Tour v340
O
REALTY INCOME CORP REIT
$63.26 -0.80%
$63.41 (+0.24%)🌙
as of 07/15 06:56 PM
7/15 18:56

Option Volume

Detail
Current (07/15) 2,725
Calls: 1,740 (64%)
Puts: 985 (36%)
Prior (07/14) 2,612
Calls: 1,830 (70%)
Puts: 782 (30%)
Current vs Prior +4.33%
Calls: -4.92% (Calls)
Puts: +25.96% (Puts)
Prior 7-Day Total 24,822
Calls: 16,553 (67%)
Puts: 8,269 (33%)
Prior 7-Day Average 3,546
Calls: 2,364 (67%)
Puts: 1,181 (33%)
Current vs Prior 7-Day Avg -23.15%
Calls: -26.42%
Puts: -16.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $396.2K
Calls: $289.6K (73%)
Puts: $106.7K (27%)
Prior (07/14) $383.5K
Calls: $326.1K (85%)
Puts: $57.4K (15%)
Current vs Prior +3.33%
Calls: -11.20%
Puts: +85.81%
Prior 7-Day Total $3.46M
Calls: $2.65M (77%)
Puts: $803.8K (23%)
Prior 7-Day Average $494.1K
Calls: $379.2K (77%)
Puts: $114.8K (23%)
Current vs Prior 7-Day Avg -19.80%
Calls: -23.64%
Puts: -7.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.57
Prior (07/14) 0.43
Current vs Prior +32.47%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +4.30%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 77,124
Calls: 52,478 (68%)
Puts: 24,646 (32%)
Prior (07/14) 65,477
Calls: 47,716 (73%)
Puts: 17,761 (27%)
Current vs Prior +17.79%
Prior 7-Day Total 545,085
Calls: 357,164 (66%)
Puts: 187,921 (34%)
Prior 7-Day Average 77,869
Calls: 51,023 (66%)
Puts: 26,845 (34%)
Current vs Prior 7-Day Avg -0.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.16% | 7.08%4.16% | 7.08%
Prior 4.44% | 6.79%4.44% | 6.79%
Current vs Prior -6.32% | +4.30%-6.32% | +4.30%
Prior 7-Day Avg 4.66% | 7.22%4.66% | 7.22%
Current vs 7-Day Avg -10.69% | -1.93%-10.70% | -1.93%
Prior 7-Day Eod 4.44% | 6.79%4.44% | 6.79%
Current vs 7-Day Eod -6.32% | +4.30%-6.32% | +4.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.72% | 19.20%
Calls: 11.11% | 8.16%
Puts: 16.34% | 30.24%
Prior 13.72% | 19.20%
Calls: 11.11% | 8.16%
Puts: 16.34% | 30.24%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.72% | 19.20%
Calls: 11.11% | 8.16%
Puts: 16.34% | 30.24%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($289.6K). Bullish P/C ratio of 0.57. P/C ratio rising 32% - increased hedging/bearish positioning. Call-heavy open interest (52,478 calls vs 24,646 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 2 of results (avg 9.4%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 173.203.50$3.359.0%361.002.3K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 212.402.65$2.539.9%590.6882

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. 7 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 178.009.20$8.6014.0%261.00--
$60.00Jul 173.203.50$3.359.0%361.002.3K
$60.00Aug 213.503.90$3.7010.8%220.81495
$62.50Jul 170.851.15$1.0030.0%2300.664.4K
$62.50Aug 211.802.10$1.9515.4%1970.583.8K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 171.301.95$1.6339.9%140.95111
$65.00Aug 212.402.65$2.539.9%590.6882

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 1.7K, top 437)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Jul 170.851.15$1.0030.0%2300.664.4K
$65.00Aug 210.650.85$0.7526.7%2020.324.1K
$62.50Aug 211.802.10$1.9515.4%1970.583.8K
$65.00Jul 170.000.05$0.03166.7%1050.055.0K
$67.50Aug 210.150.25$0.2050.0%860.121.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 211.001.20$1.1018.2%4370.42749
$60.00Aug 210.400.50$0.4522.2%870.202.5K
$65.00Aug 212.402.65$2.539.9%590.6882
$62.50Jul 170.100.75$0.43151.2%520.361.6K
$65.00Jul 171.301.95$1.6339.9%140.95111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 102.8%, max 230.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.50Jul 17Aug 2136.9%17.4%111.5%4278.2K
$60.00Jul 17Aug 2138.4%19.6%95.7%582.8K
$65.00Jul 17Aug 2125.4%18.5%37.1%3079.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.50Jul 17Aug 2172.4%21.9%230.9%13961
$62.50Jul 17Aug 2136.9%17.4%111.5%4892.3K
$60.00Jul 17Aug 2138.4%19.6%95.7%1008.0K
$65.00Jul 17Aug 2125.4%18.5%37.1%73193

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 19.83, avg 4.91)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.50$70.00Aug 21$0.12$2.38$0.1219.83$67.62
$65.00$67.50Aug 21$0.55$1.95$0.553.55$65.55
$62.50$65.00Jul 17$0.97$1.53$0.971.58$63.47
$62.50$65.00Aug 21$1.20$1.30$1.201.08$63.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$57.50Aug 21$0.27$2.23$0.278.26$59.73
$62.50$60.00Jul 17$0.40$2.10$0.405.25$62.10
$62.50$60.00Aug 21$0.65$1.85$0.652.85$61.85
$65.00$62.50Jul 17$1.20$1.30$1.201.08$63.80
$65.00$62.50Aug 21$1.43$1.07$1.430.75$63.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 15.67, avg 2.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$62.50Jul 17$2.35$2.35$0.1515.67$62.35
$60.00$62.50Aug 21$1.75$1.75$0.752.33$61.75
$62.50$65.00Aug 21$1.20$1.20$1.300.92$63.70
$62.50$65.00Jul 17$0.97$0.97$1.530.63$63.47
$65.00$67.50Aug 21$0.55$0.55$1.950.28$65.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$62.50Aug 21$1.43$1.43$1.071.34$63.57
$65.00$62.50Jul 17$1.20$1.20$1.300.92$63.80
$62.50$60.00Aug 21$0.65$0.65$1.850.35$61.85
$62.50$60.00Jul 17$0.40$0.40$2.100.19$62.10
$60.00$57.50Aug 21$0.27$0.27$2.230.12$59.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.59, cheapest $0.13)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 17Aug 21$0.3538.4%19.6%
$65.00Jul 17Aug 21$0.7225.4%18.5%
$62.50Jul 17Aug 21$0.9536.9%17.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.50Jul 17Aug 21$0.1372.4%21.9%
$60.00Jul 17Aug 21$0.4238.4%19.6%
$62.50Jul 17Aug 21$0.6736.9%17.4%
$65.00Jul 17Aug 21$0.9025.4%18.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 2.26% of stock, avg 4.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$62.50Jul 17$1.00$0.43$1.43$61.07$63.932.26%
$65.00Jul 17$0.03$1.63$1.66$63.34$66.662.62%
$62.50Aug 21$1.95$1.10$3.05$59.45$65.554.82%
$65.00Aug 21$0.75$2.53$3.28$61.72$68.285.18%
$60.00Jul 17$3.35$0.03$3.38$56.62$63.385.34%
$60.00Aug 21$3.70$0.45$4.15$55.85$64.156.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 7 found (cheapest 0.60% of stock, avg 1.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$67.50$57.50Aug 21$0.20$0.18$0.38$57.12$67.88
$65.00$62.50Jul 17$0.03$0.43$0.46$62.04$65.46
$67.50$60.00Aug 21$0.20$0.45$0.65$59.35$68.15
$65.00$57.50Aug 21$0.75$0.18$0.93$56.57$65.93
$65.00$60.00Aug 21$0.75$0.45$1.20$58.80$66.20
$67.50$62.50Aug 21$0.20$1.10$1.30$61.20$68.80
$65.00$62.50Aug 21$0.75$1.10$1.85$60.65$66.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.63, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
62/6568/70Aug 21$1.55$0.951.63$63.45$69.05
58/6062/65Aug 21$1.47$1.031.43$58.53$63.97
60/6265/68Aug 21$1.20$1.300.92$61.30$66.20
58/6065/68Aug 21$0.82$1.680.49$59.18$65.82
60/6268/70Aug 21$0.77$1.730.45$61.73$68.27
58/6068/70Aug 21$0.39$2.110.18$59.61$67.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 13.71, cheapest $0.17)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$65.00$67.50$70.00Aug 21$0.43$2.074.81
$60.00$62.50$65.00Aug 21$0.55$1.953.55
$62.50$65.00$67.50Aug 21$0.65$1.852.85
$60.00$62.50$65.00Jul 17$1.38$1.120.81
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Aug 21$0.17$2.3313.71
$57.50$60.00$62.50Aug 21$0.38$2.125.58
$57.50$60.00$62.50Jul 17$0.42$2.084.95
$60.00$62.50$65.00Aug 21$0.78$1.722.21
$60.00$62.50$65.00Jul 17$0.80$1.702.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.07, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$0.20$2.30
$70.00$75.001:2Aug 21$0.02$4.98
$55.00$60.001:2Jul 17$1.90$3.10
$67.50$70.001:2Aug 21$0.04$2.46
$65.00$67.501:2Aug 21$0.35$2.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$57.501:2Jul 17-$0.07$2.43
$55.00$52.501:2Aug 21$0.02$2.48
$57.50$55.001:2Aug 21$0.02$2.48
$60.00$57.501:2Aug 21$0.09$2.41
$62.50$60.001:2Aug 21$0.20$2.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.03%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Aug 21$0.650.322.8%1.03%3.78%2024.1K
$67.50Aug 21$0.150.126.7%0.24%6.94%861.9K

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 1,740
Total Puts 985
Put/Call Ratio 0.57
Net Difference 755

Prior's Put/Call Breakdown

Total Calls 1,830
Total Puts 782
Put/Call Ratio 0.43
Net Difference 1,048

Prior 7-Day Put/Call Summary

Total Calls 16,553
Total Puts 8,269
Average Put/Call Ratio 0.54
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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