Tour v366
NVO
NOVO-NORDISK A S ADR
$49.61 -1.41%
$49.55 (-0.12%)🌙
as of 07/20 06:52 PM
7/20 18:52

Option Volume

Detail
Current (07/20) 38,094
Calls: 27,128 (71%)
Puts: 10,966 (29%)
Prior (07/17) 80,173
Calls: 41,933 (52%)
Puts: 38,240 (48%)
Current vs Prior -52.49%
Calls: -35.31% (Calls)
Puts: -71.32% (Puts)
Prior 7-Day Total 358,175
Calls: 223,153 (62%)
Puts: 135,022 (38%)
Prior 7-Day Average 51,167
Calls: 31,879 (62%)
Puts: 19,288 (38%)
Current vs Prior 7-Day Avg -25.55%
Calls: -14.90%
Puts: -43.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $8.02M
Calls: $5.40M (67%)
Puts: $2.62M (33%)
Prior (07/17) $16.13M
Calls: $12.55M (78%)
Puts: $3.58M (22%)
Current vs Prior -50.30%
Calls: -56.98%
Puts: -26.93%
Prior 7-Day Total $69.64M
Calls: $52.81M (76%)
Puts: $16.82M (24%)
Prior 7-Day Average $9.95M
Calls: $7.54M (76%)
Puts: $2.40M (24%)
Current vs Prior 7-Day Avg -19.41%
Calls: -28.46%
Puts: +9.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.40
Prior (07/17) 0.91
Current vs Prior -55.67%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg -40.59%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 905,374
Calls: 551,134 (61%)
Puts: 354,240 (39%)
Prior (07/17) 1,042,904
Calls: 631,179 (61%)
Puts: 411,725 (39%)
Current vs Prior -13.19%
Prior 7-Day Total 6,901,754
Calls: 4,283,234 (62%)
Puts: 2,618,520 (38%)
Prior 7-Day Average 985,964
Calls: 611,890 (62%)
Puts: 374,074 (38%)
Current vs Prior 7-Day Avg -8.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.83% | 5.70%11.57% | 13.81%
Prior 5.03% | 6.68%1.75% | 14.31%
Current vs Prior -23.83% | -14.57%+561.61% | -3.50%
Prior 7-Day Avg 3.86% | 5.74%3.76% | 13.09%
Current vs 7-Day Avg -0.79% | -0.64%+207.72% | +5.49%
Prior 7-Day Eod 5.03% | 6.68%1.75% | 14.31%
Current vs 7-Day Eod -23.83% | -14.57%+561.61% | -3.50%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 4.72% | 7.44%
Calls: 4.44% | 8.63%
Puts: 5.00% | 6.25%
Prior 9.18% | 6.89%
Calls: 10.34% | 8.59%
Puts: 8.03% | 5.20%
Current vs Prior -48.58% | +7.98%
Prior 7-Day Avg 10.95% | 9.32%
Calls: 10.27% | 8.10%
Puts: 11.63% | 10.54%
Current vs 7-Day Avg -56.91% | -20.17%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($5.40M). Light premium activity with dollar volume down 50% vs prior. Below-average activity with volume down 52% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (27,128 calls vs 10,966 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
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 70 of results (avg 6.2%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Aug 217.557.70$7.632.0%20.89571
$45.00Aug 215.505.65$5.582.7%330.789.3K
$50.00Aug 212.512.59$2.553.1%3850.4919.7K
$48.50Jul 241.501.55$1.533.3%280.72125
$49.00Jul 241.171.21$1.193.4%600.631.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 212.973.05$3.012.7%1300.514.4K
$52.50Aug 214.504.65$4.583.3%450.64685
$51.00Jul 241.641.71$1.674.2%130.74983
$47.50Aug 211.751.83$1.794.5%7410.361.1K
$55.00Jul 245.255.50$5.384.6%31.0042

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 38 found (avg $0.54, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.050.06$0.0616.7%90.0483
$53.00Jul 240.070.08$0.0812.5%3.6K0.082.1K
$55.00Jul 310.120.14$0.1315.4%4660.081.2K
$52.00Jul 240.150.16$0.166.3%8330.141.1K
$54.00Jul 310.180.21$0.2015.0%850.12547
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 310.160.18$0.1711.8%130.11568
$48.00Jul 240.220.25$0.2412.5%4080.20310
$46.50Jul 310.230.26$0.2512.0%110.15540
$47.00Jul 310.310.36$0.3414.7%1130.193.8K
$48.50Jul 240.340.38$0.3611.1%5650.28372

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 249.4510.20$9.827.6%41.009
$42.50Jul 246.708.50$7.6023.7%10.99--
$44.00Jul 245.556.35$5.9513.4%10.99--
$44.50Jul 245.006.05$5.5319.0%30.9830
$45.50Jul 243.955.50$4.7232.8%50.9813
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 245.255.50$5.384.6%31.0042
$57.00Jul 247.157.75$7.458.1%41.0022
$54.00Jul 244.204.60$4.409.1%30.9641
$56.00Jul 246.156.50$6.335.5%30.93--
$52.00Jul 242.202.66$2.4318.9%40.86--

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 19.5K, top 3.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Jul 240.070.08$0.0812.5%3.6K0.082.1K
$52.00Aug 211.711.82$1.776.2%9260.38--
$52.00Jul 240.150.16$0.166.3%8330.141.1K
$50.00Jul 240.640.68$0.666.1%7350.442.5K
$50.00Aug 72.092.24$2.176.9%6800.50993
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 211.361.64$1.5018.7%1.2K0.33--
$47.50Aug 211.751.83$1.794.5%7410.361.1K
$48.50Jul 240.340.38$0.3611.1%5650.28372
$45.00Jul 240.000.07$0.04175.0%5370.03595
$48.00Jul 240.220.25$0.2412.5%4080.20310

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 38.7%, max 107.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Jul 24Aug 2195.6%46.0%107.9%651
$40.00Jul 24Aug 2179.5%47.5%67.3%52.0K
$56.00Jul 24Aug 2874.8%47.6%57.3%76295
$42.50Jul 24Aug 2167.7%46.0%47.1%3571
$44.00Jul 24Jul 3154.3%38.1%42.6%6--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.00Aug 14Aug 2187.3%46.8%86.7%352
$40.00Jul 24Aug 2879.5%43.4%83.2%4664
$45.00Jul 24Aug 2852.2%44.5%17.3%539595
$43.00Aug 7Aug 2151.5%46.0%12.0%2241
$42.00Aug 7Aug 2150.1%47.0%6.6%82--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 9.00, avg 2.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$57.00Jul 24$0.10$0.90$0.109.00$56.10
$58.00$59.00Aug 21$0.10$0.90$0.109.00$58.10
$53.00$54.00Jul 31$0.11$0.89$0.118.09$53.11
$55.00$56.00Aug 7$0.12$0.88$0.127.33$55.12
$57.00$59.00Aug 28$0.25$1.75$0.257.00$57.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$43.00$42.00Aug 7$0.11$0.89$0.118.09$42.89
$44.00$43.00Aug 7$0.12$0.88$0.127.33$43.88
$45.00$44.00Aug 7$0.12$0.88$0.127.33$44.88
$42.00$41.00Aug 21$0.13$0.87$0.136.69$41.87
$44.00$40.00Aug 28$0.58$3.42$0.585.90$43.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 7.06, avg 1.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$42.50Aug 21$2.19$2.19$0.317.06$42.19
$45.00$46.00Jul 31$0.85$0.85$0.155.67$45.85
$46.00$47.00Aug 21$0.85$0.85$0.155.67$46.85
$46.00$47.00Jul 31$0.81$0.81$0.194.26$46.81
$45.00$46.00Aug 21$0.80$0.80$0.204.00$45.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.00$51.00Jul 31$0.87$0.87$0.136.69$51.13
$52.00$51.00Jul 24$0.76$0.76$0.243.17$51.24
$53.00$52.00Aug 14$0.72$0.72$0.282.57$52.28
$52.00$51.00Aug 14$0.71$0.71$0.292.45$51.29
$54.00$51.00Aug 7$2.10$2.10$0.902.33$51.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $0.33, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 24Jul 31$0.1050.2%41.5%
$46.00Jul 24Jul 31$0.1342.3%36.8%
$54.00Jul 24Jul 31$0.1645.2%40.0%
$43.00Jul 24Aug 21$0.2095.6%46.0%
$53.00Jul 24Jul 31$0.2343.5%39.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 24Jul 31$0.0852.2%40.1%
$45.50Jul 24Jul 31$0.1043.0%37.0%
$46.00Jul 24Jul 31$0.1342.3%36.8%
$40.00Jul 24Aug 21$0.1879.5%47.5%
$46.50Jul 24Jul 31$0.2040.2%37.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 3.31% of stock, avg 9.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$49.50Jul 24$0.90$0.74$1.64$47.86$51.143.31%
$50.00Jul 24$0.66$1.00$1.66$48.34$51.663.35%
$49.00Jul 24$1.19$0.53$1.72$47.28$50.723.47%
$48.50Jul 24$1.53$0.36$1.89$46.61$50.393.81%
$51.00Jul 24$0.33$1.67$2.00$49.00$53.004.03%
$48.00Jul 24$1.88$0.24$2.12$45.88$50.124.27%
$49.50Jul 31$1.39$1.18$2.57$46.93$52.075.18%
$52.00Jul 24$0.16$2.43$2.59$49.41$54.595.22%
$50.00Jul 31$1.15$1.44$2.59$47.41$52.595.22%
$49.00Jul 31$1.66$0.95$2.61$46.39$51.615.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.46% of stock, avg 5.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$53.00$47.50Jul 24$0.08$0.15$0.23$47.27$53.23
$56.00$47.50Jul 24$0.11$0.15$0.26$47.24$56.26
$52.00$47.50Jul 24$0.16$0.15$0.31$47.19$52.31
$53.00$48.00Jul 24$0.08$0.24$0.32$47.68$53.32
$56.00$48.00Jul 24$0.11$0.24$0.35$47.65$56.35
$52.00$48.00Jul 24$0.16$0.24$0.40$47.60$52.40
$53.00$48.50Jul 24$0.08$0.36$0.44$48.06$53.44
$56.00$48.50Jul 24$0.11$0.36$0.47$48.03$56.47
$51.00$47.50Jul 24$0.33$0.15$0.48$47.02$51.48
$52.00$48.50Jul 24$0.16$0.36$0.52$47.98$52.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 196 found (best R:R 8.09, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/4848/50Aug 21$0.89$0.118.09$46.61$49.39
46/4748/49Aug 14$0.88$0.127.33$46.12$48.88
48/4950/51Aug 14$0.88$0.127.33$48.12$50.88
49/5051/52Aug 14$0.88$0.127.33$49.12$51.88
41/4243/44Aug 21$1.31$0.196.89$40.69$44.31
45/4648/49Aug 14$0.87$0.136.69$45.13$48.87
52/5355/56Aug 14$0.87$0.136.69$52.13$55.87
48/4950/51Aug 28$0.87$0.136.69$48.13$50.87
51/5255/56Aug 14$0.86$0.146.14$51.14$55.86
47/4852/53Aug 28$0.86$0.146.14$47.14$52.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Aug 21$0.05$0.9519.00
$51.00$52.00$53.00Aug 7$0.06$0.9415.67
$54.00$55.00$56.00Aug 7$0.06$0.9415.67
$54.00$55.00$56.00Aug 28$0.06$0.9415.67
$51.00$52.00$53.00Aug 14$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$41.00$42.00Aug 21$0.06$0.9415.67
$50.00$51.00$52.00Jul 24$0.09$0.9110.11
$48.00$49.00$50.00Aug 28$0.09$0.9110.11
$48.00$48.50$49.00Jul 24$0.05$0.459.00
$49.00$49.50$50.00Jul 24$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-1.60, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.00$59.001:2Jul 24-$0.01$1.99
$53.00$55.001:2Aug 14-$0.35$1.65
$57.00$59.001:2Aug 28-$0.35$1.65
$57.00$59.001:2Aug 14-$0.47$1.53
$50.00$51.001:2Jul 24$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$41.001:2Aug 14-$1.60$2.40
$54.00$51.001:2Aug 7-$0.90$2.10
$54.00$52.001:2Jul 24-$0.46$1.54
$41.00$40.001:2Aug 21-$0.12$0.88
$42.00$41.001:2Aug 21-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.36%, avg 1.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 28$2.660.500.8%5.36%6.15%10133
$50.00Aug 21$2.510.490.8%5.06%5.85%38519.7K
$50.00Aug 14$2.310.510.8%4.66%5.44%38293
$51.00Aug 28$2.110.452.8%4.25%7.06%116
$50.00Aug 7$2.090.500.8%4.21%5.00%680993
$51.00Aug 21$2.070.442.8%4.17%6.97%19--
$51.00Aug 14$1.910.442.8%3.85%6.65%2364
$52.00Aug 21$1.710.384.8%3.45%8.26%926--
$51.00Aug 7$1.680.432.8%3.39%6.19%26167
$52.00Aug 28$1.660.404.8%3.35%8.16%5--

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 27,128
Total Puts 10,966
Put/Call Ratio 0.40
Net Difference 16,162

Prior's Put/Call Breakdown

Total Calls 41,933
Total Puts 38,240
Put/Call Ratio 0.91
Net Difference 3,693

Prior 7-Day Put/Call Summary

Total Calls 223,153
Total Puts 135,022
Average Put/Call Ratio 0.68
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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