Tour v487
MRSH
MARSH & MCLENNAN COS
$192.84 +1.66%
$193.13 (+0.15%)🌙
as of 08/03 06:42 PM
8/3 18:42

Option Volume

Detail
Current (08/03) 543
Calls: 518 (95%)
Puts: 25 (5%)
Prior (07/31) 846
Calls: 435 (51%)
Puts: 411 (49%)
Current vs Prior -35.82%
Calls: +19.08% (Calls)
Puts: -93.92% (Puts)
Prior 7-Day Total 9,151
Calls: 2,770 (30%)
Puts: 6,381 (70%)
Prior 7-Day Average 1,307
Calls: 395 (30%)
Puts: 911 (70%)
Current vs Prior 7-Day Avg -58.46%
Calls: +30.90%
Puts: -97.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $231.8K
Calls: $224.3K (97%)
Puts: $7.5K (3%)
Prior (07/31) $469.8K
Calls: $209.8K (45%)
Puts: $260.0K (55%)
Current vs Prior -50.67%
Calls: +6.93%
Puts: -97.13%
Prior 7-Day Total $3.78M
Calls: $1.67M (44%)
Puts: $2.11M (56%)
Prior 7-Day Average $539.6K
Calls: $238.4K (44%)
Puts: $301.1K (56%)
Current vs Prior 7-Day Avg -57.05%
Calls: -5.92%
Puts: -97.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.05
Prior (07/31) 0.94
Current vs Prior -94.89%
Prior 7-Day Average 2.40
Current vs Prior 7-Day Avg -97.99%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 1,908
Calls: 1,732 (91%)
Puts: 176 (9%)
Prior (07/31) 946
Calls: 352 (37%)
Puts: 594 (63%)
Current vs Prior +101.69%
Prior 7-Day Total 28,120
Calls: 18,672 (66%)
Puts: 9,448 (34%)
Prior 7-Day Average 4,017
Calls: 2,667 (66%)
Puts: 1,349 (34%)
Current vs Prior 7-Day Avg -52.50%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.04% | 8.58%
Prior 6.95% | 9.07%
Current vs Prior -13.05% | -5.35%
Prior 7-Day Avg 6.53% | 8.64%
Current vs 7-Day Avg -7.43% | -0.62%
Prior 7-Day Eod 6.95% | 9.07%
Current vs 7-Day Eod -13.05% | -5.35%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($224.3K) vs puts ($7.5K). Light premium activity with dollar volume down 51% vs prior. Extreme bullish P/C ratio of 0.05 - heavy call buying (518 calls vs 25 puts). P/C ratio dropping 95% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 39, top 20)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 212.904.50$3.7043.2%200.4466
$200.00Aug 211.403.50$2.4585.7%140.31338
$210.00Aug 210.001.10$0.55200.0%10.10--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 210.001.35$0.68198.5%30.0612
$175.00Aug 210.151.50$0.83162.7%10.11--

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. 3 found (best R:R 132.33, avg 46.53)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$210.00Aug 21$1.90$8.10$1.904.26$201.90
$195.00$200.00Aug 21$1.25$3.75$1.253.00$196.25
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$175.00$155.00Aug 21$0.15$19.85$0.15132.33$174.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.33, avg 0.19)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$195.00$200.00Aug 21$1.25$1.25$3.750.33$196.25
$200.00$210.00Aug 21$1.90$1.90$8.100.23$201.90
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$175.00$155.00Aug 21$0.15$0.15$19.850.01$174.85

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.64% of stock, avg 1.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$155.00Aug 21$0.55$0.68$1.23$153.77$211.23
$210.00$175.00Aug 21$0.55$0.83$1.38$173.62$211.38
$200.00$155.00Aug 21$2.45$0.68$3.13$151.87$203.13
$200.00$175.00Aug 21$2.45$0.83$3.28$171.72$203.28
$195.00$155.00Aug 21$3.70$0.68$4.38$150.62$199.38
$195.00$175.00Aug 21$3.70$0.83$4.53$170.47$199.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.11, avg credit $1.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
155/175200/210Aug 21$2.05$17.950.11$172.95$202.05
155/175195/200Aug 21$1.40$18.600.08$173.60$196.40

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

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-0.53, 2 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$195.00$200.001:2Aug 21-$1.20$3.80
$200.00$210.001:2Aug 21$1.35$8.65
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$175.00$155.001:2Aug 21-$0.53$19.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.50%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$195.00Aug 21$2.900.441.1%1.50%2.62%2066
$200.00Aug 21$1.400.313.7%0.73%4.44%14338

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 518
Total Puts 25
Put/Call Ratio 0.05
Net Difference 493

Prior's Put/Call Breakdown

Total Calls 435
Total Puts 411
Put/Call Ratio 0.94
Net Difference 24

Prior 7-Day Put/Call Summary

Total Calls 2,770
Total Puts 6,381
Average Put/Call Ratio 2.40
Ratio Trend Falling

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