Tour v526
ICE
INTERCONTINENTAL EXC
$158.61 +0.87%
$159.18 (+0.36%)🌙
as of 08/20 06:38 PM
8/20 18:38

Option Volume

Detail
Current (08/20) 1,648
Calls: 550 (33%)
Puts: 1,098 (67%)
Prior (08/19) 6,182
Calls: 3,112 (50%)
Puts: 3,070 (50%)
Current vs Prior -73.34%
Calls: -82.33% (Calls)
Puts: -64.23% (Puts)
Prior 7-Day Total 20,169
Calls: 10,945 (54%)
Puts: 9,224 (46%)
Prior 7-Day Average 2,881
Calls: 1,563 (54%)
Puts: 1,317 (46%)
Current vs Prior 7-Day Avg -42.80%
Calls: -64.82%
Puts: -16.67%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $626.0K
Calls: $335.6K (54%)
Puts: $290.3K (46%)
Prior (08/19) $2.03M
Calls: $1.30M (64%)
Puts: $727.9K (36%)
Current vs Prior -69.17%
Calls: -74.23%
Puts: -60.11%
Prior 7-Day Total $6.77M
Calls: $4.19M (62%)
Puts: $2.58M (38%)
Prior 7-Day Average $967.4K
Calls: $598.3K (62%)
Puts: $369.1K (38%)
Current vs Prior 7-Day Avg -35.29%
Calls: -43.90%
Puts: -21.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 2.00
Prior (08/19) 0.99
Current vs Prior +102.37%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +116.16%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 26,727
Calls: 20,316 (76%)
Puts: 6,411 (24%)
Prior (08/19) 28,213
Calls: 19,977 (71%)
Puts: 8,236 (29%)
Current vs Prior -5.27%
Prior 7-Day Total 221,115
Calls: 168,065 (76%)
Puts: 53,050 (24%)
Prior 7-Day Average 31,587
Calls: 24,009 (76%)
Puts: 7,578 (24%)
Current vs Prior 7-Day Avg -15.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.21% | 3.86%2.21% | 7.66%
Prior 3.68% | 5.12%3.68% | 8.94%
Current vs Prior -39.80% | -24.51%-39.80% | -14.27%
Prior 7-Day Avg 3.12% | 4.44%3.73% | 8.13%
Current vs 7-Day Avg -28.97% | -12.89%-40.64% | -5.79%
Prior 7-Day Eod 3.68% | 5.12%3.68% | 8.94%
Current vs 7-Day Eod -39.80% | -24.51%-39.80% | -14.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 79.66% | 11.14%
Calls: 122.95% | 13.33%
Puts: 36.36% | 8.96%
Prior 79.66% | 11.14%
Calls: 122.95% | 13.33%
Puts: 36.36% | 8.96%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 79.66% | 11.14%
Calls: 122.95% | 13.33%
Puts: 36.36% | 8.96%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 73% vs prior. Extreme bearish P/C ratio of 2.00 - heavy put buying. P/C ratio rising 102% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 2 of results (avg 8.5%, best 7.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Aug 2824.6026.60$25.607.8%10.94--
$145.00Sep 1814.5015.90$15.209.2%10.87--
PUTS (0)
No puts meet the criteria

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. 21 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Aug 2110.7013.20$11.9520.9%10.993
$134.00Aug 2824.6026.60$25.607.8%10.94--
$133.00Aug 2124.3027.80$26.0513.4%10.91--
$135.00Aug 2122.5025.80$24.1513.7%10.9033
$140.00Aug 2118.2020.40$19.3011.4%100.891.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 210.752.50$1.63107.4%5000.66--
$162.50Sep 44.906.10$5.5021.8%30.66--
$160.00Aug 282.553.30$2.9325.6%300.57--
$160.00Sep 43.004.60$3.8042.1%30.55--
$160.00Sep 184.605.90$5.2524.8%1540.54137

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 1.4K, top 500)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Aug 280.651.50$1.0878.7%1320.29167
$160.00Sep 183.804.50$4.1516.9%1050.477.8K
$160.00Aug 210.550.95$0.7553.3%310.36699
$155.00Aug 213.705.40$4.5537.4%270.822.1K
$170.00Sep 181.001.40$1.2033.3%160.19268
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 210.752.50$1.63107.4%5000.66--
$160.00Sep 184.605.90$5.2524.8%1540.54137
$157.50Sep 42.253.40$2.8340.6%1080.4331
$155.00Aug 280.451.30$0.8896.6%510.24--
$150.00Sep 181.202.05$1.6352.1%350.22799

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 39.3%, max 121.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Aug 21Sep 1855.4%25.1%121.0%343.1K
$160.00Aug 21Sep 1838.8%27.4%41.6%1368.5K
$157.50Aug 21Sep 432.8%26.9%22.0%6383
$165.00Aug 28Sep 1826.8%24.7%8.5%16514
$162.50Aug 28Sep 2525.8%25.5%1.1%133400
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Aug 21Sep 1838.8%27.4%41.6%654137

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 17.18, avg 5.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Sep 18$0.75$4.25$0.7529%5.67$165.75
$155.00$157.50Aug 28$1.55$0.95$1.5576%0.61$156.55
$148.00$162.50Sep 25$9.55$4.95$9.5581%0.52$157.55
$157.50$160.00Aug 21$1.13$1.37$1.1370%1.21$158.63
$160.00$162.50Sep 4$0.87$1.63$0.8746%1.87$160.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$149.00Aug 28$0.33$5.67$0.3324%17.18$154.67
$160.00$157.50Sep 4$0.97$1.53$0.9755%1.58$159.03
$155.00$152.50Sep 4$0.43$2.07$0.4331%4.81$154.57
$143.00$130.00Sep 25$0.40$12.60$0.4011%31.50$142.60
$155.00$150.00Sep 18$1.27$3.73$1.2736%2.94$153.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 0.12, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$160.00$165.00Sep 18$2.20$2.20$2.8054%0.79$162.20
$162.50$165.00Sep 4$0.73$0.73$1.7765%0.41$163.23
$165.00$167.50Sep 11$0.63$0.63$1.8770%0.34$165.63
$175.00$180.00Sep 18$0.32$0.32$4.6889%0.07$175.32
$165.00$167.50Aug 28$0.27$0.27$2.2382%0.12$165.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$157.50$130.00Sep 11$2.92$2.92$24.5857%0.12$154.58
$146.00$143.00Sep 25$0.63$0.63$2.3783%0.27$145.37
$157.50$155.00Sep 4$1.13$1.13$1.3757%0.82$156.37
$152.50$150.00Sep 4$0.59$0.59$1.9177%0.31$151.91
$145.00$140.00Sep 18$0.50$0.50$4.5087%0.11$144.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.23, cheapest $1.13)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Aug 21Aug 28$1.1338.8%25.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Aug 21Aug 28$1.3038.8%25.0%
$157.50Aug 28Sep 4$1.2524.1%26.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.50% of stock, avg 5.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Aug 21$0.75$1.63$2.38$157.62$162.381.50%
$157.50Aug 28$3.20$1.58$4.78$152.72$162.283.01%
$160.00Aug 28$1.88$2.93$4.81$155.19$164.813.03%
$155.00Aug 28$4.75$0.88$5.63$149.37$160.633.55%
$160.00Sep 4$2.85$3.80$6.65$153.35$166.654.19%
$157.50Sep 4$4.35$2.83$7.18$150.32$164.684.53%
$162.50Sep 4$1.98$5.50$7.48$155.02$169.984.72%
$160.00Sep 18$4.15$5.25$9.40$150.60$169.405.93%
$155.00Sep 18$6.90$2.90$9.80$145.20$164.806.18%
$150.00Sep 4$9.80$0.68$10.48$139.52$160.486.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 62 found (cheapest 0.43% of stock, avg 1.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$180.00$140.00Sep 18$0.33$0.35$0.68$139.32$180.68
$167.50$148.00Aug 28$0.33$0.35$0.68$147.32$168.18
$167.50$149.00Aug 28$0.33$0.55$0.88$148.12$168.38
$167.50$147.00Aug 28$0.33$0.63$0.96$146.04$168.46
$165.00$148.00Aug 28$0.60$0.35$0.95$147.05$165.95
$175.00$140.00Sep 18$0.65$0.35$1.00$139.00$176.00
$165.00$149.00Aug 28$0.60$0.55$1.15$147.85$166.15
$180.00$145.00Sep 18$0.33$0.85$1.18$143.82$181.18
$165.00$147.00Aug 28$0.60$0.63$1.23$145.77$166.23
$167.50$155.00Aug 28$0.33$0.88$1.21$153.79$168.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 1.12, avg credit $0.96)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
150/152162/165Sep 4$1.32$1.1842%1.12$151.18$163.82
148/149165/168Aug 28$0.47$2.0370%0.23$148.53$165.47
148/149162/165Aug 28$0.68$1.8259%0.37$148.32$163.18
140/145175/180Sep 18$0.82$4.1876%0.20$144.18$175.82
135/140175/180Sep 18$0.47$4.5383%0.10$139.53$175.47
152/155162/165Sep 4$1.16$1.3434%0.87$153.84$163.66
140/145170/175Sep 18$1.05$3.9568%0.27$143.95$171.05
135/140170/175Sep 18$0.70$4.3075%0.16$139.30$170.70
145/150175/180Sep 18$1.10$3.9066%0.28$148.90$176.10
145/150170/175Sep 18$1.33$3.6759%0.36$148.67$171.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 24.00, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Sep 18$0.20$4.8024%24.00
$155.00$160.00$165.00Sep 18$0.55$4.4534%8.09
$165.00$170.00$175.00Sep 18$0.20$4.8018%24.00
$155.00$157.50$160.00Aug 28$0.23$2.2732%9.87
$160.00$162.50$165.00Sep 4$0.14$2.3621%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Sep 18$0.49$4.5124%9.20
$140.00$145.00$150.00Sep 18$0.28$4.7216%16.86
$135.00$140.00$145.00Sep 18$0.35$4.659%13.29
$130.00$135.00$140.00Sep 18$0.18$4.823%26.78
$150.00$155.00$160.00Sep 18$1.08$3.9231%3.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-4.60, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$147.001:2Aug 21-$4.60$2.40
$155.00$160.001:2Sep 18-$1.40$3.60
$150.00$155.001:2Sep 18-$2.85$2.15
$157.50$160.001:2Aug 28-$0.56$1.94
$165.00$170.001:2Sep 18-$0.45$4.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$155.001:2Sep 18-$0.55$4.45
$155.00$149.001:2Sep 25-$0.34$5.66
$155.00$150.001:2Sep 18-$0.36$4.64
$160.00$157.501:2Aug 28-$0.23$2.27
$150.00$145.001:2Sep 18-$0.07$4.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.40%, avg 0.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Sep 18$3.800.470.9%2.40%3.27%1057.8K
$162.50Sep 25$2.300.402.5%1.45%3.90%1233
$165.00Sep 11$1.550.304.0%0.98%5.01%1--
$165.00Sep 18$1.450.294.0%0.91%4.94%15505
$170.00Sep 18$1.000.197.2%0.63%7.81%16268
$160.00Sep 4$2.500.460.9%1.58%2.45%6--
$167.50Sep 11$1.050.235.6%0.66%6.27%1--
$162.50Sep 4$1.650.352.5%1.04%3.49%2--
$165.00Sep 4$0.900.254.0%0.57%4.60%1--
$175.00Sep 18$0.500.1110.3%0.32%10.65%12461

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 550
Total Puts 1,098
Put/Call Ratio 2.00
Net Difference -548

Prior's Put/Call Breakdown

Total Calls 3,112
Total Puts 3,070
Put/Call Ratio 0.99
Net Difference 42

Prior 7-Day Put/Call Summary

Total Calls 10,945
Total Puts 9,224
Average Put/Call Ratio 0.92
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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