Tour v526
PANW
PALO ALTO NETWORKS I
$382.85 +12.83%
$382.11 (-0.19%)🌙
as of 08/27 06:51 PM
8/27 18:51

Option Volume

Detail
Current (08/27) 65,704
Calls: 37,482 (57%)
Puts: 28,222 (43%)
Prior (08/26) 26,039
Calls: 13,074 (50%)
Puts: 12,965 (50%)
Current vs Prior +152.33%
Calls: +186.69% (Calls)
Puts: +117.68% (Puts)
Prior 7-Day Total 199,499
Calls: 91,911 (46%)
Puts: 107,588 (54%)
Prior 7-Day Average 28,499
Calls: 13,130 (46%)
Puts: 15,369 (54%)
Current vs Prior 7-Day Avg +130.54%
Calls: +185.47%
Puts: +83.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $112.41M
Calls: $83.52M (74%)
Puts: $28.89M (26%)
Prior (08/26) $51.82M
Calls: $34.16M (66%)
Puts: $17.66M (34%)
Current vs Prior +116.93%
Calls: +144.51%
Puts: +63.59%
Prior 7-Day Total $466.10M
Calls: $329.49M (71%)
Puts: $136.61M (29%)
Prior 7-Day Average $66.59M
Calls: $47.07M (71%)
Puts: $19.52M (29%)
Current vs Prior 7-Day Avg +68.82%
Calls: +77.44%
Puts: +48.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.75
Prior (08/26) 0.99
Current vs Prior -24.07%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -36.47%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/27) 320,814
Calls: 173,309 (54%)
Puts: 147,505 (46%)
Prior (08/26) 215,396
Calls: 116,819 (54%)
Puts: 98,577 (46%)
Current vs Prior +48.94%
Prior 7-Day Total 1,666,866
Calls: 941,066 (56%)
Puts: 725,800 (44%)
Prior 7-Day Average 238,123
Calls: 134,438 (56%)
Puts: 103,685 (44%)
Current vs Prior 7-Day Avg +34.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.02% | 10.71%13.83% | 18.41%
Prior 4.36% | 11.02%13.62% | 18.53%
Current vs Prior -30.66% | -2.79%+1.53% | -0.60%
Prior 7-Day Avg 4.40% | 8.79%6.21% | 16.14%
Current vs 7-Day Avg -31.23% | +21.83%+122.63% | +14.12%
Prior 7-Day Eod 4.36% | 11.02%13.62% | 18.53%
Current vs 7-Day Eod -30.66% | -2.79%+1.53% | -0.60%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 28.14% | 22.80%
Calls: 29.84% | 23.43%
Puts: 26.45% | 22.17%
Prior 28.44% | 17.75%
Calls: 25.85% | 15.67%
Puts: 31.03% | 19.83%
Current vs Prior -1.05% | +28.45%
Prior 7-Day Avg 24.35% | 16.55%
Calls: 21.15% | 14.02%
Puts: 27.55% | 19.08%
Current vs 7-Day Avg +15.57% | +37.76%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($83.52M). Massive premium surge with dollar volume up 117% vs prior. Dollar volume significantly above 7-day average (69% higher). Unusually high activity with volume up 152% vs prior - elevated interest.

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 NEUTRAL
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 36 of results (avg 8.7%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Sep 1830.7032.70$31.706.3%1600.622.3K
$310.00Sep 1874.2579.75$77.007.1%190.91557
$310.00Aug 2871.2576.75$74.007.4%31.00--
$310.00Oct 276.3082.30$79.307.6%10.89--
$360.00Sep 1837.0040.00$38.507.8%2290.681.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Sep 426.0028.55$27.289.3%2320.5728

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.75, cheapest $0.75)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 280.690.80$0.7514.7%1.5K0.12419
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 157 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 2866.0571.75$68.908.3%21.0038
$320.00Aug 2860.8066.75$63.789.3%11.00--
$330.00Aug 2851.1556.45$53.809.9%41.0048
$310.00Aug 2871.2576.75$74.007.4%31.00--
$335.00Aug 2846.0051.45$48.7311.2%110.99110
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Aug 2828.5535.05$31.8020.4%21.00--
$412.50Aug 2825.8532.95$29.4024.1%20.93--
$400.00Aug 2814.3519.80$17.0831.9%20.90--
$397.50Aug 2812.1517.60$14.8836.6%70.85--
$395.00Aug 2811.2515.45$13.3531.5%150.811

Most actively traded options today. High liquidity = easy entry/exit. 411 active (total vol 40.8K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Sep 44.707.75$6.2349.0%1.9K0.2376
$420.00Aug 280.030.07$0.0580.0%1.8K0.011.2K
$400.00Aug 280.690.80$0.7514.7%1.5K0.12419
$390.00Aug 282.112.60$2.3620.8%1.2K0.30459
$385.00Sep 418.5020.35$19.439.5%1.0K0.51732
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 280.010.20$0.11172.7%1.2K0.02509
$370.00Aug 280.651.17$0.9157.1%9740.14107
$355.00Aug 280.080.44$0.26138.5%8980.04879
$320.00Sep 41.702.00$1.8516.2%8130.08182
$335.00Aug 280.010.13$0.07171.4%7710.01908

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 20.8%, max 53.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$445.00Sep 4Oct 293.0%60.6%53.5%6639
$435.00Sep 4Oct 290.1%61.5%46.4%89128
$375.00Aug 28Oct 969.9%59.2%18.0%353333
$380.00Aug 28Oct 966.9%57.4%16.5%793274
$385.00Aug 28Oct 964.4%57.2%12.6%726279
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Sep 4Sep 1891.1%66.9%36.2%532
$375.00Aug 28Oct 969.9%59.2%18.0%35278
$380.00Aug 28Oct 966.9%57.4%16.5%66866
$385.00Aug 28Oct 264.4%59.3%8.7%35364
$390.00Aug 28Oct 265.2%60.6%7.5%4845

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 270 found (best R:R 0.70, avg 3.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$370.00Oct 9$11.78$8.22$11.7871%0.70$361.78
$375.00$380.00Sep 18$1.52$3.48$1.5259%2.29$376.52
$420.00$430.00Sep 18$1.70$8.30$1.7032%4.88$421.70
$390.00$395.00Oct 2$1.37$3.63$1.3752%2.65$391.37
$350.00$355.00Oct 2$2.50$2.50$2.5073%1.00$352.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$397.50$395.00Sep 4$0.75$1.75$0.7559%2.33$396.75
$397.50$395.00Aug 28$1.53$0.97$1.5385%0.63$395.97
$385.00$380.00Oct 2$1.67$3.33$1.6747%1.99$383.33
$410.00$400.00Sep 4$5.88$4.12$5.8867%0.70$404.12
$380.00$375.00Oct 9$1.63$3.37$1.6344%2.07$378.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 206 found (best R:R 0.63, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$405.00$410.00Oct 2$3.50$3.50$1.5056%2.33$408.50
$405.00$407.50Sep 4$1.78$1.78$0.7263%2.47$406.78
$440.00$450.00Aug 28$0.90$0.90$9.1093%0.10$440.90
$440.00$450.00Sep 18$2.68$2.68$7.3277%0.37$442.68
$435.00$440.00Sep 11$1.65$1.65$3.3578%0.49$436.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$340.00Oct 9$11.65$11.65$18.3561%0.63$358.35
$375.00$370.00Oct 9$3.85$3.85$1.1558%3.35$371.15
$325.00$315.00Oct 9$3.15$3.15$6.8582%0.46$321.85
$375.00$370.00Oct 2$3.58$3.58$1.4259%2.52$371.42
$360.00$350.00Oct 2$4.08$4.08$5.9267%0.69$355.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $14.15, cheapest $7.72)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Aug 28Sep 4$14.8164.8%84.3%
$382.50Aug 28Sep 4$14.7467.0%87.9%
$380.00Aug 28Sep 4$14.9366.9%88.8%
$387.50Aug 28Sep 4$15.1066.0%90.7%
$390.00Aug 28Sep 4$14.9465.2%91.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$410.00Sep 4Oct 2$7.7292.4%58.2%
$377.50Aug 28Sep 4$13.6264.8%84.3%
$382.50Aug 28Sep 4$14.7267.0%87.9%
$380.00Aug 28Sep 4$14.7766.9%88.8%
$387.50Aug 28Sep 4$14.4066.0%90.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 111 found (cheapest 2.65% of stock, avg 11.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$385.00Aug 28$4.10$6.05$10.15$374.85$395.152.65%
$382.50Aug 28$5.53$4.80$10.33$372.17$392.832.70%
$380.00Aug 28$6.75$3.68$10.43$369.57$390.432.72%
$377.50Aug 28$8.07$2.61$10.68$366.82$388.182.79%
$387.50Aug 28$3.23$7.88$11.11$376.39$398.612.90%
$390.00Aug 28$2.36$9.63$11.99$378.01$401.993.13%
$375.00Aug 28$9.82$2.19$12.01$362.99$387.013.14%
$372.50Aug 28$11.98$1.31$13.29$359.21$385.793.47%
$395.00Aug 28$1.37$13.35$14.72$380.28$409.723.84%
$370.00Aug 28$14.13$0.91$15.04$354.96$385.043.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.70% of stock, avg 9.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$395.00$372.50Aug 28$1.37$1.31$2.68$369.82$397.68
$392.50$372.50Aug 28$1.72$1.31$3.03$369.47$395.53
$395.00$375.00Aug 28$1.37$2.19$3.56$371.44$398.56
$392.50$375.00Aug 28$1.72$2.19$3.91$371.09$396.41
$390.00$372.50Aug 28$2.36$1.31$3.67$368.83$393.67
$395.00$377.50Aug 28$1.37$2.61$3.98$373.52$398.98
$392.50$377.50Aug 28$1.72$2.61$4.33$373.17$396.83
$390.00$375.00Aug 28$2.36$2.19$4.55$370.45$394.55
$390.00$377.50Aug 28$2.36$2.61$4.97$372.53$394.97
$387.50$372.50Aug 28$3.23$1.31$4.54$367.96$392.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 228 found (best R:R 13.71, avg credit $1.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
332/335410/412Sep 4$2.33$0.1753%13.71$332.67$412.33
318/320410/412Sep 4$1.87$0.6359%2.97$318.13$411.87
338/340410/412Sep 4$1.85$0.6550%2.85$338.15$411.85
325/328410/412Sep 4$1.69$0.8156%2.09$325.81$411.69
372/375412/415Aug 28$1.41$1.0966%1.29$373.59$413.91
332/335412/415Sep 4$1.67$0.8355%2.01$333.33$414.17
325/328412/415Aug 28$0.78$1.7290%0.45$326.72$413.28
320/322410/412Sep 4$1.58$0.9258%1.72$320.92$411.58
335/338412/415Aug 28$0.74$1.7690%0.42$336.76$413.24
328/330410/412Sep 4$1.57$0.9355%1.69$328.43$411.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 176 found (best R:R 110.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 9$0.09$9.9110%110.11
$395.00$400.00$405.00Sep 11$0.06$4.947%82.33
$377.50$380.00$382.50Aug 28$0.10$2.4016%24.00
$325.00$330.00$335.00Sep 18$0.06$4.945%82.33
$410.00$415.00$420.00Sep 11$0.11$4.895%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$382.50$385.00Aug 28$0.13$2.3716%18.23
$335.00$340.00$345.00Oct 2$0.05$4.955%99.00
$325.00$330.00$335.00Oct 2$0.05$4.954%99.00
$367.50$370.00$372.50Aug 28$0.09$2.419%26.78
$390.00$395.00$400.00Sep 11$0.18$4.827%26.78

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 $-4.76, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$415.00$420.001:2Aug 28$0.00$5.00
$425.00$430.001:2Aug 28-$0.06$4.94
$405.00$407.501:2Aug 28-$0.16$2.34
$402.50$405.001:2Aug 28-$0.23$2.27
$400.00$402.501:2Aug 28-$0.31$2.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$412.50$400.001:2Aug 28-$4.76$7.74
$375.00$372.501:2Aug 28-$0.43$2.07
$362.50$360.001:2Aug 28-$0.03$2.47
$342.50$340.001:2Aug 28-$0.03$2.47
$370.00$367.501:2Aug 28-$0.29$2.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 97 found (best yield 5.75%, avg 2.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Oct 9$22.000.464.5%5.75%10.23%6--
$390.00Oct 9$26.150.511.9%6.83%8.70%1--
$395.00Oct 2$23.500.493.2%6.14%9.31%525
$385.00Oct 2$28.000.540.6%7.31%7.88%815
$405.00Oct 2$19.350.445.8%5.05%10.84%924
$410.00Oct 9$17.550.417.1%4.58%11.68%28--
$385.00Oct 9$27.450.530.6%7.17%7.73%4--
$400.00Oct 2$20.300.464.5%5.30%9.78%2236
$390.00Oct 2$24.150.521.9%6.31%8.18%133
$410.00Oct 2$16.150.417.1%4.22%11.31%62

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 37,482
Total Puts 28,222
Put/Call Ratio 0.75
Net Difference 9,260

Prior's Put/Call Breakdown

Total Calls 13,074
Total Puts 12,965
Put/Call Ratio 0.99
Net Difference 109

Prior 7-Day Put/Call Summary

Total Calls 91,911
Total Puts 107,588
Average Put/Call Ratio 1.19
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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