Tour v346
ISRG
INTUITIVE SURGICAL I
$345.42 -14.15%
$345.70 (+0.08%)🌙
as of 07/17 06:43 PM
7/17 18:43

Option Volume

Detail
Current (07/17) 43,340
Calls: 23,462 (54%)
Puts: 19,878 (46%)
Prior (07/16) 26,939
Calls: 16,265 (60%)
Puts: 10,674 (40%)
Current vs Prior +60.88%
Calls: +44.25% (Calls)
Puts: +86.23% (Puts)
Prior 7-Day Total 88,797
Calls: 46,431 (52%)
Puts: 42,366 (48%)
Prior 7-Day Average 12,685
Calls: 6,633 (52%)
Puts: 6,052 (48%)
Current vs Prior 7-Day Avg +241.66%
Calls: +253.72%
Puts: +228.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $68.29M
Calls: $21.83M (32%)
Puts: $46.47M (68%)
Prior (07/16) $24.84M
Calls: $16.46M (66%)
Puts: $8.39M (34%)
Current vs Prior +174.91%
Calls: +32.63%
Puts: +454.10%
Prior 7-Day Total $116.32M
Calls: $51.29M (44%)
Puts: $65.03M (56%)
Prior 7-Day Average $16.62M
Calls: $7.33M (44%)
Puts: $9.29M (56%)
Current vs Prior 7-Day Avg +310.97%
Calls: +197.85%
Puts: +400.20%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 0.85
Prior (07/16) 0.66
Current vs Prior +29.10%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -4.62%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 107,341
Calls: 57,854 (54%)
Puts: 49,487 (46%)
Prior (07/16) 145,616
Calls: 81,201 (56%)
Puts: 64,415 (44%)
Current vs Prior -26.28%
Prior 7-Day Total 596,194
Calls: 345,713 (58%)
Puts: 250,481 (42%)
Prior 7-Day Average 85,170
Calls: 49,387 (58%)
Puts: 35,783 (42%)
Current vs Prior 7-Day Avg +26.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.46% | 4.70%1.46% | 9.64%
Prior 7.89% | 8.87%7.89% | 12.22%
Current vs Prior -40.39% | -32.30%-81.47% | -21.09%
Prior 7-Day Avg 6.52% | 8.91%8.24% | 12.64%
Current vs 7-Day Avg -27.81% | -32.61%-82.25% | -23.72%
Prior 7-Day Eod 7.89% | 8.87%7.89% | 12.22%
Current vs 7-Day Eod -40.39% | -32.30%-81.47% | -21.09%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 77.61% | 37.93%
Calls: 113.64% | 36.73%
Puts: 41.58% | 39.13%
Prior 10.35% | 13.06%
Calls: 9.23% | 10.93%
Puts: 11.46% | 15.20%
Current vs Prior +649.86% | +190.43%
Prior 7-Day Avg 12.45% | 13.91%
Calls: 10.91% | 13.37%
Puts: 14.00% | 14.44%
Current vs 7-Day Avg +523.23% | +172.74%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($46.47M). Massive premium surge with dollar volume up 175% vs prior. Dollar volume significantly above 7-day average (311% higher). Above-average activity with volume up 61% vs prior.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 46 of results (avg 8.3%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2165.7070.40$68.056.9%11.0014
$347.50Jul 246.306.80$6.557.6%360.46--
$330.00Aug 720.9022.60$21.757.8%1100.711
$325.00Aug 2127.4029.70$28.558.1%70.7224
$345.00Jul 247.408.10$7.759.0%120.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 1762.3066.00$64.155.8%841.00350
$400.00Jul 1752.4055.80$54.106.3%3081.00793
$340.00Aug 2112.0012.80$12.406.5%3090.43399
$370.00Aug 2129.6031.70$30.656.9%460.71290
$355.00Aug 2119.6021.00$20.306.9%470.57109

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. 164 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 2443.4048.60$46.0011.3%21.00--
$280.00Aug 2165.7070.40$68.056.9%11.0014
$320.00Jul 1723.6029.10$26.3520.9%140.99--
$330.00Jul 1713.2019.10$16.1536.5%120.99--
$340.00Jul 173.508.00$5.7578.3%100.993
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$347.50Jul 171.703.60$2.6571.7%3621.0052
$350.00Jul 174.306.00$5.1533.0%1.2K1.00968
$352.50Jul 173.709.10$6.4084.4%1251.0048
$355.00Jul 178.0011.50$9.7535.9%2431.00459
$357.50Jul 1710.9014.00$12.4524.9%2401.0023

Most actively traded options today. High liquidity = easy entry/exit. 362 active (total vol 26.6K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 170.000.05$0.03166.7%2.1K0.0143
$370.00Jul 170.000.10$0.05200.0%5340.0139
$390.00Jul 240.200.95$0.57131.6%4510.0580
$360.00Jul 242.302.80$2.5519.6%4490.234
$380.00Aug 213.505.30$4.4040.9%4160.2192
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 1732.8036.60$34.7011.0%2.0K1.002.1K
$350.00Jul 174.306.00$5.1533.0%1.2K1.00968
$360.00Jul 1713.6016.10$14.8516.8%5691.00620
$345.00Jul 170.101.00$0.55163.6%5480.33255
$320.00Jul 240.550.95$0.7553.3%4700.08126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 77 strikes (avg 1148.9%, max 3009.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$395.00Jul 17Aug 281257.7%40.4%3009.7%1072
$382.50Jul 17Jul 311154.1%43.6%2548.6%1460
$397.50Jul 17Jul 311453.0%61.2%2275.5%51
$400.00Jul 17Aug 28762.7%33.5%2173.5%2561.2K
$405.00Jul 17Aug 28945.7%42.5%2125.9%37544
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$395.00Jul 17Aug 281257.7%40.4%3009.7%163426
$310.00Jul 17Aug 281088.1%36.0%2923.6%1563
$315.00Jul 17Aug 21931.5%35.2%2543.6%94291
$397.50Jul 17Jul 311453.0%61.2%2275.5%3094
$290.00Jul 17Aug 21894.6%37.8%2266.1%5026

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 169 found (best R:R 32.33, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$395.00Aug 7$0.15$4.85$0.1532.33$390.15
$390.00$395.00Aug 21$0.17$4.83$0.1728.41$390.17
$380.00$390.00Aug 14$0.35$9.65$0.3527.57$380.35
$405.00$407.50Jul 17$0.12$2.38$0.1219.83$405.12
$382.50$385.00Jul 24$0.12$2.38$0.1219.83$382.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$300.00Jul 24$0.30$9.70$0.3032.33$309.70
$285.00$280.00Aug 21$0.18$4.82$0.1826.78$284.82
$320.00$310.00Jul 24$0.37$9.63$0.3726.03$319.63
$295.00$290.00Aug 21$0.25$4.75$0.2519.00$294.75
$325.00$320.00Jul 17$0.40$4.60$0.4011.50$324.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 248 found (best R:R 32.33, avg 3.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$305.00Aug 21$4.85$4.85$0.1532.33$304.85
$280.00$290.00Aug 21$9.35$9.35$0.6514.38$289.35
$300.00$310.00Jul 24$9.05$9.05$0.959.53$309.05
$320.00$330.00Jul 24$9.00$9.00$1.009.00$329.00
$290.00$300.00Aug 21$8.85$8.85$1.157.70$298.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$395.00$390.00Aug 7$4.85$4.85$0.1532.33$390.15
$410.00$405.00Aug 7$4.85$4.85$0.1532.33$405.15
$395.00$390.00Aug 21$4.85$4.85$0.1532.33$390.15
$380.00$375.00Aug 28$4.85$4.85$0.1532.33$375.15
$390.00$387.50Jul 17$2.40$2.40$0.1024.00$387.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $2.25, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$402.50Jul 17Jul 24$0.35734.9%60.0%
$400.00Jul 17Jul 24$0.38762.7%59.3%
$405.00Jul 17Jul 24$0.38945.7%65.8%
$410.00Jul 17Jul 24$0.42815.9%67.9%
$380.00Jul 17Jul 24$0.50473.1%44.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 17Jul 24$0.05741.4%44.5%
$390.00Jul 17Jul 24$0.10642.1%54.1%
$377.50Jul 17Jul 24$0.251046.8%52.5%
$395.00Jul 17Jul 24$0.301257.7%56.9%
$407.50Jul 17Jul 24$0.30788.7%68.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 159 found (cheapest 0.85% of stock, avg 10.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Jul 17$2.40$0.55$2.95$342.05$347.950.85%
$347.50Jul 17$0.57$2.65$3.22$344.28$350.720.93%
$350.00Jul 17$0.25$5.15$5.40$344.60$355.401.56%
$340.00Jul 17$5.75$0.03$5.78$334.22$345.781.67%
$352.50Jul 17$0.10$6.40$6.50$346.00$359.001.88%
$355.00Jul 17$0.03$9.75$9.78$345.22$364.782.83%
$357.50Jul 17$0.03$12.45$12.48$345.02$369.983.61%
$360.00Jul 17$0.03$14.85$14.88$345.12$374.884.31%
$347.50Jul 24$6.55$8.50$15.05$332.45$362.554.36%
$345.00Jul 24$7.75$7.35$15.10$329.90$360.104.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.14% of stock, avg 4.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$342.50Jul 17$0.25$0.23$0.48$342.02$350.48
$350.00$325.00Jul 17$0.25$0.48$0.73$324.27$350.73
$347.50$342.50Jul 17$0.57$0.23$0.80$341.70$348.30
$350.00$345.00Jul 17$0.25$0.55$0.80$344.20$350.80
$347.50$325.00Jul 17$0.57$0.48$1.05$323.95$348.55
$347.50$345.00Jul 17$0.57$0.55$1.12$343.88$348.62
$350.00$315.00Jul 17$0.25$0.88$1.13$313.87$351.13
$350.00$310.00Jul 17$0.25$1.02$1.27$308.73$351.27
$347.50$315.00Jul 17$0.57$0.88$1.45$313.55$348.95
$347.50$310.00Jul 17$0.57$1.02$1.59$308.41$349.09

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 349 found (best R:R 42.48, avg credit $3.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/310320/330Aug 14$9.77$0.2342.48$300.23$329.77
310/315320/325Aug 21$4.85$0.1532.33$310.15$324.85
350/355385/390Aug 7$4.83$0.1728.41$350.17$389.83
335/340345/350Aug 7$4.80$0.2024.00$335.20$349.80
315/320330/335Aug 21$4.80$0.2024.00$315.20$334.80
355/360385/390Aug 7$4.78$0.2221.73$355.22$389.78
295/300305/315Aug 21$9.53$0.4720.28$290.47$314.53
355/360365/370Aug 14$4.75$0.2519.00$355.25$369.75
315/320335/340Aug 21$4.75$0.2519.00$315.25$339.75
335/340360/365Aug 28$4.75$0.2519.00$335.25$364.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 158 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$347.50$350.00Jul 24$0.05$2.4549.00
$390.00$395.00$400.00Aug 7$0.10$4.9049.00
$352.50$355.00$357.50Jul 17$0.07$2.4334.71
$397.50$400.00$402.50Jul 24$0.07$2.4334.71
$350.00$352.50$355.00Jul 17$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$310.00$320.00Jul 24$0.07$9.93141.86
$330.00$332.50$335.00Jul 24$0.05$2.4549.00
$385.00$390.00$395.00Aug 21$0.10$4.9049.00
$330.00$332.50$335.00Jul 17$0.07$2.4334.71
$395.00$400.00$405.00Aug 7$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 137 found (best net $-3.50, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$340.001:2Aug 28-$3.50$26.50
$330.00$340.001:2Jul 24-$2.65$7.35
$380.00$390.001:2Aug 14-$3.10$6.90
$395.00$400.001:2Aug 14-$0.05$4.95
$405.00$410.001:2Aug 7-$0.10$4.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Jul 24-$0.01$9.99
$300.00$290.001:2Jul 17-$0.03$9.97
$310.00$300.001:2Aug 14-$0.16$9.84
$320.00$310.001:2Aug 7-$0.76$9.24
$330.00$320.001:2Aug 14-$0.85$9.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 73 found (best yield 4.49%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 28$15.500.491.3%4.49%5.81%1813
$350.00Aug 21$13.000.471.3%3.76%5.09%30814
$355.00Aug 28$12.600.452.8%3.65%6.42%2--
$350.00Aug 14$11.400.471.3%3.30%4.63%20--
$355.00Aug 21$11.200.422.8%3.24%6.02%671
$360.00Aug 28$10.900.414.2%3.16%7.38%162
$350.00Aug 7$9.700.461.3%2.81%4.13%663
$355.00Aug 14$9.500.422.8%2.75%5.52%2--
$365.00Aug 28$9.100.385.7%2.63%8.30%1--
$360.00Aug 21$8.600.374.2%2.49%6.71%1242

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 23,462
Total Puts 19,878
Put/Call Ratio 0.85
Net Difference 3,584

Prior's Put/Call Breakdown

Total Calls 16,265
Total Puts 10,674
Put/Call Ratio 0.66
Net Difference 5,591

Prior 7-Day Put/Call Summary

Total Calls 46,431
Total Puts 42,366
Average Put/Call Ratio 0.89
Ratio Trend Rising

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