Tour v340
ISRG
INTUITIVE SURGICAL I
$388.97 +2.50%
$389.50 (+0.14%)🌙
as of 07/15 06:02 PM
7/15 18:02

Option Volume

Detail
Current (07/15) 10,423
Calls: 6,348 (61%)
Puts: 4,075 (39%)
Prior (07/14) 27,428
Calls: 10,952 (40%)
Puts: 16,476 (60%)
Current vs Prior -62.00%
Calls: -42.04% (Calls)
Puts: -75.27% (Puts)
Prior 7-Day Total 74,522
Calls: 39,954 (54%)
Puts: 34,568 (46%)
Prior 7-Day Average 10,646
Calls: 5,707 (54%)
Puts: 4,938 (46%)
Current vs Prior 7-Day Avg -2.09%
Calls: +11.22%
Puts: -17.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $12.88M
Calls: $7.58M (59%)
Puts: $5.29M (41%)
Prior (07/14) $44.49M
Calls: $10.79M (24%)
Puts: $33.71M (76%)
Current vs Prior -71.06%
Calls: -29.68%
Puts: -84.30%
Prior 7-Day Total $107.40M
Calls: $48.24M (45%)
Puts: $59.16M (55%)
Prior 7-Day Average $15.34M
Calls: $6.89M (45%)
Puts: $8.45M (55%)
Current vs Prior 7-Day Avg -16.07%
Calls: +10.06%
Puts: -37.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.64
Prior (07/14) 1.50
Current vs Prior -57.33%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -22.32%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 143,053
Calls: 78,713 (55%)
Puts: 64,340 (45%)
Prior (07/14) 82,323
Calls: 47,543 (58%)
Puts: 34,780 (42%)
Current vs Prior +73.77%
Prior 7-Day Total 418,273
Calls: 250,267 (60%)
Puts: 168,006 (40%)
Prior 7-Day Average 59,753
Calls: 35,752 (60%)
Puts: 24,000 (40%)
Current vs Prior 7-Day Avg +139.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 8.20% | 8.70%8.20% | 12.64%
Prior 8.45% | 9.14%8.45% | 12.91%
Current vs Prior -2.89% | -4.82%-2.89% | -2.14%
Prior 7-Day Avg 5.22% | 9.06%8.60% | 12.62%
Current vs 7-Day Avg +57.06% | -4.00%-4.64% | +0.16%
Prior 7-Day Eod 8.45% | 9.14%8.45% | 12.91%
Current vs 7-Day Eod -2.89% | -4.82%-2.89% | -2.14%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.22% | 10.99%
Calls: 12.42% | 11.83%
Puts: 10.03% | 10.15%
Prior 13.12% | 14.66%
Calls: 10.95% | 14.17%
Puts: 15.30% | 15.14%
Current vs Prior -14.48% | -25.03%
Prior 7-Day Avg 13.12% | 14.66%
Calls: 10.95% | 14.17%
Puts: 15.30% | 15.14%
Current vs 7-Day Avg -14.48% | -25.03%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 62% vs prior. Bullish P/C ratio of 0.64. P/C ratio dropping 57% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
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 31 of results (avg 8.3%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2127.4029.50$28.457.4%720.5958
$380.00Aug 724.3026.20$25.257.5%10.6057
$390.00Aug 2122.5024.40$23.458.1%600.52111
$395.00Aug 1418.7020.30$19.508.2%30.4912
$325.00Jul 1761.4066.90$64.158.6%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 170.951.00$0.985.1%1220.06153
$385.00Aug 2119.7021.00$20.356.4%660.44127
$465.00Aug 2176.3081.50$78.906.6%--0.8421
$430.00Aug 2146.6050.00$48.307.0%130.7471
$460.00Jul 1769.2074.30$71.757.1%10.96161

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 170.951.00$0.985.1%1220.06153

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 141 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Jul 1761.4066.90$64.158.6%21.001
$342.50Jul 1744.8050.30$47.5511.6%--0.9720
$350.00Jul 1738.2043.60$40.9013.2%60.9226
$320.00Aug 2168.9076.90$72.9011.0%10.9118
$325.00Aug 2164.0072.50$68.2512.5%--0.8924
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 1769.2074.30$71.757.1%10.96161
$450.00Jul 1759.6065.00$62.308.7%10.94133
$445.00Jul 1755.3060.30$57.808.7%--0.90310
$440.00Jul 3150.4059.00$54.7015.7%--0.9015
$465.00Jul 1772.9080.80$76.8510.3%--0.8979

Most actively traded options today. High liquidity = easy entry/exit. 294 active (total vol 7.5K, top 558)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Jul 174.505.50$5.0020.0%5530.231.1K
$460.00Jul 170.000.85$0.43197.7%3310.03697
$392.50Jul 1711.4013.90$12.6519.8%2500.4669
$390.00Jul 1711.6015.00$13.3025.6%1650.49226
$400.00Jul 179.2010.90$10.0516.9%1570.39756
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 174.808.60$6.7056.7%5580.27396
$350.00Jul 171.802.10$1.9515.4%2270.11566
$375.00Jul 177.609.40$8.5021.2%1590.34398
$360.00Jul 173.404.50$3.9527.8%1390.20435
$340.00Jul 170.951.00$0.985.1%1220.06153

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 78 strikes (avg 167.5%, max 294.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$455.00Jul 17Aug 28172.2%43.7%294.3%23415
$465.00Jul 17Aug 21193.4%50.4%283.7%146318
$365.00Jul 17Aug 21139.7%42.8%226.1%215
$425.00Jul 17Aug 21140.6%43.7%221.9%42507
$430.00Jul 17Aug 21138.9%43.8%217.4%118619
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$455.00Jul 17Aug 21172.2%44.1%290.8%4180
$465.00Jul 17Aug 21193.4%50.4%283.7%--100
$315.00Jul 17Aug 21172.7%46.1%274.9%--114
$365.00Jul 17Aug 28139.7%42.9%225.5%559407
$425.00Jul 17Aug 21140.6%43.7%221.9%7151

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 188 found (best R:R 32.33, avg 3.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$455.00$460.00Jul 24$0.15$4.85$0.1532.33$455.15
$450.00$455.00Aug 7$0.20$4.80$0.2024.00$450.20
$382.50$385.00Jul 17$0.15$2.35$0.1515.67$382.65
$417.50$420.00Jul 17$0.15$2.35$0.1515.67$417.65
$440.00$445.00Jul 17$0.35$4.65$0.3513.29$440.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$320.00Jul 17$0.20$4.80$0.2024.00$324.80
$340.00$330.00Aug 14$0.42$9.58$0.4222.81$339.58
$360.00$355.00Jul 31$0.25$4.75$0.2519.00$359.75
$340.00$320.00Aug 7$1.10$18.90$1.1017.18$338.90
$375.00$370.00Jul 31$0.35$4.65$0.3513.29$374.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 270 found (best R:R 24.00, avg 2.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$342.50Jul 17$16.60$16.60$0.9018.44$341.60
$320.00$325.00Aug 21$4.65$4.65$0.3513.29$324.65
$427.50$430.00Jul 24$2.30$2.30$0.2011.50$429.80
$387.50$390.00Jul 17$2.25$2.25$0.259.00$389.75
$365.00$370.00Jul 31$4.45$4.45$0.558.09$369.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$455.00$450.00Jul 17$4.80$4.80$0.2024.00$450.20
$445.00$440.00Jul 17$4.75$4.75$0.2519.00$440.25
$405.00$400.00Aug 14$4.75$4.75$0.2519.00$400.25
$425.00$420.00Aug 21$4.70$4.70$0.3015.67$420.30
$460.00$455.00Jul 17$4.65$4.65$0.3513.29$455.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 73 found (avg debit $1.59, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Aug 21Aug 28$0.1052.6%46.6%
$430.00Jul 17Jul 24$0.37138.9%64.6%
$425.00Jul 17Jul 24$0.45140.6%65.4%
$432.50Jul 17Jul 24$0.60120.1%58.6%
$415.00Jul 17Jul 24$0.75135.4%63.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$332.50Jul 17Jul 24$0.10143.1%69.6%
$362.50Jul 17Jul 24$0.12123.6%60.8%
$320.00Jul 17Jul 24$0.20124.0%65.8%
$360.00Jul 17Jul 24$0.40122.9%62.0%
$410.00Jul 17Jul 24$0.50138.3%71.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 126 found (cheapest 7.52% of stock, avg 12.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$395.00Jul 17$11.40$17.85$29.25$365.75$424.257.52%
$390.00Jul 17$13.30$16.35$29.65$360.35$419.657.62%
$387.50Jul 17$15.55$14.90$30.45$357.05$417.957.83%
$382.50Jul 17$17.45$13.05$30.50$352.00$413.007.84%
$392.50Jul 17$12.65$17.85$30.50$362.00$423.007.84%
$385.00Jul 17$17.30$13.40$30.70$354.30$415.707.89%
$380.00Jul 17$19.65$11.25$30.90$349.10$410.907.94%
$397.50Jul 17$11.30$19.75$31.05$366.45$428.557.98%
$377.50Jul 17$20.90$10.30$31.20$346.30$408.708.02%
$370.00Jul 17$24.85$6.80$31.65$338.35$401.658.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 3.42% of stock, avg 7.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$455.00$345.00Aug 28$4.97$8.35$13.32$331.68$468.32
$440.00$345.00Aug 28$7.75$8.35$16.10$328.90$456.10
$455.00$365.00Aug 28$4.97$12.35$17.32$347.68$472.32
$410.00$365.00Aug 7$10.35$8.80$19.15$345.85$429.15
$415.00$365.00Aug 7$10.60$8.80$19.40$345.60$434.40
$440.00$365.00Aug 28$7.75$12.35$20.10$344.90$460.10
$400.00$377.50Jul 17$10.05$10.30$20.35$357.15$420.35
$415.00$375.00Jul 31$9.00$11.75$20.75$354.25$435.75
$430.00$370.00Aug 14$7.95$12.95$20.90$349.10$450.90
$407.50$382.50Jul 24$9.30$11.80$21.10$361.40$428.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 385 found (best R:R 49.00, avg credit $4.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
355/360445/450Aug 14$4.90$0.1049.00$355.10$449.90
345/350405/410Aug 7$4.87$0.1337.46$345.13$409.87
355/358365/370Jul 17$4.80$0.2024.00$352.70$369.80
360/362385/388Jul 17$2.40$0.1024.00$360.10$387.40
355/360385/390Aug 7$4.80$0.2024.00$355.20$389.80
355/360400/405Aug 7$4.80$0.2024.00$355.20$404.80
380/385415/420Aug 7$4.80$0.2024.00$380.20$419.80
350/352360/365Jul 17$4.78$0.2221.73$347.72$364.78
345/350390/395Aug 7$4.77$0.2320.74$345.23$394.77
380/385395/400Aug 14$4.75$0.2519.00$380.25$399.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 122 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$395.00$400.00Aug 21$0.10$4.9049.00
$395.00$400.00$405.00Aug 21$0.20$4.8024.00
$450.00$455.00$460.00Jul 31$0.30$4.7015.67
$420.00$430.00$440.00Aug 14$0.65$9.3514.38
$450.00$455.00$460.00Jul 24$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$430.00$435.00$440.00Jul 17$0.10$4.9049.00
$435.00$440.00$445.00Aug 7$0.15$4.8532.33
$320.00$325.00$330.00Aug 21$0.15$4.8532.33
$420.00$422.50$425.00Jul 17$0.10$2.4024.00
$435.00$440.00$445.00Jul 17$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-1.58, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$455.001:2Aug 28-$2.19$12.81
$360.00$380.001:2Aug 7-$12.85$7.15
$430.00$440.001:2Aug 14-$3.85$6.15
$420.00$430.001:2Aug 14-$5.25$4.75
$450.00$455.001:2Jul 24-$1.25$3.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$320.001:2Aug 7-$1.58$18.42
$365.00$345.001:2Aug 28-$4.35$15.65
$330.00$320.001:2Jul 31-$0.37$9.63
$340.00$330.001:2Aug 14-$2.61$7.39
$325.00$320.001:2Jul 17$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 100 found (best yield 5.99%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Aug 28$23.300.530.3%5.99%6.25%--12
$390.00Aug 21$22.500.520.3%5.78%6.05%60111
$390.00Aug 14$21.000.520.3%5.40%5.66%3115
$395.00Aug 21$20.200.491.6%5.19%6.74%717
$390.00Aug 7$19.000.520.3%4.88%5.15%727
$395.00Aug 14$18.700.491.6%4.81%6.36%312
$390.00Jul 31$17.400.530.3%4.47%4.74%2022
$400.00Aug 28$17.000.462.8%4.37%7.21%127
$395.00Aug 7$16.600.481.6%4.27%5.82%--67
$400.00Aug 21$16.200.462.8%4.16%7.00%19155

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 6,348
Total Puts 4,075
Put/Call Ratio 0.64
Net Difference 2,273

Prior's Put/Call Breakdown

Total Calls 10,952
Total Puts 16,476
Put/Call Ratio 1.50
Net Difference -5,524

Prior 7-Day Put/Call Summary

Total Calls 39,954
Total Puts 34,568
Average Put/Call Ratio 0.83
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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