Tour v388
MRSH
MARSH & MCLENNAN COS
$175.99 -3.08%
7/22 20:03

Option Volume

Detail
Current (07/22) 256
Calls: 141 (55%)
Puts: 115 (45%)
Prior (07/21) 461
Calls: 204 (44%)
Puts: 257 (56%)
Current vs Prior -44.47%
Calls: -30.88% (Calls)
Puts: -55.25% (Puts)
Prior 7-Day Total 461
Calls: 204 (44%)
Puts: 257 (56%)
Prior 7-Day Average 461
Calls: 29 (44%)
Puts: 36 (56%)
Current vs Prior 7-Day Avg -44.47%
Calls: +383.82%
Puts: +213.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $173.0K
Calls: $85.9K (50%)
Puts: $87.2K (50%)
Prior (07/21) $270.8K
Calls: $135.4K (50%)
Puts: $135.4K (50%)
Current vs Prior -36.10%
Calls: -36.61%
Puts: -35.59%
Prior 7-Day Total $270.8K
Calls: $135.4K (50%)
Puts: $135.4K (50%)
Prior 7-Day Average $270.8K
Calls: $19.3K (50%)
Puts: $19.3K (50%)
Current vs Prior 7-Day Avg -36.10%
Calls: +343.71%
Puts: +350.88%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/22) 0.82
Prior (07/21) 1.26
Current vs Prior -35.26%
Prior 7-Day Average 1.26
Current vs Prior 7-Day Avg -35.26%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 3,608
Calls: 2,822 (78%)
Puts: 786 (22%)
Prior (07/21) 5,523
Calls: 4,006 (73%)
Puts: 1,517 (27%)
Current vs Prior -34.67%
Prior 7-Day Total 5,523
Calls: 4,006 (73%)
Puts: 1,517 (27%)
Prior 7-Day Average 5,523
Calls: 4,006 (73%)
Puts: 1,517 (27%)
Current vs Prior 7-Day Avg -34.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.19% | 9.40%
Prior 6.86% | 9.36%
Current vs Prior +4.84% | +0.45%
Prior 7-Day Avg 6.86% | 9.36%
Current vs 7-Day Avg +4.84% | +0.45%
Prior 7-Day Eod 6.86% | 9.36%
Current vs 7-Day Eod +4.84% | +0.45%
Sentiment BEARISH

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

Below-average activity with volume down 44% vs prior. P/C ratio dropping 35% - sentiment shifting bullish. Call-heavy open interest (2,822 calls vs 786 puts) suggests bullish positioning. Declining open interest (down 35%) indicates positions being closed.

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 BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- 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. 3 found (avg delta 0.66, highest 0.81)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2111.1013.40$12.2518.8%10.81--
$175.00Aug 214.706.40$5.5530.6%20.54183
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 216.108.10$7.1028.2%20.63--

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 54, top 18)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 212.153.70$2.9352.9%150.37610
$175.00Aug 214.706.40$5.5530.6%20.54183
$185.00Aug 210.951.90$1.4266.9%20.22278
$165.00Aug 2111.1013.40$12.2518.8%10.81--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 210.701.15$0.9348.4%180.12205
$165.00Aug 211.151.75$1.4541.4%90.1933
$150.00Aug 210.001.00$0.50200.0%30.0625
$180.00Aug 216.108.10$7.1028.2%20.63--
$155.00Aug 210.201.05$0.63134.9%10.0811

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. 7 found (best R:R 37.46, avg 9.74)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$180.00$185.00Aug 21$1.51$3.49$1.512.31$181.51
$175.00$180.00Aug 21$2.62$2.38$2.620.91$177.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$150.00Aug 21$0.13$4.87$0.1337.46$154.87
$160.00$155.00Aug 21$0.30$4.70$0.3015.67$159.70
$165.00$160.00Aug 21$0.52$4.48$0.528.62$164.48
$175.00$165.00Aug 21$2.95$7.05$2.952.39$172.05
$180.00$175.00Aug 21$2.70$2.30$2.700.85$177.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 2.03, avg 0.67)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$175.00Aug 21$6.70$6.70$3.302.03$171.70
$175.00$180.00Aug 21$2.62$2.62$2.381.10$177.62
$180.00$185.00Aug 21$1.51$1.51$3.490.43$181.51
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$180.00$175.00Aug 21$2.70$2.70$2.301.17$177.30
$175.00$165.00Aug 21$2.95$2.95$7.050.42$172.05
$165.00$160.00Aug 21$0.52$0.52$4.480.12$164.48
$160.00$155.00Aug 21$0.30$0.30$4.700.06$159.70
$155.00$150.00Aug 21$0.13$0.13$4.870.03$154.87

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. 3 found (cheapest 5.65% of stock, avg 6.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$175.00Aug 21$5.55$4.40$9.95$165.05$184.955.65%
$180.00Aug 21$2.93$7.10$10.03$169.97$190.035.70%
$165.00Aug 21$12.25$1.45$13.70$151.30$178.707.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 1.09% of stock, avg 2.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$185.00$150.00Aug 21$1.42$0.50$1.92$148.08$186.92
$185.00$155.00Aug 21$1.42$0.63$2.05$152.95$187.05
$185.00$160.00Aug 21$1.42$0.93$2.35$157.65$187.35
$185.00$165.00Aug 21$1.42$1.45$2.87$162.13$187.87
$180.00$150.00Aug 21$2.93$0.50$3.43$146.57$183.43
$180.00$155.00Aug 21$2.93$0.63$3.56$151.44$183.56
$180.00$160.00Aug 21$2.93$0.93$3.86$156.14$183.86
$180.00$165.00Aug 21$2.93$1.45$4.38$160.62$184.38
$185.00$175.00Aug 21$1.42$4.40$5.82$169.18$190.82
$180.00$175.00Aug 21$2.93$4.40$7.33$167.67$187.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 2.33, avg credit $3.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
155/160165/175Aug 21$7.00$3.002.33$153.00$172.00
150/155165/175Aug 21$6.83$3.172.15$148.17$171.83
160/165175/180Aug 21$3.14$1.861.69$161.86$178.14
155/160175/180Aug 21$2.92$2.081.40$157.08$177.92
150/155175/180Aug 21$2.75$2.251.22$152.25$177.75
165/175180/185Aug 21$4.46$5.540.81$170.54$184.46
160/165180/185Aug 21$2.03$2.970.68$162.97$182.03
155/160180/185Aug 21$1.81$3.190.57$158.19$181.81
150/155180/185Aug 21$1.64$3.360.49$153.36$181.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 28.41, cheapest $0.17)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$175.00$180.00$185.00Aug 21$1.11$3.893.50
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Aug 21$0.17$4.8328.41
$155.00$160.00$165.00Aug 21$0.22$4.7821.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.31, 5 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$175.00$180.001:2Aug 21-$0.31$4.69
$165.00$175.001:2Aug 21$1.15$8.85
$180.00$185.001:2Aug 21$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$155.001:2Aug 21-$0.33$4.67
$155.00$150.001:2Aug 21-$0.37$4.63
$165.00$160.001:2Aug 21-$0.41$4.59
$180.00$175.001:2Aug 21-$1.70$3.30
$175.00$165.001:2Aug 21$1.50$8.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.22%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Aug 21$2.150.372.3%1.22%3.50%15610
$185.00Aug 21$0.950.225.1%0.54%5.66%2278

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 141
Total Puts 115
Put/Call Ratio 0.82
Net Difference 26

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 204
Total Puts 257
Average Put/Call Ratio 1.26
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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