Tour v526
PEGA
PEGASYSTEMS INC
$35.89 +6.09%
$35.71 (-0.50%)🌙
as of 08/27 06:52 PM
8/27 18:52

Option Volume

Detail
Current (08/27) 4,943
Calls: 4,504 (91%)
Puts: 439 (9%)
Prior (08/26) 85
Calls: 69 (81%)
Puts: 16 (19%)
Current vs Prior +5715.29%
Calls: +6427.54% (Calls)
Puts: +2643.75% (Puts)
Prior 7-Day Total 1,557
Calls: 1,039 (67%)
Puts: 518 (33%)
Prior 7-Day Average 222
Calls: 148 (67%)
Puts: 74 (33%)
Current vs Prior 7-Day Avg +2122.29%
Calls: +2934.46%
Puts: +493.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $227.7K
Calls: $171.6K (75%)
Puts: $56.1K (25%)
Prior (08/26) $5.7K
Calls: $4.2K (74%)
Puts: $1.5K (26%)
Current vs Prior +3884.51%
Calls: +3945.24%
Puts: +3709.51%
Prior 7-Day Total $154.9K
Calls: $124.9K (81%)
Puts: $30.0K (19%)
Prior 7-Day Average $22.1K
Calls: $17.8K (81%)
Puts: $4.3K (19%)
Current vs Prior 7-Day Avg +928.89%
Calls: +862.03%
Puts: +1206.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.10
Prior (08/26) 0.23
Current vs Prior -57.97%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -84.34%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 2,545
Calls: 2,041 (80%)
Puts: 504 (20%)
Prior (08/26) 1,451
Calls: 1,436 (99%)
Puts: 15 (1%)
Current vs Prior +75.40%
Prior 7-Day Total 12,011
Calls: 9,122 (76%)
Puts: 2,889 (24%)
Prior 7-Day Average 1,715
Calls: 1,303 (73%)
Puts: 481 (27%)
Current vs Prior 7-Day Avg +48.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 9.28% | 14.24%
Prior 10.35% | 14.57%
Current vs Prior -10.32% | -2.30%
Prior 7-Day Avg 8.00% | 13.65%
Current vs 7-Day Avg +15.92% | +4.30%
Prior 7-Day Eod 10.35% | 14.57%
Current vs 7-Day Eod -10.32% | -2.30%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 13.26% | 32.72%
Calls: 9.84% | 30.14%
Puts: 16.67% | 35.29%
Prior 13.26% | 32.72%
Calls: 9.84% | 30.14%
Puts: 16.67% | 35.29%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.26% | 32.72%
Calls: 9.84% | 30.14%
Puts: 16.67% | 35.29%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($171.6K) vs puts ($56.1K). Massive premium surge with dollar volume up 3885% vs prior. Dollar volume significantly above 7-day average (929% higher). Unusually high activity with volume up 5715% 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 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
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

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. 2 found (avg delta 0.69, highest 0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 181.952.35$2.1518.6%570.61657
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 184.105.30$4.7025.5%10.7737

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 1.9K, top 1.5K)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 180.500.70$0.6033.3%1.5K0.23443
$35.00Sep 181.952.35$2.1518.6%570.61657
$45.00Sep 180.100.35$0.22113.6%210.09206
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 181.001.35$1.1829.7%2720.39112
$30.00Sep 180.050.25$0.15133.3%100.07230
$40.00Sep 184.105.30$4.7025.5%10.7737

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 2.23, avg 6.08)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$40.00Sep 18$1.55$3.45$1.5561%2.23$36.55
$40.00$45.00Sep 18$0.38$4.62$0.3823%12.16$40.38
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$30.00Sep 18$1.03$3.97$1.0339%3.85$33.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.26, avg 0.17)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$45.00Sep 18$0.38$0.38$4.6277%0.08$40.38
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.00$30.00Sep 18$1.03$1.03$3.9761%0.26$33.97

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 9.28% of stock, avg 9.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Sep 18$2.15$1.18$3.33$31.67$38.339.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 1.03% of stock, avg 3.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$30.00Sep 18$0.22$0.15$0.37$29.63$45.37
$40.00$30.00Sep 18$0.60$0.15$0.75$29.25$40.75
$45.00$35.00Sep 18$0.22$1.18$1.40$33.60$46.40
$40.00$35.00Sep 18$0.60$1.18$1.78$33.22$41.78

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 3.27, cheapest $1.17)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$40.00$45.00Sep 18$1.17$3.8352%3.27
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$30.00$35.00$40.00Sep 18$2.49$2.5170%1.01

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $0.95, -- credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$35.00$40.001:2Sep 18$0.95$4.05
$40.00$45.001:2Sep 18$0.16$4.84
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$40.00$35.001:2Sep 18$2.34$2.66
$35.00$30.001:2Sep 18$0.88$4.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.39%, avg 0.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Sep 18$0.500.2311.4%1.39%12.84%1.5K443
$45.00Sep 18$0.100.0925.4%0.28%25.66%21206

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 115 contracts (avg 765 vol/day, 113 traded recently)

PEGA averages only 765 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $30.00 03-19 call last traded $6.40 on 08/18 (now $8.90/$10.20) — try a limit near $8.90. Also watch the $17.50 12-18 call last traded $9.64 on 07/22 (now $17.30/$20.20) — try a limit near $17.30; the $40.00 01-15 call last traded $2.60 on 08/21 (now $3.40/$4.00) — try a limit near $3.40. Most tradeable put: the $37.50 12-18 put last traded $7.11 on 08/10 (now $4.90/$5.70) — try a limit near $5.30.
CALLS (71)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$35.00Sep 18$1.95$2.35$2.15$1.20 08/21$0.70–$2.15$1.95657
$35.00Nov 20$3.80$5.30$4.55$2.98 08/21$3.18–$4.55$3.80--
$35.00Dec 18$4.30$5.50$4.90$3.99 08/19$2.78–$4.90$4.30--
$35.00Jan 15$4.90$6.20$5.55$3.70 08/12$3.25–$5.55$4.9058
$35.00Mar 19$6.20$7.90$7.05$5.78 08/19$4.25–$7.05$6.20--
$35.00Jan 21$9.70$11.60$10.65$9.50 08/10$7.55–$10.65$9.70--
$37.50Dec 18$3.30$4.40$3.85$3.01 08/11$2.20–$3.85$3.30--
$32.50Dec 18$5.60$7.30$6.45$4.60 08/14$3.58–$6.45$5.60--
$40.00Sep 18$0.50$0.70$0.60$0.35 08/20$0.20–$0.60$0.50443
$40.00Oct 16$1.00$1.60$1.30$0.75 08/19$0.73–$1.40$1.007
$40.00Dec 18$2.75$3.60$3.18$1.85 08/18$1.63–$3.18$2.7569
$40.00Jan 15$3.40$4.00$3.70$2.60 08/21$1.85–$3.70$3.40167
$40.00Mar 19$4.20$5.30$4.75$4.00 08/21$2.80–$4.75$4.20--
$40.00Jan 21$7.40$9.80$8.60$7.22 08/07$6.15–$8.60$7.4046
$40.00Dec 15$10.60$13.70$12.15$8.30 07/28$9.00–$12.15$10.60--
$30.00Sep 18$5.70$7.20$6.45$4.36 08/20$2.40–$6.45$5.70--
$30.00Dec 18$7.30$9.30$8.30$4.63 07/28$4.60–$8.30$7.30--
$30.00Jan 15$7.60$9.20$8.40$6.95 08/21$4.65–$8.40$7.6069
$30.00Mar 19$8.90$10.20$9.55$6.40 08/18$5.95–$9.55$8.9017
$30.00Jan 21$12.10$15.00$13.55$10.00 07/29$9.25–$13.55$12.1065
$42.50Dec 18$1.60$2.85$2.23$0.75 07/22$1.38–$2.23$1.60--
$27.50Dec 18$9.00$11.10$10.05$8.15 08/19$5.75–$10.05$9.00--
$45.00Sep 18$0.10$0.35$0.22$0.13 08/14$0.10–$0.55$0.13206
$45.00Nov 20$0.95$1.95$1.45$1.10 08/21$0.85–$1.48$1.10--
$45.00Dec 18$1.05$2.00$1.53$1.20 08/07$1.02–$1.53$1.20--
$45.00Jan 15$1.50$2.70$2.10$1.55 08/19$1.23–$2.10$1.55--
$45.00Mar 19$2.80$4.00$3.40$2.47 08/07$2.00–$3.40$2.805
$45.00Jan 21$5.00$8.30$6.65$3.00 07/24$4.95–$6.65$5.00--
$25.00Sep 18$9.60$12.30$10.95$9.20 08/20$5.70–$10.95$9.60--
$25.00Dec 18$10.90$13.10$12.00$6.50 07/30$7.35–$12.00$10.90--
$25.00Jan 15$12.00$12.60$12.30$5.18 07/23$7.45–$12.30$12.00--
$25.00Mar 19$12.20$13.60$12.90$7.95 07/27$8.60–$12.90$12.20--
$25.00Jan 21$15.00$16.50$15.75$13.10 08/12$11.55–$15.75$15.00--
$47.50Dec 18$0.80$2.20$1.50$1.00 08/13$0.83–$1.50$1.00--
$22.50Dec 18$13.00$15.20$14.10$6.06 07/22$9.10–$14.10$13.00--
$22.50Jan 21$15.00$19.50$17.25$11.00 07/29$12.75–$17.25$15.00--
$50.00Sep 18$0.00$0.15$0.08$0.05 07/31$0.08–$0.63$0.05--
$50.00Dec 18$0.45$1.80$1.13$0.81 08/19$0.68–$1.13$0.81--
$50.00Jan 15$0.75$1.95$1.35$1.37 08/07$0.70–$1.40$1.35--
$50.00Jan 21$5.10$6.80$5.95$5.10 08/20$4.00–$5.95$5.10--
$20.00Dec 18$15.20$17.40$16.30$8.20 07/24$11.10–$16.30$15.20--
$20.00Jan 15$15.10$18.20$16.65$9.50 07/27$11.20–$16.65$15.10--
$20.00Mar 19$16.00$18.10$17.05$13.90 08/07$11.55–$17.05$16.00--
$20.00Jan 21$16.50$21.50$19.00$16.05 08/07$14.00–$19.00$16.50--
$17.50Sep 18$17.10$19.70$18.40$11.00 07/27$12.50–$18.40$17.10--
$17.50Dec 18$17.30$20.20$18.75$9.64 07/22$13.15–$18.75$17.305
$17.50Jan 21$18.50$23.00$20.75$17.50 07/02$15.75–$20.75$18.50--
$55.00Dec 18$0.20$1.10$0.65$0.55 06/26$0.48–$0.75$0.55--
$55.00Jan 15$0.35$1.45$0.90$0.92 07/20$0.55–$1.02$0.90--
$55.00Jan 21$2.80$6.50$4.65$3.50 07/01$2.95–$4.65$3.50--
$15.00Sep 18$19.60$22.20$20.90$14.50 07/27$15.00–$20.90$19.60--
$15.00Jan 15$19.70$23.00$21.35$12.35 07/24$15.35–$21.35$19.70--
$15.00Jan 21$20.00$24.70$22.35$16.00 07/27$17.35–$22.35$20.005
$60.00Sep 18$0.00$0.35$0.18$0.01 07/22$0.18–$0.57$0.01--
$60.00Dec 18$0.05$0.95$0.50$0.30 08/19$0.30–$0.68$0.30--
$60.00Jan 15$0.35$0.95$0.65$0.33 08/12$0.43–$0.65$0.35--
$60.00Jan 21$1.85$6.00$3.93$2.88 07/21$2.35–$3.93$2.88--
$65.00Dec 18$0.05$0.95$0.50$0.25 07/23$0.45–$0.70$0.25--
$65.00Jan 15$0.05$1.00$0.53$0.50 08/17$0.25–$0.60$0.50--
$65.00Jan 21$1.00$4.70$2.85$2.20 06/30$2.20–$3.05$2.20--
$67.50Dec 18$0.05$0.95$0.50$0.20 08/21$0.18–$0.70$0.20--
$70.00Jan 15$0.05$1.00$0.53$0.43 07/24$0.25–$0.70$0.43--
$70.00Jan 21$0.50$5.50$3.00$1.75 07/24$1.88–$3.00$1.75--
$72.50Dec 18$0.00$0.90$0.45$0.20 08/13$0.43–$0.70$0.20--
$75.00Dec 18$0.00$0.55$0.28$0.19 08/03$0.28–$0.70$0.19--
$75.00Jan 15$0.00$0.95$0.48$0.25 06/29$0.43–$0.70$0.25--
$80.00Sep 18$0.00$0.65$0.33$0.20 07/22$0.33–$0.55$0.20--
$85.00Sep 18$0.00$0.05$0.03--$0.03–$0.03--222
$90.00Dec 18$0.00$0.85$0.43$0.85 07/21$0.38–$0.68$0.43--
$90.00Jan 15$0.00$0.90$0.45$0.90 07/21$0.40–$0.68$0.45--
$100.00Jan 21$0.00$3.30$1.65$1.00 08/04$1.08–$2.30$1.00--
PUTS (44)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$35.00Sep 18$1.00$1.35$1.18$2.69 08/20$1.18–$6.10$1.18112
$35.00Nov 20$3.00$4.00$3.50$4.57 08/20$3.50–$5.45$3.50--
$35.00Dec 18$3.60$4.50$4.05$7.14 07/21$4.05–$7.60$4.05--
$35.00Jan 15$3.60$4.60$4.10$7.20 07/20$4.10–$7.90$4.1021
$35.00Mar 19$5.10$6.10$5.60$8.17 07/21$5.60–$8.75$5.60--
$35.00Jan 21$6.20$10.50$8.35$10.02 07/01$8.35–$11.05$8.356
$35.00Dec 15$9.10$12.50$10.80$13.00 07/27$10.50–$12.25$10.80--
$37.50Dec 18$4.90$5.70$5.30$7.11 08/10$5.30–$9.40$5.3041
$32.50Dec 18$2.45$3.20$2.83$4.09 08/10$2.83–$5.95$2.8317
$40.00Dec 18$6.40$7.40$6.90$10.20 08/06$6.90–$11.40$6.90--
$40.00Jan 15$6.90$7.60$7.25$9.25 08/10$7.25–$11.90$7.25--
$40.00Mar 19$7.90$9.10$8.50$11.20 08/06$8.50–$12.55$8.50--
$40.00Sep 18$4.10$5.30$4.70--$4.70–$4.70$4.1037
$30.00Sep 18$0.05$0.25$0.15$0.50 08/21$0.15–$2.48$0.15230
$30.00Oct 16$0.30$1.10$0.70$1.33 08/20$0.70–$1.75$0.70--
$30.00Dec 18$1.65$2.55$2.10$2.45 08/19$2.10–$4.35$2.10--
$30.00Jan 15$2.00$2.55$2.28$2.85 08/19$2.28–$4.80$2.28--
$30.00Mar 19$2.95$3.50$3.23$3.71 08/19$3.23–$5.65$3.23--
$30.00Jan 21$4.80$7.90$6.35$7.60 06/26$5.75–$8.15$6.35--
$27.50Dec 18$0.85$1.55$1.20$2.12 08/10$1.20–$3.25$1.2030
$25.00Sep 18$0.00$0.30$0.15$0.10 08/20$0.08–$0.80$0.10--
$25.00Dec 18$0.55$1.00$0.78$1.15 08/21$0.78–$2.28$0.78--
$25.00Jan 15$0.80$1.25$1.02$2.70 07/27$1.02–$2.40$1.02--
$25.00Mar 19$1.50$2.15$1.83$2.50 07/29$1.83–$3.23$1.83--
$25.00Jan 21$2.50$5.40$3.95$6.40 07/23$3.70–$5.50$3.95--
$22.50Sep 18$0.00$0.05$0.03$0.10 08/10$0.03–$0.63$0.03--
$22.50Dec 18$0.20$1.10$0.65$0.85 08/12$0.60–$1.53$0.65--
$22.50Jan 15$0.40$1.25$0.83$1.83 07/27$0.83–$1.65$0.83--
$22.50Mar 19$0.65$1.75$1.20$3.15 07/22$1.20–$2.33$1.20--
$50.00Sep 18$12.80$15.60$14.20$24.23 07/22$14.20–$20.20$14.20--
$20.00Sep 18$0.00$0.45$0.23$0.13 08/05$0.10–$0.55$0.13--
$20.00Dec 18$0.05$1.00$0.53$0.41 08/19$0.35–$0.93$0.41--
$20.00Jan 15$0.05$1.15$0.60$0.55 08/19$0.50–$1.10$0.55--
$20.00Mar 19$0.40$1.25$0.83$2.10 07/23$0.83–$1.65$0.83--
$20.00Jan 21$0.75$4.10$2.42$3.06 06/26$2.10–$3.20$2.42--
$17.50Sep 18$0.00$0.70$0.35$0.20 07/22$0.03–$0.60$0.20--
$17.50Mar 19$0.35$0.75$0.55$1.00 07/31$0.55–$1.27$0.5510
$15.00Sep 18$0.00$0.65$0.33$0.20 07/23$0.03–$0.57$0.20--
$15.00Dec 18$0.00$0.90$0.45$0.45 07/22$0.45–$0.70$0.45--
$15.00Jan 15$0.00$0.75$0.38$0.37 08/07$0.35–$0.40$0.37--
$15.00Mar 19$0.05$1.10$0.58$0.62 07/29$0.58–$0.85$0.58--
$15.00Jan 21$0.00$3.30$1.65$2.04 07/22$1.65–$1.85$1.65--
$60.00Dec 18$23.30$25.60$24.45$32.50 07/22$24.45–$30.10$24.45--
$60.00Jan 15$23.10$25.70$24.40$32.71 07/22$24.40–$30.10$24.40--

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 4,504
Total Puts 439
Put/Call Ratio 0.10
Net Difference 4,065

Prior's Put/Call Breakdown

Total Calls 69
Total Puts 16
Put/Call Ratio 0.23
Net Difference 53

Prior 7-Day Put/Call Summary

Total Calls 1,039
Total Puts 518
Average Put/Call Ratio 0.62
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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