Tour v344
ON
ON SEMICONDUCTOR COR
$88.12 -4.78%
$88.11 (-0.01%)🌙
as of 07/16 06:50 PM
7/16 18:50

Option Volume

Detail
Current (07/16) 26,315
Calls: 8,779 (33%)
Puts: 17,536 (67%)
Prior (07/15) 23,722
Calls: 13,559 (57%)
Puts: 10,163 (43%)
Current vs Prior +10.93%
Calls: -35.25% (Calls)
Puts: +72.55% (Puts)
Prior 7-Day Total 156,916
Calls: 81,658 (52%)
Puts: 75,258 (48%)
Prior 7-Day Average 22,416
Calls: 11,665 (52%)
Puts: 10,751 (48%)
Current vs Prior 7-Day Avg +17.39%
Calls: -24.74%
Puts: +63.11%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $29.45M
Calls: $7.57M (26%)
Puts: $21.88M (74%)
Prior (07/15) $13.40M
Calls: $7.97M (60%)
Puts: $5.42M (40%)
Current vs Prior +119.86%
Calls: -5.01%
Puts: +303.41%
Prior 7-Day Total $83.59M
Calls: $49.63M (59%)
Puts: $33.96M (41%)
Prior 7-Day Average $11.94M
Calls: $7.09M (59%)
Puts: $4.85M (41%)
Current vs Prior 7-Day Avg +146.64%
Calls: +6.82%
Puts: +350.98%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 2.00
Prior (07/15) 0.75
Current vs Prior +166.50%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg +99.04%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 186,215
Calls: 97,207 (52%)
Puts: 89,008 (48%)
Prior (07/15) 155,051
Calls: 78,659 (51%)
Puts: 76,392 (49%)
Current vs Prior +20.10%
Prior 7-Day Total 1,178,767
Calls: 598,017 (51%)
Puts: 580,750 (49%)
Prior 7-Day Average 168,395
Calls: 85,431 (51%)
Puts: 82,964 (49%)
Current vs Prior 7-Day Avg +10.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.57% | 11.36%4.57% | 23.33%
Prior 6.26% | 11.16%6.26% | 22.58%
Current vs Prior -26.91% | +1.76%-26.91% | +3.31%
Prior 7-Day Avg 6.87% | 11.82%9.01% | 24.21%
Current vs 7-Day Avg -33.45% | -3.91%-49.23% | -3.62%
Prior 7-Day Eod 6.26% | 11.16%6.26% | 22.58%
Current vs 7-Day Eod -26.91% | +1.76%-26.91% | +3.31%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Prior 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($21.88M). Massive premium surge with dollar volume up 120% vs prior. Dollar volume significantly above 7-day average (147% higher). Extreme bearish P/C ratio of 2.00 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 14 of results (avg 8.3%, best 6.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 2111.5012.30$11.906.7%480.60314
$90.00Aug 219.109.75$9.436.9%7630.53425
$86.00Aug 79.3010.10$9.708.2%20.60--
$87.00Jul 245.155.60$5.388.4%740.562
$85.00Jul 246.306.85$6.578.4%110.6212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2120.4021.75$21.086.4%10.68--
$91.00Jul 317.508.05$7.787.1%190.5392
$95.00Aug 2113.6014.70$14.157.8%50.557.8K
$80.00Aug 215.756.30$6.039.1%1410.325.7K
$85.00Aug 218.209.05$8.639.8%400.401.8K

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. 78 found (avg delta 0.65, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 1711.5514.10$12.8319.9%100.95370
$80.00Jul 176.659.20$7.9332.2%10.93--
$76.00Jul 2411.5014.15$12.8320.7%20.86--
$77.00Jul 2410.6513.30$11.9822.1%20.85--
$75.00Aug 2116.1018.65$17.3814.7%10.7544
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1710.9513.55$12.2521.2%160.983.3K
$105.00Jul 1715.9518.55$17.2515.1%3.0K0.962.0K
$95.00Jul 176.108.95$7.5337.8%440.953.1K
$99.00Jul 179.9512.55$11.2523.1%10.9512
$98.00Jul 179.4511.90$10.6822.9%30.93--

Most actively traded options today. High liquidity = easy entry/exit. 205 active (total vol 12.7K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 219.109.75$9.436.9%7630.53425
$93.00Jul 170.010.30$0.16181.2%2890.09328
$82.00Aug 2812.3515.15$13.7520.4%2290.65--
$105.00Jul 311.132.17$1.6563.0%2000.20134
$100.00Jul 240.251.37$0.81138.3%1310.162.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 1715.9518.55$17.2515.1%3.0K0.962.0K
$87.00Jul 170.951.77$1.3660.3%2.0K0.41278
$75.00Jul 311.432.37$1.9049.5%4690.182.3K
$75.00Aug 214.004.65$4.3315.0%3930.24577
$71.00Jul 170.010.13$0.07171.4%2990.0298

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 47.4%, max 126.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Jul 17Jul 24185.1%81.8%126.2%9749
$101.00Jul 17Jul 24179.7%84.5%112.7%330
$105.00Jul 17Aug 21198.8%93.5%112.7%162.0K
$75.00Jul 17Aug 21189.5%93.0%103.8%11414
$103.00Jul 17Aug 7184.9%95.8%93.0%1289
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 17Jul 24217.9%99.9%118.0%28382
$105.00Jul 17Aug 21198.8%93.5%112.7%3.0K2.0K
$75.00Jul 17Aug 28189.5%90.8%108.8%1252.6K
$73.00Jul 17Jul 24196.6%103.1%90.6%18563
$78.00Jul 17Jul 24159.6%99.0%61.3%6029

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 9.71, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$97.00Jul 31$0.21$1.79$0.218.52$95.21
$101.00$104.00Jul 24$0.36$2.64$0.367.33$101.36
$97.00$98.00Jul 24$0.13$0.87$0.136.69$97.13
$87.00$88.00Aug 7$0.14$0.86$0.146.14$87.14
$92.00$93.00Jul 17$0.15$0.85$0.155.67$92.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$78.00$75.00Jul 24$0.28$2.72$0.289.71$77.72
$80.00$79.00Jul 24$0.12$0.88$0.127.33$79.88
$85.00$84.00Jul 17$0.15$0.85$0.155.67$84.85
$86.00$85.00Jul 17$0.15$0.85$0.155.67$85.85
$83.00$82.00Jul 17$0.18$0.82$0.184.56$82.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 6.69, avg 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$93.00$94.00Aug 14$0.87$0.87$0.136.69$93.87
$80.00$85.00Jul 17$4.25$4.25$0.755.67$84.25
$76.00$77.00Jul 24$0.85$0.85$0.155.67$76.85
$85.00$86.00Jul 17$0.75$0.75$0.253.00$85.75
$86.00$87.00Jul 24$0.72$0.72$0.282.57$86.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$89.00$88.00Aug 14$0.85$0.85$0.155.67$88.15
$98.00$95.00Jul 24$2.36$2.36$0.643.69$95.64
$93.00$92.00Jul 17$0.78$0.78$0.223.55$92.22
$93.00$92.00Jul 24$0.78$0.78$0.223.55$92.22
$100.00$99.00Jul 31$0.78$0.78$0.223.55$99.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.23, cheapest $0.31)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Jul 17Jul 24$0.31185.1%81.8%
$105.00Jul 17Jul 24$0.54198.8%95.7%
$101.00Jul 17Jul 24$0.57179.7%84.5%
$100.00Jul 17Jul 24$0.76125.4%80.7%
$98.00Jul 17Jul 24$1.36138.3%91.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$72.00Jul 17Jul 24$0.34217.9%99.9%
$98.00Jul 17Jul 24$0.50138.3%91.7%
$73.00Jul 17Jul 24$0.55196.6%103.1%
$75.00Jul 17Jul 24$0.94189.5%109.0%
$99.00Jul 17Jul 24$0.95142.3%87.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 3.97% of stock, avg 15.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$88.00Jul 17$1.73$1.77$3.50$84.50$91.503.97%
$89.00Jul 17$1.20$2.30$3.50$85.50$92.503.97%
$87.00Jul 17$2.28$1.36$3.64$83.36$90.644.13%
$90.00Jul 17$0.78$2.90$3.68$86.32$93.684.18%
$86.00Jul 17$2.93$0.94$3.87$82.13$89.874.39%
$91.00Jul 17$0.61$3.58$4.19$86.81$95.194.75%
$85.00Jul 17$3.68$0.79$4.47$80.53$89.475.07%
$92.00Jul 17$0.31$4.85$5.16$86.84$97.165.86%
$93.00Jul 17$0.16$5.63$5.79$87.21$98.796.57%
$95.00Jul 17$0.09$7.53$7.62$87.38$102.628.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 1.08% of stock, avg 12.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$92.00$84.00Jul 17$0.31$0.64$0.95$83.05$92.95
$94.00$84.00Jul 17$0.31$0.64$0.95$83.05$94.95
$92.00$85.00Jul 17$0.31$0.79$1.10$83.90$93.10
$94.00$85.00Jul 17$0.31$0.79$1.10$83.90$95.10
$91.00$84.00Jul 17$0.61$0.64$1.25$82.75$92.25
$92.00$86.00Jul 17$0.31$0.94$1.25$84.75$93.25
$94.00$86.00Jul 17$0.31$0.94$1.25$84.75$95.25
$91.00$85.00Jul 17$0.61$0.79$1.40$83.60$92.40
$90.00$84.00Jul 17$0.78$0.64$1.42$82.58$91.42
$91.00$86.00Jul 17$0.61$0.94$1.55$84.45$92.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 243 found (best R:R 11.50, avg credit $1.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
81/8491/95Aug 7$3.68$0.3211.50$80.32$94.68
80/8590/95Aug 21$4.53$0.479.64$80.47$94.53
72/7386/87Jul 24$0.90$0.109.00$72.10$86.90
85/8688/91Aug 7$2.68$0.328.37$83.32$90.68
78/7984/85Jul 24$0.88$0.127.33$78.12$84.88
78/7989/90Jul 24$0.88$0.127.33$78.12$89.88
87/8889/90Jul 31$0.88$0.127.33$87.12$89.88
83/8486/87Jul 17$0.87$0.136.69$83.13$86.87
84/8590/91Jul 24$0.87$0.136.69$84.13$90.87
85/8687/88Jul 24$0.87$0.136.69$85.13$87.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.20$4.8024.00
$89.00$93.00$97.00Aug 28$0.16$3.8424.00
$90.00$91.00$92.00Jul 31$0.05$0.9519.00
$90.00$95.00$100.00Aug 21$0.43$4.5710.63
$85.00$87.00$89.00Jul 31$0.18$1.8210.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$72.00$73.00$74.00Jul 17$0.07$0.9313.29
$88.00$89.00$90.00Jul 17$0.07$0.9313.29
$78.00$79.00$80.00Jul 17$0.08$0.9211.50
$89.00$90.00$91.00Jul 17$0.08$0.9211.50
$85.00$90.00$95.00Aug 21$0.52$4.488.62

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 $-0.42, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$77.00$84.001:2Jul 24-$2.52$4.48
$101.00$104.001:2Jul 24-$0.08$2.92
$97.00$100.001:2Jul 31-$0.91$2.09
$75.00$80.001:2Jul 17-$3.03$1.97
$98.00$100.001:2Jul 24-$0.09$1.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$75.001:2Aug 28-$0.42$9.58
$80.00$75.001:2Jul 31-$0.54$4.46
$80.00$75.001:2Aug 7-$1.73$3.27
$105.00$95.001:2Aug 21-$7.22$2.78
$80.00$75.001:2Aug 14-$2.37$2.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 10.72%, avg 4.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$89.00Aug 28$9.450.551.0%10.72%11.72%1--
$90.00Aug 21$9.100.532.1%10.33%12.46%763425
$89.00Aug 14$8.800.551.0%9.99%10.99%412
$90.00Aug 14$8.350.532.1%9.48%11.61%462
$91.00Aug 14$7.850.513.3%8.91%12.18%2--
$93.00Aug 28$7.750.495.5%8.79%14.33%6--
$92.00Aug 14$7.500.504.4%8.51%12.91%15--
$95.00Aug 21$7.150.457.8%8.11%15.92%1021.0K
$93.00Aug 14$7.100.485.5%8.06%13.60%2725
$91.00Aug 7$6.900.513.3%7.83%11.10%113

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 8,779
Total Puts 17,536
Put/Call Ratio 2.00
Net Difference -8,757

Prior's Put/Call Breakdown

Total Calls 13,559
Total Puts 10,163
Put/Call Ratio 0.75
Net Difference 3,396

Prior 7-Day Put/Call Summary

Total Calls 81,658
Total Puts 75,258
Average Put/Call Ratio 1.00
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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