Tour v344
DELL
DELL TECHNOLOGIES IN C
$391.38 -5.16%
$387.73 (-0.93%)🌙
as of 07/16 06:22 PM
7/16 18:22

Option Volume

Detail
Current (07/16) 60,629
Calls: 31,791 (52%)
Puts: 28,838 (48%)
Prior (07/15) 117,674
Calls: 67,218 (57%)
Puts: 50,456 (43%)
Current vs Prior -48.48%
Calls: -52.70% (Calls)
Puts: -42.85% (Puts)
Prior 7-Day Total 541,702
Calls: 329,704 (61%)
Puts: 211,998 (39%)
Prior 7-Day Average 90,283
Calls: 47,100 (61%)
Puts: 30,285 (39%)
Current vs Prior 7-Day Avg -32.85%
Calls: -32.50%
Puts: -4.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $128.70M
Calls: $55.85M (43%)
Puts: $72.85M (57%)
Prior (07/15) $231.54M
Calls: $157.16M (68%)
Puts: $74.38M (32%)
Current vs Prior -44.42%
Calls: -64.46%
Puts: -2.07%
Prior 7-Day Total $978.54M
Calls: $699.89M (72%)
Puts: $278.65M (28%)
Prior 7-Day Average $163.09M
Calls: $99.98M (72%)
Puts: $39.81M (28%)
Current vs Prior 7-Day Avg -21.09%
Calls: -44.14%
Puts: +83.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.91
Prior (07/15) 0.75
Current vs Prior +20.85%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +25.02%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 315,479
Calls: 187,680 (59%)
Puts: 127,799 (41%)
Prior (07/15) 367,787
Calls: 208,874 (57%)
Puts: 158,913 (43%)
Current vs Prior -14.22%
Prior 7-Day Total 1,897,009
Calls: 1,108,867 (58%)
Puts: 788,142 (42%)
Prior 7-Day Average 316,168
Calls: 184,811 (58%)
Puts: 131,357 (42%)
Current vs Prior 7-Day Avg -0.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.35% | 10.51%4.35% | 22.01%
Prior 6.21% | 11.28%6.21% | 22.58%
Current vs Prior -29.94% | -6.85%-29.94% | -2.51%
Prior 7-Day Avg 6.70% | 11.44%8.58% | 23.00%
Current vs 7-Day Avg -35.04% | -8.17%-49.29% | -4.31%
Prior 7-Day Eod 6.21% | 11.28%6.21% | 22.58%
Current vs 7-Day Eod -29.94% | -6.85%-29.94% | -2.51%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.58% | 4.15%
Calls: 2.79% | 4.60%
Puts: 6.38% | 3.71%
Prior 4.58% | 4.15%
Calls: 2.79% | 4.60%
Puts: 6.38% | 3.71%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 4.58% | 4.15%
Calls: 2.79% | 4.60%
Puts: 6.38% | 3.71%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
+
Add Card

🤖 AI Insights

Below-average activity with volume down 48% vs prior.

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 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 219 of results (avg 6.4%, best 1.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2156.9058.05$57.472.0%20.67156
$370.00Aug 2151.3052.50$51.902.3%40.63--
$370.00Jul 2431.5032.40$31.952.8%10.69--
$380.00Aug 2145.8547.25$46.553.0%110.59209
$400.00Aug 2136.8037.95$37.383.1%1930.52595
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 2170.3071.25$70.781.3%170.62383
$430.00Aug 2163.1064.45$63.782.1%40.59266
$410.00Aug 2150.0551.30$50.682.5%1970.52277
$420.00Aug 2156.3057.75$57.032.5%410.56764
$400.00Aug 2144.1545.30$44.722.6%1430.481.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.81, cheapest $0.71)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Jul 170.650.77$0.7116.9%2.5K0.082.6K
$417.50Jul 170.850.97$0.9113.2%2500.10806
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 146 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 1770.6073.40$72.003.9%41.00--
$330.00Jul 1760.2563.45$61.855.2%41.00458
$335.00Jul 1755.1558.50$56.835.9%11.001
$340.00Jul 1750.6053.50$52.055.6%21.00209
$347.50Jul 1743.2546.15$44.706.5%11.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 1766.7069.55$68.134.2%4150.99280
$465.00Jul 1771.7074.55$73.133.9%2530.99--
$450.00Jul 1757.6059.90$58.753.9%870.99899
$452.50Jul 1759.2061.95$60.584.5%70.99164
$467.50Jul 1774.2076.95$75.583.6%560.99--

Most actively traded options today. High liquidity = easy entry/exit. 401 active (total vol 41.5K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Jul 170.650.77$0.7116.9%2.5K0.082.6K
$425.00Jul 170.380.52$0.4531.1%1.6K0.051.2K
$410.00Jul 171.601.99$1.8021.7%1.4K0.181.1K
$450.00Jul 170.050.12$0.0977.8%1.3K0.013.5K
$395.00Jul 2417.3518.65$18.007.2%9850.4991
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 173.503.75$3.636.9%2.0K0.281.2K
$405.00Jul 1715.5517.80$16.6813.5%1.2K0.742.2K
$400.00Jul 1711.7013.95$12.8317.5%9720.662.1K
$375.00Jul 172.312.69$2.5015.2%7370.21730
$385.00Jul 174.955.35$5.157.8%5710.371.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 100 strikes (avg 34.7%, max 94.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 21151.5%84.4%79.6%61.1K
$467.50Jul 17Jul 24155.3%86.9%78.7%31385
$462.50Jul 17Jul 31151.6%86.0%76.2%68118
$465.00Jul 17Aug 28139.6%84.1%66.0%246536
$457.50Jul 17Jul 24141.8%87.3%62.5%71251
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$315.00Jul 17Aug 28162.3%83.4%94.6%1791
$317.50Jul 17Jul 24181.1%93.3%94.1%54144
$320.00Jul 17Aug 28151.5%83.9%80.5%1463.3K
$322.50Jul 17Jul 24155.3%92.8%67.4%2962
$457.50Jul 17Jul 31141.8%86.0%64.8%8361

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 279 found (best R:R 21.73, avg 3.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$440.00$442.50Jul 17$0.11$2.39$0.1121.73$440.11
$445.00$447.50Jul 17$0.12$2.38$0.1219.83$445.12
$457.50$460.00Jul 17$0.12$2.38$0.1219.83$457.62
$450.00$452.50Jul 24$0.15$2.35$0.1515.67$450.15
$422.50$425.00Jul 17$0.16$2.34$0.1614.63$422.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$352.50$350.00Jul 17$0.11$2.39$0.1121.73$352.39
$355.00$352.50Jul 17$0.12$2.38$0.1219.83$354.88
$360.00$357.50Jul 17$0.12$2.38$0.1219.83$359.88
$337.50$335.00Jul 17$0.13$2.37$0.1318.23$337.37
$317.50$315.00Jul 24$0.13$2.37$0.1318.23$317.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 345 found (best R:R 49.00, avg 1.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$347.50Jul 17$7.35$7.35$0.1549.00$347.35
$350.00$360.00Jul 17$9.68$9.68$0.3230.25$359.68
$335.00$340.00Jul 17$4.78$4.78$0.2221.73$339.78
$372.50$375.00Jul 17$2.33$2.33$0.1713.71$374.83
$340.00$342.50Jul 24$2.30$2.30$0.2011.50$342.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$445.00$440.00Jul 17$4.77$4.77$0.2320.74$440.23
$432.50$430.00Jul 17$2.37$2.37$0.1318.23$430.13
$465.00$457.50Jul 24$7.00$7.00$0.5014.00$458.00
$422.50$420.00Jul 31$2.33$2.33$0.1713.71$420.17
$420.00$417.50Jul 17$2.32$2.32$0.1812.89$417.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 100 found (avg debit $7.34, cheapest $1.24)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 17Jul 24$1.30151.5%93.4%
$467.50Jul 17Jul 24$1.85155.3%86.9%
$465.00Jul 17Jul 24$2.10139.6%86.9%
$462.50Jul 17Jul 24$2.17151.6%86.6%
$460.00Jul 17Jul 24$2.55123.2%86.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$315.00Jul 17Jul 24$1.24162.3%94.1%
$317.50Jul 17Jul 24$1.28181.1%93.3%
$320.00Jul 17Jul 24$1.56151.5%93.4%
$322.50Jul 17Jul 24$1.71155.3%92.8%
$325.00Jul 17Jul 24$1.95133.1%92.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 139 found (cheapest 3.93% of stock, avg 14.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$392.50Jul 17$6.98$8.40$15.38$377.12$407.883.93%
$390.00Jul 17$8.63$7.18$15.81$374.19$405.814.04%
$395.00Jul 17$6.25$9.73$15.98$379.02$410.984.08%
$387.50Jul 17$10.10$6.07$16.17$371.33$403.674.13%
$385.00Jul 17$11.40$5.15$16.55$368.45$401.554.23%
$397.50Jul 17$5.20$11.60$16.80$380.70$414.304.29%
$400.00Jul 17$4.30$12.83$17.13$382.87$417.134.38%
$382.50Jul 17$13.25$4.20$17.45$365.05$399.954.46%
$402.50Jul 17$3.34$14.80$18.14$384.36$420.644.63%
$380.00Jul 17$14.60$3.63$18.23$361.77$398.234.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.78% of stock, avg 12.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$402.50$380.00Jul 17$3.34$3.63$6.97$373.03$409.47
$402.50$382.50Jul 17$3.34$4.20$7.54$374.96$410.04
$400.00$380.00Jul 17$4.30$3.63$7.93$372.07$407.93
$400.00$382.50Jul 17$4.30$4.20$8.50$374.00$408.50
$402.50$385.00Jul 17$3.34$5.15$8.49$376.51$410.99
$397.50$380.00Jul 17$5.20$3.63$8.83$371.17$406.33
$397.50$382.50Jul 17$5.20$4.20$9.40$373.10$406.90
$402.50$387.50Jul 17$3.34$6.07$9.41$378.09$411.91
$400.00$385.00Jul 17$4.30$5.15$9.45$375.55$409.45
$395.00$380.00Jul 17$6.25$3.63$9.88$370.12$404.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 473 found (best R:R 51.63, avg credit $5.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
335/338350/360Jul 17$9.81$0.1951.63$327.69$359.81
330/340350/360Aug 21$9.66$0.3428.41$330.34$359.66
335/338362/365Jul 17$2.38$0.1219.83$335.12$364.88
315/318368/370Jul 24$2.38$0.1219.83$315.12$369.88
352/355362/365Jul 17$2.37$0.1318.23$352.63$364.87
358/360362/365Jul 17$2.37$0.1318.23$357.63$364.87
360/370380/390Aug 21$9.47$0.5317.87$360.53$389.47
400/410420/430Aug 21$9.46$0.5417.52$400.54$429.46
350/352362/365Jul 17$2.36$0.1416.86$350.14$364.86
360/362365/368Jul 17$2.36$0.1416.86$360.14$367.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 158 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$405.00$410.00Aug 14$0.06$4.9482.33
$405.00$410.00$415.00Aug 14$0.09$4.9154.56
$420.00$422.50$425.00Jul 24$0.05$2.4549.00
$410.00$415.00$420.00Aug 14$0.11$4.8944.45
$360.00$370.00$380.00Aug 21$0.22$9.7844.45
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$375.00$380.00$385.00Jul 31$0.06$4.9482.33
$370.00$380.00$390.00Aug 21$0.12$9.8882.33
$340.00$350.00$360.00Aug 21$0.15$9.8565.67
$347.50$350.00$352.50Jul 17$0.05$2.4549.00
$322.50$325.00$327.50Jul 24$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 76 found (best net $-21.23, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$390.001:2Aug 28-$21.23$23.77
$360.00$385.001:2Jul 31-$14.80$10.20
$350.00$380.001:2Aug 7-$20.51$9.49
$432.50$435.001:2Jul 17-$0.03$2.47
$427.50$430.001:2Jul 17-$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Jul 31-$5.40$4.60
$335.00$325.001:2Aug 7-$6.08$3.92
$330.00$320.001:2Aug 14-$6.13$3.87
$332.50$330.001:2Jul 17-$0.01$2.49
$322.50$320.001:2Jul 17-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 114 found (best yield 10.68%, avg 3.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$395.00Aug 28$41.800.550.9%10.68%11.61%1--
$400.00Aug 28$40.300.532.2%10.30%12.50%3423
$405.00Aug 28$38.100.513.5%9.73%13.21%321
$400.00Aug 21$36.800.522.2%9.40%11.61%193595
$410.00Aug 28$35.700.494.8%9.12%13.88%1--
$395.00Aug 14$34.400.530.9%8.79%9.71%124
$410.00Aug 21$32.600.484.8%8.33%13.09%126231
$400.00Aug 14$32.250.512.2%8.24%10.44%1928
$420.00Aug 28$31.950.467.3%8.16%15.48%2225
$405.00Aug 14$30.400.493.5%7.77%11.25%537

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 31,791
Total Puts 28,838
Put/Call Ratio 0.91
Net Difference 2,953

Prior's Put/Call Breakdown

Total Calls 67,218
Total Puts 50,456
Put/Call Ratio 0.75
Net Difference 16,762

Prior 7-Day Put/Call Summary

Total Calls 329,704
Total Puts 211,998
Average Put/Call Ratio 0.73
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All