Tour v526
DELL
DELL TECHNOLOGIES IN C
$442.08 +1.68%
$440.62 (-0.33%)🌙
as of 08/21 06:24 PM
8/21 18:24

Option Volume

Detail
Current (08/21) 69,053
Calls: 33,574 (49%)
Puts: 35,479 (51%)
Prior (08/20) 57,670
Calls: 27,781 (48%)
Puts: 29,889 (52%)
Current vs Prior +19.74%
Calls: +20.85% (Calls)
Puts: +18.70% (Puts)
Prior 7-Day Total 656,722
Calls: 328,757 (50%)
Puts: 327,965 (50%)
Prior 7-Day Average 93,817
Calls: 46,965 (50%)
Puts: 46,852 (50%)
Current vs Prior 7-Day Avg -26.40%
Calls: -28.51%
Puts: -24.27%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/21) $65.49M
Calls: $43.30M (66%)
Puts: $22.19M (34%)
Prior (08/20) $105.63M
Calls: $52.84M (50%)
Puts: $52.79M (50%)
Current vs Prior -38.00%
Calls: -18.06%
Puts: -57.96%
Prior 7-Day Total $1.08B
Calls: $666.40M (62%)
Puts: $411.04M (38%)
Prior 7-Day Average $153.92M
Calls: $95.20M (62%)
Puts: $58.72M (38%)
Current vs Prior 7-Day Avg -57.45%
Calls: -54.52%
Puts: -62.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 1.06
Prior (08/20) 1.08
Current vs Prior -1.78%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg +0.34%
Sentiment BEARISH

Open Interest

Detail
Current (08/21) 346,566
Calls: 185,138 (53%)
Puts: 161,428 (47%)
Prior (08/20) 355,337
Calls: 178,610 (50%)
Puts: 176,727 (50%)
Current vs Prior -2.47%
Prior 7-Day Total 2,591,937
Calls: 1,303,687 (50%)
Puts: 1,288,250 (50%)
Prior 7-Day Average 370,276
Calls: 186,241 (50%)
Puts: 184,035 (50%)
Current vs Prior 7-Day Avg -6.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 0.88% | 7.43%0.88% | 18.92%
Prior 3.28% | 7.96%3.28% | 18.96%
Current vs Prior +126.42% | +82.68%-73.03% | -0.20%
Prior 7-Day Avg 5.10% | 9.21%6.44% | 20.34%
Current vs 7-Day Avg +45.56% | +57.78%-86.27% | -6.99%
Prior 7-Day Eod 3.28% | 7.96%3.28% | 18.96%
Current vs 7-Day Eod +126.42% | +82.68%-73.03% | -0.20%
Sentiment BEARISHBULLISH

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 3.61% | 6.94%
Calls: 2.98% | 6.65%
Puts: 4.24% | 7.22%
Current vs 7-Day Avg -10.08% | +6.26%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($43.30M). Slightly bearish P/C ratio of 1.06.

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 252 of results (avg 5.0%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Sep 1855.9556.40$56.180.8%130.684.4K
$390.00Sep 1868.8069.40$69.100.9%30.753.7K
$470.00Sep 1827.9028.15$28.030.9%2870.44817
$420.00Sep 1850.1550.60$50.380.9%160.642.3K
$400.00Aug 2844.4544.90$44.681.0%220.8791
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1875.8576.10$75.970.3%430.67196
$490.00Sep 1868.4568.70$68.580.4%400.64334
$470.00Sep 1854.6554.90$54.780.5%320.56324
$460.00Sep 1848.3048.60$48.450.6%1140.532.9K
$462.50Aug 2828.5028.70$28.600.7%120.6732

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.96, cheapest $0.99)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$517.50Aug 280.911.06$0.9915.2%490.066
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 280.900.95$0.935.4%2600.05531

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 163 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2179.5083.10$81.304.4%41.00170
$365.00Aug 2174.6077.40$76.003.7%11.0065
$370.00Aug 2169.6072.40$71.003.9%11.00--
$375.00Aug 2164.6067.80$66.204.8%31.0025
$380.00Aug 2159.6062.40$61.004.6%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 2887.8090.70$89.253.2%31.00--
$480.00Aug 2138.0038.40$38.201.0%771.00151
$485.00Aug 2143.0043.40$43.200.9%61.0032
$490.00Aug 2147.4550.50$48.986.2%31.00--
$500.00Aug 2157.3060.50$58.905.4%51.00--

Most actively traded options today. High liquidity = easy entry/exit. 459 active (total vol 49.0K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 212.122.69$2.4123.7%2.0K0.741.3K
$450.00Aug 210.010.08$0.05140.0%1.2K0.032.3K
$435.00Aug 216.557.10$6.828.1%1.1K1.00500
$455.00Aug 2810.4510.80$10.633.3%9780.40117
$437.50Aug 214.154.75$4.4513.5%9501.00292
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Aug 210.001.06$0.53200.0%1.4K0.07988
$437.50Aug 210.080.24$0.16100.0%1.4K0.10245
$430.00Aug 210.000.08$0.04200.0%1.2K0.02997
$425.00Aug 210.000.10$0.05200.0%1.1K0.022.7K
$435.00Aug 210.020.07$0.05100.0%1.1K0.031.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 26.3%, max 30.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Aug 21Oct 297.7%74.6%30.9%2.0K1.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Aug 21Sep 2597.7%75.7%29.0%9671.7K
$495.00Sep 4Sep 2592.9%78.0%19.0%517

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 288 found (best R:R 0.88, avg 3.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$405.00$435.00Oct 2$15.97$14.03$15.9768%0.88$420.97
$400.00$420.00Sep 4$12.07$7.93$12.0774%0.66$412.07
$410.00$430.00Sep 25$10.62$9.38$10.6266%0.88$420.62
$400.00$420.00Sep 11$11.90$8.10$11.9072%0.68$411.90
$450.00$470.00Oct 2$7.94$12.06$7.9452%1.52$457.94
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$452.50$450.00Aug 21$1.16$1.34$1.1698%1.16$451.34
$447.50$445.00Aug 28$0.52$1.98$0.5253%3.81$446.98
$470.00$467.50Aug 28$1.17$1.33$1.1773%1.14$468.83
$457.50$455.00Aug 28$1.05$1.45$1.0562%1.38$456.45
$462.50$460.00Aug 28$1.20$1.30$1.2067%1.08$461.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 221 found (best R:R 0.61, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$507.50$510.00Aug 21$1.06$1.06$1.4494%0.74$508.56
$447.50$450.00Aug 28$1.87$1.87$0.6353%2.97$449.37
$457.50$460.00Aug 28$1.36$1.36$1.1462%1.19$458.86
$522.50$525.00Aug 28$0.31$0.31$2.1996%0.14$522.81
$470.00$475.00Sep 11$2.25$2.25$2.7558%0.82$472.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$395.00$380.00Sep 25$5.67$5.67$9.3372%0.61$389.33
$430.00$410.00Oct 2$9.23$9.23$10.7759%0.86$420.77
$430.00$420.00Sep 18$5.18$5.18$4.8260%1.07$424.82
$410.00$400.00Sep 18$4.10$4.10$5.9068%0.69$405.90
$440.00$430.00Sep 25$5.32$5.32$4.6855%1.14$434.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $14.54, cheapest $14.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$442.50Aug 21Aug 28$15.1873.9%64.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$440.00Aug 21Aug 28$14.2597.7%66.2%
$442.50Aug 21Aug 28$14.1873.9%64.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 113 found (cheapest 0.48% of stock, avg 11.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$442.50Aug 21$0.62$1.50$2.12$440.38$444.620.48%
$440.00Aug 21$2.41$0.65$3.06$436.94$443.060.69%
$445.00Aug 21$0.21$3.59$3.80$441.20$448.800.86%
$437.50Aug 21$4.45$0.16$4.61$432.89$442.111.04%
$447.50Aug 21$0.28$5.75$6.03$441.47$453.531.36%
$435.00Aug 21$6.82$0.05$6.87$428.13$441.871.55%
$450.00Aug 21$0.05$9.07$9.12$440.88$459.122.06%
$432.50Aug 21$9.40$0.06$9.46$423.04$441.962.14%
$452.50Aug 21$0.03$10.23$10.26$442.24$462.762.32%
$430.00Aug 21$11.83$0.04$11.87$418.13$441.872.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.08% of stock, avg 10.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$445.00$437.50Aug 21$0.21$0.16$0.37$437.13$445.37
$447.50$437.50Aug 21$0.28$0.16$0.44$437.06$447.94
$445.00$415.00Aug 21$0.21$0.53$0.74$414.26$445.74
$447.50$415.00Aug 21$0.28$0.53$0.81$414.19$448.31
$445.00$440.00Aug 21$0.21$0.65$0.86$439.14$445.86
$445.00$412.50Aug 21$0.21$0.82$1.03$411.47$446.03
$442.50$437.50Aug 21$0.62$0.16$0.78$436.72$443.28
$447.50$412.50Aug 21$0.28$0.82$1.10$411.40$448.60
$447.50$440.00Aug 21$0.28$0.65$0.93$439.07$448.43
$445.00$402.50Aug 21$0.21$0.95$1.16$401.34$446.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 134 found (best R:R 5.58, avg credit $2.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/372508/510Aug 21$2.12$0.3888%5.58$370.38$509.62
375/378508/510Aug 21$2.11$0.3988%5.41$375.39$509.61
382/385508/510Aug 21$2.02$0.4888%4.21$382.98$509.52
410/412508/510Aug 21$1.85$0.6586%2.85$410.65$509.35
398/400508/510Aug 21$1.73$0.7788%2.25$398.27$509.23
370/372528/530Aug 21$1.25$1.2593%1.00$371.25$528.75
375/378528/530Aug 21$1.24$1.2693%0.98$376.26$528.74
370/372488/490Aug 21$1.23$1.2793%0.97$371.27$488.73
375/378488/490Aug 21$1.22$1.2892%0.95$376.28$488.72
370/372502/505Aug 21$1.16$1.3494%0.87$371.34$503.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 185 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$437.50$440.00$442.50Aug 21$0.25$2.2562%9.00
$450.00$460.00$470.00Sep 18$0.13$9.878%75.92
$390.00$400.00$410.00Sep 25$0.14$9.867%70.43
$380.00$390.00$400.00Sep 18$0.18$9.827%54.56
$460.00$470.00$480.00Sep 25$0.25$9.757%39.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$437.50$440.00$442.50Aug 21$0.36$2.1454%5.94
$480.00$490.00$500.00Sep 18$0.06$9.947%165.67
$442.50$445.00$447.50Aug 21$0.07$2.4324%34.71
$460.00$470.00$480.00Sep 18$0.14$9.867%70.43
$370.00$380.00$390.00Sep 18$0.32$9.687%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-27.22, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$400.001:2Sep 11-$27.22$12.78
$437.50$440.001:2Aug 21-$0.37$2.13
$435.00$437.501:2Aug 21-$2.08$0.42
$450.00$452.501:2Aug 21-$0.01$2.49
$460.00$462.501:2Aug 21$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$430.001:2Oct 2-$16.08$23.92
$447.50$445.001:2Aug 21-$1.43$1.07
$432.50$430.001:2Aug 21-$0.02$2.48
$367.50$365.001:2Aug 28-$0.04$2.46
$435.00$432.501:2Aug 21-$0.07$2.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 110 found (best yield 6.99%, avg 3.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$475.00Oct 2$30.900.447.5%6.99%14.44%4--
$470.00Oct 2$32.600.456.3%7.37%13.69%63
$480.00Oct 2$29.200.428.6%6.61%15.18%2--
$450.00Oct 2$40.400.521.8%9.14%10.93%25
$500.00Oct 2$23.250.3613.1%5.26%18.36%1--
$510.00Oct 2$20.700.3415.4%4.68%20.05%1--
$520.00Oct 2$18.350.3117.6%4.15%21.78%33
$460.00Sep 25$33.000.484.0%7.46%11.52%412
$470.00Sep 25$29.300.446.3%6.63%12.94%3--
$480.00Sep 25$25.950.418.6%5.87%14.45%522

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 33,574
Total Puts 35,479
Put/Call Ratio 1.06
Net Difference -1,905

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 328,757
Total Puts 327,965
Average Put/Call Ratio 1.05
Ratio Trend Falling

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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