Tour v309
FTNT
FORTINET INC
$157.51 -3.80%
$157.88 (+0.23%)🌙
as of 07/10 06:31 PM
7/10 18:31

Option Volume

Detail
Current (07/10) 26,642
Calls: 13,071 (49%)
Puts: 13,571 (51%)
Prior (07/09) 17,756
Calls: 7,518 (42%)
Puts: 10,238 (58%)
Current vs Prior +50.05%
Calls: +73.86% (Calls)
Puts: +32.56% (Puts)
Prior 7-Day Total 128,562
Calls: 58,226 (45%)
Puts: 70,336 (55%)
Prior 7-Day Average 18,366
Calls: 8,318 (45%)
Puts: 10,048 (55%)
Current vs Prior 7-Day Avg +45.06%
Calls: +57.14%
Puts: +35.06%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $7.04M
Calls: $3.60M (51%)
Puts: $3.43M (49%)
Prior (07/09) $8.24M
Calls: $5.71M (69%)
Puts: $2.53M (31%)
Current vs Prior -14.59%
Calls: -36.88%
Puts: +35.79%
Prior 7-Day Total $88.78M
Calls: $47.92M (54%)
Puts: $40.86M (46%)
Prior 7-Day Average $12.68M
Calls: $6.85M (54%)
Puts: $5.84M (46%)
Current vs Prior 7-Day Avg -44.53%
Calls: -47.35%
Puts: -41.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 1.04
Prior (07/09) 1.36
Current vs Prior -23.76%
Prior 7-Day Average 1.48
Current vs Prior 7-Day Avg -29.95%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 97,402
Calls: 51,076 (52%)
Puts: 46,326 (48%)
Prior (07/09) 97,719
Calls: 49,639 (51%)
Puts: 48,080 (49%)
Current vs Prior -0.32%
Prior 7-Day Total 614,963
Calls: 342,416 (56%)
Puts: 272,547 (44%)
Prior 7-Day Average 87,851
Calls: 48,916 (56%)
Puts: 38,935 (44%)
Current vs Prior 7-Day Avg +10.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.66% | 6.09%6.09% | 19.94%
Prior 3.03% | 6.54%6.54% | 20.13%
Current vs Prior +101.19% | +28.82%-6.74% | -0.97%
Prior 7-Day Avg 4.52% | 7.43%7.41% | 20.52%
Current vs 7-Day Avg +34.97% | +13.35%-17.72% | -2.84%
Prior 7-Day Eod 3.03% | 6.54%-- | --
Current vs 7-Day Eod +101.19% | +28.82%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.33% | 7.90%
Calls: 12.24% | 9.80%
Puts: 10.42% | 6.00%
Prior 11.33% | 7.90%
Calls: 12.24% | 9.80%
Puts: 10.42% | 6.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 11.33% | 7.90%
Calls: 12.24% | 9.80%
Puts: 10.42% | 6.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Above-average activity with volume up 50% vs prior. Slightly bearish P/C ratio of 1.04. P/C ratio dropping 24% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 25 of results (avg 7.7%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 219.509.95$9.734.6%40.41536
$160.00Aug 2113.0013.95$13.487.0%210.52807
$135.00Aug 2127.3029.40$28.357.4%20.78--
$155.00Aug 2115.1516.35$15.757.6%160.57280
$155.00Jul 175.305.75$5.538.1%150.61779
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2118.0018.75$18.384.1%20.54--
$155.00Aug 2112.4513.05$12.754.7%330.43883
$170.00Aug 2121.1522.35$21.755.5%60.5847
$150.00Aug 2110.1510.75$10.455.7%140.37437
$140.00Aug 216.406.80$6.606.1%350.274.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.73, cheapest $0.73)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 170.670.78$0.7315.1%1.3K0.141.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 76 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1026.4528.80$27.638.5%111.0021
$135.00Jul 1021.2523.70$22.4810.9%121.0035
$145.00Jul 1011.5013.70$12.6017.5%11.00--
$148.00Jul 108.1010.70$9.4027.7%31.00--
$150.00Jul 106.258.80$7.5333.9%31.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 105.458.90$7.1848.1%190.9936
$162.50Jul 103.606.30$4.9554.5%130.9465
$160.00Jul 100.433.80$2.11159.7%2470.84580
$170.00Jul 2413.0015.35$14.1816.6%60.798
$165.00Jul 177.8510.25$9.0526.5%370.7524

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 25.7K, top 6.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 171.401.69$1.5518.7%6.4K0.251.5K
$165.00Jul 100.000.01$0.01100.0%2.9K0.013.7K
$170.00Jul 170.670.78$0.7315.1%1.3K0.141.7K
$175.00Jul 100.000.59$0.30196.7%2860.0778
$162.50Jul 172.082.41$2.2514.7%1000.33127
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 170.430.75$0.5954.2%5.4K0.11535
$152.50Jul 171.872.38$2.1323.9%2.7K0.3060
$146.00Jul 100.004.80$2.40200.0%2.6K0.234.0K
$155.00Jul 319.9512.25$11.1020.7%8870.4347
$157.50Jul 173.804.45$4.1315.7%2710.49242

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 829.2%, max 3167.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$141.00Jul 10Jul 241809.0%55.4%3167.9%745
$132.00Jul 10Jul 312444.6%81.7%2892.8%32
$140.00Jul 10Aug 211879.9%67.3%2692.1%2372
$130.00Jul 10Aug 211365.4%68.5%1893.3%1221
$144.00Jul 10Jul 311594.6%85.4%1767.5%21--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Jul 10Jul 171449.9%52.5%2661.5%2.7K4.0K
$130.00Jul 10Aug 211365.4%68.5%1893.3%9370
$142.00Jul 10Jul 24949.1%51.1%1759.1%935
$152.50Jul 10Jul 24510.0%48.8%944.5%31.6K
$149.00Jul 10Jul 17347.3%49.5%601.6%11273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 16.86, avg 3.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$162.50Jul 10$0.14$2.36$0.1416.86$160.14
$177.50$180.00Jul 17$0.18$2.32$0.1812.89$177.68
$170.00$172.50Jul 24$0.18$2.32$0.1812.89$170.18
$172.50$175.00Jul 24$0.19$2.31$0.1912.16$172.69
$172.50$175.00Jul 17$0.20$2.30$0.2011.50$172.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$133.00Jul 24$0.44$6.56$0.4414.91$139.56
$142.00$140.00Jul 24$0.13$1.87$0.1314.38$141.87
$142.00$138.00Jul 10$0.35$3.65$0.3510.43$141.65
$148.00$146.00Jul 17$0.23$1.77$0.237.70$147.77
$157.50$155.00Jul 10$0.35$2.15$0.356.14$157.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 24.00, avg 1.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$148.00Jul 17$2.88$2.88$0.1224.00$147.88
$152.50$155.00Jul 10$2.38$2.38$0.1219.83$154.88
$148.00$150.00Jul 10$1.87$1.87$0.1314.38$149.87
$135.00$140.00Jul 17$4.67$4.67$0.3314.15$139.67
$141.00$144.00Jul 24$2.77$2.77$0.2312.04$143.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$162.50Jul 10$2.23$2.23$0.278.26$162.77
$170.00$165.00Jul 24$3.88$3.88$1.123.46$166.12
$165.00$162.50Jul 17$1.92$1.92$0.583.31$163.08
$148.00$147.00Jul 31$0.73$0.73$0.272.70$147.27
$162.50$160.00Jul 17$1.73$1.73$0.772.25$160.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $1.99, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 10Jul 17$0.07848.7%66.5%
$140.00Jul 10Jul 17$0.081879.9%55.9%
$130.00Jul 10Jul 17$0.101365.4%66.9%
$180.00Jul 17Jul 24$0.3855.9%49.1%
$145.00Jul 10Jul 17$0.78406.4%50.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$133.00Jul 17Jul 24$0.1580.1%60.4%
$142.00Jul 10Jul 17$0.21949.1%58.6%
$145.00Jul 10Jul 17$0.58406.4%50.1%
$140.00Jul 17Jul 24$0.7155.9%53.7%
$132.00Jul 17Jul 24$1.0571.1%76.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.63% of stock, avg 11.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$157.50Jul 10$0.50$0.49$0.99$156.51$158.490.63%
$160.00Jul 10$0.21$2.11$2.32$157.68$162.321.47%
$155.00Jul 10$2.57$0.14$2.71$152.29$157.711.72%
$162.50Jul 10$0.07$4.95$5.02$157.48$167.523.19%
$152.50Jul 10$4.95$0.67$5.62$146.88$158.123.57%
$165.00Jul 10$0.01$7.18$7.19$157.81$172.194.56%
$150.00Jul 10$7.53$0.04$7.57$142.43$157.574.81%
$157.50Jul 17$4.20$4.13$8.33$149.17$165.835.29%
$160.00Jul 17$3.03$5.40$8.43$151.57$168.435.35%
$155.00Jul 17$5.53$2.95$8.48$146.52$163.485.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.13% of stock, avg 6.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$155.00Jul 10$0.07$0.14$0.21$154.79$162.71
$160.00$155.00Jul 10$0.21$0.14$0.35$154.65$160.35
$162.50$142.00Jul 10$0.07$0.36$0.43$141.57$162.93
$175.00$155.00Jul 10$0.30$0.14$0.44$154.56$175.44
$160.00$142.00Jul 10$0.21$0.36$0.57$141.43$160.57
$162.50$157.50Jul 10$0.07$0.49$0.56$156.94$163.06
$175.00$142.00Jul 10$0.30$0.36$0.66$141.34$175.66
$160.00$157.50Jul 10$0.21$0.49$0.70$156.80$160.70
$162.50$152.50Jul 10$0.07$0.67$0.74$151.76$163.24
$175.00$157.50Jul 10$0.30$0.49$0.79$156.71$175.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 233 found (best R:R 34.71, avg credit $2.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/131140/145Jul 17$4.86$0.1434.71$126.14$144.86
165/170175/180Aug 21$4.77$0.2320.74$165.23$179.77
132/133140/145Jul 17$4.74$0.2618.23$128.26$144.74
140/145152/158Jul 31$4.71$0.2916.24$140.29$157.21
140/145165/170Jul 31$4.68$0.3214.63$140.32$169.68
134/135140/145Jul 17$4.64$0.3612.89$130.36$144.64
129/130150/152Jul 31$2.32$0.1812.89$127.68$152.32
142/143144/148Jul 24$3.71$0.2912.79$139.29$147.71
155/158165/168Aug 7$2.28$0.2210.36$155.22$167.28
130/135140/145Aug 21$4.53$0.479.64$130.47$144.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 44.45, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.11$4.8944.45
$162.50$165.00$167.50Jul 10$0.06$2.4440.67
$150.00$152.50$155.00Jul 17$0.06$2.4440.67
$155.00$160.00$165.00Aug 21$0.14$4.8634.71
$160.00$162.50$165.00Jul 10$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Jul 17$0.07$2.4334.71
$155.00$157.50$160.00Jul 17$0.09$2.4126.78
$150.00$152.50$155.00Jul 24$0.09$2.4126.78
$128.00$129.00$130.00Jul 31$0.07$0.9313.29
$150.00$155.00$160.00Jul 31$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-0.21, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$167.50$180.001:2Aug 7-$1.11$11.39
$135.00$150.001:2Aug 14-$8.16$6.84
$165.00$175.001:2Aug 14-$4.30$5.70
$140.00$152.501:2Aug 7-$8.10$4.40
$148.00$155.001:2Jul 24-$2.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$140.001:2Aug 14-$0.21$14.79
$170.00$155.001:2Aug 14-$3.07$11.93
$145.00$135.001:2Aug 7-$1.37$8.63
$138.00$130.001:2Jul 10-$0.35$7.65
$155.00$145.001:2Aug 7-$2.38$7.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 8.25%, avg 2.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Aug 21$13.000.521.6%8.25%9.83%21807
$165.00Aug 21$10.850.464.8%6.89%11.64%11619
$160.00Aug 7$10.150.511.6%6.44%8.02%112
$160.00Jul 31$9.850.511.6%6.25%7.83%2--
$170.00Aug 21$9.500.417.9%6.03%13.96%4536
$165.00Aug 14$9.150.464.8%5.81%10.56%10--
$165.00Jul 31$8.050.454.8%5.11%9.87%127
$165.00Aug 7$7.900.454.8%5.02%9.77%1--
$167.50Aug 7$7.650.426.3%4.86%11.20%318
$175.00Aug 21$7.450.3611.1%4.73%15.83%18662

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 13,071
Total Puts 13,571
Put/Call Ratio 1.04
Net Difference -500

Prior's Put/Call Breakdown

Total Calls 7,518
Total Puts 10,238
Put/Call Ratio 1.36
Net Difference -2,720

Prior 7-Day Put/Call Summary

Total Calls 58,226
Total Puts 70,336
Average Put/Call Ratio 1.48
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All