Tour v531
PANW
PALO ALTO NETWORKS I
$396.25 -0.27%
$396.81 (+0.14%)🌙
as of 10/01 06:39 PM
◀ 10/1 18:39 ▶

Option Volume

Detail
ℹ
Current (10/01) 25,044
Calls: 15,087 (60%)
Puts: 9,957 (40%)
Prior (09/30) 50,064
Calls: 27,688 (55%)
Puts: 22,376 (45%)
Current vs Prior -49.98%
Calls: -45.51% (Calls)
Puts: -55.50% (Puts)
Prior 7-Day Total 270,564
Calls: 160,651 (59%)
Puts: 109,913 (41%)
Prior 7-Day Average 45,094
Calls: 22,950 (59%)
Puts: 15,701 (41%)
Current vs Prior 7-Day Avg -44.46%
Calls: -34.26%
Puts: -36.59%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $54.45M
Calls: $43.80M (80%)
Puts: $10.65M (20%)
Prior (09/30) $85.17M
Calls: $62.13M (73%)
Puts: $23.04M (27%)
Current vs Prior -36.06%
Calls: -29.50%
Puts: -53.76%
Prior 7-Day Total $406.96M
Calls: $282.76M (69%)
Puts: $124.21M (31%)
Prior 7-Day Average $67.83M
Calls: $40.39M (69%)
Puts: $17.74M (31%)
Current vs Prior 7-Day Avg -19.72%
Calls: +8.43%
Puts: -39.95%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.66
Prior (09/30) 0.81
Current vs Prior -18.34%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -13.19%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 260,732
Calls: 150,300 (58%)
Puts: 110,432 (42%)
Prior (09/30) 293,014
Calls: 160,275 (55%)
Puts: 132,739 (45%)
Current vs Prior -11.02%
Prior 7-Day Total 1,924,944
Calls: 1,056,870 (55%)
Puts: 868,074 (45%)
Prior 7-Day Average 274,992
Calls: 150,981 (55%)
Puts: 124,010 (45%)
Current vs Prior 7-Day Avg -5.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.82% | 6.39%8.63% | 18.08%
Prior 3.77% | 6.90%9.10% | 18.25%
Current vs Prior -25.25% | -7.31%-5.19% | -0.92%
Prior 7-Day Avg 4.71% | 7.28%8.65% | 17.56%
Current vs 7-Day Avg -40.22% | -12.18%-0.18% | +2.95%
Prior 7-Day Eod 3.77% | 6.90%9.10% | 18.25%
Current vs 7-Day Eod -25.25% | -7.31%-5.19% | -0.92%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 33.98% | 13.73%
Calls: 31.25% | 10.65%
Puts: 36.70% | 16.80%
Prior 14.50% | 15.66%
Calls: 7.31% | 18.69%
Puts: 21.70% | 12.62%
Current vs Prior +134.34% | -12.32%
Prior 7-Day Avg 14.50% | 15.66%
Calls: 7.31% | 18.69%
Puts: 21.70% | 12.62%
Current vs 7-Day Avg +134.34% | -12.32%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($43.80M) vs puts ($10.65M). Below-average activity with volume down 50% vs prior. Bullish P/C ratio of 0.66.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 6 of results (avg 7.9%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 1657.7060.85$59.285.3%30.93787
$335.00Oct 1661.4565.95$63.707.1%10.95--
$325.00Oct 3072.0078.30$75.158.4%10.91--
$390.00Oct 1618.7520.40$19.588.4%170.59844
$400.00Oct 1613.7015.00$14.359.1%3620.492.9K
PUTS (0)
No puts meet the criteria

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. 93 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 243.6049.00$46.3011.7%11.0075
$345.00Oct 247.4055.05$51.2214.9%10.9937
$355.00Oct 238.1544.05$41.1014.4%10.99--
$360.00Oct 234.2038.55$36.3812.0%60.99116
$357.50Oct 235.1542.50$38.8318.9%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Oct 245.1552.55$48.8515.1%161.00--
$420.00Oct 221.5027.35$24.4323.9%90.9730
$442.50Oct 242.6550.00$46.3315.9%160.95--
$460.00Oct 1661.0068.50$64.7511.6%10.901
$410.00Oct 211.7517.70$14.7340.4%20.88--

Most actively traded options today. High liquidity = easy entry/exit. 329 active (total vol 14.7K, top 619)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Oct 21.261.85$1.5637.8%6190.24784
$400.00Oct 22.653.50$3.0827.6%5910.391.7K
$430.00Oct 164.655.50$5.0816.7%4780.232.8K
$420.00Oct 20.060.25$0.16118.8%4550.03852
$410.00Oct 169.9011.15$10.5311.9%4050.391.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Oct 22.082.73$2.4127.0%4700.30439
$380.00Oct 20.320.78$0.5583.6%3470.09615
$375.00Oct 20.190.49$0.3488.2%3010.06384
$365.00Oct 164.255.10$4.6818.2%2290.20209
$385.00Oct 20.751.50$1.1366.4%1700.17587

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 17.3%, max 25.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$385.00Oct 2Oct 3062.2%49.7%25.1%80450
$390.00Oct 2Nov 663.6%50.9%24.9%160803
$387.50Oct 2Oct 1661.5%50.2%22.4%219221
$395.00Oct 2Nov 1362.8%51.5%22.0%279872
$392.50Oct 2Oct 1660.1%49.3%21.9%181308
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Oct 2Nov 1363.6%50.9%24.9%474439
$387.50Oct 2Oct 1661.5%50.2%22.4%76300
$392.50Oct 2Oct 1660.1%49.3%21.9%99294
$402.50Oct 2Oct 1660.1%49.8%20.9%37133
$385.00Oct 2Nov 1362.2%51.5%20.7%171587

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 208 found (best R:R 6.46, avg 4.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$440.00$460.00Nov 6$2.68$17.32$2.6828%6.46$442.68
$375.00$390.00Nov 6$7.66$7.34$7.6666%0.96$382.66
$395.00$400.00Nov 13$1.45$3.55$1.4554%2.45$396.45
$400.00$405.00Oct 30$1.28$3.72$1.2850%2.91$401.28
$382.50$385.00Oct 2$1.05$1.45$1.0587%1.38$383.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$395.00Oct 30$1.65$3.35$1.6550%2.03$398.35
$360.00$355.00Nov 6$0.45$4.55$0.4524%10.11$359.55
$385.00$382.50Oct 16$0.32$2.18$0.3236%6.81$384.68
$407.50$405.00Oct 2$1.52$0.98$1.5284%0.64$405.98
$340.00$335.00Oct 30$0.16$4.84$0.1614%30.25$339.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 1.20, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$460.00Oct 30$1.88$1.88$3.1280%0.60$456.88
$450.00$455.00Oct 23$1.66$1.66$3.3481%0.50$451.66
$420.00$425.00Oct 23$2.40$2.40$2.6065%0.92$422.40
$412.50$415.00Oct 16$1.60$1.60$0.9062%1.78$414.10
$397.50$400.00Oct 9$1.80$1.80$0.7050%2.57$399.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$365.00Nov 13$2.73$2.73$2.2768%1.20$367.27
$370.00$365.00Nov 6$2.60$2.60$2.4069%1.08$367.40
$390.00$385.00Oct 30$3.19$3.19$1.8157%1.76$386.81
$375.00$370.00Oct 23$2.48$2.48$2.5270%0.98$372.52
$380.00$377.50Oct 9$1.71$1.71$0.7972%2.16$378.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $6.73, cheapest $7.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$395.00Oct 2Oct 9$7.2262.8%51.8%
$402.50Oct 2Oct 9$6.3660.1%49.5%
$392.50Oct 2Oct 9$5.5560.1%50.1%
$400.00Oct 2Oct 9$7.2257.7%51.5%
$397.50Oct 2Oct 9$7.8060.0%54.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$395.00Oct 2Oct 9$7.1562.8%51.8%
$402.50Oct 2Oct 9$5.8560.1%49.5%
$392.50Oct 2Oct 9$6.8060.1%50.1%
$400.00Oct 2Oct 9$6.4557.7%51.5%
$397.50Oct 2Oct 9$6.9560.0%54.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 2.43% of stock, avg 7.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$397.50Oct 2$4.30$5.33$9.63$387.87$407.132.43%
$400.00Oct 2$3.08$6.75$9.83$390.17$409.832.48%
$395.00Oct 2$5.83$4.25$10.08$384.92$405.082.54%
$392.50Oct 2$7.43$3.00$10.43$382.07$402.932.63%
$402.50Oct 2$2.41$8.90$11.31$391.19$413.812.85%
$390.00Oct 2$9.43$2.41$11.84$378.16$401.842.99%
$405.00Oct 2$1.56$10.48$12.04$392.96$417.043.04%
$387.50Oct 2$11.25$1.60$12.85$374.65$400.353.24%
$407.50Oct 2$1.02$12.00$13.02$394.48$420.523.29%
$385.00Oct 2$13.20$1.13$14.33$370.67$399.333.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.54% of stock, avg 6.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$407.50$385.00Oct 2$1.02$1.13$2.15$382.85$409.65
$407.50$387.50Oct 2$1.02$1.60$2.62$384.88$410.12
$405.00$385.00Oct 2$1.56$1.13$2.69$382.31$407.69
$405.00$387.50Oct 2$1.56$1.60$3.16$384.34$408.16
$407.50$390.00Oct 2$1.02$2.41$3.43$386.57$410.93
$402.50$385.00Oct 2$2.41$1.13$3.54$381.46$406.04
$405.00$390.00Oct 2$1.56$2.41$3.97$386.03$408.97
$402.50$387.50Oct 2$2.41$1.60$4.01$383.49$406.51
$402.50$390.00Oct 2$2.41$2.41$4.82$385.18$407.32
$407.50$392.50Oct 2$1.02$3.00$4.02$388.48$411.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 273 found (best R:R 4.81, avg credit $1.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/375450/455Oct 23$4.14$0.8650%4.81$370.86$454.14
370/375430/435Oct 23$4.30$0.7041%6.14$370.70$434.30
365/370435/440Nov 6$4.32$0.6838%6.35$365.68$439.32
335/338410/412Oct 9$2.19$0.3160%7.06$335.31$412.19
375/380450/455Oct 23$3.81$1.1947%3.20$376.19$453.81
350/355450/455Oct 23$2.96$2.0462%1.45$352.04$452.96
348/350410/412Oct 9$2.00$0.5059%4.00$348.00$412.00
335/338420/422Oct 9$1.67$0.8371%2.01$335.83$421.67
335/340450/455Oct 23$2.43$2.5770%0.95$337.57$452.43
325/330450/455Oct 23$2.19$2.8174%0.78$327.81$452.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 119 found (best R:R 75.92, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Oct 16$0.13$9.879%75.92
$392.50$395.00$397.50Oct 2$0.07$2.4316%34.71
$410.00$415.00$420.00Oct 23$0.05$4.957%99.00
$375.00$380.00$385.00Oct 30$0.12$4.887%40.67
$385.00$387.50$390.00Oct 2$0.13$2.3713%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$392.50$395.00Oct 9$0.08$2.427%30.25
$335.00$340.00$345.00Nov 13$0.08$4.924%61.50
$362.50$365.00$367.50Oct 16$0.07$2.434%34.71
$382.50$385.00$387.50Oct 2$0.16$2.3410%14.62
$340.00$345.00$350.00Oct 30$0.14$4.864%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 144 found (best net $-2.51, 132 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$370.001:2Oct 30-$2.51$42.49
$410.00$435.001:2Nov 6-$3.75$21.25
$410.00$435.001:2Nov 13-$6.48$18.52
$430.00$440.001:2Oct 16-$1.54$8.46
$440.00$450.001:2Oct 16-$1.03$8.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$442.50$420.001:2Oct 2-$2.53$19.97
$420.00$410.001:2Oct 2-$5.03$4.97
$370.00$367.501:2Oct 2-$0.01$2.49
$357.50$355.001:2Oct 2$0.00$2.50
$347.50$345.001:2Oct 2$0.00$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 83 found (best yield 6.50%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Nov 13$25.750.520.9%6.50%7.44%1--
$410.00Nov 13$20.100.463.5%5.07%8.54%2--
$405.00Nov 13$21.850.492.2%5.51%7.72%4--
$400.00Nov 6$23.250.510.9%5.87%6.81%8--
$435.00Nov 13$11.150.349.8%2.81%12.59%3--
$410.00Nov 6$16.700.453.5%4.21%7.68%1--
$405.00Oct 30$17.950.472.2%4.53%6.74%3--
$410.00Oct 30$15.900.433.5%4.01%7.48%6120
$435.00Nov 6$9.750.319.8%2.46%12.24%1--
$425.00Oct 30$11.700.347.3%2.95%10.21%956

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 15,087
Total Puts 9,957
Put/Call Ratio 0.66
Net Difference 5,130

Prior's Put/Call Breakdown

Total Calls 27,688
Total Puts 22,376
Put/Call Ratio 0.81
Net Difference 5,312

Prior 7-Day Put/Call Summary

Total Calls 160,651
Total Puts 109,913
Average Put/Call Ratio 0.76
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All