Tour v526
EFA
iShares MSCI EAFE ETF
$107.89 -0.35%
8/27 15:05

Option Volume

Detail
Current (08/27 3:05pm) 27,245
Calls: 6,792 (25%)
Puts: 20,453 (75%)
Prior (08/26) 14,320
Calls: 8,338 (58%)
Puts: 5,982 (42%)
Current vs Prior +90.26%
Calls: -18.54% (Calls)
Puts: +241.91% (Puts)
Prior 7-Day Total 214,531
Calls: 92,596 (43%)
Puts: 121,935 (57%)
Prior 7-Day Average 30,647
Calls: 13,228 (43%)
Puts: 17,419 (57%)
Current vs Prior 7-Day Avg -11.10%
Calls: -48.65%
Puts: +17.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27 3:05pm) $1.89M
Calls: $698.6K (37%)
Puts: $1.19M (63%)
Prior (08/26) $1.14M
Calls: $627.6K (55%)
Puts: $512.1K (45%)
Current vs Prior +65.67%
Calls: +11.31%
Puts: +132.29%
Prior 7-Day Total $24.29M
Calls: $13.11M (54%)
Puts: $11.18M (46%)
Prior 7-Day Average $3.47M
Calls: $1.87M (54%)
Puts: $1.60M (46%)
Current vs Prior 7-Day Avg -45.59%
Calls: -62.69%
Puts: -25.54%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27 3:05pm) 3.01
Prior (08/26) 0.72
Current vs Prior +319.73%
Prior 7-Day Average 1.81
Current vs Prior 7-Day Avg +66.67%
Sentiment BEARISH

Open Interest

Detail
Current (08/27 3:05pm) 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 8,892,886
Calls: 3,097,927 (35%)
Puts: 5,794,959 (65%)
Prior 7-Day Average 1,270,412
Calls: 442,561 (35%)
Puts: 827,851 (65%)
Current vs Prior 7-Day Avg -7.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (08/31)Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.29% | 1.42%1.29% | 1.98%3.00% | 4.50%
Prior 1.55% | 1.72%1.55% | 2.23%3.19% | 4.58%
Current vs Prior -17.14% | -17.58%-17.15% | -10.91%-5.94% | -1.68%
Prior 7-Day Avg 1.32% | 1.95%1.32% | 2.09%1.88% | 3.92%
Current vs 7-Day Avg -2.16% | -27.18%-2.16% | -4.96%+59.79% | +15.04%
Prior 7-Day Eod 1.55% | 1.72%3.93% | 3.40%3.18% | 4.55%
Current vs 7-Day Eod -17.14% | -17.58%-67.18% | -41.64%-5.48% | -1.07%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.88% | 20.05%
Calls: 23.00% | 14.02%
Puts: 30.77% | 26.09%
Prior 11.57% | 14.42%
Calls: 9.90% | 14.55%
Puts: 13.24% | 14.29%
Current vs Prior +132.32% | +39.04%
Prior 7-Day Avg 22.31% | 12.72%
Calls: 23.76% | 13.29%
Puts: 20.85% | 12.14%
Current vs 7-Day Avg +20.51% | +57.68%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($1.19M). Elevated premium activity with dollar volume up 66% vs prior. Above-average activity with volume up 90% vs prior. Extreme bearish P/C ratio of 3.01 - 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 BULLISH
7-Day Avg BULLISH
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 54 of results (avg 6.4%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 3117.7018.10$17.902.2%11.00--
$90.00Sep 1817.9518.40$18.172.5%--0.9857
$88.00Sep 1819.8520.35$20.102.5%--0.9932
$96.00Aug 3111.7512.10$11.932.9%--1.0031
$92.00Sep 1815.9016.40$16.153.1%--0.981.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Sep 180.560.59$0.575.3%140.286.5K
$111.00Sep 183.103.35$3.237.7%350.82--
$109.00Sep 41.281.40$1.349.0%1550.7248
$110.00Sep 182.292.51$2.409.2%20.7315
$108.00Sep 181.181.30$1.249.7%3200.513.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.73, cheapest $0.75)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 40.680.80$0.7416.2%400.481.1K
$109.00Sep 110.560.63$0.6011.7%3440.34790
$110.00Sep 180.490.57$0.5315.1%9460.2754.8K
$109.00Sep 180.800.96$0.8818.2%1.6K0.3822.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 40.670.82$0.7520.0%--0.52207
$108.00Sep 110.891.07$0.9818.4%10.5116
$106.00Sep 180.560.59$0.575.3%140.286.5K
$106.50Sep 180.650.79$0.7219.4%10.331
$107.00Sep 180.780.90$0.8414.3%570.38704

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
$88.00Aug 3118.7021.75$20.2315.1%--1.0032
$89.00Aug 3118.4020.85$19.6312.5%11.00--
$90.00Aug 3117.7018.10$17.902.2%11.00--
$94.00Aug 3113.5514.20$13.884.7%--1.00109
$96.00Aug 3111.7512.10$11.932.9%--1.0031
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 281.992.30$2.1514.4%--0.9618
$110.00Aug 311.972.30$2.1315.5%--0.9415
$109.00Aug 281.041.25$1.1518.3%120.9150
$109.00Aug 311.031.32$1.1824.6%--0.8453
$111.00Sep 183.103.35$3.237.7%350.82--

Most actively traded options today. High liquidity = easy entry/exit. 81 active (total vol 18.5K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Sep 180.800.96$0.8818.2%1.6K0.3822.6K
$110.00Sep 180.490.57$0.5315.1%9460.2754.8K
$108.00Sep 181.291.46$1.3812.3%7990.494.1K
$106.50Sep 41.701.84$1.777.9%5870.7643
$111.00Sep 300.400.63$0.5244.2%4280.231.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 310.000.05$0.03166.7%4.8K0.0235.7K
$104.00Sep 180.190.37$0.2864.3%3.0K0.141.7K
$100.00Sep 180.060.12$0.0966.7%1.5K0.0410.8K
$105.00Sep 180.340.46$0.4030.0%1.2K0.204.7K
$107.50Sep 251.101.32$1.2118.2%9740.457

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 35.4%, max 36.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Aug 28Sep 3016.3%12.0%36.1%791.1K
$108.00Aug 28Sep 2515.0%11.1%34.7%3795.4K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Aug 28Sep 3016.3%12.0%36.1%500790
$108.00Aug 28Sep 2515.0%11.1%34.7%14130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 0.67, avg 4.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$88.00$89.00Aug 31$0.60$0.40$0.60100%0.67$88.60
$113.00$120.00Sep 30$0.16$6.84$0.1611%42.75$113.16
$111.00$112.00Sep 30$0.17$0.83$0.1723%4.88$111.17
$111.00$112.00Sep 25$0.16$0.84$0.1621%5.25$111.16
$112.00$113.00Sep 30$0.13$0.87$0.1316%6.69$112.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$105.00Oct 2$1.91$3.09$1.9168%1.62$108.09
$109.00$107.00Sep 30$0.84$1.16$0.8460%1.38$108.16
$103.00$100.00Sep 25$0.14$2.86$0.1414%20.43$102.86
$107.50$106.00Sep 25$0.43$1.07$0.4345%2.49$107.07
$103.00$98.00Oct 9$0.32$4.68$0.3218%14.62$102.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.09, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$112.00$117.00Oct 9$0.42$0.42$4.5879%0.09$112.42
$108.00$109.00Aug 28$0.26$0.26$0.7455%0.35$108.26
$108.00$109.00Sep 18$0.50$0.50$0.5051%1.00$108.50
$109.00$110.00Sep 25$0.39$0.39$0.6160%0.64$109.39
$109.00$110.00Sep 30$0.40$0.40$0.6060%0.67$109.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$104.50Sep 25$0.12$0.12$0.3877%0.32$104.88
$106.50$106.00Sep 18$0.15$0.15$0.3567%0.43$106.35
$107.00$106.50Sep 4$0.12$0.12$0.3868%0.32$106.88
$105.00$104.00Sep 30$0.19$0.19$0.8175%0.23$104.81
$105.50$105.00Sep 25$0.10$0.10$0.4073%0.25$105.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.08, cheapest $0.07)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Aug 28Aug 31$0.0915.0%9.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Aug 28Aug 31$0.0715.0%9.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 0.64% of stock, avg 3.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Aug 28$0.30$0.39$0.69$107.31$108.690.64%
$108.00Aug 31$0.39$0.46$0.85$107.15$108.850.79%
$107.00Aug 28$1.00$0.09$1.09$105.91$108.091.01%
$109.00Aug 28$0.04$1.15$1.19$107.81$110.191.10%
$107.00Aug 31$1.07$0.16$1.23$105.77$108.231.14%
$109.00Aug 31$0.10$1.18$1.28$107.72$110.281.19%
$108.00Sep 4$0.74$0.75$1.49$106.51$109.491.38%
$109.00Sep 4$0.33$1.34$1.67$107.33$110.671.55%
$107.00Sep 4$1.39$0.40$1.79$105.21$108.791.66%
$106.00Aug 28$1.93$0.03$1.96$104.04$107.961.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 0.06% of stock, avg 0.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$105.00Aug 31$0.03$0.04$0.07$104.93$110.07
$109.00$106.00Aug 28$0.04$0.03$0.07$105.93$109.07
$109.00$105.50Aug 28$0.04$0.04$0.08$105.42$109.08
$109.00$106.50Aug 28$0.04$0.06$0.10$106.40$109.10
$110.00$106.00Aug 31$0.03$0.07$0.10$105.90$110.10
$109.00$107.00Aug 28$0.04$0.09$0.13$106.87$109.13
$109.00$105.00Aug 31$0.10$0.04$0.14$104.86$109.14
$111.00$105.00Sep 4$0.05$0.12$0.17$104.83$111.17
$109.00$106.00Aug 31$0.10$0.07$0.17$105.83$109.17
$111.00$105.50Sep 4$0.05$0.15$0.20$105.30$111.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 0.92, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
104/105110/111Sep 30$0.48$0.5244%0.92$104.52$110.48
103/104110/111Sep 25$0.39$0.6152%0.64$103.61$110.39
103/104112/113Sep 25$0.23$0.7768%0.30$103.77$112.23
104/105112/113Sep 30$0.32$0.6859%0.47$104.68$112.32
104/105111/112Sep 18$0.28$0.7262%0.39$104.72$111.28
104/105111/112Sep 30$0.36$0.6453%0.56$104.64$111.36
103/104111/112Sep 25$0.27$0.7361%0.37$103.73$111.27
105/106110/111Sep 30$0.51$0.4937%1.04$105.49$110.51
105/106111/112Sep 18$0.33$0.6755%0.49$105.67$111.33
104/105110/111Sep 18$0.34$0.6653%0.52$104.66$110.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 1.27, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$107.00$108.00$109.00Aug 28$0.44$0.5674%1.27
$106.00$107.00$108.00Aug 28$0.23$0.7749%3.35
$106.00$107.00$108.00Aug 31$0.21$0.7944%3.76
$107.00$108.00$109.00Aug 31$0.39$0.6161%1.56
$108.00$109.00$110.00Aug 28$0.23$0.7743%3.35
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$107.00$108.00$109.00Aug 28$0.46$0.5474%1.17
$106.00$107.00$108.00Aug 31$0.21$0.7944%3.76
$107.00$108.00$109.00Sep 18$0.09$0.9124%10.11
$105.00$106.00$107.00Aug 31$0.06$0.9418%15.67
$108.00$109.00$110.00Aug 31$0.23$0.7740%3.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 120 found (best net $-0.04, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$107.501:2Sep 25-$0.04$2.46
$103.00$105.001:2Aug 31-$1.01$0.99
$107.00$109.001:2Sep 30-$0.04$1.96
$106.00$107.001:2Aug 28-$0.07$0.93
$106.00$107.001:2Aug 31-$0.18$0.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$109.001:2Aug 28-$0.15$0.85
$110.00$109.001:2Aug 31-$0.23$0.77
$109.00$107.001:2Sep 30-$0.33$1.67
$109.00$108.001:2Sep 4-$0.16$0.84
$108.00$107.001:2Sep 4-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 1.39%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$108.00Sep 25$1.500.490.1%1.39%1.49%210
$109.00Sep 30$1.080.401.0%1.00%2.03%--62
$108.50Sep 25$1.220.450.6%1.13%1.70%--616
$109.00Sep 25$0.970.401.0%0.90%1.93%--22
$108.00Sep 18$1.290.490.1%1.20%1.30%7994.1K
$110.00Sep 30$0.700.312.0%0.65%2.60%--2.1K
$110.00Sep 25$0.600.302.0%0.56%2.51%44
$112.00Oct 9$0.370.213.8%0.34%4.15%1--
$109.00Sep 18$0.800.381.0%0.74%1.77%1.6K22.6K
$111.00Sep 30$0.400.232.9%0.37%3.25%4281.1K

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 6,792
Total Puts 20,453
Put/Call Ratio 3.01
Net Difference -13,661

Prior's Put/Call Breakdown

Total Calls 8,338
Total Puts 5,982
Put/Call Ratio 0.72
Net Difference 2,356

Prior 7-Day Put/Call Summary

Total Calls 92,596
Total Puts 121,935
Average Put/Call Ratio 1.81
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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