Tour v344
EWZ
iShares MSCI Brazil ETF
$35.33 -1.53%
$35.30 (-0.08%)🌙
as of 07/16 06:27 PM
7/16 18:27

Option Volume

Detail
Current (07/16) 92,372
Calls: 46,035 (50%)
Puts: 46,337 (50%)
Prior (07/15) 115,422
Calls: 76,614 (66%)
Puts: 38,808 (34%)
Current vs Prior -19.97%
Calls: -39.91% (Calls)
Puts: +19.40% (Puts)
Prior 7-Day Total 1,102,543
Calls: 791,413 (72%)
Puts: 311,130 (28%)
Prior 7-Day Average 157,506
Calls: 113,059 (72%)
Puts: 44,447 (28%)
Current vs Prior 7-Day Avg -41.35%
Calls: -59.28%
Puts: +4.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $7.17M
Calls: $3.11M (43%)
Puts: $4.06M (57%)
Prior (07/15) $10.12M
Calls: $5.34M (53%)
Puts: $4.78M (47%)
Current vs Prior -29.12%
Calls: -41.77%
Puts: -14.98%
Prior 7-Day Total $100.92M
Calls: $68.73M (68%)
Puts: $32.19M (32%)
Prior 7-Day Average $14.42M
Calls: $9.82M (68%)
Puts: $4.60M (32%)
Current vs Prior 7-Day Avg -50.25%
Calls: -68.32%
Puts: -11.66%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 1.01
Prior (07/15) 0.51
Current vs Prior +98.71%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +157.72%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 2,868,089
Calls: 2,289,743 (80%)
Puts: 578,346 (20%)
Prior (07/15) 2,906,641
Calls: 2,338,304 (80%)
Puts: 568,337 (20%)
Current vs Prior -1.33%
Prior 7-Day Total 16,849,956
Calls: 13,457,621 (80%)
Puts: 3,392,335 (20%)
Prior 7-Day Average 2,407,136
Calls: 1,922,517 (80%)
Puts: 484,619 (20%)
Current vs Prior 7-Day Avg +19.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.32% | 3.79%2.32% | 8.26%
Prior 2.70% | 3.71%2.70% | 8.31%
Current vs Prior -14.15% | +2.32%-14.15% | -0.49%
Prior 7-Day Avg 2.75% | 5.64%4.21% | 8.91%
Current vs 7-Day Avg -15.61% | -32.71%-44.92% | -7.24%
Prior 7-Day Eod 2.70% | 3.71%2.70% | 8.31%
Current vs 7-Day Eod -14.15% | +2.32%-14.15% | -0.49%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 510.53% | 351.23%
Calls: -- | --
Puts: 510.53% | 470.37%
Prior 510.53% | 351.23%
Calls: -- | --
Puts: 510.53% | 470.37%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 510.53% | 351.23%
Calls: 510.53% | 232.08%
Puts: 510.53% | 470.37%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.01. P/C ratio rising 99% - increased hedging/bearish positioning. Call-heavy open interest (2,289,743 calls vs 578,346 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 11 of results (avg 7.8%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 174.204.45$4.335.8%51.00128
$29.00Aug 76.156.60$6.387.1%20.94--
$32.00Jul 173.203.45$3.337.5%60.9183
$31.50Jul 173.653.95$3.807.9%30.95--
$33.00Aug 212.662.92$2.799.3%430.80101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Jul 246.556.90$6.735.2%20.90--
$41.00Jul 175.555.90$5.736.1%20.99--
$42.00Jul 316.406.95$6.688.2%20.87--
$39.00Jul 243.553.90$3.729.4%20.99--
$36.00Aug 211.411.55$1.489.5%1260.5711.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 19 found (avg $0.55, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 210.100.12$0.1118.2%1.1K0.0854.9K
$36.50Jul 310.280.33$0.3116.1%340.2814.0K
$37.00Aug 70.290.33$0.3112.9%130.2463.0K
$38.00Aug 210.310.37$0.3417.6%3.5K0.2155.1K
$37.00Aug 140.400.49$0.4520.0%40.28436
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 210.200.24$0.2218.2%1490.1311.5K
$33.00Aug 210.340.39$0.3713.5%20.1K0.2018.1K
$35.00Jul 310.520.62$0.5717.5%1980.421.6K
$35.50Jul 240.540.64$0.5916.9%80.55663
$34.00Aug 210.560.63$0.6011.7%3240.3113.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 175.057.50$6.2839.0%31.006
$30.00Jul 174.706.10$5.4025.9%21.0048
$31.00Jul 174.204.45$4.335.8%51.00128
$32.50Jul 172.562.97$2.7714.8%11.00--
$33.50Jul 171.711.97$1.8414.1%171.0059
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Aug 214.658.00$6.3352.9%21.008
$41.00Jul 175.555.90$5.736.1%20.99--
$40.50Jul 244.306.20$5.2536.2%20.99--
$39.00Jul 243.553.90$3.729.4%20.99--
$38.00Jul 172.413.45$2.9335.5%10.99--

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 69.1K, top 20.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Aug 210.170.22$0.2025.0%7.9K0.13122.8K
$36.00Aug 210.880.98$0.9310.8%5.9K0.4323.7K
$35.50Jul 170.100.17$0.1450.0%3.6K0.373.3K
$38.00Aug 210.310.37$0.3417.6%3.5K0.2155.1K
$37.00Jul 240.040.07$0.0650.0%2.0K0.103.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 210.340.39$0.3713.5%20.1K0.2018.1K
$35.00Jul 170.060.29$0.18127.8%12.3K0.3430.5K
$37.00Jul 171.311.81$1.5632.1%1.2K0.974.6K
$34.00Aug 70.360.54$0.4540.0%1.2K0.2816
$34.50Aug 70.500.75$0.6339.7%9060.355

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 103.1%, max 372.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Jul 17Aug 21114.5%27.7%313.1%56476
$40.00Jul 17Aug 21102.7%27.6%272.8%1.1K64.0K
$29.00Jul 17Aug 7171.2%55.0%211.1%56
$38.00Jul 17Aug 2864.9%29.6%118.8%528129.3K
$35.00Jul 17Aug 2143.5%25.9%67.8%48662.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$42.00Jul 17Aug 28169.8%36.0%372.3%4--
$33.00Jul 17Aug 21114.5%27.7%313.1%20.3K39.9K
$37.50Jul 17Jul 31100.6%25.9%288.4%4--
$41.00Jul 17Aug 14120.3%38.3%213.9%4--
$38.00Jul 17Aug 2164.9%27.1%139.0%37860

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 13.71, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$39.50Aug 14$0.15$1.35$0.159.00$38.15
$38.00$39.00Aug 21$0.14$0.86$0.146.14$38.14
$37.00$38.00Aug 7$0.15$0.85$0.155.67$37.15
$35.50$36.00Jul 17$0.11$0.39$0.113.55$35.61
$36.50$37.00Jul 31$0.11$0.39$0.113.55$36.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.50$31.00Aug 14$0.17$2.33$0.1713.71$33.33
$33.50$32.50Aug 7$0.11$0.89$0.118.09$33.39
$33.00$32.00Aug 21$0.15$0.85$0.155.67$32.85
$35.00$34.00Jul 17$0.17$0.83$0.174.88$34.83
$34.00$33.00Jul 31$0.19$0.81$0.194.26$33.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 71 found (best R:R 14.00, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$29.00$30.00Jul 17$0.88$0.88$0.127.33$29.88
$29.00$36.00Aug 7$5.74$5.74$1.264.56$34.74
$34.00$34.50Jul 31$0.40$0.40$0.104.00$34.40
$34.50$35.00Jul 17$0.37$0.37$0.132.85$34.87
$35.00$35.50Jul 17$0.36$0.36$0.142.57$35.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$41.00$38.00Jul 17$2.80$2.80$0.2014.00$38.20
$39.00$36.50Aug 14$2.26$2.26$0.249.42$36.74
$42.00$40.00Aug 28$1.78$1.78$0.228.09$40.22
$42.00$38.00Aug 21$3.42$3.42$0.585.90$38.58
$40.00$36.50Aug 28$2.97$2.97$0.535.60$37.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.19, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.50Jul 24Jul 31$0.0826.0%25.9%
$39.00Jul 31Aug 21$0.0935.8%27.3%
$29.00Jul 17Aug 7$0.10171.2%55.0%
$40.00Jul 17Aug 21$0.10102.7%27.6%
$36.50Jul 17Jul 24$0.1232.9%24.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Aug 21Aug 28$0.0729.3%28.9%
$38.50Jul 24Jul 31$0.0828.1%33.9%
$34.00Jul 17Jul 24$0.1141.6%26.2%
$33.50Jul 17Jul 24$0.1554.5%36.2%
$39.00Jul 24Aug 14$0.1528.7%27.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 1.30% of stock, avg 6.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.50Jul 17$0.14$0.32$0.46$35.04$35.961.30%
$35.00Jul 17$0.50$0.18$0.68$34.32$35.681.92%
$36.00Jul 17$0.03$0.79$0.82$35.18$36.822.32%
$35.50Jul 24$0.44$0.59$1.03$34.47$36.532.92%
$35.00Jul 24$0.75$0.37$1.12$33.88$36.123.17%
$36.00Jul 24$0.25$0.98$1.23$34.77$37.233.48%
$34.50Jul 24$1.05$0.21$1.26$33.24$35.763.57%
$36.50Jul 17$0.01$1.34$1.35$35.15$37.853.82%
$36.50Jul 24$0.13$1.25$1.38$35.12$37.883.91%
$34.00Jul 17$1.42$0.01$1.43$32.57$35.434.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.25% of stock, avg 2.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.50$33.00Jul 24$0.04$0.05$0.09$32.91$37.59
$37.00$33.00Jul 24$0.06$0.05$0.11$32.89$37.11
$36.00$30.50Jul 17$0.03$0.10$0.13$30.37$36.13
$36.00$33.00Jul 17$0.03$0.12$0.15$32.85$36.15
$37.50$34.00Jul 24$0.04$0.12$0.16$33.84$37.66
$36.50$33.00Jul 24$0.13$0.05$0.18$32.82$36.68
$37.00$34.00Jul 24$0.06$0.12$0.18$33.82$37.18
$37.50$33.50Jul 24$0.04$0.16$0.20$33.30$37.70
$36.00$35.00Jul 17$0.03$0.18$0.21$34.79$36.21
$37.00$33.50Jul 24$0.06$0.16$0.22$33.28$37.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 6.14, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
32/3334/35Aug 21$0.86$0.146.14$32.14$34.86
33/3435/36Aug 21$0.74$0.262.85$33.26$35.74
34/3536/37Aug 21$0.74$0.262.85$34.26$36.74
35/3637/38Aug 21$0.73$0.272.70$35.27$37.73
36/3738/39Aug 21$0.73$0.272.70$36.27$38.73
34/3436/36Aug 7$0.36$0.142.57$34.14$36.36
34/3536/36Jul 24$0.35$0.152.33$34.65$35.85
34/3437/38Aug 14$0.35$0.152.33$34.15$37.35
35/3636/37Jul 31$0.34$0.162.13$35.16$36.84
34/3436/36Aug 7$0.34$0.162.13$33.66$36.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$36.00$37.00$38.00Aug 28$0.08$0.9211.50
$37.00$38.00$39.00Aug 21$0.09$0.9110.11
$36.50$37.00$37.50Jul 24$0.05$0.459.00
$31.00$31.50$32.00Jul 17$0.06$0.447.33
$33.00$33.50$34.00Jul 17$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Aug 21$0.06$0.9415.67
$32.00$33.00$34.00Aug 21$0.08$0.9211.50
$35.00$36.00$37.00Aug 21$0.09$0.9110.11
$34.50$35.00$35.50Jul 24$0.06$0.447.33
$34.50$35.00$35.50Jul 31$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-0.13, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$40.001:2Jul 17-$0.01$1.99
$38.00$39.001:2Aug 21-$0.06$0.94
$36.00$37.001:2Aug 14-$0.11$0.89
$37.00$38.001:2Aug 21-$0.11$0.89
$38.00$39.001:2Jul 31-$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$41.00$38.001:2Jul 17-$0.13$2.87
$33.50$31.001:2Aug 14-$0.04$2.46
$33.00$30.501:2Jul 17-$0.08$2.42
$34.00$32.501:2Aug 28-$0.01$1.49
$36.00$34.501:2Aug 14-$0.06$1.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 2.83%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$36.00Aug 28$1.000.441.9%2.83%4.73%25518
$36.00Aug 21$0.880.431.9%2.49%4.39%5.9K23.7K
$36.00Aug 14$0.730.421.9%2.07%3.96%2047
$37.00Aug 28$0.630.344.7%1.78%6.51%2011.3K
$35.50Jul 31$0.620.470.5%1.75%2.24%225353
$36.00Aug 7$0.590.401.9%1.67%3.57%27447
$37.00Aug 21$0.540.314.7%1.53%6.26%1.4K28.9K
$36.50Aug 7$0.420.323.3%1.19%4.50%13444
$37.00Aug 14$0.400.284.7%1.13%5.86%4436
$38.00Aug 28$0.390.247.6%1.10%8.66%5191.3K

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 46,035
Total Puts 46,337
Put/Call Ratio 1.01
Net Difference -302

Prior's Put/Call Breakdown

Total Calls 76,614
Total Puts 38,808
Put/Call Ratio 0.51
Net Difference 37,806

Prior 7-Day Put/Call Summary

Total Calls 791,413
Total Puts 311,130
Average Put/Call Ratio 0.39
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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