Tour v526
EFA
iShares MSCI EAFE ETF
$108.02 -0.23%
$108.05 (+0.03%)🌙
as of 08/27 06:02 PM
8/27 18:02

Option Volume

Detail
Current (08/27) 55,034
Calls: 8,576 (16%)
Puts: 46,458 (84%)
Prior (08/26) 14,418
Calls: 8,401 (58%)
Puts: 6,017 (42%)
Current vs Prior +281.70%
Calls: +2.08% (Calls)
Puts: +672.11% (Puts)
Prior 7-Day Total 223,824
Calls: 106,783 (48%)
Puts: 117,041 (52%)
Prior 7-Day Average 31,974
Calls: 15,254 (48%)
Puts: 16,720 (52%)
Current vs Prior 7-Day Avg +72.12%
Calls: -43.78%
Puts: +177.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $2.50M
Calls: $949.2K (38%)
Puts: $1.55M (62%)
Prior (08/26) $2.57M
Calls: $2.10M (82%)
Puts: $468.4K (18%)
Current vs Prior -2.83%
Calls: -54.78%
Puts: +230.01%
Prior 7-Day Total $37.76M
Calls: $18.21M (48%)
Puts: $19.55M (52%)
Prior 7-Day Average $5.39M
Calls: $2.60M (48%)
Puts: $2.79M (52%)
Current vs Prior 7-Day Avg -53.74%
Calls: -63.50%
Puts: -44.66%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 5.42
Prior (08/26) 0.72
Current vs Prior +656.36%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg +290.20%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 1,181,053
Calls: 405,617 (34%)
Puts: 775,436 (66%)
Prior (08/26) 1,185,075
Calls: 407,536 (34%)
Puts: 777,539 (66%)
Current vs Prior -0.34%
Prior 7-Day Total 8,945,489
Calls: 3,120,343 (35%)
Puts: 5,825,146 (65%)
Prior 7-Day Average 1,277,927
Calls: 445,763 (35%)
Puts: 832,163 (65%)
Current vs Prior 7-Day Avg -7.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (08/31)Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.31% | 1.60%1.31% | 2.31%2.89% | 4.28%
Prior 3.93% | 3.26%3.93% | 3.40%3.18% | 4.55%
Current vs Prior -66.75% | -50.88%-66.75% | -32.18%-9.09% | -6.07%
Prior 7-Day Avg 2.72% | 3.22%2.77% | 3.23%2.90% | 4.31%
Current vs 7-Day Avg -51.96% | -50.34%-52.89% | -28.69%-0.33% | -0.77%
Prior 7-Day Eod 3.93% | 3.26%3.93% | 3.40%3.18% | 4.55%
Current vs 7-Day Eod -66.75% | -50.88%-66.75% | -32.18%-9.09% | -6.07%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.88% | 20.05%
Calls: 23.00% | 14.02%
Puts: 30.77% | 26.09%
Prior 28.07% | 16.24%
Calls: 20.00% | 16.00%
Puts: 36.14% | 16.48%
Current vs Prior -4.24% | +23.46%
Prior 7-Day Avg 24.04% | 12.97%
Calls: 24.10% | 13.37%
Puts: 23.97% | 12.57%
Current vs 7-Day Avg +11.81% | +54.59%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($1.55M). Unusually high activity with volume up 282% vs prior - elevated interest. Extreme bearish P/C ratio of 5.42 - heavy put buying. P/C ratio rising 656% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 1 of results (avg 9.7%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1812.8014.10$13.459.7%--0.98716
PUTS (0)
No puts meet the criteria

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Sep 3013.1015.95$14.5219.6%--1.0044
$95.00Sep 3011.3015.60$13.4532.0%--1.00129
$95.00Aug 2810.9015.20$13.0533.0%31.002
$96.00Aug 289.9014.40$12.1537.0%41.00--
$97.00Aug 288.9013.05$10.9837.8%10.991
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 280.673.30$1.99132.2%--1.0018
$109.00Aug 280.121.62$0.87172.4%120.8850
$111.00Sep 182.414.35$3.3857.4%350.82--
$109.00Aug 310.411.47$0.94112.8%--0.7753
$109.00Sep 40.682.09$1.39101.4%1550.7248

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 29.1K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Sep 180.791.58$1.1966.4%1.7K0.4122.6K
$110.00Sep 180.331.05$0.69104.3%1.7K0.3054.8K
$108.00Sep 181.171.80$1.4942.3%8040.514.1K
$106.50Sep 41.403.65$2.5388.9%5870.8143
$109.00Sep 110.100.99$0.55161.8%4780.37790
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Sep 300.000.18$0.09200.0%5.0K0.026
$99.00Aug 310.000.25$0.13192.3%4.8K0.0535.7K
$103.00Sep 300.070.60$0.34155.9%4.5K0.1471
$104.00Sep 180.010.37$0.19189.5%3.0K0.111.7K
$100.00Sep 180.050.34$0.20145.0%1.5K0.0710.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 261.7%, max 461.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Aug 28Sep 2562.6%11.1%461.5%3805.4K
$109.00Aug 28Sep 3018.8%14.3%31.4%43332
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Aug 28Sep 2562.6%11.1%461.5%16130
$107.00Aug 28Sep 3021.2%11.0%92.4%505790

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 0.79, avg 4.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.50$105.00Aug 28$0.84$0.66$0.8499%0.79$104.34
$106.00$107.00Sep 18$0.25$0.75$0.2574%3.00$106.25
$103.00$104.00Sep 18$0.47$0.53$0.4787%1.13$103.47
$102.00$103.00Sep 30$0.60$0.40$0.6090%0.67$102.60
$88.00$89.00Aug 31$0.66$0.34$0.6691%0.52$88.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$107.50$106.00Sep 25$0.21$1.29$0.2142%6.14$107.29
$110.00$109.00Sep 18$0.42$0.58$0.4270%1.38$109.58
$104.00$98.00Oct 2$0.28$5.72$0.2819%20.43$103.72
$103.00$98.00Oct 9$0.28$4.72$0.2818%16.86$102.72
$110.50$110.00Oct 2$0.21$0.29$0.2167%1.38$110.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 1.86, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$111.00Aug 31$0.60$0.60$0.4069%1.50$110.60
$111.00$112.00Sep 30$0.33$0.33$0.6775%0.49$111.33
$109.00$110.00Sep 18$0.50$0.50$0.5058%1.00$109.50
$110.00$111.00Sep 18$0.37$0.37$0.6370%0.59$110.37
$109.00$110.00Sep 25$0.50$0.50$0.5058%1.00$109.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$91.00$90.00Aug 31$0.65$0.65$0.3589%1.86$90.35
$106.00$105.00Aug 31$0.71$0.71$0.2970%2.45$105.29
$103.00$102.00Aug 31$0.36$0.36$0.6485%0.56$102.64
$93.00$92.00Sep 30$0.28$0.28$0.7293%0.39$92.72
$94.00$93.00Aug 31$0.19$0.19$0.8193%0.23$93.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.15, cheapest $0.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Aug 28Aug 31$0.2562.6%30.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Aug 28Aug 31$0.0562.6%30.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 0.93% of stock, avg 4.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$109.00Aug 28$0.13$0.87$1.00$108.00$110.000.93%
$109.00Aug 31$0.18$0.94$1.12$107.88$110.121.04%
$107.00Aug 28$1.29$0.09$1.38$105.62$108.381.28%
$107.00Aug 31$1.22$0.20$1.42$105.58$108.421.31%
$108.00Sep 4$1.10$0.68$1.78$106.22$109.781.65%
$109.00Sep 4$0.39$1.39$1.78$107.22$110.781.65%
$108.00Aug 28$0.54$1.27$1.81$106.19$109.811.68%
$107.00Sep 4$1.56$0.27$1.83$105.17$108.831.69%
$110.00Aug 28$0.01$1.99$2.00$108.00$112.001.85%
$108.00Sep 11$1.22$0.79$2.01$105.99$110.011.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 0.18% of stock, avg 1.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$106.50Aug 28$0.13$0.06$0.19$106.31$109.19
$109.00$107.00Aug 28$0.13$0.09$0.22$106.78$109.22
$113.00$106.00Sep 4$0.13$0.14$0.27$105.73$113.27
$112.00$104.50Sep 11$0.06$0.23$0.29$104.21$112.29
$113.00$105.00Sep 4$0.13$0.19$0.32$104.68$113.32
$109.00$107.00Aug 31$0.18$0.20$0.38$106.62$109.38
$111.00$107.00Aug 31$0.13$0.20$0.33$106.67$111.33
$113.00$107.00Aug 31$0.13$0.20$0.33$106.67$113.33
$112.00$104.00Sep 11$0.06$0.31$0.37$103.63$112.37
$111.00$106.00Sep 4$0.25$0.14$0.39$105.61$111.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 3.76, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
93/94110/111Aug 31$0.79$0.2162%3.76$93.21$110.79
98/99110/111Aug 31$0.70$0.3064%2.33$98.30$110.70
92/93111/112Sep 30$0.61$0.3968%1.56$92.39$111.61
92/93110/111Sep 30$0.57$0.4360%1.33$92.43$110.57
92/93112/113Sep 30$0.38$0.6277%0.61$92.62$112.38
102/103110/111Sep 18$0.55$0.4556%1.22$102.45$110.55
102/103118/119Sep 18$0.28$0.7281%0.39$102.72$118.28
99/100110/111Sep 18$0.47$0.5362%0.89$99.53$110.47
104/105111/112Sep 30$0.57$0.4351%1.33$104.43$111.57
104/105110/111Sep 18$0.57$0.4350%1.33$104.43$110.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 1.94, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$107.00$108.00$109.00Aug 28$0.34$0.6664%1.94
$108.00$109.00$110.00Aug 28$0.29$0.7150%2.45
$109.00$110.00$111.00Sep 4$0.08$0.9218%11.50
$109.00$110.00$111.00Sep 18$0.13$0.8723%6.69
$109.00$110.00$111.00Sep 11$0.15$0.8522%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$107.00$108.00$109.00Sep 4$0.30$0.7048%2.33
$105.00$105.50$106.00Sep 25$0.05$0.459%9.00
$104.00$104.50$105.00Sep 4$0.08$0.428%5.25
$99.00$100.00$101.00Sep 30$0.08$0.922%11.50
$105.00$105.50$106.00Sep 4$0.07$0.431%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 130 found (best net $-0.93, 100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$107.501:2Sep 25-$0.93$1.57
$104.50$106.001:2Sep 4-$0.82$0.68
$106.00$107.001:2Aug 31-$0.31$0.69
$103.00$105.001:2Aug 31-$1.47$0.53
$107.00$108.001:2Aug 31-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$109.00$107.001:2Sep 30-$0.15$1.85
$103.00$98.001:2Oct 9-$0.02$4.98
$103.00$100.001:2Sep 25-$0.07$2.93
$108.00$107.001:2Sep 18-$0.30$0.70
$100.50$96.001:2Sep 11-$0.11$4.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 0.88%, avg 0.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$109.00Sep 30$0.950.410.9%0.88%1.79%--62
$108.50Sep 25$1.050.470.4%0.97%1.42%--616
$110.00Sep 30$0.580.331.8%0.54%2.37%--2.1K
$109.00Sep 25$0.800.420.9%0.74%1.65%--22
$109.00Sep 18$0.790.410.9%0.73%1.64%1.7K22.6K
$111.00Sep 30$0.340.252.8%0.31%3.07%4281.1K
$111.00Sep 25$0.310.252.8%0.29%3.05%--15
$110.00Sep 18$0.330.301.8%0.31%2.14%1.7K54.8K
$110.00Sep 25$0.200.311.8%0.19%2.02%54
$112.00Sep 25$0.140.173.7%0.13%3.81%--3.3K

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 8,576
Total Puts 46,458
Put/Call Ratio 5.42
Net Difference -37,882

Prior's Put/Call Breakdown

Total Calls 8,401
Total Puts 6,017
Put/Call Ratio 0.72
Net Difference 2,384

Prior 7-Day Put/Call Summary

Total Calls 106,783
Total Puts 117,041
Average Put/Call Ratio 1.39
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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