Tour v381
MRSH
MARSH & MCLENNAN COS
$181.59 -0.28%
$180.89 (-0.39%)🌙
as of 07/21 06:48 PM
7/21 18:48

Option Volume

Detail
Current (07/21) 461
Calls: 204 (44%)
Puts: 257 (56%)
Prior (01/16) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Calls: +0.00% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total --
Calls: -- (--)
Puts: -- (--)
Prior 7-Day Average --
Calls: -- (--)
Puts: -- (--)
Current vs Prior 7-Day Avg +0.00%
Calls: +0.00%
Puts: +0.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $270.8K
Calls: $135.4K (50%)
Puts: $135.4K (50%)
Prior (01/16) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Calls: +0.00%
Puts: +0.00%
Prior 7-Day Total --
Calls: -- (--)
Puts: -- (--)
Prior 7-Day Average --
Calls: -- (--)
Puts: -- (--)
Current vs Prior 7-Day Avg +0.00%
Calls: +0.00%
Puts: +0.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 1.26
Prior (01/16) 1.00
Current vs Prior +25.98%
Prior 7-Day Average --
Current vs Prior 7-Day Avg +0.00%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 5,523
Calls: 4,006 (73%)
Puts: 1,517 (27%)
Prior (01/16) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total --
Calls: -- (--)
Puts: -- (--)
Prior 7-Day Average --
Calls: -- (--)
Puts: -- (--)
Current vs Prior 7-Day Avg +0.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.86% | 9.36%
Prior 0.00% | --
Current vs Prior +0.00% | --
Prior 7-Day Avg -- | --
Current vs 7-Day Avg +0.00% | --
Prior 7-Day Eod -- | --
Current vs 7-Day Eod -- | --
Sentiment NEUTRAL

Relative Spread

Detail
Expiry | Next
Current -- | --
Calls: -- | --
Puts: -- | --
Prior -- | --
Calls: -- | --
Puts: -- | --
Current vs Prior -- | --
Prior 7-Day Avg -- | --
Calls: -- | --
Puts: -- | --
Current vs 7-Day Avg -- | --
Liquidity Excellent
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🤖 AI Insights

Bearish P/C ratio of 1.26 indicates protective positioning. Call-heavy open interest (4,006 calls vs 1,517 puts) suggests bullish positioning.

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

No options available for this category

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. 4 found (avg delta 0.67, highest 0.82)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 2112.3014.50$13.4016.4%10.82--
$175.00Aug 218.4010.30$9.3520.3%120.70195
$180.00Aug 214.906.40$5.6526.5%940.54703
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 215.907.70$6.8026.5%100.611

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 335, top 96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 214.906.40$5.6526.5%940.54703
$190.00Aug 211.052.10$1.5866.5%240.23506
$200.00Aug 210.050.45$0.25160.0%210.05390
$175.00Aug 218.4010.30$9.3520.3%120.70195
$185.00Aug 212.603.90$3.2540.0%60.38281
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 213.705.00$4.3529.9%960.46123
$175.00Aug 212.253.00$2.6328.5%200.31220
$160.00Aug 210.450.75$0.6050.0%160.08218
$170.00Aug 211.201.90$1.5545.2%120.2049
$155.00Aug 210.100.85$0.48156.2%110.0615

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 40.67, avg 8.13)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$195.00$200.00Aug 21$0.58$4.42$0.587.62$195.58
$190.00$195.00Aug 21$0.75$4.25$0.755.67$190.75
$185.00$190.00Aug 21$1.67$3.33$1.671.99$186.67
$180.00$185.00Aug 21$2.40$2.60$2.401.08$182.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$155.00Aug 21$0.12$4.88$0.1240.67$159.88
$170.00$160.00Aug 21$0.95$9.05$0.959.53$169.05
$175.00$170.00Aug 21$1.08$3.92$1.083.63$173.92
$180.00$175.00Aug 21$1.72$3.28$1.721.91$178.28
$185.00$180.00Aug 21$2.45$2.55$2.451.04$182.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 4.26, avg 0.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$170.00$175.00Aug 21$4.05$4.05$0.954.26$174.05
$175.00$180.00Aug 21$3.70$3.70$1.302.85$178.70
$180.00$185.00Aug 21$2.40$2.40$2.600.92$182.40
$185.00$190.00Aug 21$1.67$1.67$3.330.50$186.67
$190.00$195.00Aug 21$0.75$0.75$4.250.18$190.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$185.00$180.00Aug 21$2.45$2.45$2.550.96$182.55
$180.00$175.00Aug 21$1.72$1.72$3.280.52$178.28
$175.00$170.00Aug 21$1.08$1.08$3.920.28$173.92
$170.00$160.00Aug 21$0.95$0.95$9.050.10$169.05
$160.00$155.00Aug 21$0.12$0.12$4.880.02$159.88

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. 4 found (cheapest 5.51% of stock, avg 6.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$180.00Aug 21$5.65$4.35$10.00$170.00$190.005.51%
$185.00Aug 21$3.25$6.80$10.05$174.95$195.055.53%
$175.00Aug 21$9.35$2.63$11.98$163.02$186.986.60%
$170.00Aug 21$13.40$1.55$14.95$155.05$184.958.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.40% of stock, avg 1.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$155.00Aug 21$0.25$0.48$0.73$154.27$200.73
$200.00$160.00Aug 21$0.25$0.60$0.85$159.15$200.85
$195.00$155.00Aug 21$0.83$0.48$1.31$153.69$196.31
$195.00$160.00Aug 21$0.83$0.60$1.43$158.57$196.43
$200.00$170.00Aug 21$0.25$1.55$1.80$168.20$201.80
$190.00$155.00Aug 21$1.58$0.48$2.06$152.94$192.06
$190.00$160.00Aug 21$1.58$0.60$2.18$157.82$192.18
$195.00$170.00Aug 21$0.83$1.55$2.38$167.62$197.38
$200.00$175.00Aug 21$0.25$2.63$2.88$172.12$202.88
$190.00$170.00Aug 21$1.58$1.55$3.13$166.87$193.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 5.02, avg credit $2.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
155/160170/175Aug 21$4.17$0.835.02$155.83$174.17
155/160175/180Aug 21$3.82$1.183.24$156.18$178.82
170/175180/185Aug 21$3.48$1.522.29$171.52$183.48
175/180185/190Aug 21$3.39$1.612.11$176.61$188.39
180/185190/195Aug 21$3.20$1.801.78$181.80$193.20
180/185195/200Aug 21$3.03$1.971.54$181.97$198.03
170/175185/190Aug 21$2.75$2.251.22$172.25$187.75
155/160180/185Aug 21$2.52$2.481.02$157.48$182.52
175/180190/195Aug 21$2.47$2.530.98$177.53$192.47
160/170175/180Aug 21$4.65$5.350.87$165.35$179.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 28.41, cheapest $0.17)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$190.00$195.00$200.00Aug 21$0.17$4.8328.41
$170.00$175.00$180.00Aug 21$0.35$4.6513.29
$180.00$185.00$190.00Aug 21$0.73$4.275.85
$185.00$190.00$195.00Aug 21$0.92$4.084.43
$175.00$180.00$185.00Aug 21$1.30$3.702.85
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$170.00$175.00$180.00Aug 21$0.64$4.366.81
$175.00$180.00$185.00Aug 21$0.73$4.275.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.76, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$195.001:2Aug 21-$0.08$4.92
$180.00$185.001:2Aug 21-$0.85$4.15
$175.00$180.001:2Aug 21-$1.95$3.05
$185.00$190.001:2Aug 21$0.09$4.91
$195.00$200.001:2Aug 21$0.33$4.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$135.001:2Aug 21-$0.76$14.24
$155.00$150.001:2Aug 21-$0.28$4.72
$160.00$155.001:2Aug 21-$0.36$4.64
$175.00$170.001:2Aug 21-$0.47$4.53
$180.00$175.001:2Aug 21-$0.91$4.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.43%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Aug 21$2.600.381.9%1.43%3.31%6281
$190.00Aug 21$1.050.234.6%0.58%5.21%24506

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 204
Total Puts 257
Put/Call Ratio 1.26
Net Difference -53

Prior's Put/Call Breakdown

Total Calls --
Total Puts --
Put/Call Ratio 1.00
Net Difference --

Prior 7-Day Put/Call Summary

Total Calls --
Total Puts --
Average Put/Call Ratio --
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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