Tour v526
ON
ON SEMICONDUCTOR COR
$74.21 -0.67%
$74.38 (+0.23%)🌙
as of 08/21 06:55 PM
8/21 18:55

Option Volume

Detail
Current (08/21) 8,222
Calls: 3,780 (46%)
Puts: 4,442 (54%)
Prior (08/20) 35,391
Calls: 9,253 (26%)
Puts: 26,138 (74%)
Current vs Prior -76.77%
Calls: -59.15% (Calls)
Puts: -83.01% (Puts)
Prior 7-Day Total 132,117
Calls: 69,845 (53%)
Puts: 62,272 (47%)
Prior 7-Day Average 18,873
Calls: 9,977 (53%)
Puts: 8,896 (47%)
Current vs Prior 7-Day Avg -56.44%
Calls: -62.12%
Puts: -50.07%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/21) $2.39M
Calls: $1.07M (45%)
Puts: $1.32M (55%)
Prior (08/20) $33.40M
Calls: $4.02M (12%)
Puts: $29.38M (88%)
Current vs Prior -92.84%
Calls: -73.33%
Puts: -95.51%
Prior 7-Day Total $65.18M
Calls: $21.14M (32%)
Puts: $44.04M (68%)
Prior 7-Day Average $9.31M
Calls: $3.02M (32%)
Puts: $6.29M (68%)
Current vs Prior 7-Day Avg -74.33%
Calls: -64.51%
Puts: -79.04%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/21) 1.18
Prior (08/20) 2.82
Current vs Prior -58.40%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +15.37%
Sentiment BEARISH

Open Interest

Detail
Current (08/21) 138,611
Calls: 78,215 (56%)
Puts: 60,396 (44%)
Prior (08/20) 148,742
Calls: 89,025 (60%)
Puts: 59,717 (40%)
Current vs Prior -6.81%
Prior 7-Day Total 1,189,367
Calls: 648,567 (55%)
Puts: 540,800 (45%)
Prior 7-Day Average 169,909
Calls: 92,652 (55%)
Puts: 77,257 (45%)
Current vs Prior 7-Day Avg -18.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.33% | 6.02%1.33% | 11.90%
Prior 3.32% | 6.84%3.32% | 12.02%
Current vs Prior +81.46% | +27.07%-59.81% | -1.01%
Prior 7-Day Avg 4.49% | 7.75%5.46% | 13.52%
Current vs 7-Day Avg +34.17% | +12.14%-75.59% | -11.97%
Prior 7-Day Eod 3.32% | 6.84%3.32% | 12.02%
Current vs 7-Day Eod +81.46% | +27.07%-59.81% | -1.01%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.60% | 8.40%
Calls: 7.32% | 9.52%
Puts: 3.88% | 7.28%
Prior 5.60% | 8.40%
Calls: 7.32% | 9.52%
Puts: 3.88% | 7.28%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 5.60% | 8.40%
Calls: 7.32% | 9.52%
Puts: 3.88% | 7.28%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Light premium activity with dollar volume down 93% vs prior. Below-average activity with volume down 77% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio dropping 58% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 7.8%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Sep 181.191.31$1.259.6%1080.217.0K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Sep 48.158.70$8.436.5%280.8127
$83.00Oct 210.6511.40$11.036.8%20.68--
$82.00Sep 118.509.10$8.806.8%10.78--
$80.00Sep 257.958.70$8.329.0%10.633

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. 66 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 217.159.85$8.5031.8%41.0014
$70.00Aug 212.956.05$4.5068.9%31.00146
$67.00Aug 286.058.60$7.3234.8%30.932
$66.00Aug 287.909.55$8.7318.9%30.931
$65.00Sep 189.7512.00$10.8820.7%20.82--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Aug 217.9511.65$9.8037.8%10.9971
$83.00Aug 217.109.65$8.3830.4%10.9931
$80.00Aug 214.657.20$5.9343.0%600.993.5K
$81.00Aug 214.958.65$6.8054.4%20.99--
$79.00Aug 212.976.80$4.8978.3%330.99223

Most actively traded options today. High liquidity = easy entry/exit. 166 active (total vol 5.8K, top 517)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Aug 210.000.01$0.01100.0%4560.00213
$80.00Aug 280.370.47$0.4223.8%2240.15178
$78.00Sep 111.692.30$2.0030.5%2000.3619
$74.00Aug 210.010.45$0.23191.3%1580.74--
$85.00Sep 181.191.31$1.259.6%1080.217.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 210.521.00$0.7663.2%5170.971.7K
$70.00Aug 210.000.01$0.01100.0%3290.011.0K
$71.00Aug 210.002.13$1.07199.1%2940.28163
$74.00Aug 210.020.10$0.06133.3%2930.30224
$72.00Aug 280.761.34$1.0555.2%1740.3271

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 870.0%, max 2028.3%)

CALLS (0)
No calls found
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$71.00Aug 21Aug 281058.0%49.7%2028.3%320186
$73.00Aug 21Oct 2367.5%55.4%563.0%12873
$74.00Aug 21Sep 1157.1%48.1%18.7%297224

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 0.65, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$65.00$68.00Aug 21$1.82$1.18$1.82100%0.65$66.82
$82.00$87.00Oct 2$0.84$4.16$0.8433%4.95$82.84
$75.00$80.00Sep 18$1.71$3.29$1.7149%1.92$76.71
$75.00$76.00Aug 28$0.22$0.78$0.2244%3.55$75.22
$70.00$75.00Sep 18$2.83$2.17$2.8368%0.77$72.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$84.00$83.00Aug 28$0.62$0.38$0.6294%0.61$83.38
$74.00$73.00Sep 11$0.22$0.78$0.2246%3.55$73.78
$67.00$65.00Oct 2$0.22$1.78$0.2225%8.09$66.78
$75.00$74.00Aug 28$0.36$0.64$0.3656%1.78$74.64
$70.00$69.00Sep 25$0.18$0.82$0.1833%4.56$69.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 0.92, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$87.00$88.00Aug 21$0.66$0.66$0.3486%1.94$87.66
$80.00$82.00Oct 2$1.06$1.06$0.9461%1.13$81.06
$82.00$83.00Aug 21$0.37$0.37$0.6388%0.59$82.37
$86.00$88.00Aug 28$0.22$0.22$1.7892%0.12$86.22
$77.00$78.00Oct 2$0.56$0.56$0.4454%1.27$77.56
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$73.00$67.00Oct 2$2.88$2.88$3.1257%0.92$70.12
$65.00$60.00Sep 18$0.87$0.87$4.1382%0.21$64.13
$69.00$68.00Sep 25$0.64$0.64$0.3670%1.78$68.36
$72.00$70.00Sep 4$0.87$0.87$1.1364%0.77$71.13
$73.00$72.00Aug 21$0.35$0.35$0.6572%0.54$72.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.87, cheapest $0.91)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$73.00Aug 28Sep 4$0.9148.7%52.1%
$72.00Aug 28Sep 4$0.8348.0%52.5%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 0.39% of stock, avg 7.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$74.00Aug 21$0.23$0.06$0.29$73.71$74.290.39%
$75.00Aug 21$0.01$0.76$0.77$74.23$75.771.04%
$76.00Aug 21$0.01$2.13$2.14$73.86$78.142.88%
$77.00Aug 21$0.01$3.25$3.26$73.74$80.264.39%
$75.00Aug 28$1.56$2.33$3.89$71.11$78.895.24%
$74.00Aug 28$2.14$1.97$4.11$69.89$78.115.54%
$73.00Aug 28$2.67$1.46$4.13$68.87$77.135.57%
$78.00Aug 21$0.04$4.22$4.26$73.74$82.265.74%
$76.00Aug 28$1.34$2.92$4.26$71.74$80.265.74%
$72.00Aug 28$3.32$1.05$4.37$67.63$76.375.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.59% of stock, avg 5.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$82.00$74.00Aug 21$0.38$0.06$0.44$73.56$82.44
$87.00$74.00Aug 21$0.67$0.06$0.73$73.27$87.73
$82.00$73.00Aug 21$0.38$0.36$0.74$72.26$82.74
$87.00$73.00Aug 21$0.67$0.36$1.03$71.97$88.03
$79.00$70.00Aug 28$0.54$0.69$1.23$68.77$80.23
$78.00$70.00Aug 28$0.70$0.69$1.39$68.61$79.39
$79.00$71.00Aug 28$0.54$0.80$1.34$69.66$80.34
$78.00$71.00Aug 28$0.70$0.80$1.50$69.50$79.50
$82.00$71.00Aug 21$0.38$1.07$1.45$69.55$83.45
$79.00$72.00Aug 28$0.54$1.05$1.59$70.41$80.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 2.57, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
72/7382/83Aug 21$0.72$0.2860%2.57$72.28$82.72
69/7077/78Aug 28$0.61$0.3948%1.56$69.39$77.61
65/6686/88Aug 28$0.37$1.6385%0.23$65.63$86.37
65/6677/78Aug 28$0.45$0.5562%0.82$65.55$77.45
69/7080/81Aug 28$0.43$0.5764%0.75$69.57$80.43
65/6680/81Aug 28$0.27$0.7378%0.37$65.73$80.27
67/6877/78Aug 28$0.45$0.5558%0.82$67.55$77.45
69/7079/80Aug 28$0.43$0.5760%0.75$69.57$79.43
69/7078/79Aug 28$0.47$0.5355%0.89$69.53$78.47
65/6679/80Aug 28$0.27$0.7374%0.37$65.73$79.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 7.77, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$74.00$75.00$76.00Aug 21$0.22$0.7873%3.55
$75.00$80.00$85.00Sep 18$0.67$4.3329%6.46
$78.00$81.00$84.00Sep 11$0.29$2.7119%9.34
$73.00$74.00$75.00Sep 4$0.07$0.9310%13.29
$75.00$76.00$77.00Sep 4$0.07$0.9310%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$70.00$75.00$80.00Sep 18$0.57$4.4334%7.77
$60.00$65.00$70.00Sep 18$0.28$4.7225%16.86
$72.00$73.00$74.00Aug 28$0.10$0.9016%9.00
$76.00$77.00$78.00Sep 4$0.07$0.9310%13.29
$75.00$76.00$77.00Sep 4$0.08$0.9210%11.50

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 $-1.84, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.00$71.001:2Aug 28-$0.68$3.32
$70.00$75.001:2Sep 18-$1.17$3.83
$75.00$80.001:2Sep 18-$0.58$4.42
$65.00$70.001:2Sep 18-$2.78$2.22
$80.00$85.001:2Sep 18-$0.21$4.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$88.00$80.001:2Sep 25-$1.84$6.16
$80.00$75.001:2Sep 18-$1.84$3.16
$70.00$65.001:2Sep 18-$0.11$4.89
$80.00$75.001:2Sep 25-$2.24$2.76
$72.00$69.001:2Sep 11-$0.40$2.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 3.80%, avg 1.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Oct 2$2.820.397.8%3.80%11.60%11
$82.00Oct 2$2.370.3310.5%3.19%13.69%41
$78.00Oct 2$2.930.435.1%3.95%9.06%1--
$77.00Oct 2$3.150.463.8%4.24%8.00%2--
$88.00Oct 2$1.320.2118.6%1.78%20.36%2--
$77.00Sep 25$2.930.443.8%3.95%7.71%3--
$75.00Sep 25$3.700.511.1%4.99%6.05%32
$80.00Sep 18$2.030.337.8%2.74%10.54%705.5K
$87.00Oct 2$0.790.2417.2%1.06%18.30%1--
$76.00Sep 25$3.000.472.4%4.04%6.45%1--

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 3,780
Total Puts 4,442
Put/Call Ratio 1.18
Net Difference -662

Prior's Put/Call Breakdown

Total Calls 9,253
Total Puts 26,138
Put/Call Ratio 2.82
Net Difference -16,885

Prior 7-Day Put/Call Summary

Total Calls 69,845
Total Puts 62,272
Average Put/Call Ratio 1.02
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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