Tour v526
EFA
iShares MSCI EAFE ETF
$106.49 -0.89%
9/1 18:02

Option Volume

Detail
Current (09/01) 65,777
Calls: 9,833 (15%)
Puts: 55,944 (85%)
Prior (08/31) 117,117
Calls: 45,009 (38%)
Puts: 72,108 (62%)
Current vs Prior -43.84%
Calls: -78.15% (Calls)
Puts: -22.42% (Puts)
Prior 7-Day Total 293,954
Calls: 121,462 (41%)
Puts: 172,492 (59%)
Prior 7-Day Average 41,993
Calls: 17,351 (41%)
Puts: 24,641 (59%)
Current vs Prior 7-Day Avg +56.64%
Calls: -43.33%
Puts: +127.03%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01) $9.68M
Calls: $2.34M (24%)
Puts: $7.34M (76%)
Prior (08/31) $22.33M
Calls: $8.72M (39%)
Puts: $13.61M (61%)
Current vs Prior -56.66%
Calls: -73.16%
Puts: -46.10%
Prior 7-Day Total $45.30M
Calls: $22.49M (50%)
Puts: $22.81M (50%)
Prior 7-Day Average $6.47M
Calls: $3.21M (50%)
Puts: $3.26M (50%)
Current vs Prior 7-Day Avg +49.53%
Calls: -27.22%
Puts: +125.22%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01) 5.69
Prior (08/31) 1.60
Current vs Prior +255.13%
Prior 7-Day Average 1.84
Current vs Prior 7-Day Avg +209.24%
Sentiment BEARISH

Open Interest

Detail
Current (09/01) 1,170,961
Calls: 395,234 (34%)
Puts: 775,727 (66%)
Prior (08/31) 1,218,218
Calls: 397,907 (33%)
Puts: 820,311 (67%)
Current vs Prior -3.88%
Prior 7-Day Total 8,668,215
Calls: 2,961,187 (34%)
Puts: 5,707,028 (66%)
Prior 7-Day Average 1,238,316
Calls: 423,026 (34%)
Puts: 815,289 (66%)
Current vs Prior 7-Day Avg -5.44%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.48% | 2.13%3.36% | 5.14%
Prior 4.54% | 4.54%4.01% | 5.10%
Current vs Prior -45.41% | -53.06%-16.19% | +0.72%
Prior 7-Day Avg 2.99% | 3.17%3.28% | 4.44%
Current vs 7-Day Avg -17.15% | -32.75%+2.45% | +15.62%
Prior 7-Day Eod 4.54% | 4.54%4.01% | 5.10%
Current vs 7-Day Eod -45.41% | -53.06%-16.19% | +0.72%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 68.57% | 19.07%
Calls: 57.14% | 14.29%
Puts: 80.00% | 23.86%
Prior 68.57% | 19.07%
Calls: 57.14% | 14.29%
Puts: 80.00% | 23.86%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 40.34% | 20.54%
Calls: 31.35% | 18.44%
Puts: 49.32% | 22.65%
Current vs 7-Day Avg +69.99% | -7.18%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($7.34M) vs calls ($2.34M). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 44% vs prior. Extreme bearish P/C ratio of 5.69 - heavy put buying.

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

No options available for this category

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 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 1812.8516.15$14.5022.8%--1.001.4K
$94.00Sep 1811.4014.95$13.1826.9%--1.0019
$95.00Sep 1810.9012.90$11.9016.8%--1.00716
$98.00Sep 186.7510.95$8.8547.5%31.00264
$96.00Sep 188.6012.95$10.7740.4%--0.97182
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Sep 411.1014.45$12.7726.2%11.00--
$120.00Sep 412.1015.50$13.8024.6%21.00--
$121.00Sep 412.3016.45$14.3828.9%11.00--
$109.00Sep 40.404.75$2.58168.6%840.88144
$109.00Sep 110.974.75$2.86132.2%590.87--

Most actively traded options today. High liquidity = easy entry/exit. 116 active (total vol 43.2K, top 27.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 180.000.21$0.11190.9%3.7K0.072.7K
$110.00Sep 180.132.32$1.22179.5%5560.3053.7K
$107.00Sep 180.721.50$1.1170.3%5140.424.8K
$112.00Oct 160.260.36$0.3132.3%4810.1312.3K
$113.00Sep 180.001.59$0.80198.8%1980.205.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Oct 160.051.31$0.68185.3%27.5K0.2711.9K
$95.00Sep 180.000.21$0.11190.9%2.0K0.0441.5K
$106.00Sep 40.002.40$1.20200.0%1.8K0.421.8K
$106.00Sep 110.102.46$1.28184.4%1.8K0.4489
$102.00Oct 160.051.00$0.53179.2%6580.1812.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 153.1%, max 437.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Sep 4Oct 1658.4%10.9%437.9%--58
$110.00Sep 4Oct 1661.0%14.3%326.3%336.1K
$106.00Sep 4Oct 1640.2%13.3%203.3%5186
$108.00Sep 4Oct 1643.8%15.9%176.0%724.6K
$104.50Sep 4Oct 943.8%16.9%159.2%130
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Sep 4Oct 1658.4%10.9%437.9%27.5K12.1K
$105.00Sep 4Oct 1649.1%13.1%273.7%385.7K
$103.00Sep 4Oct 1641.6%12.8%224.4%32.1K
$101.00Sep 4Oct 1673.0%23.0%216.9%121.2K
$106.00Sep 4Oct 1640.2%13.3%203.3%1.8K4.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 0.52, avg 2.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$94.00Sep 18$1.32$0.68$1.32100%0.52$93.32
$102.00$103.00Sep 18$0.54$0.46$0.5494%0.85$102.54
$106.00$107.00Sep 11$0.17$0.83$0.1756%4.88$106.17
$106.00$107.00Sep 30$0.18$0.82$0.1855%4.56$106.18
$107.00$108.00Sep 30$0.13$0.87$0.1346%6.69$107.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$109.00$107.00Sep 30$0.70$1.30$0.7073%1.86$108.30
$108.00$105.50Oct 2$0.72$1.78$0.7259%2.47$107.28
$121.00$120.00Sep 4$0.58$0.42$0.58100%0.72$120.42
$108.00$107.00Sep 11$0.15$0.85$0.1562%5.67$107.85
$103.00$100.00Sep 25$0.32$2.68$0.3232%8.37$102.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 8.09, avg 1.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$111.00$112.00Sep 11$0.78$0.78$0.2276%3.55$111.78
$108.00$109.00Sep 30$0.88$0.88$0.1260%7.33$108.88
$114.00$115.00Sep 18$0.61$0.61$0.3982%1.56$114.61
$119.00$120.00Sep 18$0.55$0.55$0.4587%1.22$119.55
$109.00$111.00Sep 25$0.84$0.84$1.1668%0.72$109.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$101.00$100.00Sep 18$0.89$0.89$0.1176%8.09$100.11
$93.00$92.00Sep 18$0.70$0.70$0.3088%2.33$92.30
$101.00$97.50Sep 4$0.75$0.75$2.7581%0.27$100.25
$100.00$99.00Sep 30$0.71$0.71$0.2978%2.45$99.29
$104.00$103.00Sep 4$0.74$0.74$0.2670%2.85$103.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.20, cheapest $0.79)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Sep 4Sep 18$0.7958.4%23.6%
$106.00Sep 4Sep 11$0.1040.2%21.9%
$107.00Sep 4Sep 11$0.1836.2%23.5%
$108.50Sep 25Oct 2$0.1023.7%18.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Sep 4Sep 11$0.0949.1%27.1%
$106.00Sep 4Sep 11$0.0840.2%21.9%
$107.00Sep 4Sep 11$0.0936.2%23.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 1.41% of stock, avg 4.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.50Sep 4$0.36$1.14$1.50$105.00$108.001.41%
$106.00Sep 4$1.50$1.20$2.70$103.30$108.702.54%
$107.00Sep 4$1.25$1.49$2.74$104.26$109.742.57%
$109.00Sep 4$0.22$2.58$2.80$106.20$111.802.63%
$108.00Sep 18$0.64$2.18$2.82$105.18$110.822.65%
$106.00Sep 11$1.60$1.28$2.88$103.12$108.882.70%
$108.00Sep 11$1.17$1.73$2.90$105.10$110.902.72%
$107.00Sep 18$1.11$1.82$2.93$104.07$109.932.75%
$107.00Sep 11$1.43$1.58$3.01$103.99$110.012.83%
$109.00Sep 11$0.15$2.86$3.01$105.99$112.012.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 172 found (cheapest 0.61% of stock, avg 2.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$105.50Sep 11$0.15$0.50$0.65$104.85$109.65
$109.00$106.50Sep 11$0.15$0.67$0.82$105.68$109.82
$110.00$105.50Sep 11$0.74$0.50$1.24$104.26$111.24
$111.00$105.50Sep 11$0.84$0.50$1.34$104.16$112.34
$110.00$104.00Oct 16$0.82$0.68$1.50$102.50$111.50
$109.00$104.00Sep 4$0.22$1.10$1.32$102.68$110.32
$110.00$103.00Oct 16$0.82$0.65$1.47$101.53$111.47
$109.00$104.50Sep 11$0.15$1.15$1.30$103.20$110.30
$109.00$105.00Sep 4$0.22$1.13$1.35$103.65$110.35
$110.00$105.00Sep 30$0.44$0.99$1.43$103.57$111.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 8.09, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
96/97119/120Sep 18$0.89$0.1175%8.09$96.11$119.89
101/102110/111Sep 4$1.39$0.1144%12.64$101.11$111.39
88/89114/115Sep 18$0.85$0.1570%5.67$88.15$114.85
88/89119/120Sep 18$0.79$0.2175%3.76$88.21$119.79
99/100110/111Sep 30$0.85$0.1558%5.67$99.15$110.85
92/93110/111Sep 18$0.81$0.1958%4.26$92.19$110.81
98/100109/111Sep 25$1.43$0.5747%2.51$98.57$110.43
96/97116/117Sep 18$0.64$0.3672%1.78$96.36$116.64
96/97109/110Sep 30$0.75$0.2555%3.00$96.25$109.75
96/97110/111Sep 30$0.66$0.3463%1.94$96.34$110.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$106.00$107.00$108.00Sep 30$0.05$0.9515%19.00
$109.00$110.00$111.00Sep 30$0.09$0.9113%10.11
$101.00$102.00$103.00Sep 18$0.11$0.893%8.09
$112.00$113.00$114.00Oct 16$0.12$0.884%7.33
$111.00$112.00$113.00Oct 16$0.16$0.8410%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$108.50$109.00$109.50Sep 25$0.07$0.434%6.14
$104.00$104.50$105.00Sep 18$0.09$0.417%4.56
$86.00$87.00$88.00Sep 18$0.08$0.921%11.50
$103.50$104.00$104.50Sep 18$0.11$0.395%3.55
$104.50$105.00$105.50Sep 25$0.16$0.348%2.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-1.25, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$104.501:2Oct 9-$1.25$1.25
$105.00$107.501:2Sep 25-$0.55$1.95
$101.50$103.501:2Sep 4-$1.04$0.96
$103.00$105.001:2Sep 30-$1.03$0.97
$106.00$107.001:2Sep 18-$0.22$0.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$108.001:2Oct 2-$0.89$1.11
$108.00$105.501:2Oct 2-$0.86$1.64
$109.00$108.001:2Sep 11-$0.60$0.40
$102.00$101.001:2Sep 30-$0.07$0.93
$103.00$100.501:2Sep 11-$0.43$2.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 1.62%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Oct 16$1.730.470.5%1.62%2.10%27142
$108.00Oct 16$1.270.401.4%1.19%2.61%35192
$109.00Oct 16$0.820.332.4%0.77%3.13%352.0K
$110.00Oct 16$0.540.263.3%0.51%3.80%315.8K
$107.50Oct 2$0.910.430.9%0.85%1.80%18--
$111.00Oct 16$0.330.204.2%0.31%4.55%463.7K
$110.00Sep 18$0.130.303.3%0.12%3.42%55653.7K
$109.00Sep 30$0.420.272.4%0.39%2.75%962
$109.00Sep 18$0.250.322.4%0.23%2.59%5122.5K
$112.00Oct 16$0.260.135.2%0.24%5.42%48112.3K

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 9,833
Total Puts 55,944
Put/Call Ratio 5.69
Net Difference -46,111

Prior's Put/Call Breakdown

Total Calls 45,009
Total Puts 72,108
Put/Call Ratio 1.60
Net Difference -27,099

Prior 7-Day Put/Call Summary

Total Calls 121,462
Total Puts 172,492
Average Put/Call Ratio 1.84
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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