Tour v344
CSCO
CISCO SYS INC
$109.66 -1.89%
$109.67 (+0.01%)🌙
as of 07/16 06:20 PM
7/16 18:20

Option Volume

Detail
Current (07/16) 77,708
Calls: 33,887 (44%)
Puts: 43,821 (56%)
Prior (07/15) 65,940
Calls: 34,358 (52%)
Puts: 31,582 (48%)
Current vs Prior +17.85%
Calls: -1.37% (Calls)
Puts: +38.75% (Puts)
Prior 7-Day Total 350,391
Calls: 211,403 (60%)
Puts: 138,988 (40%)
Prior 7-Day Average 50,055
Calls: 30,200 (60%)
Puts: 19,855 (40%)
Current vs Prior 7-Day Avg +55.24%
Calls: +12.21%
Puts: +120.70%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $32.20M
Calls: $10.54M (33%)
Puts: $21.66M (67%)
Prior (07/15) $19.08M
Calls: $9.23M (48%)
Puts: $9.85M (52%)
Current vs Prior +68.79%
Calls: +14.21%
Puts: +119.97%
Prior 7-Day Total $112.81M
Calls: $73.07M (65%)
Puts: $39.74M (35%)
Prior 7-Day Average $16.12M
Calls: $10.44M (65%)
Puts: $5.68M (35%)
Current vs Prior 7-Day Avg +99.82%
Calls: +1.00%
Puts: +281.53%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 1.29
Prior (07/15) 0.92
Current vs Prior +40.68%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +80.91%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 650,057
Calls: 403,824 (62%)
Puts: 246,233 (38%)
Prior (07/15) 614,683
Calls: 395,865 (64%)
Puts: 218,818 (36%)
Current vs Prior +5.75%
Prior 7-Day Total 3,847,230
Calls: 2,279,896 (59%)
Puts: 1,567,334 (41%)
Prior 7-Day Average 549,604
Calls: 325,699 (59%)
Puts: 223,904 (41%)
Current vs Prior 7-Day Avg +18.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.39% | 5.19%2.39% | 15.07%
Prior 3.08% | 5.30%3.08% | 15.19%
Current vs Prior -22.37% | -2.04%-22.37% | -0.78%
Prior 7-Day Avg 3.42% | 5.58%4.43% | 15.43%
Current vs 7-Day Avg -30.22% | -7.08%-46.08% | -2.28%
Prior 7-Day Eod 3.08% | 5.30%3.08% | 15.19%
Current vs 7-Day Eod -22.37% | -2.04%-22.37% | -0.78%
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

Moderately bearish flow with 67% put dollar volume ($21.66M). Elevated premium activity with dollar volume up 69% vs prior. Dollar volume significantly above 7-day average (100% higher). Bearish P/C ratio of 1.29 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 82 of results (avg 7.1%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 214.855.00$4.933.0%1920.421.6K
$110.00Aug 216.957.20$7.083.5%4010.521.4K
$109.00Aug 74.604.80$4.704.3%20.55--
$110.00Jul 313.403.55$3.474.3%720.5039
$120.00Aug 213.253.40$3.334.5%1.4K0.329.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 75.906.10$6.003.3%30.6077
$106.00Aug 72.492.59$2.543.9%50.34--
$105.00Aug 72.162.25$2.214.1%230.3149
$111.00Aug 74.704.90$4.804.2%20.5326
$108.00Aug 73.253.40$3.334.5%5620.4221

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.79, cheapest $0.56)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 240.510.62$0.5619.6%8890.17360
$115.00Jul 240.670.81$0.7418.9%3510.21226
$114.00Jul 240.871.06$0.9719.6%810.26373
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 240.520.61$0.5616.1%6720.158
$105.00Jul 240.880.97$0.939.7%1.2K0.23474
$100.00Aug 70.881.03$0.9615.6%2470.1668

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 135 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 176.059.45$7.7543.9%330.992
$95.00Jul 1713.3515.55$14.4515.2%100.99--
$92.50Jul 1716.0017.85$16.9310.9%10.9942
$90.00Jul 1718.7020.35$19.528.5%30.98139
$100.00Jul 178.3510.55$9.4523.3%820.985.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 175.807.70$6.7528.1%2.6K1.004.3K
$117.00Jul 176.708.40$7.5522.5%321.001.7K
$118.00Jul 177.209.75$8.4830.1%6.1K1.006.0K
$119.00Jul 178.8010.90$9.8521.3%2261.00148
$120.00Jul 179.8010.85$10.3310.2%5.3K1.003.4K

Most actively traded options today. High liquidity = easy entry/exit. 325 active (total vol 55.0K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 213.253.40$3.334.5%1.4K0.329.0K
$115.00Jul 170.020.09$0.06116.7%9030.044.7K
$116.00Jul 240.510.62$0.5619.6%8890.17360
$125.00Aug 70.260.60$0.4379.1%8310.09748
$110.00Jul 170.770.99$0.8825.0%7660.461.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 177.209.75$8.4830.1%6.1K1.006.0K
$107.00Jul 170.200.28$0.2433.3%5.5K0.164.9K
$120.00Jul 179.8010.85$10.3310.2%5.3K1.003.4K
$113.00Jul 173.204.00$3.6022.2%3.1K0.901.9K
$116.00Jul 175.807.70$6.7528.1%2.6K1.004.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 85.9%, max 611.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 17Aug 7300.7%42.3%611.2%11168
$90.00Jul 17Aug 21203.2%52.6%286.5%4265
$128.00Jul 17Aug 28189.8%50.2%278.1%142
$127.00Jul 17Aug 28161.7%48.2%235.6%91.6K
$123.00Jul 17Aug 7120.7%38.9%210.3%1172.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$128.00Jul 17Jul 24189.8%58.8%223.0%7--
$127.00Jul 17Jul 24161.7%56.0%188.7%4--
$95.00Jul 17Aug 28126.0%50.5%149.5%1142
$130.00Jul 17Aug 21119.7%51.1%134.0%6439
$125.00Jul 17Aug 21101.2%51.3%97.2%444499

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 167 found (best R:R 28.41, avg 3.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$118.00$120.00Jul 24$0.13$1.87$0.1314.38$118.13
$125.00$127.00Aug 7$0.17$1.83$0.1710.76$125.17
$117.00$118.00Jul 24$0.10$0.90$0.109.00$117.10
$126.00$127.00Jul 24$0.10$0.90$0.109.00$126.10
$119.00$120.00Jul 31$0.10$0.90$0.109.00$119.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Jul 31$0.17$4.83$0.1728.41$94.83
$95.00$90.00Aug 7$0.23$4.77$0.2320.74$94.77
$100.00$95.00Jul 24$0.25$4.75$0.2519.00$99.75
$100.00$95.00Jul 31$0.35$4.65$0.3513.29$99.65
$95.00$90.00Aug 14$0.50$4.50$0.509.00$94.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 219 found (best R:R 37.46, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 24$4.87$4.87$0.1337.46$99.87
$95.00$97.50Jul 17$2.37$2.37$0.1318.23$97.37
$106.00$107.00Jul 17$0.89$0.89$0.118.09$106.89
$95.00$100.00Aug 7$4.35$4.35$0.656.69$99.35
$102.00$103.00Jul 24$0.85$0.85$0.155.67$102.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$4.70$4.70$0.3015.67$125.30
$125.00$122.00Aug 14$2.67$2.67$0.338.09$122.33
$117.00$116.00Jul 24$0.88$0.88$0.127.33$116.12
$115.00$114.00Jul 31$0.88$0.88$0.127.33$114.12
$121.00$120.00Aug 14$0.88$0.88$0.127.33$120.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $0.78, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 17Jul 31$0.07119.7%41.1%
$95.00Jul 17Jul 24$0.10126.0%51.0%
$123.00Jul 17Jul 24$0.10120.7%47.4%
$121.00Jul 17Jul 24$0.1573.2%41.2%
$120.00Jul 17Jul 24$0.1667.7%39.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 17Jul 24$0.05126.0%51.0%
$119.00Jul 17Jul 24$0.0579.5%38.3%
$125.00Jul 17Jul 24$0.07101.2%43.7%
$120.00Jul 17Jul 24$0.1067.7%39.0%
$128.00Jul 17Jul 24$0.15189.8%58.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 127 found (cheapest 1.87% of stock, avg 10.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$0.88$1.17$2.05$107.95$112.051.87%
$109.00Jul 17$1.45$0.72$2.17$106.83$111.171.98%
$111.00Jul 17$0.51$1.84$2.35$108.65$113.352.14%
$108.00Jul 17$2.09$0.45$2.54$105.46$110.542.32%
$112.00Jul 17$0.28$2.66$2.94$109.06$114.942.68%
$107.00Jul 17$2.89$0.24$3.13$103.87$110.132.85%
$113.00Jul 17$0.12$3.60$3.72$109.28$116.723.39%
$106.00Jul 17$3.78$0.14$3.92$102.08$109.923.57%
$105.00Jul 17$4.30$0.09$4.39$100.61$109.394.00%
$114.00Jul 17$0.08$4.55$4.63$109.37$118.634.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.19% of stock, avg 5.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$105.00Jul 17$0.12$0.09$0.21$104.79$113.21
$113.00$106.00Jul 17$0.12$0.14$0.26$105.74$113.26
$113.00$107.00Jul 17$0.12$0.24$0.36$106.64$113.36
$112.00$105.00Jul 17$0.28$0.09$0.37$104.63$112.37
$112.00$106.00Jul 17$0.28$0.14$0.42$105.58$112.42
$112.00$107.00Jul 17$0.28$0.24$0.52$106.48$112.52
$113.00$108.00Jul 17$0.12$0.45$0.57$107.43$113.57
$111.00$105.00Jul 17$0.51$0.09$0.60$104.40$111.60
$111.00$106.00Jul 17$0.51$0.14$0.65$105.35$111.65
$112.00$108.00Jul 17$0.28$0.45$0.73$107.27$112.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 253 found (best R:R 19.83, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
92/9598/100Aug 21$2.38$0.1219.83$92.62$99.88
102/103104/105Jul 31$0.90$0.109.00$102.10$104.90
105/106109/110Jul 31$0.89$0.118.09$105.11$109.89
101/102114/115Aug 14$0.89$0.118.09$101.11$114.89
103/105106/108Aug 7$1.77$0.237.70$103.23$107.77
105/106107/108Jul 31$0.88$0.127.33$105.12$107.88
103/104106/107Jul 24$0.87$0.136.69$103.13$106.87
106/107109/110Aug 7$0.87$0.136.69$106.13$109.87
105/106108/109Aug 7$0.86$0.146.14$105.14$108.86
90/9298/100Aug 21$2.13$0.375.76$90.37$99.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 117 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$92.50$95.00Jul 17$0.11$2.3921.73
$92.50$95.00$97.50Jul 17$0.11$2.3921.73
$114.00$115.00$116.00Jul 24$0.05$0.9519.00
$117.00$118.00$119.00Jul 31$0.05$0.9519.00
$114.00$115.00$116.00Aug 7$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Jul 31$0.18$4.8226.78
$100.00$101.00$102.00Jul 24$0.05$0.9519.00
$109.00$110.00$111.00Aug 7$0.05$0.9519.00
$95.00$97.50$100.00Aug 21$0.13$2.3718.23
$90.00$95.00$100.00Jul 24$0.29$4.7116.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 108 found (best net $-3.04, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Aug 28-$3.04$6.96
$125.00$130.001:2Aug 21-$0.63$4.37
$120.00$125.001:2Aug 21-$1.09$3.91
$115.00$120.001:2Aug 21-$1.73$3.27
$128.00$131.001:2Jul 24-$0.52$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Jul 17-$0.01$4.99
$100.00$95.001:2Aug 14-$0.15$4.85
$95.00$90.001:2Jul 24-$0.16$4.84
$95.00$90.001:2Aug 28-$0.28$4.72
$95.00$90.001:2Aug 14-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 85 found (best yield 6.57%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Aug 28$7.200.520.3%6.57%6.88%23
$110.00Aug 21$6.950.520.3%6.34%6.65%4011.4K
$110.00Aug 14$6.300.520.3%5.75%6.06%3045
$111.00Aug 28$6.100.501.2%5.56%6.78%28
$112.00Aug 28$5.650.482.1%5.15%7.29%1--
$111.00Aug 14$5.250.501.2%4.79%6.01%918
$113.00Aug 14$4.950.453.0%4.51%7.56%62146
$115.00Aug 21$4.850.424.9%4.42%9.29%1921.6K
$114.00Aug 28$4.850.444.0%4.42%8.38%87
$114.00Aug 14$4.550.434.0%4.15%8.11%530

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 33,887
Total Puts 43,821
Put/Call Ratio 1.29
Net Difference -9,934

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 211,403
Total Puts 138,988
Average Put/Call Ratio 0.71
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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