Tour v531
PANW
PALO ALTO NETWORKS I
$403.24 +1.76%
$402.63 (-0.15%)🌙
as of 10/02 06:36 PM
◀ 10/2 18:36 ▶

Option Volume

Detail
ℹ
Current (10/02) 38,954
Calls: 23,302 (60%)
Puts: 15,652 (40%)
Prior (10/01) 25,044
Calls: 15,087 (60%)
Puts: 9,957 (40%)
Current vs Prior +55.54%
Calls: +54.45% (Calls)
Puts: +57.20% (Puts)
Prior 7-Day Total 218,045
Calls: 123,915 (57%)
Puts: 94,130 (43%)
Prior 7-Day Average 36,340
Calls: 17,702 (57%)
Puts: 13,447 (43%)
Current vs Prior 7-Day Avg +7.19%
Calls: +31.63%
Puts: +16.40%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $114.18M
Calls: $103.67M (91%)
Puts: $10.51M (9%)
Prior (10/01) $54.45M
Calls: $43.80M (80%)
Puts: $10.65M (20%)
Current vs Prior +109.68%
Calls: +136.69%
Puts: -1.35%
Prior 7-Day Total $405.37M
Calls: $303.42M (75%)
Puts: $101.95M (25%)
Prior 7-Day Average $67.56M
Calls: $43.35M (75%)
Puts: $14.56M (25%)
Current vs Prior 7-Day Avg +69.00%
Calls: +139.16%
Puts: -27.83%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.67
Prior (10/01) 0.66
Current vs Prior +1.78%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -15.92%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 286,732
Calls: 169,249 (59%)
Puts: 117,483 (41%)
Prior (10/01) 260,732
Calls: 150,300 (58%)
Puts: 110,432 (42%)
Current vs Prior +9.97%
Prior 7-Day Total 2,218,366
Calls: 1,197,818 (54%)
Puts: 1,020,548 (46%)
Prior 7-Day Average 316,909
Calls: 171,116 (54%)
Puts: 145,792 (46%)
Current vs Prior 7-Day Avg -9.52%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 0.67% | 5.14%7.62% | 17.40%
Prior 2.82% | 6.39%8.63% | 18.08%
Current vs Prior +82.53% | +19.22%-11.70% | -3.75%
Prior 7-Day Avg 4.23% | 7.02%9.54% | 18.39%
Current vs 7-Day Avg +21.47% | +8.50%-20.14% | -5.34%
Prior 7-Day Eod 0.98% | 5.10%8.63% | 18.08%
Current vs 7-Day Eod +422.36% | +49.35%-11.70% | -3.75%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 33.98% | 13.73%
Calls: 31.25% | 10.65%
Puts: 36.70% | 16.80%
Prior 33.98% | 13.73%
Calls: 31.25% | 10.65%
Puts: 36.70% | 16.80%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 22.00% | 13.81%
Calls: 11.30% | 17.35%
Puts: 24.20% | 13.32%
Current vs 7-Day Avg +54.42% | -0.57%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($103.67M) vs puts ($10.51M). Massive premium surge with dollar volume up 110% vs prior. Dollar volume significantly above 7-day average (69% higher). Above-average activity with volume up 56% vs prior.

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 17 of results (avg 7.9%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1654.0056.00$55.003.6%70.921.4K
$380.00Oct 223.1024.15$23.634.4%831.00553
$405.00Oct 1613.4514.35$13.906.5%2190.5096
$325.00Oct 1675.8582.00$78.937.8%10.982
$445.00Oct 308.008.65$8.327.8%20.2663
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 974.1580.90$77.538.7%60.97--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.27, cheapest $0.27)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 90.240.29$0.2718.5%320.02213

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 120 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$327.50Oct 272.6079.00$75.808.4%21.009
$330.00Oct 270.1076.50$73.308.7%41.00112
$335.00Oct 264.6571.55$68.1010.1%11.0030
$345.00Oct 255.1560.10$57.638.6%51.0038
$350.00Oct 248.9556.45$52.7014.2%271.0074
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Oct 28.3514.85$11.6056.0%201.0020
$410.00Oct 23.359.85$6.6098.5%330.9931
$470.00Oct 963.3570.95$67.1511.3%40.97--
$480.00Oct 974.1580.90$77.538.7%60.97--
$420.00Oct 213.9019.90$16.9035.5%10.96--

Most actively traded options today. High liquidity = easy entry/exit. 376 active (total vol 25.8K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Oct 20.060.19$0.13100.0%1.6K0.14863
$430.00Oct 164.405.65$5.0324.9%1.0K0.253.0K
$410.00Oct 1610.0012.35$11.1821.0%1.0K0.441.6K
$410.00Oct 20.000.03$0.02150.0%8850.01551
$400.00Oct 22.753.50$3.1324.0%7701.001.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Oct 21.072.30$1.6972.8%8330.8618
$365.00Oct 90.621.13$0.8858.0%6100.07125
$402.50Oct 20.160.80$0.48133.3%5950.38113
$400.00Oct 20.000.05$0.03166.7%5780.04337
$347.50Oct 160.771.23$1.0046.0%5340.06532

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 400.3%, max 776.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Oct 2Oct 30434.7%50.6%758.3%150854
$402.50Oct 2Oct 1659.3%44.5%33.4%543284
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Oct 2Nov 13434.7%49.6%776.0%118481
$402.50Oct 2Oct 1659.3%44.5%33.4%623141

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 203 found (best R:R 3.35, avg 5.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$445.00Nov 13$3.45$11.55$3.4539%3.35$433.45
$365.00$370.00Oct 16$2.68$2.32$2.6886%0.87$367.68
$410.00$415.00Nov 6$0.78$4.22$0.7848%5.41$410.78
$380.00$400.00Nov 13$11.00$9.00$11.0066%0.82$391.00
$470.00$480.00Nov 6$0.35$9.65$0.3517%27.57$470.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$410.00$407.50Oct 2$1.24$1.26$1.2499%1.02$408.76
$402.50$400.00Oct 16$0.27$2.23$0.2747%8.26$402.23
$375.00$370.00Nov 6$0.52$4.48$0.5229%8.62$374.48
$400.00$397.50Oct 9$0.35$2.15$0.3544%6.14$399.65
$390.00$385.00Oct 23$1.08$3.92$1.0837%3.63$388.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 0.79, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$460.00Oct 23$2.20$2.20$2.8082%0.79$457.20
$412.50$415.00Oct 16$2.28$2.28$0.2258%10.36$414.78
$445.00$450.00Oct 23$2.12$2.12$2.8878%0.74$447.12
$450.00$455.00Nov 13$2.55$2.55$2.4569%1.04$452.55
$445.00$450.00Oct 30$2.19$2.19$2.8174%0.78$447.19
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Nov 6$2.20$2.20$2.8087%0.79$332.80
$400.00$390.00Nov 13$5.60$5.60$4.4055%1.27$394.40
$380.00$375.00Nov 13$2.95$2.95$2.0566%1.44$377.05
$390.00$385.00Oct 30$3.15$3.15$1.8562%1.70$386.85
$340.00$337.50Oct 2$1.29$1.29$1.2194%1.07$338.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $8.66, cheapest $8.50)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$402.50Oct 2Oct 9$8.8359.3%41.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$402.50Oct 2Oct 9$8.5059.3%41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 82 found (cheapest 0.37% of stock, avg 7.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$402.50Oct 2$1.02$0.48$1.50$401.00$404.000.37%
$405.00Oct 2$0.13$1.69$1.82$403.18$406.820.45%
$400.00Oct 2$3.13$0.03$3.16$396.84$403.160.78%
$407.50Oct 2$0.17$5.36$5.53$401.97$413.031.37%
$397.50Oct 2$5.61$0.28$5.89$391.61$403.391.46%
$410.00Oct 2$0.02$6.60$6.62$403.38$416.621.64%
$395.00Oct 2$7.53$0.05$7.58$387.42$402.581.88%
$392.50Oct 2$10.83$0.05$10.88$381.62$403.382.70%
$415.00Oct 2$0.01$11.60$11.61$403.39$426.612.88%
$390.00Oct 2$12.80$1.08$13.88$376.12$403.883.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.10% of stock, avg 6.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$405.00$397.50Oct 2$0.13$0.28$0.41$397.09$405.41
$407.50$397.50Oct 2$0.17$0.28$0.45$397.05$407.95
$412.50$397.50Oct 2$0.17$0.28$0.45$397.05$412.95
$405.00$402.50Oct 2$0.13$0.48$0.61$401.89$405.61
$407.50$402.50Oct 2$0.17$0.48$0.65$401.85$408.15
$412.50$402.50Oct 2$0.17$0.48$0.65$401.85$413.15
$412.50$357.50Oct 2$0.17$0.87$1.04$356.46$413.54
$405.00$357.50Oct 2$0.13$0.87$1.00$356.50$406.00
$407.50$357.50Oct 2$0.17$0.87$1.04$356.46$408.54
$455.00$397.50Oct 2$0.78$0.28$1.06$396.44$456.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 348 found (best R:R 10.63, avg credit $1.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
330/335445/450Nov 6$4.57$0.4357%10.63$330.43$449.57
350/355455/460Oct 23$4.02$0.9867%4.10$350.98$459.02
340/345450/455Nov 13$4.46$0.5453%8.26$340.54$454.46
350/355445/450Oct 23$3.94$1.0663%3.72$351.06$448.94
338/340440/442Oct 2$2.28$0.2285%10.36$337.72$442.28
350/355425/430Oct 23$4.22$0.7851%5.41$350.78$429.22
365/370455/460Oct 23$3.66$1.3460%2.73$366.34$458.66
350/355435/440Oct 23$3.82$1.1857%3.24$351.18$438.82
365/370450/455Nov 13$4.48$0.5242%8.62$365.52$454.48
350/355450/455Nov 13$4.12$0.8849%4.68$350.88$454.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 165 found (best R:R 2.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$440.00$450.00Oct 16$0.09$9.9112%110.11
$420.00$430.00$440.00Nov 6$0.11$9.8912%89.91
$400.00$402.50$405.00Oct 2$1.22$1.2886%1.05
$460.00$470.00$480.00Oct 30$0.10$9.907%99.00
$397.50$400.00$402.50Oct 2$0.37$2.1326%5.76
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$402.50$405.00Oct 2$0.76$1.7482%2.29
$375.00$380.00$385.00Oct 30$0.05$4.956%99.00
$360.00$365.00$370.00Oct 30$0.09$4.916%54.56
$370.00$375.00$380.00Oct 23$0.12$4.887%40.67
$380.00$390.00$400.00Nov 6$0.66$9.3413%14.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 163 found (best net $-8.65, 136 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$385.001:2Oct 30-$16.15$8.85
$397.50$400.001:2Oct 2-$0.65$1.85
$455.00$460.001:2Oct 23-$0.07$4.93
$440.00$450.001:2Oct 16-$0.92$9.08
$450.00$460.001:2Oct 16-$0.62$9.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$440.001:2Oct 9-$8.65$21.35
$415.00$410.001:2Oct 2-$1.60$3.40
$440.00$425.001:2Oct 9-$10.80$4.20
$450.00$430.001:2Oct 16-$15.18$4.82
$375.00$372.501:2Oct 9-$0.07$2.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 85 found (best yield 5.28%, avg 1.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$415.00Nov 13$21.300.472.9%5.28%8.20%2--
$450.00Nov 13$11.000.3111.6%2.73%14.32%14--
$430.00Nov 13$14.800.396.6%3.67%10.31%5--
$410.00Nov 13$21.650.501.7%5.37%7.05%22
$405.00Nov 13$24.050.530.4%5.96%6.40%41
$445.00Nov 13$10.600.3210.4%2.63%12.98%3--
$460.00Nov 13$9.000.2614.1%2.23%16.31%78--
$415.00Nov 6$17.350.462.9%4.30%7.22%3--
$410.00Nov 6$18.550.481.7%4.60%6.28%67
$430.00Nov 6$11.850.376.6%2.94%9.57%2--

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 23,302
Total Puts 15,652
Put/Call Ratio 0.67
Net Difference 7,650

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 123,915
Total Puts 94,130
Average Put/Call Ratio 0.80
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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