Tour v394
MRSH
MARSH & MCLENNAN COS
$176.40 +0.80%
7/23 18:51

Option Volume

Detail
Current (07/23) 322
Calls: 220 (68%)
Puts: 102 (32%)
Prior (07/22) 256
Calls: 141 (55%)
Puts: 115 (45%)
Current vs Prior +25.78%
Calls: +56.03% (Calls)
Puts: -11.30% (Puts)
Prior 7-Day Total 717
Calls: 345 (48%)
Puts: 372 (52%)
Prior 7-Day Average 358
Calls: 49 (48%)
Puts: 53 (52%)
Current vs Prior 7-Day Avg -10.18%
Calls: +346.38%
Puts: +91.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $180.3K
Calls: $87.9K (49%)
Puts: $92.3K (51%)
Prior (07/22) $173.0K
Calls: $85.9K (50%)
Puts: $87.2K (50%)
Current vs Prior +4.17%
Calls: +2.42%
Puts: +5.90%
Prior 7-Day Total $443.9K
Calls: $221.3K (50%)
Puts: $222.6K (50%)
Prior 7-Day Average $221.9K
Calls: $31.6K (50%)
Puts: $31.8K (50%)
Current vs Prior 7-Day Avg -18.77%
Calls: +178.13%
Puts: +190.43%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23) 0.46
Prior (07/22) 0.82
Current vs Prior -43.15%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -55.32%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 5,153
Calls: 3,509 (68%)
Puts: 1,644 (32%)
Prior (07/22) 3,608
Calls: 2,822 (78%)
Puts: 786 (22%)
Current vs Prior +42.82%
Prior 7-Day Total 9,131
Calls: 6,828 (75%)
Puts: 2,303 (25%)
Prior 7-Day Average 4,565
Calls: 3,414 (75%)
Puts: 1,151 (25%)
Current vs Prior 7-Day Avg +12.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.66% | 9.41%
Prior 7.19% | 9.40%
Current vs Prior -7.33% | +0.07%
Prior 7-Day Avg 7.02% | 9.38%
Current vs 7-Day Avg -5.14% | +0.29%
Prior 7-Day Eod 7.19% | 9.40%
Current vs 7-Day Eod -7.33% | +0.07%
Sentiment BULLISH

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

Extreme bullish P/C ratio of 0.46 - heavy call buying (220 calls vs 102 puts). P/C ratio dropping 43% - sentiment shifting bullish. Call-heavy open interest (3,509 calls vs 1,644 puts) suggests bullish positioning. Rising open interest (up 43%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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. 2 found (avg delta 0.59, highest 0.60)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 215.106.30$5.7021.1%90.59182
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 215.406.70$6.0521.5%10.60118

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 75, top 18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 210.952.65$1.8094.4%120.26278
$180.00Aug 212.604.00$3.3042.4%110.41610
$175.00Aug 215.106.30$5.7021.1%90.59182
$200.00Aug 210.000.30$0.15200.0%80.03399
$190.00Aug 210.501.05$0.7870.5%20.14510
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 210.001.60$0.80200.0%180.11211
$175.00Aug 212.154.40$3.2868.6%90.42214
$165.00Aug 211.051.45$1.2532.0%20.1740
$170.00Aug 211.703.50$2.6069.2%20.2941
$180.00Aug 215.406.70$6.0521.5%10.60118

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 37.46, avg 8.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$195.00$200.00Aug 21$0.13$4.87$0.1337.46$195.13
$190.00$195.00Aug 21$0.50$4.50$0.509.00$190.50
$185.00$190.00Aug 21$1.02$3.98$1.023.90$186.02
$180.00$185.00Aug 21$1.50$3.50$1.502.33$181.50
$175.00$180.00Aug 21$2.40$2.60$2.401.08$177.40
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$165.00$160.00Aug 21$0.45$4.55$0.4510.11$164.55
$175.00$170.00Aug 21$0.68$4.32$0.686.35$174.32
$170.00$165.00Aug 21$1.35$3.65$1.352.70$168.65
$180.00$175.00Aug 21$2.77$2.23$2.770.81$177.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 1.24, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$175.00$180.00Aug 21$2.40$2.40$2.600.92$177.40
$180.00$185.00Aug 21$1.50$1.50$3.500.43$181.50
$185.00$190.00Aug 21$1.02$1.02$3.980.26$186.02
$190.00$195.00Aug 21$0.50$0.50$4.500.11$190.50
$195.00$200.00Aug 21$0.13$0.13$4.870.03$195.13
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$180.00$175.00Aug 21$2.77$2.77$2.231.24$177.23
$170.00$165.00Aug 21$1.35$1.35$3.650.37$168.65
$175.00$170.00Aug 21$0.68$0.68$4.320.16$174.32
$165.00$160.00Aug 21$0.45$0.45$4.550.10$164.55

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. 2 found (cheapest 5.09% of stock, avg 5.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$175.00Aug 21$5.70$3.28$8.98$166.02$183.985.09%
$180.00Aug 21$3.30$6.05$9.35$170.65$189.355.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.61% of stock, avg 2.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$195.00$160.00Aug 21$0.28$0.80$1.08$158.92$196.08
$195.00$165.00Aug 21$0.28$1.25$1.53$163.47$196.53
$190.00$160.00Aug 21$0.78$0.80$1.58$158.42$191.58
$190.00$165.00Aug 21$0.78$1.25$2.03$162.97$192.03
$185.00$160.00Aug 21$1.80$0.80$2.60$157.40$187.60
$195.00$170.00Aug 21$0.28$2.60$2.88$167.12$197.88
$185.00$165.00Aug 21$1.80$1.25$3.05$161.95$188.05
$190.00$170.00Aug 21$0.78$2.60$3.38$166.62$193.38
$195.00$175.00Aug 21$0.28$3.28$3.56$171.44$198.56
$190.00$175.00Aug 21$0.78$3.28$4.06$170.94$194.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 3.13, avg credit $2.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
175/180185/190Aug 21$3.79$1.213.13$176.21$188.79
165/170175/180Aug 21$3.75$1.253.00$166.25$178.75
175/180190/195Aug 21$3.27$1.731.89$176.73$193.27
175/180195/200Aug 21$2.90$2.101.38$177.10$197.90
160/165175/180Aug 21$2.85$2.151.33$162.15$177.85
165/170180/185Aug 21$2.85$2.151.33$167.15$182.85
165/170185/190Aug 21$2.37$2.630.90$167.63$187.37
170/175180/185Aug 21$2.18$2.820.77$172.82$182.18
160/165180/185Aug 21$1.95$3.050.64$163.05$181.95
165/170190/195Aug 21$1.85$3.150.59$168.15$191.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 12.51, cheapest $0.37)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$190.00$195.00$200.00Aug 21$0.37$4.6312.51
$180.00$185.00$190.00Aug 21$0.48$4.529.42
$185.00$190.00$195.00Aug 21$0.52$4.488.62
$175.00$180.00$185.00Aug 21$0.90$4.104.56
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Aug 21$0.90$4.104.56
$170.00$175.00$180.00Aug 21$2.09$2.911.39

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.02, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$200.001:2Aug 21-$0.02$4.98
$180.00$185.001:2Aug 21-$0.30$4.70
$175.00$180.001:2Aug 21-$0.90$4.10
$190.00$195.001:2Aug 21$0.22$4.78
$185.00$190.001:2Aug 21$0.24$4.76
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$165.00$160.001:2Aug 21-$0.35$4.65
$180.00$175.001:2Aug 21-$0.51$4.49
$175.00$170.001:2Aug 21-$1.92$3.08
$170.00$165.001:2Aug 21$0.10$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.47%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Aug 21$2.600.412.0%1.47%3.51%11610
$185.00Aug 21$0.950.264.9%0.54%5.41%12278
$190.00Aug 21$0.500.147.7%0.28%7.99%2510

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 220
Total Puts 102
Put/Call Ratio 0.46
Net Difference 118

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 345
Total Puts 372
Average Put/Call Ratio 1.04
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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