Tour v504
DELL
DELL TECHNOLOGIES IN C
$440.97 -3.69%
$444.63 (+0.83%)🌙
as of 08/11 06:31 PM
8/11 18:31

Option Volume

Detail
Current (08/11) 72,298
Calls: 34,548 (48%)
Puts: 37,750 (52%)
Prior (08/10) 92,244
Calls: 49,232 (53%)
Puts: 43,012 (47%)
Current vs Prior -21.62%
Calls: -29.83% (Calls)
Puts: -12.23% (Puts)
Prior 7-Day Total 578,627
Calls: 296,514 (51%)
Puts: 282,113 (49%)
Prior 7-Day Average 82,661
Calls: 42,359 (51%)
Puts: 40,301 (49%)
Current vs Prior 7-Day Avg -12.54%
Calls: -18.44%
Puts: -6.33%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/11) $140.58M
Calls: $89.88M (64%)
Puts: $50.70M (36%)
Prior (08/10) $183.84M
Calls: $111.60M (61%)
Puts: $72.24M (39%)
Current vs Prior -23.53%
Calls: -19.46%
Puts: -29.82%
Prior 7-Day Total $1.13B
Calls: $696.55M (62%)
Puts: $434.88M (38%)
Prior 7-Day Average $161.63M
Calls: $99.51M (62%)
Puts: $62.13M (38%)
Current vs Prior 7-Day Avg -13.03%
Calls: -9.68%
Puts: -18.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 1.09
Prior (08/10) 0.87
Current vs Prior +25.07%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg +12.02%
Sentiment BEARISH

Open Interest

Detail
Current (08/11) 340,962
Calls: 175,271 (51%)
Puts: 165,691 (49%)
Prior (08/10) 333,965
Calls: 158,317 (47%)
Puts: 175,648 (53%)
Current vs Prior +2.10%
Prior 7-Day Total 2,182,832
Calls: 1,095,341 (50%)
Puts: 1,087,491 (50%)
Prior 7-Day Average 311,833
Calls: 156,477 (50%)
Puts: 155,355 (50%)
Current vs Prior 7-Day Avg +9.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 6.66% | 10.15%10.15% | 22.42%
Prior 7.48% | 11.11%11.11% | 23.50%
Current vs Prior -10.88% | -8.61%-8.61% | -4.58%
Prior 7-Day Avg 7.45% | 11.78%14.02% | 25.82%
Current vs 7-Day Avg -10.58% | -13.76%-27.59% | -13.17%
Prior 7-Day Eod 7.48% | 11.11%11.11% | 23.50%
Current vs 7-Day Eod -10.88% | -8.61%-8.61% | -4.58%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.80% | 4.33%
Calls: 6.38% | 4.06%
Puts: 5.23% | 4.61%
Prior 5.80% | 4.33%
Calls: 6.38% | 4.06%
Puts: 5.23% | 4.61%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 5.80% | 4.33%
Calls: 6.38% | 4.06%
Puts: 5.23% | 4.61%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($89.88M). Slightly bearish P/C ratio of 1.09.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 222 of results (avg 6.4%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Sep 1847.6048.75$48.182.4%1720.568.8K
$420.00Sep 1856.8058.65$57.723.2%120.621.1K
$380.00Sep 2583.0085.80$84.403.3%10.74--
$380.00Sep 1880.5583.30$81.933.4%10.75249
$470.00Aug 144.304.45$4.383.4%1.2K0.22475
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Sep 1856.2057.90$57.053.0%220.513.0K
$430.00Sep 1839.3540.60$39.983.1%900.41247
$470.00Sep 1862.2564.30$63.283.2%10.5494
$500.00Sep 1881.9084.75$83.333.4%20.63128
$440.00Sep 1844.7546.35$45.553.5%330.44309

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.91, cheapest $0.91)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 140.830.99$0.9117.6%1.8K0.061.3K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 151 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Aug 1474.5577.75$76.154.2%41.0025
$367.50Aug 1472.1075.30$73.704.3%141.007
$370.00Aug 1469.6572.85$71.254.5%181.0021
$372.50Aug 1467.2070.40$68.804.7%181.00--
$375.00Aug 1464.7567.95$66.354.8%151.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 1458.3561.60$59.985.4%60.9438
$490.00Aug 1449.1552.45$50.806.5%30.9061
$487.50Aug 1446.8050.30$48.557.2%110.8920
$485.00Aug 1444.5047.70$46.106.9%100.88--
$480.00Aug 1440.0543.25$41.657.7%580.8588

Most actively traded options today. High liquidity = easy entry/exit. 402 active (total vol 34.3K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 140.830.99$0.9117.6%1.8K0.061.3K
$470.00Aug 144.304.45$4.383.4%1.2K0.22475
$500.00Aug 214.605.00$4.808.3%1.1K0.175.7K
$460.00Aug 146.106.85$6.4811.6%8610.31315
$450.00Aug 149.5510.95$10.2513.7%6890.42558
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Aug 148.459.50$8.9811.7%1.4K0.36972
$370.00Sep 1815.8016.85$16.336.4%5800.21918
$360.00Aug 211.221.44$1.3316.5%5630.05767
$400.00Aug 141.821.98$1.908.4%5080.111.0K
$440.00Aug 1413.0014.05$13.537.8%4940.47310

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 12.7%, max 24.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$437.50Aug 14Aug 2888.6%71.4%24.1%241305
$422.50Aug 14Aug 2889.3%72.0%24.0%928
$442.50Aug 14Aug 2890.1%74.5%20.9%30438
$447.50Aug 14Aug 2890.0%74.5%20.8%161320
$462.50Aug 14Aug 2190.2%75.1%20.1%123149
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$407.50Aug 14Aug 2889.7%72.3%24.1%7892
$455.00Aug 14Aug 2890.0%74.0%21.6%105208
$412.50Aug 14Aug 2189.6%73.8%21.3%92167
$442.50Aug 14Aug 2890.1%74.5%20.9%11352
$447.50Aug 14Aug 2890.0%74.5%20.8%3665

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 305 found (best R:R 0.73, avg 3.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$425.00Sep 25$25.95$19.05$25.9574%0.73$405.95
$390.00$425.00Sep 11$20.70$14.30$20.7073%0.69$410.70
$450.00$475.00Sep 25$9.53$15.47$9.5353%1.62$459.53
$380.00$400.00Sep 18$12.60$7.40$12.6075%0.59$392.60
$475.00$500.00Sep 11$7.64$17.36$7.6443%2.27$482.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$470.00$465.00Aug 21$2.89$2.11$2.8967%0.73$467.11
$440.00$437.50Aug 21$0.77$1.73$0.7747%2.25$439.23
$462.50$460.00Aug 14$1.50$1.00$1.5071%0.67$461.00
$405.00$402.50Aug 21$0.32$2.18$0.3222%6.81$404.68
$422.50$420.00Aug 14$0.47$2.03$0.4728%4.32$422.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 223 found (best R:R 0.89, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$452.50$455.00Aug 21$1.52$1.52$0.9855%1.55$454.02
$457.50$460.00Aug 14$1.17$1.17$1.3366%0.88$458.67
$442.50$445.00Aug 28$1.55$1.55$0.9548%1.63$444.05
$450.00$452.50Aug 14$1.25$1.25$1.2558%1.00$451.25
$505.00$507.50Aug 14$0.31$0.31$2.1995%0.14$505.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$405.00Sep 25$11.78$11.78$13.2259%0.89$418.22
$440.00$430.00Sep 18$5.57$5.57$4.4356%1.26$434.43
$430.00$420.00Sep 18$5.15$5.15$4.8559%1.06$424.85
$380.00$375.00Sep 25$2.25$2.25$2.7575%0.82$377.75
$390.00$380.00Sep 18$3.55$3.55$6.4572%0.55$386.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $7.63, cheapest $7.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$447.50Aug 14Aug 21$7.6090.0%74.7%
$455.00Aug 14Aug 21$7.4790.0%75.0%
$440.00Aug 14Aug 21$8.1089.1%74.7%
$430.00Aug 14Aug 21$7.7288.6%74.4%
$442.50Aug 14Aug 21$7.9990.1%75.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$447.50Aug 14Aug 21$7.6290.0%74.7%
$455.00Aug 14Aug 21$7.4290.0%75.0%
$440.00Aug 14Aug 21$7.4789.1%74.7%
$430.00Aug 14Aug 21$7.1788.6%74.4%
$442.50Aug 14Aug 21$7.3090.1%75.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 6.38% of stock, avg 12.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$440.00Aug 14$14.60$13.53$28.13$411.87$468.136.38%
$442.50Aug 14$13.43$14.78$28.21$414.29$470.716.40%
$445.00Aug 14$12.08$16.13$28.21$416.79$473.216.40%
$432.50Aug 14$18.43$9.98$28.41$404.09$460.916.44%
$435.00Aug 14$17.25$11.15$28.40$406.60$463.406.44%
$437.50Aug 14$16.15$12.23$28.38$409.12$465.886.44%
$447.50Aug 14$11.23$17.58$28.81$418.69$476.316.53%
$450.00Aug 14$10.25$18.95$29.20$420.80$479.206.62%
$430.00Aug 14$20.33$8.98$29.31$400.69$459.316.65%
$452.50Aug 14$9.00$20.53$29.53$422.97$482.036.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 4.08% of stock, avg 12.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$452.50$430.00Aug 14$9.00$8.98$17.98$412.02$470.48
$452.50$432.50Aug 14$9.00$9.98$18.98$413.52$471.48
$450.00$430.00Aug 14$10.25$8.98$19.23$410.77$469.23
$452.50$435.00Aug 14$9.00$11.15$20.15$414.85$472.65
$450.00$432.50Aug 14$10.25$9.98$20.23$412.27$470.23
$450.00$435.00Aug 14$10.25$11.15$21.40$413.60$471.40
$447.50$430.00Aug 14$11.23$8.98$20.21$409.79$467.71
$447.50$432.50Aug 14$11.23$9.98$21.21$411.29$468.71
$452.50$437.50Aug 14$9.00$12.23$21.23$416.27$473.73
$447.50$435.00Aug 14$11.23$11.15$22.38$412.62$469.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 85 found (best R:R 2.42, avg credit $1.99)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
360/362458/460Aug 14$1.77$0.7362%2.42$360.73$459.27
360/362462/465Aug 14$1.48$1.0267%1.45$361.02$463.98
365/368458/460Aug 14$1.52$0.9863%1.55$365.98$459.02
360/362465/468Aug 14$1.32$1.1870%1.12$361.18$466.32
378/380458/460Aug 14$1.43$1.0762%1.34$378.57$458.93
365/368462/465Aug 14$1.23$1.2768%0.97$366.27$463.73
380/382458/460Aug 14$1.39$1.1161%1.25$381.11$458.89
388/390458/460Aug 14$1.38$1.1260%1.23$388.62$458.88
365/368465/468Aug 14$1.07$1.4371%0.75$366.43$466.07
395/398458/460Aug 14$1.42$1.0857%1.31$396.08$458.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 167 found (best R:R 89.91, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$510.00$520.00Sep 4$0.11$9.896%89.91
$500.00$510.00$520.00Sep 18$0.10$9.905%99.00
$475.00$480.00$485.00Aug 21$0.11$4.896%44.45
$510.00$515.00$520.00Aug 28$0.05$4.953%99.00
$465.00$470.00$475.00Sep 4$0.07$4.934%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Sep 18$0.19$9.816%51.63
$380.00$390.00$400.00Sep 18$0.23$9.776%42.48
$425.00$430.00$435.00Aug 28$0.08$4.926%61.50
$420.00$425.00$430.00Aug 28$0.10$4.906%49.00
$385.00$390.00$395.00Aug 28$0.07$4.934%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $--, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$505.00$507.501:2Aug 14-$0.12$2.38
$522.50$525.001:2Aug 14-$0.23$2.27
$512.50$515.001:2Aug 14-$0.24$2.26
$517.50$520.001:2Aug 14-$0.31$2.19
$515.00$517.501:2Aug 14-$0.38$2.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$357.50$355.001:2Aug 14$0.00$2.50
$380.00$377.501:2Aug 14-$0.08$2.42
$375.00$372.501:2Aug 14-$0.18$2.32
$360.00$357.501:2Aug 14-$0.20$2.30
$372.50$370.001:2Aug 14-$0.28$2.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 103 found (best yield 8.13%, avg 3.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$475.00Sep 25$35.850.457.7%8.13%15.85%1--
$490.00Sep 25$30.950.4111.1%7.02%18.14%22
$500.00Sep 25$28.000.3813.4%6.35%19.74%1--
$505.00Sep 25$26.600.3714.5%6.03%20.55%1--
$450.00Sep 25$45.450.532.0%10.31%12.35%66
$515.00Sep 25$23.950.3516.8%5.43%22.22%1--
$445.00Sep 25$47.600.540.9%10.79%11.71%53
$470.00Sep 18$34.950.466.6%7.93%14.51%147900
$480.00Sep 18$31.450.438.8%7.13%15.98%38494
$490.00Sep 18$28.600.4011.1%6.49%17.60%20319

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 34,548
Total Puts 37,750
Put/Call Ratio 1.09
Net Difference -3,202

Prior's Put/Call Breakdown

Total Calls 49,232
Total Puts 43,012
Put/Call Ratio 0.87
Net Difference 6,220

Prior 7-Day Put/Call Summary

Total Calls 296,514
Total Puts 282,113
Average Put/Call Ratio 0.98
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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