Tour v297
CSCO
CISCO SYS INC
$111.79 -1.92%
$112.00 (+0.19%)🌙
as of 07/07 06:21 PM
7/7 18:21

Option Volume

Detail
Current (07/07) 27,540
Calls: 13,996 (51%)
Puts: 13,544 (49%)
Prior (07/06) 25,709
Calls: 12,167 (47%)
Puts: 13,542 (53%)
Current vs Prior +7.12%
Calls: +15.03% (Calls)
Puts: +0.01% (Puts)
Prior 7-Day Total 419,052
Calls: 248,463 (59%)
Puts: 170,589 (41%)
Prior 7-Day Average 59,864
Calls: 35,494 (59%)
Puts: 24,369 (41%)
Current vs Prior 7-Day Avg -54.00%
Calls: -60.57%
Puts: -44.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $10.39M
Calls: $5.58M (54%)
Puts: $4.81M (46%)
Prior (07/06) $10.06M
Calls: $5.15M (51%)
Puts: $4.91M (49%)
Current vs Prior +3.26%
Calls: +8.22%
Puts: -1.96%
Prior 7-Day Total $321.57M
Calls: $271.33M (84%)
Puts: $50.24M (16%)
Prior 7-Day Average $45.94M
Calls: $38.76M (84%)
Puts: $7.18M (16%)
Current vs Prior 7-Day Avg -77.39%
Calls: -85.61%
Puts: -32.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.97
Prior (07/06) 1.11
Current vs Prior -13.06%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +25.00%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/07) 541,011
Calls: 295,890 (55%)
Puts: 245,121 (45%)
Prior (07/06) 539,002
Calls: 303,972 (56%)
Puts: 235,030 (44%)
Current vs Prior +0.37%
Prior 7-Day Total 3,913,973
Calls: 2,409,426 (62%)
Puts: 1,504,547 (38%)
Prior 7-Day Average 559,139
Calls: 344,203 (62%)
Puts: 214,935 (38%)
Current vs Prior 7-Day Avg -3.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.60% | 5.62%5.62% | 16.10%
Prior 4.01% | 5.82%5.82% | 16.20%
Current vs Prior -10.31% | -3.42%-3.42% | -0.58%
Prior 7-Day Avg 3.31% | 5.32%5.82% | 16.20%
Current vs 7-Day Avg +8.54% | +5.64%-3.42% | -0.58%
Prior 7-Day Eod 4.01% | 5.82%-- | --
Current vs 7-Day Eod -10.31% | -3.42%-- | --
Sentiment BULLISHBULLISH

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 7.48% | 7.92%
Calls: 7.89% | 6.25%
Puts: 7.07% | 9.59%
Current vs 7-Day Avg -53.21% | -40.05%
Liquidity Acceptable
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🤖 AI Insights

Market showing bullish sentiment based on options flow analysis.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 28 of results (avg 7.0%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 216.406.60$6.503.1%4700.471.4K
$110.00Aug 218.659.00$8.824.0%5790.57731
$120.00Aug 214.554.75$4.654.3%1320.387.7K
$115.00Jul 313.103.30$3.206.2%1760.4258
$105.00Aug 2111.5512.30$11.936.3%420.67716
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2112.1512.50$12.332.8%80.622.9K
$105.00Aug 214.304.50$4.404.5%2000.331.3K
$109.00Jul 242.352.49$2.425.8%1650.3694
$115.00Aug 218.909.45$9.186.0%120.531.4K
$110.00Aug 216.356.75$6.556.1%1950.436.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.52, cheapest $0.06)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.050.06$0.0616.7%520.0210.8K
$125.00Jul 170.150.17$0.1612.5%4490.059.6K
$120.00Jul 170.500.61$0.5520.0%3070.1510.4K
$124.00Jul 310.871.01$0.9414.9%30.1725
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 100.300.36$0.3318.2%570.14607
$109.00Jul 100.610.73$0.6717.9%1450.25172
$110.00Jul 100.911.00$0.969.4%4640.33347

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 81 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1010.8513.15$12.0019.2%61.00--
$95.00Jul 1715.4518.40$16.9217.4%20.98--
$100.00Jul 1711.7012.95$12.3310.1%670.946.2K
$90.00Jul 1021.0023.90$22.4512.9%20.932
$101.00Jul 1010.1012.95$11.5224.7%20.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1716.6518.75$17.7011.9%21.00--
$124.00Jul 1010.1514.20$12.1833.3%10.98--
$121.00Jul 107.5510.25$8.9030.3%310.96--
$122.00Jul 109.7010.80$10.2510.7%150.9665
$120.00Jul 106.509.00$7.7532.3%40.95142

Most actively traded options today. High liquidity = easy entry/exit. 256 active (total vol 17.6K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 218.659.00$8.824.0%5790.57731
$118.00Jul 100.170.24$0.2133.3%5360.10584
$115.00Aug 216.406.60$6.503.1%4700.471.4K
$125.00Jul 170.150.17$0.1612.5%4490.059.6K
$120.00Jul 170.500.61$0.5520.0%3070.1510.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 171.882.08$1.9810.1%3.1K0.393.4K
$106.00Jul 100.210.26$0.2420.8%7280.10228
$110.00Jul 100.911.00$0.969.4%4640.33347
$112.00Jul 101.731.96$1.8512.4%4520.51581
$115.00Jul 174.454.90$4.689.6%2800.668.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 33.9%, max 185.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 10Aug 21149.9%52.5%185.3%52
$127.00Jul 10Jul 3165.3%38.6%69.2%36251
$129.00Jul 10Jul 3167.1%40.9%64.2%28594
$132.00Jul 10Aug 765.9%41.5%58.8%36646
$128.00Jul 10Aug 1475.2%49.9%50.7%59265
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 10Aug 21149.9%52.5%185.3%70526
$101.00Jul 10Jul 2475.9%41.0%85.1%255
$124.00Jul 10Jul 3157.7%38.8%48.7%65
$122.00Jul 10Jul 1754.9%39.0%40.7%2082
$102.00Jul 10Jul 2456.5%41.4%36.4%492

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 148 found (best R:R 19.00, avg 3.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$118.00$120.00Aug 14$0.11$1.89$0.1117.18$118.11
$132.00$134.00Aug 7$0.12$1.88$0.1215.67$132.12
$124.00$126.00Jul 31$0.17$1.83$0.1710.76$124.17
$123.00$124.00Jul 24$0.12$0.88$0.127.33$123.12
$121.00$122.00Jul 31$0.12$0.88$0.127.33$121.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Jul 31$0.25$4.75$0.2519.00$94.75
$95.00$90.00Aug 7$0.25$4.75$0.2519.00$94.75
$100.00$95.00Jul 24$0.26$4.74$0.2618.23$99.74
$100.00$95.00Jul 31$0.44$4.56$0.4410.36$99.56
$100.00$95.00Aug 7$0.49$4.51$0.499.20$99.51

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 181 found (best R:R 13.71, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$92.50Aug 21$2.33$2.33$0.1713.71$92.33
$100.00$105.00Jul 31$4.65$4.65$0.3513.29$104.65
$100.00$104.00Jul 17$3.68$3.68$0.3211.50$103.68
$95.00$100.00Jul 17$4.59$4.59$0.4111.20$99.59
$105.00$106.00Jul 17$0.88$0.88$0.127.33$105.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Jul 17$4.47$4.47$0.538.43$125.53
$120.00$119.00Jul 17$0.88$0.88$0.127.33$119.12
$118.00$117.00Jul 17$0.85$0.85$0.155.67$117.15
$120.00$119.00Jul 10$0.82$0.82$0.184.56$119.18
$124.00$120.00Jul 31$3.27$3.27$0.734.48$120.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $0.79, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 10Jul 17$0.0675.2%45.3%
$132.00Jul 10Jul 17$0.0765.9%49.8%
$126.00Jul 10Jul 17$0.0870.2%42.7%
$129.00Jul 10Jul 17$0.1267.1%48.7%
$125.00Jul 10Jul 17$0.1454.1%40.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 10Jul 17$0.0775.9%44.2%
$118.00Jul 10Jul 17$0.1045.9%39.2%
$100.00Jul 10Jul 17$0.1952.7%44.3%
$95.00Jul 24Jul 31$0.2445.3%45.7%
$102.00Jul 10Jul 17$0.2556.5%42.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 3.10% of stock, avg 9.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.00Jul 10$2.17$1.29$3.46$107.54$114.463.10%
$112.00Jul 10$1.65$1.85$3.50$108.50$115.503.13%
$113.00Jul 10$1.22$2.35$3.57$109.43$116.573.19%
$110.00Jul 10$2.84$0.96$3.80$106.20$113.803.40%
$114.00Jul 10$0.87$2.96$3.83$110.17$117.833.43%
$115.00Jul 10$0.60$3.88$4.48$110.52$119.484.01%
$116.00Jul 10$0.42$4.40$4.82$111.18$120.824.31%
$108.00Jul 10$4.58$0.44$5.02$102.98$113.024.49%
$113.00Jul 17$2.35$3.43$5.78$107.22$118.785.17%
$111.00Jul 17$3.35$2.45$5.80$105.20$116.805.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.67% of stock, avg 5.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$116.00$107.00Jul 10$0.42$0.33$0.75$106.25$116.75
$116.00$108.00Jul 10$0.42$0.44$0.86$107.14$116.86
$115.00$107.00Jul 10$0.60$0.33$0.93$106.07$115.93
$115.00$108.00Jul 10$0.60$0.44$1.04$106.96$116.04
$116.00$109.00Jul 10$0.42$0.67$1.09$107.91$117.09
$114.00$107.00Jul 10$0.87$0.33$1.20$105.80$115.20
$115.00$109.00Jul 10$0.60$0.67$1.27$107.73$116.27
$114.00$108.00Jul 10$0.87$0.44$1.31$106.69$115.31
$116.00$110.00Jul 10$0.42$0.96$1.38$108.62$117.38
$114.00$109.00Jul 10$0.87$0.67$1.54$107.46$115.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 387 found (best R:R 15.67, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
106/107111/113Aug 7$1.88$0.1215.67$105.12$112.88
100/103106/111Aug 7$4.68$0.3214.62$98.32$110.68
100/103107/111Aug 14$3.69$0.3111.90$99.31$110.69
103/105111/113Aug 7$1.84$0.1611.50$103.16$112.84
108/109110/111Jul 10$0.90$0.109.00$108.10$110.90
109/110111/112Jul 31$0.90$0.109.00$109.10$111.90
108/109114/115Jul 24$0.89$0.118.09$108.11$114.89
103/105106/111Aug 7$4.43$0.577.77$100.57$110.43
110/111114/115Jul 31$0.88$0.127.33$110.12$114.88
90/9295/100Aug 21$4.36$0.646.81$88.14$99.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.18$4.8226.78
$114.00$115.00$116.00Jul 17$0.05$0.9519.00
$126.00$128.00$130.00Aug 14$0.11$1.8917.18
$120.00$121.00$122.00Jul 17$0.06$0.9415.67
$90.00$92.50$95.00Aug 21$0.16$2.3414.63
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.15$4.8532.33
$90.00$95.00$100.00Jul 24$0.17$4.8328.41
$90.00$95.00$100.00Jul 31$0.19$4.8125.32
$90.00$95.00$100.00Aug 7$0.24$4.7619.83
$90.00$92.50$95.00Aug 21$0.12$2.3819.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 116 found (best net $-0.58, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$100.001:2Jul 10-$1.55$8.45
$125.00$130.001:2Aug 7-$0.99$4.01
$125.00$130.001:2Aug 21-$1.20$3.80
$106.00$111.001:2Aug 7-$1.56$3.44
$116.00$120.001:2Aug 7-$0.61$3.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$90.001:2Jul 10-$0.58$9.42
$95.00$90.001:2Jul 24-$0.01$4.99
$95.00$90.001:2Aug 7-$0.06$4.94
$100.00$95.001:2Aug 7-$0.07$4.93
$100.00$95.001:2Aug 14-$0.24$4.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 5.73%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 21$6.400.472.9%5.73%8.60%4701.4K
$115.00Aug 14$5.050.472.9%4.52%7.39%33
$114.00Aug 14$4.900.492.0%4.38%6.36%1012
$120.00Aug 21$4.550.387.3%4.07%11.41%1327.7K
$112.00Jul 31$4.300.520.2%3.85%4.03%26
$113.00Jul 31$3.900.491.1%3.49%4.57%1--
$117.00Aug 14$3.650.424.7%3.27%7.93%1--
$112.00Jul 24$3.600.520.2%3.22%3.41%11--
$120.00Aug 14$3.600.377.3%3.22%10.56%15
$114.00Jul 31$3.400.462.0%3.04%5.02%2--

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 13,996
Total Puts 13,544
Put/Call Ratio 0.97
Net Difference 452

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 248,463
Total Puts 170,589
Average Put/Call Ratio 0.77
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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