Tour v340
CSCO
CISCO SYS INC
$111.77 -4.54%
$111.92 (+0.13%)🌙
as of 07/15 06:29 PM
7/15 18:29

Option Volume

Detail
Current (07/15) 65,940
Calls: 34,358 (52%)
Puts: 31,582 (48%)
Prior (07/14) 40,032
Calls: 29,273 (73%)
Puts: 10,759 (27%)
Current vs Prior +64.72%
Calls: +17.37% (Calls)
Puts: +193.54% (Puts)
Prior 7-Day Total 310,160
Calls: 189,212 (61%)
Puts: 120,948 (39%)
Prior 7-Day Average 44,308
Calls: 27,030 (61%)
Puts: 17,278 (39%)
Current vs Prior 7-Day Avg +48.82%
Calls: +27.11%
Puts: +82.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $19.08M
Calls: $9.23M (48%)
Puts: $9.85M (52%)
Prior (07/14) $18.20M
Calls: $11.64M (64%)
Puts: $6.56M (36%)
Current vs Prior +4.82%
Calls: -20.72%
Puts: +50.17%
Prior 7-Day Total $103.79M
Calls: $68.99M (66%)
Puts: $34.80M (34%)
Prior 7-Day Average $14.83M
Calls: $9.86M (66%)
Puts: $4.97M (34%)
Current vs Prior 7-Day Avg +28.67%
Calls: -6.33%
Puts: +98.06%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 0.92
Prior (07/14) 0.37
Current vs Prior +150.10%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +23.79%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/15) 614,683
Calls: 395,865 (64%)
Puts: 218,818 (36%)
Prior (07/14) 531,396
Calls: 321,170 (60%)
Puts: 210,226 (40%)
Current vs Prior +15.67%
Prior 7-Day Total 3,771,549
Calls: 2,188,003 (58%)
Puts: 1,583,546 (42%)
Prior 7-Day Average 538,792
Calls: 312,571 (58%)
Puts: 226,220 (42%)
Current vs Prior 7-Day Avg +14.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.08% | 5.30%3.08% | 15.19%
Prior 3.63% | 5.76%3.63% | 15.03%
Current vs Prior -15.21% | -8.12%-15.21% | +1.07%
Prior 7-Day Avg 3.56% | 5.66%4.82% | 15.57%
Current vs 7-Day Avg -13.47% | -6.39%-36.18% | -2.42%
Prior 7-Day Eod 3.63% | 5.76%3.63% | 15.03%
Current vs 7-Day Eod -15.21% | -8.12%-15.21% | +1.07%
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

Above-average activity with volume up 65% vs prior. P/C ratio rising 150% - increased hedging/bearish positioning. Call-heavy open interest (395,865 calls vs 218,818 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 47 of results (avg 7.5%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 218.108.35$8.233.0%3280.571.3K
$125.00Aug 212.642.75$2.704.1%5510.273.8K
$120.00Aug 213.954.15$4.054.9%6490.368.8K
$115.00Aug 215.756.05$5.905.1%3120.461.5K
$110.00Jul 243.703.90$3.805.3%5000.621.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2111.6512.05$11.853.4%1100.643.4K
$110.00Aug 215.906.20$6.055.0%5270.437.1K
$109.00Aug 72.903.05$2.975.1%60.3839
$112.00Aug 74.254.50$4.385.7%490.4951
$115.00Aug 218.509.00$8.755.7%3430.541.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.63, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.050.06$0.0616.7%1.2K0.0311.5K
$130.00Jul 310.160.19$0.1816.7%580.043.2K
$125.00Jul 310.380.44$0.4114.6%360.10289
$114.00Jul 170.590.68$0.6414.1%2410.28129
$118.00Jul 240.680.82$0.7518.7%6230.201.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 170.690.80$0.7514.7%2.5K0.304.9K
$106.00Jul 240.750.89$0.8217.1%1420.201.1K
$90.00Aug 210.780.87$0.8310.8%1240.09418

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 96 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1711.7512.75$12.258.2%1710.995.9K
$90.00Jul 1720.5523.85$22.2014.9%80.98141
$101.00Jul 178.9512.90$10.9336.1%520.95--
$105.00Jul 176.357.90$7.1321.7%620.952.4K
$106.00Jul 174.057.95$6.0065.0%200.92373
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 178.3010.55$9.4323.9%81.00--
$124.00Jul 1710.2014.20$12.2032.8%11.00--
$125.00Jul 1712.1514.10$13.1314.9%11.001.6K
$120.00Jul 177.559.25$8.4020.2%5140.973.8K
$118.00Jul 175.057.30$6.1836.4%2.6K0.963.5K

Most actively traded options today. High liquidity = easy entry/exit. 286 active (total vol 48.2K, top 5.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 170.010.13$0.07171.4%1.5K0.052.8K
$120.00Jul 170.050.06$0.0616.7%1.2K0.0311.5K
$130.00Aug 211.701.80$1.755.7%9220.199.2K
$115.00Jul 170.380.47$0.4320.9%9050.214.5K
$112.00Jul 171.351.46$1.417.8%8810.49378
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 170.190.26$0.2330.4%5.1K0.11459
$116.00Jul 174.054.65$4.3513.8%2.7K0.871.9K
$118.00Jul 175.057.30$6.1836.4%2.6K0.963.5K
$110.00Jul 170.690.80$0.7514.7%2.5K0.304.9K
$115.00Jul 173.353.80$3.5812.6%2.0K0.807.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 44.3%, max 177.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 17Aug 21143.7%53.6%168.1%11141
$129.00Jul 17Jul 31108.5%42.7%153.9%2022.9K
$132.00Jul 17Jul 24112.0%56.1%99.7%16057
$104.00Jul 17Jul 2474.9%39.9%87.8%2--
$128.00Jul 17Aug 14102.9%57.4%79.4%154541
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 17Aug 28143.7%51.8%177.4%342.5K
$97.50Jul 17Aug 21105.4%51.5%104.7%861.4K
$101.00Jul 17Aug 2889.9%49.1%83.1%1234
$92.50Jul 17Aug 2193.1%52.6%76.9%52736
$95.00Jul 17Aug 2887.2%49.9%74.6%751.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 164 found (best R:R 82.33, avg 3.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$133.00Aug 7$0.12$2.88$0.1224.00$130.12
$128.00$130.00Aug 7$0.13$1.87$0.1314.38$128.13
$117.00$118.00Jul 17$0.10$0.90$0.109.00$117.10
$120.00$121.00Jul 24$0.10$0.90$0.109.00$120.10
$122.00$125.00Aug 7$0.31$2.69$0.318.68$122.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$90.00Jul 24$0.12$9.88$0.1282.33$99.88
$95.00$90.00Aug 7$0.14$4.86$0.1434.71$94.86
$97.50$95.00Jul 17$0.11$2.39$0.1121.73$97.39
$102.00$100.00Jul 31$0.13$1.87$0.1314.38$101.87
$100.00$95.00Jul 31$0.39$4.61$0.3911.82$99.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 199 found (best R:R 12.04, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Jul 31$4.55$4.55$0.4510.11$104.55
$95.00$97.50Aug 21$2.23$2.23$0.278.26$97.23
$105.00$106.00Jul 24$0.85$0.85$0.155.67$105.85
$106.00$107.00Jul 24$0.82$0.82$0.184.56$106.82
$106.00$107.00Jul 31$0.81$0.81$0.194.26$106.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$124.00$121.00Jul 17$2.77$2.77$0.2312.04$121.23
$119.00$118.00Jul 31$0.88$0.88$0.127.33$118.12
$120.00$119.00Jul 24$0.87$0.87$0.136.69$119.13
$109.00$108.00Aug 14$0.83$0.83$0.174.88$108.17
$120.00$119.00Jul 31$0.82$0.82$0.184.56$119.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $0.76, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 17Jul 24$0.0866.3%39.3%
$127.00Jul 17Jul 24$0.1076.6%45.5%
$124.00Jul 17Jul 24$0.1169.6%40.5%
$129.00Jul 17Jul 31$0.12108.5%42.7%
$131.00Jul 17Jul 24$0.13101.4%57.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$117.00Jul 17Jul 24$0.1347.0%38.9%
$95.00Jul 17Jul 31$0.1487.2%44.5%
$100.00Jul 17Jul 24$0.1669.5%45.4%
$104.00Jul 17Jul 24$0.1674.9%39.9%
$120.00Jul 17Jul 24$0.2552.4%39.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 96 found (cheapest 2.64% of stock, avg 9.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 17$1.41$1.54$2.95$109.05$114.952.64%
$111.00Jul 17$1.90$1.07$2.97$108.03$113.972.66%
$113.00Jul 17$0.96$2.13$3.09$109.91$116.092.76%
$110.00Jul 17$2.66$0.75$3.41$106.59$113.413.05%
$114.00Jul 17$0.64$2.83$3.47$110.53$117.473.10%
$109.00Jul 17$3.38$0.52$3.90$105.10$112.903.49%
$115.00Jul 17$0.43$3.58$4.01$110.99$119.013.59%
$108.00Jul 17$4.18$0.36$4.54$103.46$112.544.06%
$116.00Jul 17$0.26$4.35$4.61$111.39$120.614.12%
$112.00Jul 24$2.67$2.74$5.41$106.59$117.414.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.44% of stock, avg 5.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$116.00$107.00Jul 17$0.26$0.23$0.49$106.51$116.49
$116.00$108.00Jul 17$0.26$0.36$0.62$107.38$116.62
$115.00$107.00Jul 17$0.43$0.23$0.66$106.34$115.66
$116.00$109.00Jul 17$0.26$0.52$0.78$108.22$116.78
$115.00$108.00Jul 17$0.43$0.36$0.79$107.21$115.79
$114.00$107.00Jul 17$0.64$0.23$0.87$106.13$114.87
$115.00$109.00Jul 17$0.43$0.52$0.95$108.05$115.95
$114.00$108.00Jul 17$0.64$0.36$1.00$107.00$115.00
$116.00$110.00Jul 17$0.26$0.75$1.01$108.99$117.01
$114.00$109.00Jul 17$0.64$0.52$1.16$107.84$115.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 366 found (best R:R 9.00, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
110/111113/114Jul 31$0.90$0.109.00$110.10$113.90
109/110112/113Aug 7$0.90$0.109.00$109.10$112.90
102/103108/109Aug 14$0.90$0.109.00$102.10$108.90
105/106108/109Aug 14$0.90$0.109.00$105.10$108.90
107/108110/111Jul 17$0.89$0.118.09$107.11$110.89
106/107111/112Aug 7$0.89$0.118.09$106.11$111.89
109/110115/116Aug 7$0.89$0.118.09$109.11$115.89
110/111126/127Aug 28$0.89$0.118.09$110.11$126.89
104/105109/110Jul 31$0.88$0.127.33$104.12$109.88
110/111114/115Jul 31$0.88$0.127.33$110.12$114.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 40.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$124.00$125.00$126.00Jul 17$0.06$0.9415.67
$116.00$117.00$118.00Jul 24$0.06$0.9415.67
$119.00$120.00$121.00Jul 24$0.06$0.9415.67
$108.00$109.00$110.00Aug 14$0.06$0.9415.67
$112.00$113.00$114.00Jul 31$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$92.50$95.00Jul 17$0.06$2.4440.67
$92.50$95.00$97.50Jul 17$0.11$2.3921.73
$100.00$105.00$110.00Aug 21$0.22$4.7821.73
$120.00$125.00$130.00Aug 21$0.27$4.7317.52
$115.00$116.00$117.00Jul 31$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. 110 found (best net $-2.30, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$100.001:2Jul 17-$2.30$7.70
$125.00$130.001:2Aug 21-$0.80$4.20
$120.00$125.001:2Aug 21-$1.35$3.65
$120.00$125.001:2Aug 28-$1.75$3.25
$130.00$133.001:2Aug 7-$0.15$2.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 7-$0.08$4.92
$95.00$90.001:2Aug 14-$0.15$4.85
$100.00$95.001:2Aug 14-$0.16$4.84
$95.00$90.001:2Aug 28-$0.34$4.66
$100.00$95.001:2Aug 28-$0.43$4.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 80 found (best yield 5.59%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.00Aug 14$6.250.520.2%5.59%5.80%282
$114.00Aug 28$5.900.492.0%5.28%7.27%71
$115.00Aug 21$5.750.462.9%5.14%8.03%3121.5K
$114.00Aug 14$5.550.472.0%4.97%6.96%922
$115.00Aug 28$5.450.472.9%4.88%7.77%24
$113.00Aug 14$4.850.491.1%4.34%5.44%46100
$115.00Aug 14$4.500.462.9%4.03%6.92%788
$119.00Aug 28$4.350.396.5%3.89%10.36%43
$112.00Aug 7$4.300.510.2%3.85%4.05%74
$116.00Aug 14$4.200.423.8%3.76%7.54%1411

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 34,358
Total Puts 31,582
Put/Call Ratio 0.92
Net Difference 2,776

Prior's Put/Call Breakdown

Total Calls 29,273
Total Puts 10,759
Put/Call Ratio 0.37
Net Difference 18,514

Prior 7-Day Put/Call Summary

Total Calls 189,212
Total Puts 120,948
Average Put/Call Ratio 0.74
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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