Tour v526
DELL
DELL TECHNOLOGIES IN C
$434.78 -0.63%
$434.55 (-0.05%)🌙
as of 08/20 06:23 PM
8/20 18:23

Option Volume

Detail
Current (08/20) 57,670
Calls: 27,781 (48%)
Puts: 29,889 (52%)
Prior (08/19) 96,228
Calls: 51,110 (53%)
Puts: 45,118 (47%)
Current vs Prior -40.07%
Calls: -45.64% (Calls)
Puts: -33.75% (Puts)
Prior 7-Day Total 671,350
Calls: 335,524 (50%)
Puts: 335,826 (50%)
Prior 7-Day Average 95,907
Calls: 47,932 (50%)
Puts: 47,975 (50%)
Current vs Prior 7-Day Avg -39.87%
Calls: -42.04%
Puts: -37.70%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $105.63M
Calls: $52.84M (50%)
Puts: $52.79M (50%)
Prior (08/19) $144.38M
Calls: $83.89M (58%)
Puts: $60.50M (42%)
Current vs Prior -26.84%
Calls: -37.01%
Puts: -12.74%
Prior 7-Day Total $1.11B
Calls: $703.44M (63%)
Puts: $408.95M (37%)
Prior 7-Day Average $158.91M
Calls: $100.49M (63%)
Puts: $58.42M (37%)
Current vs Prior 7-Day Avg -33.53%
Calls: -47.42%
Puts: -9.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 1.08
Prior (08/19) 0.88
Current vs Prior +21.88%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg +1.93%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 355,337
Calls: 178,610 (50%)
Puts: 176,727 (50%)
Prior (08/19) 381,142
Calls: 195,984 (51%)
Puts: 185,158 (49%)
Current vs Prior -6.77%
Prior 7-Day Total 2,577,562
Calls: 1,300,348 (50%)
Puts: 1,277,214 (50%)
Prior 7-Day Average 368,223
Calls: 185,764 (50%)
Puts: 182,459 (50%)
Current vs Prior 7-Day Avg -3.50%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.28% | 7.96%3.28% | 18.96%
Prior 4.63% | 8.73%4.63% | 19.47%
Current vs Prior -29.13% | -8.85%-29.13% | -2.64%
Prior 7-Day Avg 5.59% | 9.53%7.42% | 20.84%
Current vs 7-Day Avg -41.28% | -16.48%-55.83% | -9.02%
Prior 7-Day Eod 4.63% | 8.73%4.63% | 19.47%
Current vs 7-Day Eod -29.13% | -8.85%-29.13% | -2.64%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 3.25% | 7.37%
Calls: 2.41% | 7.08%
Puts: 4.08% | 7.66%
Prior 3.25% | 7.37%
Calls: 2.41% | 7.08%
Puts: 4.08% | 7.66%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 3.98% | 6.50%
Calls: 3.54% | 6.22%
Puts: 4.41% | 6.79%
Current vs 7-Day Avg -18.31% | +13.36%
Liquidity Acceptable
+
Add Card

🤖 AI Insights

Below-average activity with volume down 40% vs prior. Slightly bearish P/C ratio of 1.08.

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 248 of results (avg 6.3%, best 0.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$377.50Aug 2157.2057.70$57.450.9%310.9928
$375.00Aug 2159.5560.30$59.931.3%361.0016
$392.50Aug 2142.1542.70$42.431.3%440.9964
$360.00Aug 2174.6575.70$75.181.4%121.00169
$365.00Aug 2169.4070.55$69.971.6%110.9963
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Aug 2150.0050.45$50.230.9%4071.00198
$470.00Aug 2134.9535.50$35.231.6%520.95699
$482.50Aug 2147.0548.00$47.532.0%161.00104
$477.50Aug 2142.5043.40$42.952.1%690.95152
$520.00Aug 2183.7585.80$84.782.4%71.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.63, cheapest $0.44)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Aug 210.370.43$0.4015.0%1530.05302
$460.00Aug 210.610.70$0.6613.6%7050.081.3K
$457.50Aug 210.810.89$0.859.4%930.1087
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 210.400.48$0.4418.2%3000.06918
$415.00Aug 210.790.84$0.826.1%1.0K0.10390

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 178 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2184.5086.60$85.552.5%61.00399
$360.00Aug 2174.6575.70$75.181.4%121.00169
$380.00Aug 2153.7056.00$54.854.2%141.00216
$375.00Aug 2159.5560.30$59.931.3%361.0016
$365.00Aug 2169.4070.55$69.971.6%110.9963
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$472.50Aug 2136.3039.20$37.757.7%271.00117
$475.00Aug 2138.2541.50$39.888.1%331.00378
$480.00Aug 2144.6045.75$45.182.5%3511.00707
$482.50Aug 2147.0548.00$47.532.0%161.00104
$485.00Aug 2150.0050.45$50.230.9%4071.00198

Most actively traded options today. High liquidity = easy entry/exit. 458 active (total vol 37.9K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Sep 1845.3047.60$46.455.0%1.3K0.611.1K
$390.00Aug 2143.7046.05$44.885.2%1.3K0.991.8K
$480.00Aug 210.050.10$0.0862.5%1.2K0.011.0K
$440.00Aug 214.204.60$4.409.1%1.1K0.391.5K
$450.00Aug 211.721.87$1.808.3%9050.201.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Aug 210.030.12$0.08112.5%1.1K0.01590
$415.00Aug 210.790.84$0.826.1%1.0K0.10390
$425.00Aug 212.442.68$2.569.4%9910.262.0K
$440.00Aug 218.909.60$9.257.6%6990.611.6K
$435.00Aug 216.406.65$6.533.8%6980.491.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 9.2%, max 16.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$435.00Aug 21Oct 274.9%74.4%0.6%278478
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$427.50Aug 21Aug 2874.2%63.6%16.7%692524
$452.50Aug 21Aug 2877.4%66.6%16.1%43261
$432.50Aug 21Aug 2873.8%64.4%14.6%258900
$442.50Aug 21Aug 2875.3%67.0%12.4%101414
$437.50Aug 21Aug 2875.4%67.3%12.2%158234

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 296 found (best R:R 0.75, avg 3.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$420.00Sep 25$17.17$12.83$17.1772%0.75$407.17
$405.00$430.00Oct 2$12.68$12.32$12.6866%0.97$417.68
$460.00$480.00Oct 2$6.52$13.48$6.5247%2.07$466.52
$440.00$460.00Oct 2$8.07$11.93$8.0754%1.48$448.07
$385.00$405.00Oct 2$12.22$7.78$12.2273%0.64$397.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$427.50$425.00Aug 28$0.73$1.77$0.7341%2.42$426.77
$450.00$447.50Aug 28$1.30$1.20$1.3062%0.92$448.70
$397.50$395.00Aug 28$0.18$2.32$0.1816%12.89$397.32
$437.50$435.00Aug 28$1.12$1.38$1.1251%1.23$436.38
$410.00$407.50Aug 28$0.50$2.00$0.5025%4.00$409.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 221 found (best R:R 0.82, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$472.50Sep 4$1.33$1.33$1.1762%1.14$471.33
$435.00$437.50Sep 4$1.70$1.70$0.8046%2.12$436.70
$437.50$440.00Aug 28$1.45$1.45$1.0551%1.38$438.95
$462.50$465.00Aug 28$0.87$0.87$1.6372%0.53$463.37
$457.50$460.00Aug 28$0.95$0.95$1.5568%0.61$458.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$415.00$400.00Oct 2$6.77$6.77$8.2362%0.82$408.23
$400.00$385.00Sep 25$5.58$5.58$9.4268%0.59$394.42
$420.00$410.00Sep 18$4.95$4.95$5.0561%0.98$415.05
$430.00$420.00Sep 25$5.15$5.15$4.8557%1.06$424.85
$400.00$390.00Sep 18$3.80$3.80$6.2069%0.61$396.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $9.93, cheapest $9.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Aug 21Aug 28$9.3774.2%63.6%
$430.00Aug 21Aug 28$10.0074.0%63.6%
$435.00Aug 21Aug 28$10.2574.9%64.7%
$440.00Aug 21Aug 28$10.0375.8%65.9%
$432.50Aug 21Aug 28$10.2273.8%64.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Aug 21Aug 28$9.3774.2%63.6%
$430.00Aug 21Aug 28$9.6574.0%63.6%
$435.00Aug 21Aug 28$10.1274.9%64.7%
$440.00Aug 21Aug 28$9.7375.8%65.9%
$432.50Aug 21Aug 28$10.0273.8%64.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 106 found (cheapest 2.99% of stock, avg 11.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$432.50Aug 21$7.73$5.28$13.01$419.49$445.512.99%
$435.00Aug 21$6.48$6.53$13.01$421.99$448.012.99%
$437.50Aug 21$5.38$7.85$13.23$424.27$450.733.04%
$430.00Aug 21$9.30$4.25$13.55$416.45$443.553.12%
$440.00Aug 21$4.40$9.25$13.65$426.35$453.653.14%
$442.50Aug 21$3.50$10.88$14.38$428.12$456.883.31%
$427.50Aug 21$11.28$3.38$14.66$412.84$442.163.37%
$425.00Aug 21$12.58$2.56$15.14$409.86$440.143.48%
$445.00Aug 21$2.77$12.85$15.62$429.38$460.623.59%
$422.50Aug 21$14.50$1.95$16.45$406.05$438.953.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.13% of stock, avg 11.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$447.50$425.00Aug 21$2.34$2.56$4.90$420.10$452.40
$445.00$425.00Aug 21$2.77$2.56$5.33$419.67$450.33
$447.50$427.50Aug 21$2.34$3.38$5.72$421.78$453.22
$445.00$427.50Aug 21$2.77$3.38$6.15$421.35$451.15
$442.50$425.00Aug 21$3.50$2.56$6.06$418.94$448.56
$442.50$427.50Aug 21$3.50$3.38$6.88$420.62$449.38
$447.50$430.00Aug 21$2.34$4.25$6.59$423.41$454.09
$445.00$430.00Aug 21$2.77$4.25$7.02$422.98$452.02
$440.00$425.00Aug 21$4.40$2.56$6.96$418.04$446.96
$442.50$430.00Aug 21$3.50$4.25$7.75$422.25$450.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 122 found (best R:R 1.45, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
355/358458/460Aug 28$1.48$1.0264%1.45$356.02$458.98
350/352458/460Aug 28$1.43$1.0764%1.34$351.07$458.93
385/388458/460Aug 28$1.29$1.2156%1.07$386.21$458.79
360/365500/505Oct 2$3.00$2.0044%1.50$362.00$503.00
375/378458/460Aug 28$1.16$1.3460%0.87$376.34$458.66
382/385458/460Aug 28$1.23$1.2758%0.97$383.77$458.73
380/382458/460Aug 28$1.18$1.3259%0.89$381.32$458.68
372/375458/460Aug 28$1.11$1.3961%0.80$373.89$458.61
370/372458/460Aug 28$1.09$1.4162%0.77$371.41$458.59
378/380458/460Aug 28$1.13$1.3760%0.82$378.87$458.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 194 found (best R:R 31.61, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$440.00$450.00$460.00Sep 18$0.16$9.848%61.50
$410.00$420.00$430.00Sep 18$0.33$9.678%29.30
$470.00$480.00$490.00Sep 18$0.27$9.737%36.04
$410.00$415.00$420.00Aug 28$0.15$4.859%32.33
$460.00$470.00$480.00Sep 18$0.30$9.707%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$495.00$510.00Sep 11$0.46$14.5410%31.61
$360.00$370.00$380.00Sep 18$0.10$9.907%99.00
$390.00$400.00$410.00Sep 11$0.28$9.729%34.71
$480.00$490.00$500.00Sep 18$0.20$9.806%49.00
$425.00$427.50$430.00Aug 21$0.05$2.4511%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 99 found (best net $-7.40, 89 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$467.50$470.001:2Aug 21-$0.06$2.44
$507.50$510.001:2Aug 21-$0.02$2.48
$472.50$475.001:2Aug 21-$0.07$2.43
$487.50$490.001:2Aug 21-$0.05$2.45
$502.50$505.001:2Aug 21-$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$450.001:2Sep 25-$7.40$52.60
$402.50$400.001:2Aug 21$0.00$2.50
$365.00$360.001:2Aug 21-$0.01$4.99
$372.50$370.001:2Aug 21-$0.03$2.47
$390.00$387.501:2Aug 21-$0.04$2.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 124 found (best yield 6.41%, avg 3.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$480.00Oct 2$27.850.4110.4%6.41%16.81%1--
$460.00Oct 2$34.250.475.8%7.88%13.68%1--
$485.00Oct 2$26.100.3911.6%6.00%17.55%1--
$440.00Oct 2$42.400.541.2%9.75%10.95%2--
$500.00Oct 2$22.300.3515.0%5.13%20.13%3--
$505.00Oct 2$20.850.3416.1%4.80%20.95%25
$435.00Oct 2$44.450.550.1%10.22%10.27%1--
$515.00Oct 2$18.950.3118.4%4.36%22.81%6--
$510.00Oct 2$19.700.3217.3%4.53%21.83%94
$460.00Sep 25$31.150.465.8%7.16%12.97%410

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 27,781
Total Puts 29,889
Put/Call Ratio 1.08
Net Difference -2,108

Prior's Put/Call Breakdown

Total Calls 51,110
Total Puts 45,118
Put/Call Ratio 0.88
Net Difference 5,992

Prior 7-Day Put/Call Summary

Total Calls 335,524
Total Puts 335,826
Average Put/Call Ratio 1.06
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