Tour v308
CSCO
CISCO SYS INC
$118.31 +3.94%
$118.12 (-0.16%)🌙
as of 07/09 06:20 PM
7/9 18:20

Option Volume

Detail
Current (07/09) 75,258
Calls: 46,864 (62%)
Puts: 28,394 (38%)
Prior (07/08) 34,639
Calls: 17,381 (50%)
Puts: 17,258 (50%)
Current vs Prior +117.26%
Calls: +169.63% (Calls)
Puts: +64.53% (Puts)
Prior 7-Day Total 353,732
Calls: 214,877 (61%)
Puts: 138,855 (39%)
Prior 7-Day Average 50,533
Calls: 30,696 (61%)
Puts: 19,836 (39%)
Current vs Prior 7-Day Avg +48.93%
Calls: +52.67%
Puts: +43.14%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $20.86M
Calls: $17.02M (82%)
Puts: $3.85M (18%)
Prior (07/08) $6.60M
Calls: $4.23M (64%)
Puts: $2.37M (36%)
Current vs Prior +216.01%
Calls: +302.16%
Puts: +62.23%
Prior 7-Day Total $301.17M
Calls: $261.90M (87%)
Puts: $39.26M (13%)
Prior 7-Day Average $43.02M
Calls: $37.41M (87%)
Puts: $5.61M (13%)
Current vs Prior 7-Day Avg -51.51%
Calls: -54.52%
Puts: -31.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.61
Prior (07/08) 0.99
Current vs Prior -38.98%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -23.44%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 560,664
Calls: 334,975 (60%)
Puts: 225,689 (40%)
Prior (07/08) 482,692
Calls: 272,750 (57%)
Puts: 209,942 (43%)
Current vs Prior +16.15%
Prior 7-Day Total 3,827,743
Calls: 2,286,727 (60%)
Puts: 1,541,016 (40%)
Prior 7-Day Average 546,820
Calls: 326,675 (60%)
Puts: 220,145 (40%)
Current vs Prior 7-Day Avg +2.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.28% | 4.88%4.88% | 15.40%
Prior 2.93% | 5.37%5.37% | 16.17%
Current vs Prior -22.23% | -9.15%-9.15% | -4.74%
Prior 7-Day Avg 3.36% | 5.45%5.60% | 16.15%
Current vs 7-Day Avg -32.02% | -10.52%-12.92% | -4.67%
Prior 7-Day Eod 2.93% | 5.37%-- | --
Current vs 7-Day Eod -22.23% | -9.15%-- | --
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 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

Strong bullish conviction with 82% of dollar volume in calls ($17.02M) vs puts ($3.85M). Massive premium surge with dollar volume up 216% vs prior. Unusually high activity with volume up 117% vs prior - elevated interest. Bullish P/C ratio of 0.61.

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 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 46 of results (avg 7.1%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2112.7513.05$12.902.3%2340.701.2K
$115.00Aug 219.709.95$9.822.5%3850.601.4K
$130.00Aug 213.753.85$3.802.6%6700.328.8K
$120.00Aug 217.207.40$7.302.7%5390.507.6K
$135.00Aug 212.532.65$2.594.6%1890.245.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 216.006.25$6.134.1%1480.401.4K
$115.00Jul 171.301.36$1.334.5%1.1K0.307.9K
$105.00Aug 212.652.82$2.746.2%4300.221.5K
$117.00Jul 313.503.75$3.636.9%320.4312
$130.00Aug 2114.2515.30$14.787.1%40.68356

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.76, cheapest $0.18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.170.19$0.1811.1%2320.0610.7K
$125.00Jul 170.560.63$0.6011.7%1.1K0.179.1K
$119.00Jul 100.660.80$0.7319.2%9630.39590
$124.00Jul 170.730.81$0.7710.4%4830.212.4K
$123.00Jul 170.901.02$0.9612.5%1.4K0.251.3K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 170.590.67$0.6312.7%1.6K0.172.3K
$113.00Jul 170.750.85$0.8012.5%2.8K0.202.3K
$118.00Jul 100.861.05$0.9619.8%3090.46194
$114.00Jul 170.901.07$0.9917.2%9070.241.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 105 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1017.4020.35$18.8815.6%21.00--
$103.00Jul 1013.5016.70$15.1021.2%31.00--
$104.00Jul 1012.9016.25$14.5823.0%11.00--
$105.00Jul 1011.9015.15$13.5324.0%11.00--
$106.00Jul 1011.1013.70$12.4021.0%101.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 1715.3017.65$16.4814.3%50.985
$127.00Jul 107.259.65$8.4528.4%20.97--
$136.00Jul 1016.7018.70$17.7011.3%10.95--
$137.00Jul 1017.2519.85$18.5514.0%10.94--
$123.00Jul 104.305.45$4.8823.6%30.93109

Most actively traded options today. High liquidity = easy entry/exit. 305 active (total vol 64.9K, top 7.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 313.153.35$3.256.2%7.0K0.427.1K
$130.00Jul 310.931.05$0.9912.1%7.0K0.171.2K
$120.00Jul 100.340.51$0.4339.5%2.6K0.261.3K
$120.00Jul 171.781.93$1.868.1%2.1K0.4110.4K
$110.00Jul 249.009.60$9.306.5%2.0K0.8396
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 100.490.63$0.5625.0%4.9K0.322.5K
$115.00Jul 100.120.24$0.1866.7%3.7K0.126.5K
$113.00Jul 170.750.85$0.8012.5%2.8K0.202.3K
$112.00Jul 170.590.67$0.6312.7%1.6K0.172.3K
$116.00Jul 171.471.82$1.6521.2%1.4K0.35330

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 76.9%, max 571.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 10Aug 21174.1%51.4%238.7%3--
$104.00Jul 10Jul 17129.4%47.5%172.7%320
$133.00Jul 10Aug 792.2%40.9%125.8%3--
$108.00Jul 10Aug 787.5%39.5%121.5%5--
$105.00Jul 10Aug 21110.4%50.1%120.4%36759
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 10Aug 21361.4%53.8%571.5%72607
$100.00Jul 10Aug 21174.1%51.4%238.7%3853.8K
$104.00Jul 10Aug 14129.4%49.2%163.3%72245
$106.00Jul 10Aug 7106.4%40.6%162.4%337
$107.00Jul 10Aug 795.0%39.6%140.1%90633

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 165 found (best R:R 35.36, avg 3.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Jul 31$0.23$4.77$0.2320.74$135.23
$123.00$125.00Aug 14$0.17$1.83$0.1710.76$123.17
$133.00$140.00Aug 7$0.64$6.36$0.649.94$133.64
$130.00$133.00Aug 7$0.28$2.72$0.289.71$130.28
$128.00$129.00Jul 17$0.10$0.90$0.109.00$128.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$103.00$95.00Jul 31$0.22$7.78$0.2235.36$102.78
$100.00$95.00Aug 7$0.26$4.74$0.2618.23$99.74
$108.00$107.00Jul 17$0.10$0.90$0.109.00$107.90
$111.00$110.00Jul 17$0.10$0.90$0.109.00$110.90
$108.00$107.00Jul 31$0.10$0.90$0.109.00$107.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 197 found (best R:R 24.00, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$104.00Jul 17$3.84$3.84$0.1624.00$103.84
$100.00$110.00Jul 24$9.40$9.40$0.6015.67$109.40
$110.00$112.00Jul 10$1.83$1.83$0.1710.76$111.83
$105.00$110.00Jul 17$4.57$4.57$0.4310.63$109.57
$105.00$110.00Jul 31$4.55$4.55$0.4510.11$109.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$126.00Jul 17$8.60$8.60$0.4021.50$126.40
$123.00$120.00Jul 10$2.70$2.70$0.309.00$120.30
$127.00$123.00Jul 10$3.57$3.57$0.438.30$123.43
$137.00$136.00Jul 10$0.85$0.85$0.155.67$136.15
$135.00$130.00Aug 21$3.97$3.97$1.033.85$131.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $0.81, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$132.00Jul 10Jul 17$0.0980.5%40.5%
$140.00Jul 17Jul 24$0.0949.0%43.7%
$104.00Jul 10Jul 17$0.10129.4%47.5%
$130.00Jul 10Jul 17$0.1394.4%40.6%
$131.00Jul 10Jul 17$0.1475.6%41.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Jul 10Jul 17$0.09106.4%43.9%
$107.00Jul 10Jul 17$0.1395.0%42.6%
$108.00Jul 10Jul 17$0.2387.5%44.1%
$109.00Jul 10Jul 17$0.2473.5%40.3%
$103.00Jul 10Jul 24$0.25100.1%44.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 98 found (cheapest 1.83% of stock, avg 9.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Jul 10$1.21$0.96$2.17$115.83$120.171.83%
$119.00Jul 10$0.73$1.49$2.22$116.78$121.221.88%
$117.00Jul 10$1.82$0.56$2.38$114.62$119.382.01%
$120.00Jul 10$0.43$2.18$2.61$117.39$122.612.21%
$116.00Jul 10$2.63$0.34$2.97$113.03$118.972.51%
$115.00Jul 10$3.80$0.18$3.98$111.02$118.983.36%
$114.00Jul 10$4.35$0.14$4.49$109.51$118.493.80%
$123.00Jul 10$0.10$4.88$4.98$118.02$127.984.21%
$119.00Jul 17$2.31$2.95$5.26$113.74$124.264.45%
$118.00Jul 17$2.82$2.46$5.28$112.72$123.284.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.24% of stock, avg 4.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$123.00$115.00Jul 10$0.10$0.18$0.28$114.72$123.28
$122.00$115.00Jul 10$0.13$0.18$0.31$114.69$122.31
$121.00$115.00Jul 10$0.25$0.18$0.43$114.57$121.43
$123.00$116.00Jul 10$0.10$0.34$0.44$115.56$123.44
$122.00$116.00Jul 10$0.13$0.34$0.47$115.53$122.47
$121.00$116.00Jul 10$0.25$0.34$0.59$115.41$121.59
$120.00$115.00Jul 10$0.43$0.18$0.61$114.39$120.61
$123.00$117.00Jul 10$0.10$0.56$0.66$116.34$123.66
$122.00$117.00Jul 10$0.13$0.56$0.69$116.31$122.69
$120.00$116.00Jul 10$0.43$0.34$0.77$115.23$120.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 256 found (best R:R 9.34, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
104/105110/113Aug 14$2.71$0.299.34$102.29$112.71
112/113114/115Jul 24$0.90$0.109.00$112.10$114.90
113/114117/118Jul 24$0.90$0.109.00$113.10$117.90
116/117120/121Jul 24$0.90$0.109.00$116.10$120.90
109/110112/114Jul 24$1.77$0.237.70$108.23$113.77
110/111112/114Jul 24$1.76$0.247.33$109.24$113.76
114/115120/121Jul 24$0.88$0.127.33$114.12$120.88
113/115116/118Aug 14$1.76$0.247.33$113.24$117.76
107/108112/114Jul 24$1.75$0.257.00$106.25$113.75
109/110116/117Jul 24$0.87$0.136.69$109.13$116.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 14$0.21$4.7922.81
$118.00$119.00$120.00Jul 31$0.05$0.9519.00
$100.00$105.00$110.00Aug 21$0.27$4.7317.52
$125.00$130.00$135.00Aug 21$0.27$4.7317.52
$120.00$121.00$122.00Jul 10$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Aug 21$0.10$2.4024.00
$110.00$115.00$120.00Aug 21$0.24$4.7619.83
$111.00$112.00$113.00Jul 10$0.05$0.9519.00
$108.00$109.00$110.00Jul 31$0.05$0.9519.00
$116.00$117.00$118.00Aug 7$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 122 found (best net $-0.05, 115 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Aug 14-$4.42$5.58
$135.00$140.001:2Jul 17-$0.01$4.99
$135.00$140.001:2Jul 31-$0.08$4.92
$135.00$140.001:2Aug 14-$0.87$4.13
$135.00$140.001:2Aug 21-$1.01$3.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$103.00$95.001:2Jul 31-$0.05$7.95
$100.00$95.001:2Aug 7$0.00$5.00
$100.00$95.001:2Aug 14-$0.12$4.88
$105.00$100.001:2Aug 21-$0.72$4.28
$110.00$105.001:2Aug 14-$1.22$3.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 79 found (best yield 6.09%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$7.200.501.4%6.09%7.51%5397.6K
$119.00Aug 14$6.700.520.6%5.66%6.25%1--
$120.00Aug 14$5.950.501.4%5.03%6.46%4--
$125.00Aug 21$5.150.415.7%4.35%10.01%2582.7K
$122.00Aug 14$5.100.463.1%4.31%7.43%795
$121.00Aug 14$4.850.482.3%4.10%6.37%23
$123.00Aug 14$4.600.444.0%3.89%7.85%29--
$119.00Aug 7$4.250.500.6%3.59%4.18%237
$120.00Aug 7$4.000.471.4%3.38%4.81%8965
$119.00Jul 31$3.850.500.6%3.25%3.84%2926

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 46,864
Total Puts 28,394
Put/Call Ratio 0.61
Net Difference 18,470

Prior's Put/Call Breakdown

Total Calls 17,381
Total Puts 17,258
Put/Call Ratio 0.99
Net Difference 123

Prior 7-Day Put/Call Summary

Total Calls 214,877
Total Puts 138,855
Average Put/Call Ratio 0.79
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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