Tour v325
CSCO
CISCO SYS INC
$119.25 -1.70%
$119.21 (-0.03%)🌙
as of 07/13 06:20 PM
7/13 18:20

Option Volume

Detail
Current (07/13) 36,489
Calls: 21,800 (60%)
Puts: 14,689 (40%)
Prior (07/10) 70,493
Calls: 47,731 (68%)
Puts: 22,762 (32%)
Current vs Prior -48.24%
Calls: -54.33% (Calls)
Puts: -35.47% (Puts)
Prior 7-Day Total 411,485
Calls: 249,803 (61%)
Puts: 161,682 (39%)
Prior 7-Day Average 58,783
Calls: 35,686 (61%)
Puts: 23,097 (39%)
Current vs Prior 7-Day Avg -37.93%
Calls: -38.91%
Puts: -36.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $16.67M
Calls: $9.20M (55%)
Puts: $7.47M (45%)
Prior (07/10) $21.00M
Calls: $16.16M (77%)
Puts: $4.84M (23%)
Current vs Prior -20.61%
Calls: -43.08%
Puts: +54.47%
Prior 7-Day Total $278.17M
Calls: $237.64M (85%)
Puts: $40.53M (15%)
Prior 7-Day Average $39.74M
Calls: $33.95M (85%)
Puts: $5.79M (15%)
Current vs Prior 7-Day Avg -58.04%
Calls: -72.90%
Puts: +29.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.67
Prior (07/10) 0.48
Current vs Prior +41.29%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -15.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 534,285
Calls: 316,802 (59%)
Puts: 217,483 (41%)
Prior (07/10) 582,499
Calls: 342,444 (59%)
Puts: 240,055 (41%)
Current vs Prior -8.28%
Prior 7-Day Total 3,967,377
Calls: 2,328,624 (59%)
Puts: 1,638,753 (41%)
Prior 7-Day Average 566,768
Calls: 332,660 (59%)
Puts: 234,107 (41%)
Current vs Prior 7-Day Avg -5.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.18% | 6.10%4.18% | 14.94%
Prior 4.27% | 6.06%4.27% | 15.15%
Current vs Prior -2.20% | +0.76%-2.20% | -1.43%
Prior 7-Day Avg 3.41% | 5.56%5.19% | 15.80%
Current vs 7-Day Avg +22.51% | +9.79%-19.53% | -5.49%
Prior 7-Day Eod 4.27% | 6.06%4.27% | 15.15%
Current vs 7-Day Eod -2.20% | +0.76%-2.20% | -1.43%
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

Below-average activity with volume down 48% vs prior. Bullish P/C ratio of 0.67. P/C ratio rising 41% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 16 of results (avg 7.4%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2113.0013.70$13.355.2%580.721.3K
$105.00Aug 2116.6017.50$17.055.3%110.80786
$116.00Jul 174.204.45$4.335.8%1020.73691
$113.00Jul 247.157.60$7.386.1%70.7937
$120.00Jul 243.003.20$3.106.5%1900.48196
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.83, cheapest $0.73)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 170.841.02$0.9319.4%4900.272.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.670.79$0.7316.4%7510.227.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 81 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Jul 1721.1523.35$22.259.9%71.00372
$100.00Jul 1718.5020.30$19.409.3%391.006.2K
$105.00Jul 1713.6015.40$14.5012.4%260.993.2K
$101.00Jul 1716.6520.15$18.4019.0%20.97--
$100.00Jul 2417.8521.50$19.6818.5%200.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 179.1512.50$10.8330.9%10.95147
$129.00Jul 178.3011.80$10.0534.8%10.94--
$127.00Jul 176.109.15$7.6340.0%10.91--
$126.00Jul 175.109.00$7.0555.3%210.8817
$125.00Jul 175.507.65$6.5832.7%590.831.6K

Most actively traded options today. High liquidity = easy entry/exit. 244 active (total vol 25.4K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 170.400.59$0.5038.0%2.6K0.178.2K
$118.00Jul 172.823.15$2.9911.0%1.9K0.602.7K
$120.00Aug 217.357.85$7.606.6%1.2K0.528.1K
$120.00Jul 171.812.01$1.9110.5%1.1K0.4611.4K
$125.00Aug 215.305.70$5.507.3%6930.423.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 213.054.05$3.5528.2%9500.286.6K
$105.00Aug 212.032.69$2.3628.0%9290.202.4K
$115.00Jul 170.670.79$0.7316.4%7510.227.5K
$110.00Jul 170.150.20$0.1827.8%7280.065.2K
$118.00Jul 171.461.78$1.6219.8%6540.403.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 20.0%, max 65.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 17Jul 2455.9%41.7%34.2%153122
$132.00Jul 17Aug 744.7%34.0%31.2%19460
$114.00Jul 17Aug 747.2%36.3%30.1%31188
$109.00Jul 17Aug 749.4%41.0%20.6%26239
$100.00Jul 17Aug 2160.7%50.9%19.2%537.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$101.00Jul 17Aug 1488.4%53.5%65.1%2416
$123.00Jul 24Aug 741.5%34.3%21.1%2134
$108.00Jul 17Aug 752.4%43.8%19.8%81666
$100.00Jul 17Aug 2160.7%50.9%19.2%1598.9K
$112.00Jul 17Aug 750.3%45.9%9.5%4862.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 29.77, avg 3.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$133.00$135.00Jul 24$0.12$1.88$0.1215.67$133.12
$135.00$140.00Jul 31$0.30$4.70$0.3015.67$135.30
$130.00$131.00Jul 24$0.10$0.90$0.109.00$130.10
$129.00$130.00Jul 24$0.11$0.89$0.118.09$129.11
$130.00$134.00Jul 31$0.45$3.55$0.457.89$130.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$100.00Jul 24$0.13$3.87$0.1329.77$103.87
$104.00$100.00Aug 7$0.22$3.78$0.2217.18$103.78
$105.00$103.00Jul 31$0.13$1.87$0.1314.38$104.87
$100.00$97.50Aug 21$0.23$2.27$0.239.87$99.77
$103.00$102.00Jul 31$0.11$0.89$0.118.09$102.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 176 found (best R:R 49.00, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Jul 31$4.90$4.90$0.1049.00$104.90
$101.00$105.00Jul 17$3.90$3.90$0.1039.00$104.90
$105.00$109.00Jul 17$3.85$3.85$0.1525.67$108.85
$110.00$113.00Jul 24$2.87$2.87$0.1322.08$112.87
$100.00$110.00Jul 24$9.43$9.43$0.5716.54$109.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$112.00$111.00Aug 7$0.83$0.83$0.174.88$111.17
$115.00$114.00Aug 7$0.83$0.83$0.174.88$114.17
$128.00$125.00Jul 31$2.42$2.42$0.584.17$125.58
$124.00$122.00Jul 17$1.58$1.58$0.423.76$122.42
$125.00$123.00Jul 24$1.57$1.57$0.433.65$123.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $0.85, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 17Jul 24$0.1546.5%41.3%
$140.00Jul 17Jul 31$0.2154.4%42.2%
$105.00Jul 17Jul 31$0.2555.7%45.4%
$131.00Jul 17Jul 24$0.2555.9%41.7%
$100.00Jul 17Jul 24$0.2860.7%57.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Jul 24$0.1660.7%57.6%
$105.00Jul 17Jul 24$0.2055.7%47.2%
$106.00Jul 17Jul 24$0.2450.8%46.1%
$107.00Jul 17Jul 24$0.2749.5%44.6%
$104.00Jul 17Jul 24$0.2854.4%52.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 80 found (cheapest 3.74% of stock, avg 9.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Jul 17$1.91$2.55$4.46$115.54$124.463.74%
$119.00Jul 17$2.43$2.05$4.48$114.52$123.483.76%
$118.00Jul 17$2.99$1.62$4.61$113.39$122.613.87%
$121.00Jul 17$1.55$3.12$4.67$116.33$125.673.92%
$117.00Jul 17$3.60$1.26$4.86$112.14$121.864.08%
$122.00Jul 17$1.20$3.75$4.95$117.05$126.954.15%
$116.00Jul 17$4.33$0.96$5.29$110.71$121.294.44%
$115.00Jul 17$5.08$0.73$5.81$109.19$120.814.87%
$124.00Jul 17$0.68$5.33$6.01$117.99$130.015.04%
$114.00Jul 17$5.75$0.54$6.29$107.71$120.295.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.18% of stock, avg 5.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$124.00$115.00Jul 17$0.68$0.73$1.41$113.59$125.41
$124.00$116.00Jul 17$0.68$0.96$1.64$114.36$125.64
$123.00$115.00Jul 17$0.93$0.73$1.66$113.34$124.66
$123.00$116.00Jul 17$0.93$0.96$1.89$114.11$124.89
$122.00$115.00Jul 17$1.20$0.73$1.93$113.07$123.93
$124.00$117.00Jul 17$0.68$1.26$1.94$115.06$125.94
$122.00$116.00Jul 17$1.20$0.96$2.16$113.84$124.16
$123.00$117.00Jul 17$0.93$1.26$2.19$114.81$125.19
$121.00$115.00Jul 17$1.55$0.73$2.28$112.72$123.28
$124.00$118.00Jul 17$0.68$1.62$2.30$115.70$126.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 211 found (best R:R 12.51, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
102/103105/110Jul 31$4.63$0.3712.51$98.37$109.63
107/109122/123Aug 14$1.80$0.209.00$107.20$123.80
109/110115/117Aug 7$1.79$0.218.52$108.21$116.79
112/113117/118Jul 24$0.89$0.118.09$112.11$117.89
116/117119/120Jul 24$0.89$0.118.09$116.11$119.89
102/103114/115Jul 31$0.89$0.118.09$102.11$114.89
107/108114/115Jul 31$0.89$0.118.09$107.11$114.89
110/111113/114Jul 31$0.89$0.118.09$110.11$113.89
112/113116/117Jul 31$0.89$0.118.09$112.11$116.89
109/110113/114Aug 7$0.89$0.118.09$109.11$113.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.19$4.8125.32
$125.00$126.00$127.00Jul 17$0.05$0.9519.00
$119.00$120.00$121.00Jul 24$0.06$0.9415.67
$133.00$135.00$137.00Jul 24$0.13$1.8714.38
$115.00$120.00$125.00Aug 21$0.33$4.6714.15
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.13$4.8737.46
$100.00$105.00$110.00Aug 21$0.16$4.8430.25
$106.00$107.00$108.00Jul 24$0.05$0.9519.00
$116.00$117.00$118.00Jul 24$0.05$0.9519.00
$116.00$117.00$118.00Jul 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. 85 found (best net $-0.82, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Jul 24-$0.82$9.18
$135.00$140.001:2Jul 17-$0.01$4.99
$135.00$140.001:2Aug 21-$0.87$4.13
$130.00$135.001:2Aug 14-$1.01$3.99
$135.00$140.001:2Aug 14-$1.08$3.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 21-$0.30$4.70
$104.00$100.001:2Jul 24-$0.04$3.96
$110.00$105.001:2Aug 21-$1.17$3.83
$104.00$100.001:2Aug 7-$0.32$3.68
$115.00$110.001:2Aug 21-$1.50$3.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 6.16%, avg 1.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$7.350.520.6%6.16%6.79%1.2K8.1K
$120.00Aug 14$6.400.520.6%5.37%6.00%5211
$121.00Aug 14$6.000.501.5%5.03%6.50%68
$125.00Aug 21$5.300.424.8%4.44%9.27%6933.2K
$122.00Aug 14$4.700.482.3%3.94%6.25%788
$124.00Aug 14$4.550.434.0%3.82%7.80%317
$125.00Aug 14$4.500.414.8%3.77%8.60%2228
$120.00Aug 7$4.150.530.6%3.48%4.11%22129
$123.00Aug 14$3.900.453.1%3.27%6.42%1329
$120.00Jul 31$3.700.490.6%3.10%3.73%86499

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 21,800
Total Puts 14,689
Put/Call Ratio 0.67
Net Difference 7,111

Prior's Put/Call Breakdown

Total Calls 47,731
Total Puts 22,762
Put/Call Ratio 0.48
Net Difference 24,969

Prior 7-Day Put/Call Summary

Total Calls 249,803
Total Puts 161,682
Average Put/Call Ratio 0.80
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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