Tour v340
NDAQ
NASDAQ INC
$91.36 +3.81%
$91.28 (-0.09%)🌙
as of 07/15 06:54 PM
7/15 18:54

Option Volume

Detail
Current (07/15) 2,059
Calls: 1,408 (68%)
Puts: 651 (32%)
Prior (07/14) 693
Calls: 403 (58%)
Puts: 290 (42%)
Current vs Prior +197.11%
Calls: +249.38% (Calls)
Puts: +124.48% (Puts)
Prior 7-Day Total 8,368
Calls: 4,425 (53%)
Puts: 3,943 (47%)
Prior 7-Day Average 1,195
Calls: 632 (53%)
Puts: 563 (47%)
Current vs Prior 7-Day Avg +72.24%
Calls: +122.73%
Puts: +15.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $698.8K
Calls: $594.9K (85%)
Puts: $103.9K (15%)
Prior (07/14) $320.0K
Calls: $159.0K (50%)
Puts: $161.0K (50%)
Current vs Prior +118.39%
Calls: +274.20%
Puts: -35.48%
Prior 7-Day Total $1.92M
Calls: $1.32M (69%)
Puts: $605.0K (31%)
Prior 7-Day Average $274.8K
Calls: $188.4K (69%)
Puts: $86.4K (31%)
Current vs Prior 7-Day Avg +154.28%
Calls: +215.80%
Puts: +20.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.46
Prior (07/14) 0.72
Current vs Prior -35.75%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -50.83%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 12,488
Calls: 8,074 (65%)
Puts: 4,414 (35%)
Prior (07/14) 7,208
Calls: 5,113 (71%)
Puts: 2,095 (29%)
Current vs Prior +73.25%
Prior 7-Day Total 57,718
Calls: 32,744 (57%)
Puts: 24,974 (43%)
Prior 7-Day Average 8,245
Calls: 4,677 (57%)
Puts: 3,567 (43%)
Current vs Prior 7-Day Avg +51.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.94% | 5.58%2.94% | 9.80%
Prior 2.65% | 5.72%2.65% | 9.60%
Current vs Prior +11.22% | -2.33%+11.22% | +2.03%
Prior 7-Day Avg 3.01% | 5.03%3.94% | 10.52%
Current vs 7-Day Avg -2.07% | +11.00%-25.21% | -6.85%
Prior 7-Day Eod 2.65% | 5.72%2.65% | 9.60%
Current vs 7-Day Eod +11.22% | -2.33%+11.22% | +2.03%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 108.17% | 28.36%
Calls: 108.39% | 30.05%
Puts: 107.95% | 26.67%
Prior 108.17% | 28.36%
Calls: 108.39% | 30.05%
Puts: 107.95% | 26.67%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 108.17% | 28.36%
Calls: 108.39% | 30.05%
Puts: 107.95% | 26.67%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($594.9K) vs puts ($103.9K). Massive premium surge with dollar volume up 118% vs prior. Dollar volume significantly above 7-day average (154% higher). Unusually high activity with volume up 197% vs prior - elevated interest.

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 BULLISH
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 5 of results (avg 8.2%, best 6.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 217.908.40$8.156.1%20.76--
$89.00Jul 243.603.90$3.758.0%10.67--
$90.00Jul 313.403.70$3.558.5%540.5913
$89.00Aug 74.404.80$4.608.7%60.634
$89.00Jul 314.004.40$4.209.5%10.653
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 210.600.70$0.6515.4%30.12--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 179.9012.00$10.9519.2%11.00--
$86.50Jul 174.005.80$4.9036.7%20.92--
$80.00Jul 3110.4012.70$11.5519.9%20.92--
$87.00Jul 173.705.30$4.5035.6%20.91--
$82.50Jul 177.409.90$8.6528.9%150.9082
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Jul 171.201.65$1.4231.7%50.57--
$92.00Jul 242.452.75$2.6011.5%180.53--
$92.50Aug 214.004.50$4.2511.8%40.53--

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 941, top 119)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 171.352.20$1.7847.8%1190.68247
$90.00Jul 313.403.70$3.558.5%540.5913
$92.50Aug 213.103.60$3.3514.9%420.47171
$92.00Jul 170.601.60$1.1090.9%410.4319
$95.00Jul 170.050.20$0.13115.4%370.10105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 170.751.15$0.9542.1%300.45--
$86.00Jul 170.000.25$0.13192.3%270.07220
$77.00Jul 240.000.15$0.08187.5%240.0210
$91.00Jul 241.902.25$2.0816.8%190.46--
$92.00Jul 242.452.75$2.6011.5%180.53--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 42.9%, max 219.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$82.50Jul 17Aug 21113.5%35.6%219.0%17162
$80.00Jul 17Jul 3183.0%45.4%83.0%3--
$87.00Jul 17Aug 1451.2%34.7%47.4%14--
$92.00Jul 17Jul 3153.5%36.8%45.5%4427
$89.00Jul 17Aug 2844.3%30.6%44.8%1827
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.50Jul 17Jul 2486.8%49.0%77.2%3--
$86.00Jul 17Aug 1457.5%33.9%69.5%28220
$87.50Jul 17Aug 2150.7%32.2%57.2%12167
$79.00Jul 24Aug 2857.8%36.8%56.9%2--
$77.00Jul 24Aug 2856.6%36.5%55.0%2510

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 40.67, avg 3.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$105.00Aug 21$0.52$4.48$0.528.62$100.52
$97.00$100.00Jul 31$0.37$2.63$0.377.11$97.37
$94.00$95.00Jul 17$0.15$0.85$0.155.67$94.15
$91.00$92.00Jul 17$0.17$0.83$0.174.88$91.17
$93.00$94.00Jul 17$0.17$0.83$0.174.88$93.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.00$75.00Jul 31$0.12$4.88$0.1240.67$79.88
$86.00$81.00Jul 31$0.36$4.64$0.3612.89$85.64
$83.00$82.00Jul 24$0.10$0.90$0.109.00$82.90
$79.00$77.00Aug 28$0.27$1.73$0.276.41$78.73
$82.50$80.00Aug 21$0.35$2.15$0.356.14$82.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 11.50, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$82.50Jul 17$2.30$2.30$0.2011.50$82.30
$80.00$85.00Jul 31$4.30$4.30$0.706.14$84.30
$83.00$86.50Jul 17$3.00$3.00$0.506.00$86.00
$89.00$90.00Jul 17$0.82$0.82$0.184.56$89.82
$85.00$89.00Jul 31$3.05$3.05$0.953.21$88.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.50$85.00Jul 17$0.35$0.35$0.152.33$85.15
$92.00$91.00Jul 24$0.52$0.52$0.481.08$91.48
$92.00$91.00Jul 17$0.47$0.47$0.530.89$91.53
$87.50$87.00Jul 31$0.22$0.22$0.280.79$87.28
$90.00$87.50Aug 21$1.10$1.10$1.400.79$88.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.93, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.00Jul 17Jul 24$0.1551.2%44.3%
$97.00Jul 24Jul 31$0.2841.3%36.1%
$100.00Jul 31Aug 14$0.3538.0%33.2%
$88.00Jul 17Jul 24$0.5045.8%42.6%
$80.00Jul 17Jul 31$0.6083.0%45.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 24Jul 31$0.0867.0%55.4%
$80.00Jul 24Jul 31$0.1750.2%45.4%
$85.50Jul 17Jul 24$0.3086.8%49.0%
$77.00Jul 24Aug 28$0.4056.6%36.5%
$86.00Jul 17Jul 24$0.5257.5%44.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 2.43% of stock, avg 6.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$91.00Jul 17$1.27$0.95$2.22$88.78$93.222.43%
$90.00Jul 17$1.78$0.60$2.38$87.62$92.382.61%
$92.00Jul 17$1.10$1.42$2.52$89.48$94.522.76%
$89.00Jul 17$2.60$0.35$2.95$86.05$91.953.23%
$88.50Jul 17$3.05$0.35$3.40$85.10$91.903.72%
$87.50Jul 17$3.85$0.20$4.05$83.45$91.554.43%
$88.00Jul 17$3.90$0.20$4.10$83.90$92.104.49%
$91.00Jul 24$2.50$2.08$4.58$86.42$95.585.01%
$92.00Jul 24$1.98$2.60$4.58$87.42$96.585.01%
$91.00Jul 31$2.95$2.50$5.45$85.55$96.455.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 0.53% of stock, avg 2.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$95.00$89.00Jul 17$0.13$0.35$0.48$88.52$95.48
$95.00$88.50Jul 17$0.13$0.35$0.48$88.02$95.48
$95.00$85.50Jul 17$0.13$0.43$0.56$84.94$95.56
$94.00$89.00Jul 17$0.28$0.35$0.63$88.37$94.63
$94.00$88.50Jul 17$0.28$0.35$0.63$87.87$94.63
$94.00$85.50Jul 17$0.28$0.43$0.71$84.79$94.71
$95.00$90.00Jul 17$0.13$0.60$0.73$89.27$95.73
$93.00$89.00Jul 17$0.45$0.35$0.80$88.20$93.80
$93.00$88.50Jul 17$0.45$0.35$0.80$87.70$93.80
$93.00$85.50Jul 17$0.45$0.43$0.88$84.62$93.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 94 found (best R:R 6.69, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
80/8190/91Jul 31$0.87$0.136.69$80.13$90.87
87/8889/90Jul 31$0.87$0.136.69$86.63$89.87
85/8690/91Jul 17$0.86$0.146.14$84.64$90.86
80/8185/89Jul 31$3.32$0.684.88$77.68$88.32
87/8890/91Jul 31$0.82$0.184.56$86.68$90.82
88/9092/95Aug 21$2.05$0.454.56$87.95$94.55
90/9192/93Jul 24$0.81$0.194.26$90.19$92.81
86/8889/91Jul 24$1.55$0.453.44$85.95$90.55
80/8285/90Aug 21$3.80$1.203.17$78.70$88.80
82/8388/89Jul 24$0.75$0.253.00$82.25$88.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$89.00$90.00$91.00Jul 31$0.05$0.9519.00
$92.00$92.50$93.00Jul 17$0.05$0.459.00
$90.00$91.00$92.00Jul 31$0.12$0.887.33
$95.00$100.00$105.00Aug 21$0.68$4.326.35
$91.00$92.00$93.00Jul 24$0.14$0.866.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$75.00$77.00$79.00Jul 24$0.12$1.8815.67
$90.00$91.00$92.00Jul 24$0.09$0.9110.11
$89.00$90.00$91.00Jul 17$0.10$0.909.00
$90.00$91.00$92.00Jul 17$0.12$0.887.33
$77.50$80.00$82.50Aug 21$0.30$2.207.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $--, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Aug 21$0.00$5.00
$100.00$105.001:2Aug 21-$0.16$4.84
$85.00$90.001:2Aug 21-$1.25$3.75
$97.00$100.001:2Jul 31-$0.11$2.89
$85.00$89.001:2Jul 31-$1.15$2.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$75.001:2Jul 31-$0.06$4.94
$86.00$81.001:2Jul 31-$0.21$4.79
$89.00$86.001:2Aug 14-$0.45$2.55
$82.50$80.001:2Aug 21-$0.30$2.20
$80.00$77.501:2Aug 21-$0.55$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.50%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Aug 28$3.200.451.8%3.50%5.30%1--
$92.50Aug 21$3.100.471.2%3.39%4.64%42171
$92.00Jul 31$2.300.480.7%2.52%3.22%38
$95.00Aug 21$2.150.374.0%2.35%6.34%667
$96.00Aug 28$2.050.345.1%2.24%7.32%12
$93.00Jul 31$1.850.421.8%2.02%3.82%1--
$92.00Jul 24$1.800.470.7%1.97%2.67%2914
$97.00Aug 28$1.800.316.2%1.97%8.14%41
$93.00Jul 24$1.400.401.8%1.53%3.33%1--
$100.00Aug 21$0.950.229.5%1.04%10.50%910

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 1,408
Total Puts 651
Put/Call Ratio 0.46
Net Difference 757

Prior's Put/Call Breakdown

Total Calls 403
Total Puts 290
Put/Call Ratio 0.72
Net Difference 113

Prior 7-Day Put/Call Summary

Total Calls 4,425
Total Puts 3,943
Average Put/Call Ratio 0.94
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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