Tour v290
ISRG
INTUITIVE SURGICAL I
$426.01 +5.87%
$425.39 (-0.14%)🌙
as of 07/02 06:36 PM
7/2 18:36

Option Volume

Detail
Current (07/02) 10,483
Calls: 7,226 (69%)
Puts: 3,257 (31%)
Prior (07/01) 4,511
Calls: 3,011 (67%)
Puts: 1,500 (33%)
Current vs Prior +132.39%
Calls: +139.99% (Calls)
Puts: +117.13% (Puts)
Prior 7-Day Total 36,814
Calls: 23,001 (62%)
Puts: 13,813 (38%)
Prior 7-Day Average 5,259
Calls: 3,285 (62%)
Puts: 1,973 (38%)
Current vs Prior 7-Day Avg +99.33%
Calls: +119.91%
Puts: +65.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $17.17M
Calls: $12.50M (73%)
Puts: $4.67M (27%)
Prior (07/01) $7.26M
Calls: $4.30M (59%)
Puts: $2.96M (41%)
Current vs Prior +136.48%
Calls: +190.54%
Puts: +57.90%
Prior 7-Day Total $56.12M
Calls: $29.71M (53%)
Puts: $26.41M (47%)
Prior 7-Day Average $8.02M
Calls: $4.24M (53%)
Puts: $3.77M (47%)
Current vs Prior 7-Day Avg +114.16%
Calls: +194.47%
Puts: +23.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.45
Prior (07/01) 0.50
Current vs Prior -9.52%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -27.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 53,121
Calls: 30,666 (58%)
Puts: 22,455 (42%)
Prior (07/01) 42,773
Calls: 22,093 (52%)
Puts: 20,680 (48%)
Current vs Prior +24.19%
Prior 7-Day Total 272,785
Calls: 166,978 (57%)
Puts: 124,327 (43%)
Prior 7-Day Average 38,969
Calls: 23,854 (57%)
Puts: 17,761 (43%)
Current vs Prior 7-Day Avg +36.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.20% | 3.85%9.24% | 12.51%
Prior 1.66% | 4.16%-- | --
Current vs Prior +131.90% | +121.90%-- | --
Prior 7-Day Avg 2.73% | 4.80%-- | --
Current vs 7-Day Avg +40.80% | +92.30%-- | --
Prior 7-Day Eod 1.66% | 4.16%-- | --
Current vs 7-Day Eod +131.90% | +121.90%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 13.12% | 14.66%
Calls: 10.95% | 14.17%
Puts: 15.30% | 15.14%
Prior 13.12% | 14.66%
Calls: 10.95% | 14.17%
Puts: 15.30% | 15.14%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 37.93% | 25.98%
Calls: 41.91% | 27.99%
Puts: 42.23% | 27.75%
Current vs 7-Day Avg -65.41% | -43.58%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($12.50M). Massive premium surge with dollar volume up 136% vs prior. Dollar volume significantly above 7-day average (114% higher). Unusually high activity with volume up 132% 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 1 of results (avg 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Jul 3125.3027.60$26.458.7%340.5788
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. 84 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 221.7029.80$25.7531.5%641.0077
$415.00Jul 28.5014.00$11.2548.9%1791.00180
$380.00Jul 1042.2050.60$46.4018.1%20.97--
$350.00Jul 2474.4082.70$78.5510.6%10.962
$390.00Jul 1032.5040.60$36.5522.2%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Jul 1762.9070.40$66.6511.3%20.89--
$480.00Jul 1753.0061.60$57.3015.0%10.87--
$475.00Jul 1748.8057.20$53.0015.8%30.8327
$490.00Jul 3163.8073.00$68.4013.5%10.831
$490.00Jul 2463.4072.00$67.7012.7%20.82--

Most actively traded options today. High liquidity = easy entry/exit. 235 active (total vol 6.3K, top 564)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Jul 1721.1024.00$22.5512.9%5450.581.2K
$440.00Jul 1712.1014.00$13.0514.6%5220.41217
$450.00Jul 179.0010.50$9.7515.4%2600.341.7K
$430.00Jul 105.507.60$6.5532.1%2380.44101
$475.00Jul 100.000.50$0.25200.0%2010.0322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$422.50Jul 1712.9020.50$16.7045.5%5640.444
$400.00Jul 175.808.90$7.3542.2%2630.26854
$420.00Jul 1713.1017.40$15.2528.2%2050.42450
$390.00Jul 100.300.95$0.63103.2%560.0671
$405.00Jul 100.004.40$2.20200.0%400.1775

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 968.6%, max 2890.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Jul 2Aug 71286.0%43.0%2890.7%5--
$465.00Jul 2Jul 311044.0%46.0%2169.6%3840
$407.50Jul 2Jul 10630.0%28.0%2150.0%1033
$460.00Jul 2Jul 31958.0%47.0%1938.3%388
$390.00Jul 2Jul 171019.0%52.0%1859.6%643
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Jul 2Aug 141019.0%42.0%2326.2%6--
$375.00Jul 2Jul 311127.0%48.0%2247.9%351
$407.50Jul 2Jul 10630.0%28.0%2150.0%219
$385.00Jul 2Jul 311126.0%51.0%2107.8%355
$387.50Jul 2Jul 171073.0%50.0%2046.0%176

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 49.00, avg 5.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$485.00$490.00Jul 17$0.12$4.88$0.1240.67$485.12
$445.00$450.00Jul 31$0.15$4.85$0.1532.33$445.15
$470.00$475.00Jul 24$0.18$4.82$0.1826.78$470.18
$480.00$485.00Jul 17$0.30$4.70$0.3015.67$480.30
$480.00$490.00Jul 31$0.97$9.03$0.979.31$480.97
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$355.00Jul 24$0.10$4.90$0.1049.00$359.90
$425.00$420.00Jul 2$0.25$4.75$0.2519.00$424.75
$390.00$375.00Jul 24$0.90$14.10$0.9015.67$389.10
$350.00$345.00Jul 17$0.35$4.65$0.3513.29$349.65
$395.00$392.50Jul 10$0.18$2.32$0.1812.89$394.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 174.00, avg 3.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$372.50$390.00Jul 2$17.40$17.40$0.10174.00$389.90
$380.00$390.00Jul 10$9.85$9.85$0.1565.67$389.85
$390.00$395.00Jul 10$4.90$4.90$0.1049.00$394.90
$370.00$380.00Jul 17$9.55$9.55$0.4521.22$379.55
$397.50$400.00Jul 10$2.35$2.35$0.1515.67$399.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$490.00$480.00Jul 17$9.35$9.35$0.6514.38$480.65
$445.00$440.00Jul 17$4.65$4.65$0.3513.29$440.35
$475.00$460.00Jul 17$13.40$13.40$1.608.37$461.60
$480.00$475.00Jul 17$4.30$4.30$0.706.14$475.70
$402.50$400.00Jul 2$2.12$2.12$0.385.58$400.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.99, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 2Jul 10$0.15958.0%48.0%
$372.50Jul 2Jul 10$0.401392.0%73.0%
$390.00Jul 2Jul 10$0.451019.0%39.0%
$470.00Jul 17Jul 24$0.4553.0%45.0%
$500.00Jul 17Jul 24$0.7157.0%50.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$405.00Jul 2Jul 10$0.05688.0%37.0%
$392.50Jul 2Jul 10$0.25965.0%53.0%
$397.50Jul 2Jul 10$0.43856.0%48.0%
$365.00Jul 17Jul 24$0.6366.0%58.0%
$395.00Jul 2Jul 10$0.83852.0%51.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 0.95% of stock, avg 8.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$425.00Jul 2$1.63$2.40$4.03$420.97$429.030.95%
$420.00Jul 2$5.65$2.15$7.80$412.20$427.801.83%
$417.50Jul 2$8.15$2.10$10.25$407.25$427.752.41%
$415.00Jul 2$11.25$0.08$11.33$403.67$426.332.66%
$425.00Jul 10$8.35$6.55$14.90$410.10$439.903.50%
$417.50Jul 10$12.65$3.20$15.85$401.65$433.353.72%
$422.50Jul 10$10.65$5.20$15.85$406.65$438.353.72%
$420.00Jul 10$12.20$4.15$16.35$403.65$436.353.84%
$415.00Jul 10$14.45$2.40$16.85$398.15$431.853.96%
$410.00Jul 2$15.55$2.15$17.70$392.30$427.704.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.66% of stock, avg 4.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$417.50Jul 2$0.70$2.10$2.80$414.70$432.80
$430.00$420.00Jul 2$0.70$2.15$2.85$417.15$432.85
$430.00$410.00Jul 2$0.70$2.15$2.85$407.15$432.85
$430.00$407.50Jul 2$0.70$2.15$2.85$404.65$432.85
$430.00$405.00Jul 2$0.70$2.15$2.85$402.15$432.85
$435.00$417.50Jul 2$0.85$2.10$2.95$414.55$437.95
$435.00$420.00Jul 2$0.85$2.15$3.00$417.00$438.00
$435.00$410.00Jul 2$0.85$2.15$3.00$407.00$438.00
$435.00$407.50Jul 2$0.85$2.15$3.00$404.50$438.00
$435.00$405.00Jul 2$0.85$2.15$3.00$402.00$438.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 221 found (best R:R 99.00, avg credit $4.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
345/350370/380Jul 17$9.90$0.1099.00$340.10$379.90
405/410415/420Jul 24$4.85$0.1532.33$405.15$419.85
380/385415/420Jul 31$4.85$0.1532.33$380.15$419.85
380/385430/435Jul 31$4.85$0.1532.33$380.15$434.85
360/365412/415Jul 17$4.82$0.1826.78$360.18$417.32
395/398410/412Jul 2$2.40$0.1024.00$395.10$412.40
370/375390/398Jul 17$7.15$0.3520.43$367.85$397.15
392/395400/402Jul 10$2.38$0.1219.83$392.62$402.38
370/375425/430Jul 24$4.75$0.2519.00$370.25$429.75
398/400410/412Jul 10$2.35$0.1515.67$397.65$412.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$405.00$407.50$410.00Jul 10$0.05$2.4549.00
$400.00$405.00$410.00Jul 24$0.10$4.9049.00
$410.00$415.00$420.00Jul 31$0.15$4.8532.33
$480.00$485.00$490.00Jul 17$0.18$4.8226.78
$427.50$430.00$432.50Jul 10$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$417.50$420.00$422.50Jul 10$0.10$2.4024.00
$415.00$417.50$420.00Jul 10$0.15$2.3515.67
$370.00$375.00$380.00Jul 17$0.32$4.6814.62
$355.00$360.00$365.00Jul 24$0.37$4.6312.51
$395.00$397.50$400.00Jul 10$0.20$2.3011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-1.15, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$395.001:2Jul 24-$1.15$43.85
$480.00$500.001:2Aug 7-$0.17$19.83
$465.00$480.001:2Jul 2-$2.15$12.85
$490.00$500.001:2Jul 24-$0.06$9.94
$450.00$460.001:2Jul 2-$2.15$7.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$455.001:2Jul 24-$9.60$25.40
$390.00$375.001:2Jul 24-$4.95$10.05
$385.00$375.001:2Jul 2-$0.05$9.95
$400.00$385.001:2Jul 31-$7.45$7.55
$400.00$390.001:2Jul 24-$3.65$6.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 4.58%, avg 1.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Aug 14$19.500.500.9%4.58%5.51%1--
$430.00Jul 31$19.200.500.9%4.51%5.44%226
$430.00Aug 7$18.000.500.9%4.23%5.16%1992
$427.50Jul 17$17.200.520.3%4.04%4.39%16--
$430.00Jul 24$16.700.500.9%3.92%4.86%517
$435.00Jul 31$16.300.472.1%3.83%5.94%3103
$430.00Jul 17$16.200.500.9%3.80%4.74%67437
$435.00Jul 24$15.700.472.1%3.69%5.80%1--
$435.00Aug 7$15.200.472.1%3.57%5.68%22
$440.00Aug 14$15.200.443.3%3.57%6.85%4--

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 7,226
Total Puts 3,257
Put/Call Ratio 0.45
Net Difference 3,969

Prior's Put/Call Breakdown

Total Calls 3,011
Total Puts 1,500
Put/Call Ratio 0.50
Net Difference 1,511

Prior 7-Day Put/Call Summary

Total Calls 23,001
Total Puts 13,813
Average Put/Call Ratio 0.62
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