Tour v526
ICE
INTERCONTINENTAL EXC
$161.25 +1.66%
8/21 18:38

Option Volume

Detail
Current (08/21) 3,781
Calls: 3,201 (85%)
Puts: 580 (15%)
Prior (08/20) 1,648
Calls: 550 (33%)
Puts: 1,098 (67%)
Current vs Prior +129.43%
Calls: +482.00% (Calls)
Puts: -47.18% (Puts)
Prior 7-Day Total 18,414
Calls: 9,540 (52%)
Puts: 8,874 (48%)
Prior 7-Day Average 2,630
Calls: 1,362 (52%)
Puts: 1,267 (48%)
Current vs Prior 7-Day Avg +43.73%
Calls: +134.87%
Puts: -54.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $2.35M
Calls: $2.20M (94%)
Puts: $152.9K (6%)
Prior (08/20) $626.0K
Calls: $335.6K (54%)
Puts: $290.3K (46%)
Current vs Prior +275.93%
Calls: +555.54%
Puts: -47.32%
Prior 7-Day Total $5.73M
Calls: $3.64M (64%)
Puts: $2.09M (36%)
Prior 7-Day Average $817.9K
Calls: $519.5K (64%)
Puts: $298.5K (36%)
Current vs Prior 7-Day Avg +187.70%
Calls: +323.55%
Puts: -48.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.18
Prior (08/20) 2.00
Current vs Prior -90.92%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -83.57%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 30,778
Calls: 22,073 (72%)
Puts: 8,705 (28%)
Prior (08/20) 26,727
Calls: 20,316 (76%)
Puts: 6,411 (24%)
Current vs Prior +15.16%
Prior 7-Day Total 223,052
Calls: 171,091 (77%)
Puts: 51,961 (23%)
Prior 7-Day Average 31,864
Calls: 24,441 (77%)
Puts: 7,423 (23%)
Current vs Prior 7-Day Avg -3.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.69% | 3.55%1.69% | 6.98%
Prior 2.21% | 3.86%2.21% | 7.66%
Current vs Prior +60.58% | +24.36%-23.78% | -8.92%
Prior 7-Day Avg 3.00% | 4.34%3.40% | 8.05%
Current vs 7-Day Avg +18.59% | +10.65%-50.38% | -13.33%
Prior 7-Day Eod 2.21% | 3.86%2.21% | 7.66%
Current vs 7-Day Eod +60.58% | +24.36%-23.78% | -8.92%
Sentiment BEARISHBULLISH

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

Strong bullish conviction with 94% of dollar volume in calls ($2.20M) vs puts ($152.9K). Massive premium surge with dollar volume up 276% vs prior. Dollar volume significantly above 7-day average (188% higher). Unusually high activity with volume up 129% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 5 of results (avg 8.4%, best 6.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1821.1022.60$21.856.9%10.94--
$129.00Aug 2131.2033.80$32.508.0%1720.93--
$145.00Sep 1816.3017.70$17.008.2%10.91--
$135.00Aug 2125.2027.60$26.409.1%20.90--
$160.00Sep 184.905.40$5.159.7%2150.557.8K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 180.700.85$0.7719.5%300.14465
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Aug 217.709.40$8.5519.9%651.00101
$144.00Aug 2816.1018.90$17.5016.0%10.96--
$140.00Sep 1821.1022.60$21.856.9%10.94--
$129.00Aug 2131.2033.80$32.508.0%1720.93--
$140.00Aug 2120.0022.70$21.3512.6%20.921.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 413.1014.70$13.9011.5%30.92--
$162.50Aug 210.552.00$1.27114.2%20.87--
$175.00Aug 2112.6014.80$13.7016.1%30.84--
$170.00Sep 189.2010.80$10.0016.0%30.77--
$165.00Aug 283.104.80$3.9543.0%30.75--

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 3.0K, top 651)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 211.001.90$1.4562.1%6510.80689
$165.00Aug 210.000.05$0.03166.7%5860.03597
$170.00Sep 181.251.55$1.4021.4%2390.23275
$150.00Aug 2110.0011.60$10.8014.8%2210.84652
$160.00Sep 184.905.40$5.159.7%2150.557.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 210.000.35$0.18194.4%750.21204
$157.50Sep 40.951.85$1.4064.3%740.29132
$150.00Aug 210.002.15$1.08199.1%670.16219
$155.00Sep 181.602.35$1.9837.9%490.28849
$160.00Aug 281.101.95$1.5355.6%390.3933

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 2520.3%, max 3936.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Aug 21Sep 181063.9%26.4%3936.5%31465
$150.00Aug 21Sep 181001.9%27.2%3588.4%2431.5K
$170.00Aug 21Oct 2810.4%24.2%3251.1%6150
$155.00Aug 21Sep 18689.3%24.9%2662.8%373.1K
$157.50Aug 21Sep 11520.4%22.1%2255.0%110377
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Aug 21Sep 181001.9%27.2%3588.4%721.0K
$155.00Aug 21Sep 25689.3%23.7%2802.5%31.2K
$157.50Aug 21Sep 11520.4%22.1%2255.0%3289
$160.00Aug 21Oct 2121.5%22.3%445.8%76204

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 0.92, avg 6.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$170.00Sep 4$0.25$2.25$0.2522%9.00$167.75
$170.00$175.00Sep 4$0.30$4.70$0.3016%15.67$170.30
$175.00$182.50Sep 4$0.18$7.32$0.189%40.67$175.18
$157.50$160.00Aug 28$1.67$0.83$1.6778%0.50$159.17
$170.00$175.00Sep 18$0.63$4.37$0.6323%6.94$170.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Aug 28$1.30$1.20$1.3075%0.92$163.70
$165.00$160.00Sep 18$2.45$2.55$2.4563%1.04$162.55
$157.50$155.00Sep 4$0.40$2.10$0.4029%5.25$157.10
$162.50$160.00Aug 21$1.09$1.41$1.0987%1.29$161.41
$150.00$145.00Sep 4$0.15$4.85$0.159%32.33$149.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.52, avg 0.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$165.00$167.50Sep 4$0.85$0.85$1.6566%0.52$165.85
$175.00$180.00Sep 18$0.47$0.47$4.5386%0.10$175.47
$165.00$170.00Sep 18$1.30$1.30$3.7063%0.35$166.30
$162.50$165.00Aug 28$0.75$0.75$1.7558%0.43$163.25
$162.50$165.00Sep 4$0.94$0.94$1.5654%0.60$163.44
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$160.00$157.50Aug 28$0.85$0.85$1.6561%0.52$159.15
$155.00$150.00Sep 4$0.60$0.60$4.4079%0.14$154.40
$150.00$145.00Sep 18$0.53$0.53$4.4784%0.12$149.47
$157.50$155.00Sep 11$0.67$0.67$1.8368%0.37$156.83
$155.00$149.00Sep 11$0.70$0.70$5.3077%0.13$154.30

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 0.84% of stock, avg 4.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$162.50Aug 21$0.08$1.27$1.35$161.15$163.850.84%
$160.00Aug 21$1.45$0.18$1.63$158.37$161.631.01%
$162.50Aug 28$1.58$2.65$4.23$158.27$166.732.62%
$160.00Aug 28$3.08$1.53$4.61$155.39$164.612.86%
$165.00Aug 28$0.83$3.95$4.78$160.22$169.782.96%
$157.50Aug 21$4.00$1.08$5.08$152.42$162.583.15%
$157.50Aug 28$4.75$0.68$5.43$152.07$162.933.37%
$162.50Sep 4$2.72$3.75$6.47$156.03$168.974.01%
$155.00Aug 21$6.20$1.08$7.28$147.72$162.284.51%
$157.50Sep 11$6.20$1.85$8.05$149.45$165.554.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 66 found (cheapest 0.16% of stock, avg 1.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$160.00Aug 21$0.08$0.18$0.26$159.74$162.76
$170.00$148.00Aug 28$0.40$0.20$0.60$147.40$170.60
$175.00$145.00Sep 4$0.38$0.25$0.63$144.37$175.63
$167.50$148.00Aug 28$0.45$0.20$0.65$147.35$168.15
$175.00$150.00Sep 4$0.38$0.40$0.78$149.22$175.78
$180.00$145.00Sep 18$0.30$0.55$0.85$144.15$180.85
$170.00$145.00Sep 4$0.68$0.25$0.93$144.07$170.93
$170.00$150.00Sep 4$0.68$0.40$1.08$148.92$171.08
$162.50$145.00Aug 21$0.08$1.08$1.16$143.84$163.66
$162.50$150.00Aug 21$0.08$1.08$1.16$148.84$163.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 1.00, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
155/158165/168Sep 4$1.25$1.2537%1.00$156.25$166.25
140/145175/180Sep 18$0.72$4.2878%0.17$144.28$175.72
145/150175/180Sep 18$1.00$4.0070%0.25$149.00$176.00
155/158168/170Sep 4$0.65$1.8549%0.35$156.85$168.15
150/155175/180Sep 18$1.37$3.6359%0.38$153.63$176.37
140/145170/175Sep 18$0.88$4.1268%0.21$144.12$170.88
145/150170/175Sep 18$1.16$3.8461%0.30$148.84$171.16
145/150170/175Sep 4$0.45$4.5575%0.10$149.55$170.45
150/155170/175Sep 4$0.90$4.1063%0.22$154.10$170.90
150/155170/175Sep 18$1.53$3.4750%0.44$153.47$171.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 13.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Aug 28$0.17$2.3336%13.71
$170.00$175.00$180.00Sep 18$0.16$4.8416%30.25
$162.50$165.00$167.50Sep 4$0.09$2.4124%26.78
$152.50$155.00$157.50Aug 21$0.15$2.3527%15.67
$160.00$162.50$165.00Aug 21$1.32$1.1877%0.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$162.50$165.00Aug 28$0.18$2.3236%12.89
$155.00$160.00$165.00Sep 18$0.78$4.2235%5.41
$157.50$160.00$162.50Aug 28$0.27$2.2336%8.26
$145.00$150.00$155.00Sep 18$0.37$4.6319%12.51
$150.00$155.00$160.00Sep 18$0.77$4.2328%5.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.25, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Sep 18-$0.25$4.75
$155.00$160.001:2Sep 18-$1.45$3.55
$165.00$170.001:2Sep 18-$0.10$4.90
$160.00$162.501:2Aug 28-$0.08$2.42
$165.00$170.001:2Oct 2-$0.63$4.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$165.001:2Sep 18-$2.20$2.80
$165.00$160.001:2Sep 18-$1.20$3.80
$160.00$155.001:2Sep 18-$0.31$4.69
$155.00$150.001:2Sep 18-$0.18$4.82
$162.50$160.001:2Aug 28-$0.41$2.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 1.46%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 2$2.350.392.3%1.46%3.78%1--
$165.00Sep 18$2.400.372.3%1.49%3.81%5508
$162.50Sep 25$3.100.480.8%1.92%2.70%1232
$170.00Oct 2$1.150.265.4%0.71%6.14%5112
$170.00Sep 18$1.250.235.4%0.78%6.20%239275
$162.50Sep 4$2.150.460.8%1.33%2.11%16
$175.00Sep 18$0.700.148.5%0.43%8.96%30465
$165.00Sep 4$1.300.342.3%0.81%3.13%12
$167.50Sep 4$0.550.223.9%0.34%4.22%2--
$170.00Sep 4$0.450.165.4%0.28%5.71%1--

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 3,201
Total Puts 580
Put/Call Ratio 0.18
Net Difference 2,621

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,540
Total Puts 8,874
Average Put/Call Ratio 1.10
Ratio Trend Falling

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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