Tour v381
NVO
NOVO-NORDISK A S ADR
$49.38 -0.46%
$49.32 (-0.12%)🌙
as of 07/21 06:52 PM
7/21 18:52

Option Volume

Detail
Current (07/21) 26,161
Calls: 15,773 (60%)
Puts: 10,388 (40%)
Prior (07/20) 38,094
Calls: 27,128 (71%)
Puts: 10,966 (29%)
Current vs Prior -31.33%
Calls: -41.86% (Calls)
Puts: -5.27% (Puts)
Prior 7-Day Total 367,227
Calls: 234,951 (64%)
Puts: 132,276 (36%)
Prior 7-Day Average 52,461
Calls: 33,564 (64%)
Puts: 18,896 (36%)
Current vs Prior 7-Day Avg -50.13%
Calls: -53.01%
Puts: -45.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $6.12M
Calls: $3.72M (61%)
Puts: $2.41M (39%)
Prior (07/20) $8.02M
Calls: $5.40M (67%)
Puts: $2.62M (33%)
Current vs Prior -23.64%
Calls: -31.14%
Puts: -8.18%
Prior 7-Day Total $73.52M
Calls: $55.54M (76%)
Puts: $17.98M (24%)
Prior 7-Day Average $10.50M
Calls: $7.93M (76%)
Puts: $2.57M (24%)
Current vs Prior 7-Day Avg -41.71%
Calls: -53.15%
Puts: -6.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.66
Prior (07/20) 0.40
Current vs Prior +62.92%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg +7.92%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 868,157
Calls: 582,584 (67%)
Puts: 285,573 (33%)
Prior (07/20) 905,374
Calls: 551,134 (61%)
Puts: 354,240 (39%)
Current vs Prior -4.11%
Prior 7-Day Total 6,907,730
Calls: 4,260,854 (62%)
Puts: 2,646,876 (38%)
Prior 7-Day Average 986,818
Calls: 608,693 (62%)
Puts: 378,125 (38%)
Current vs Prior 7-Day Avg -12.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.44% | 5.45%12.80% | 13.77%
Prior 3.83% | 5.70%11.57% | 13.81%
Current vs Prior -10.11% | -4.50%+10.62% | -0.27%
Prior 7-Day Avg 4.11% | 5.89%4.75% | 13.27%
Current vs 7-Day Avg -16.28% | -7.56%+169.47% | +3.77%
Prior 7-Day Eod 3.83% | 5.70%11.57% | 13.81%
Current vs 7-Day Eod -10.11% | -4.50%+10.62% | -0.27%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 6.88% | 10.38%
Calls: 8.51% | 4.23%
Puts: 5.26% | 16.54%
Prior 4.72% | 7.44%
Calls: 4.44% | 8.63%
Puts: 5.00% | 6.25%
Current vs Prior +45.76% | +39.52%
Prior 7-Day Avg 10.12% | 9.16%
Calls: 9.99% | 8.38%
Puts: 10.24% | 9.95%
Current vs 7-Day Avg -31.99% | +13.30%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($3.72M). Bullish P/C ratio of 0.66. P/C ratio rising 63% - increased hedging/bearish positioning. Call-heavy open interest (582,584 calls vs 285,573 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 63 of results (avg 6.2%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 219.609.75$9.681.5%51.002.0K
$52.00Aug 211.631.67$1.652.4%90.36921
$52.50Aug 211.481.52$1.502.7%950.335.1K
$41.00Aug 218.658.90$8.782.8%11.00--
$53.00Aug 211.341.38$1.362.9%410.3162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 214.654.80$4.723.2%50.66--
$50.00Aug 213.053.15$3.103.2%480.534.5K
$48.00Aug 212.062.13$2.093.3%610.435
$47.50Aug 211.841.91$1.883.7%420.401.6K
$50.00Jul 241.041.08$1.063.8%320.622.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 36 found (avg $0.57, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Jul 240.080.09$0.0911.1%1.1K0.101.4K
$55.00Jul 310.110.12$0.128.3%2930.071.5K
$51.00Jul 240.190.21$0.2010.0%4510.201.5K
$53.00Jul 310.240.28$0.2615.4%700.161.5K
$58.00Aug 70.260.30$0.2814.3%280.1039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 210.190.23$0.2119.0%80.07--
$48.00Jul 240.210.24$0.2213.6%5690.21531
$41.00Aug 280.290.35$0.3218.8%20.09--
$47.00Jul 310.320.36$0.3411.8%390.203.8K
$48.50Jul 240.320.37$0.3514.3%470.30738

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 69 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 219.609.75$9.681.5%51.002.0K
$41.00Aug 218.658.90$8.782.8%11.00--
$40.00Jul 248.6511.00$9.8223.9%110.9911
$42.50Jul 246.507.70$7.1016.9%10.99--
$42.00Jul 247.007.80$7.4010.8%10.97136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Jul 244.254.95$4.6015.2%31.0039
$57.00Jul 247.458.05$7.757.7%11.0020
$59.00Jul 248.5510.20$9.3817.6%41.00--
$56.00Jul 316.507.15$6.839.5%20.951
$57.00Jul 317.408.35$7.8812.1%20.95--

Most actively traded options today. High liquidity = easy entry/exit. 195 active (total vol 14.5K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Jul 240.080.09$0.0911.1%1.1K0.101.4K
$50.00Aug 142.152.44$2.3012.6%7230.49331
$53.00Jul 240.030.06$0.0560.0%6430.054.2K
$50.00Jul 240.440.48$0.468.7%5230.382.9K
$51.00Jul 240.190.21$0.2010.0%4510.201.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Jul 240.510.54$0.535.7%1.9K0.41988
$49.00Aug 212.552.71$2.636.1%1.0K0.48155
$47.50Jul 240.120.15$0.1421.4%5720.14199
$48.00Jul 240.210.24$0.2213.6%5690.21531
$50.00Aug 142.522.91$2.7214.3%5040.51195

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 47.3%, max 191.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.00Jul 24Aug 21133.0%45.7%191.2%723
$40.00Jul 24Aug 21106.7%47.1%126.4%162.0K
$44.00Jul 24Aug 2186.1%44.0%95.7%3148
$45.00Jul 24Aug 2172.7%43.6%66.7%159.3K
$46.00Jul 24Jul 3167.6%41.3%63.6%253460
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Jul 24Aug 28106.7%45.1%136.3%1347
$42.50Jul 24Aug 2176.2%44.7%70.5%5114.1K
$56.00Jul 24Jul 3177.4%46.1%67.8%322
$58.00Jul 24Jul 3197.7%59.0%65.6%41
$45.00Jul 24Aug 2872.7%44.8%62.5%10600

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 10.76, avg 2.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$52.00Jul 24$0.11$0.89$0.118.09$51.11
$56.00$57.00Aug 21$0.13$0.87$0.136.69$56.13
$52.00$53.00Jul 31$0.14$0.86$0.146.14$52.14
$56.00$58.00Aug 14$0.30$1.70$0.305.67$56.30
$57.00$58.00Aug 21$0.16$0.84$0.165.25$57.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$42.00$40.00Aug 21$0.17$1.83$0.1710.76$41.83
$42.00$41.00Aug 7$0.11$0.89$0.118.09$41.89
$43.00$42.00Aug 7$0.13$0.87$0.136.69$42.87
$43.00$42.00Aug 28$0.13$0.87$0.136.69$42.87
$44.00$43.00Aug 7$0.14$0.86$0.146.14$43.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 117 found (best R:R 21.22, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$47.00Aug 14$1.85$1.85$0.1512.33$46.85
$47.00$48.00Aug 7$0.90$0.90$0.109.00$47.90
$42.50$43.50Jul 24$0.87$0.87$0.136.69$43.37
$45.00$46.00Jul 31$0.85$0.85$0.155.67$45.85
$41.00$44.00Aug 21$2.48$2.48$0.524.77$43.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$56.00$52.00Jul 31$3.82$3.82$0.1821.22$52.18
$54.00$53.00Jul 24$0.85$0.85$0.155.67$53.15
$51.00$50.00Jul 24$0.80$0.80$0.204.00$50.20
$58.00$57.00Jul 31$0.80$0.80$0.204.00$57.20
$52.00$51.00Jul 31$0.76$0.76$0.243.17$51.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.38, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 24Jul 31$0.0669.6%43.6%
$54.00Jul 24Jul 31$0.1650.2%42.5%
$47.00Jul 24Jul 31$0.1741.4%37.3%
$58.00Jul 31Aug 7$0.1759.0%56.8%
$53.00Jul 24Jul 31$0.2147.8%40.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 24Jul 31$0.0772.7%45.8%
$46.00Jul 24Jul 31$0.0767.6%41.3%
$43.00Jul 31Aug 7$0.1167.1%56.1%
$57.00Jul 24Jul 31$0.1367.8%51.2%
$40.00Jul 24Aug 21$0.19106.7%47.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 2.88% of stock, avg 9.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$49.50Jul 24$0.66$0.76$1.42$48.08$50.922.88%
$49.00Jul 24$0.94$0.53$1.47$47.53$50.472.98%
$50.00Jul 24$0.46$1.06$1.52$48.48$51.523.08%
$48.50Jul 24$1.26$0.35$1.61$46.89$50.113.26%
$48.00Jul 24$1.63$0.22$1.85$46.15$49.853.75%
$51.00Jul 24$0.20$1.86$2.06$48.94$53.064.17%
$50.00Jul 31$0.95$1.50$2.45$47.55$52.454.96%
$49.00Jul 31$1.42$1.05$2.47$46.53$51.475.00%
$49.50Jul 31$1.27$1.27$2.54$46.96$52.045.14%
$48.50Jul 31$1.80$0.79$2.59$45.91$51.095.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.38% of stock, avg 5.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$53.00$47.50Jul 24$0.05$0.14$0.19$47.31$53.19
$53.00$46.00Jul 24$0.05$0.17$0.22$45.78$53.22
$52.00$47.50Jul 24$0.09$0.14$0.23$47.27$52.23
$52.00$46.00Jul 24$0.09$0.17$0.26$45.74$52.26
$53.00$48.00Jul 24$0.05$0.22$0.27$47.73$53.27
$52.00$48.00Jul 24$0.09$0.22$0.31$47.69$52.31
$51.00$47.50Jul 24$0.20$0.14$0.34$47.16$51.34
$51.00$46.00Jul 24$0.20$0.17$0.37$45.63$51.37
$53.00$48.50Jul 24$0.05$0.35$0.40$48.10$53.40
$51.00$48.00Jul 24$0.20$0.22$0.42$47.58$51.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 174 found (best R:R 9.00, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
46/4752/53Aug 28$0.90$0.109.00$46.10$52.90
50/5153/54Aug 28$0.88$0.127.33$50.12$53.88
43/4445/46Aug 21$1.30$0.206.50$42.70$46.30
50/5154/55Aug 28$0.83$0.174.88$50.17$54.83
49/5052/53Aug 14$0.82$0.184.56$49.18$52.82
44/4445/46Aug 21$1.22$0.284.36$43.28$46.22
46/4648/49Aug 7$0.81$0.194.26$45.69$48.81
45/4649/50Aug 7$0.80$0.204.00$45.20$49.80
50/5152/53Aug 14$0.80$0.204.00$50.20$52.80
48/4952/53Aug 14$0.79$0.213.76$48.21$52.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$56.00$57.00Aug 21$0.05$0.9519.00
$53.00$54.00$55.00Aug 28$0.05$0.9519.00
$52.00$53.00$54.00Jul 31$0.06$0.9415.67
$51.00$52.00$53.00Jul 24$0.07$0.9313.29
$53.00$54.00$55.00Jul 24$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$42.50$45.00Jul 24$0.09$2.4126.78
$44.00$45.00$46.00Aug 28$0.05$0.9519.00
$42.00$43.00$44.00Aug 28$0.08$0.9211.50
$48.00$48.50$49.00Jul 24$0.05$0.459.00
$47.50$48.00$48.50Jul 31$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. 83 found (best net $-1.05, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$41.00$45.001:2Aug 7-$1.05$2.95
$56.00$58.001:2Aug 14$0.00$2.00
$57.00$59.001:2Jul 24-$0.01$1.99
$56.00$58.001:2Jul 31-$0.13$1.87
$56.00$58.001:2Aug 28-$0.28$1.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$40.001:2Jul 24-$0.02$2.48
$42.00$40.001:2Aug 21-$0.04$1.96
$42.00$41.001:2Aug 28-$0.07$0.93
$43.00$42.001:2Aug 7-$0.10$0.90
$43.00$42.001:2Aug 14-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 5.29%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$49.50Aug 21$2.610.490.2%5.29%5.53%20096
$50.00Aug 28$2.420.481.3%4.90%6.16%21135
$50.00Aug 21$2.380.461.3%4.82%6.08%18119.9K
$50.00Aug 14$2.150.491.3%4.35%5.61%723331
$49.50Aug 7$2.110.510.2%4.27%4.52%1521
$51.00Aug 21$1.960.413.3%3.97%7.25%618
$50.00Aug 7$1.950.481.3%3.95%5.20%2481.6K
$52.00Aug 28$1.720.385.3%3.48%8.79%5119
$52.00Aug 21$1.630.365.3%3.30%8.61%9921
$51.00Aug 14$1.580.423.3%3.20%6.48%7147

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 15,773
Total Puts 10,388
Put/Call Ratio 0.66
Net Difference 5,385

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 234,951
Total Puts 132,276
Average Put/Call Ratio 0.61
Ratio Trend Rising

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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