Tour
v526
EFA
iShares MSCI EAFE ETF
$106.49
-0.89%
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
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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