99%8.40%10--
$115.00Aug 7$4.500.480.9%3.95%4.84%317
$114.00Jul 31$4.250.510.0%3.73%3.75%15--
$120.00Aug 14$4.200.415.3%3.68%8.97%11--
$115.00Jul 31$4.150.480.9%3.64%4.54%8083
$122.00Aug 14$3.800.387.0%3.33%10.37%41

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 12,167
Total Puts 13,542
Put/Call Ratio 1.11
Net Difference -1,375

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 236,296
Total Puts 157,047
Average Put/Call Ratio 0.72
Ratio Trend Rising

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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