Tour v294
RIVN
RIVIAN AUTOMOTIVE IN A
$20.14 +8.11%
$18.36 (-8.84%)🌙
as of 07/06 06:55 PM
7/6 18:55

Option Volume

Detail
Current (07/06) 189,809
Calls: 131,187 (69%)
Puts: 58,622 (31%)
Prior (07/02) 376,895
Calls: 280,793 (75%)
Puts: 96,102 (25%)
Current vs Prior -49.64%
Calls: -53.28% (Calls)
Puts: -39.00% (Puts)
Prior 7-Day Total 967,139
Calls: 684,434 (71%)
Puts: 282,705 (29%)
Prior 7-Day Average 161,189
Calls: 97,776 (71%)
Puts: 40,386 (29%)
Current vs Prior 7-Day Avg +17.75%
Calls: +34.17%
Puts: +45.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $31.27M
Calls: $27.00M (86%)
Puts: $4.27M (14%)
Prior (07/02) $55.79M
Calls: $42.44M (76%)
Puts: $13.35M (24%)
Current vs Prior -43.95%
Calls: -36.37%
Puts: -68.02%
Prior 7-Day Total $120.53M
Calls: $88.48M (73%)
Puts: $32.05M (27%)
Prior 7-Day Average $20.09M
Calls: $12.64M (73%)
Puts: $4.58M (27%)
Current vs Prior 7-Day Avg +55.68%
Calls: +113.64%
Puts: -6.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.45
Prior (07/02) 0.34
Current vs Prior +30.56%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -9.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 1,822,956
Calls: 1,038,741 (57%)
Puts: 784,215 (43%)
Prior (07/02) 1,740,617
Calls: 1,088,669 (63%)
Puts: 651,948 (37%)
Current vs Prior +4.73%
Prior 7-Day Total 9,208,259
Calls: 5,797,124 (63%)
Puts: 3,411,135 (37%)
Prior 7-Day Average 1,534,709
Calls: 966,187 (63%)
Puts: 568,522 (37%)
Current vs Prior 7-Day Avg +18.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.74% | 11.92%11.92% | 24.68%
Prior 9.77% | 13.20%-- | --
Current vs Prior -10.55% | -9.75%-- | --
Prior 7-Day Avg 7.15% | 10.76%-- | --
Current vs 7-Day Avg +22.22% | +10.77%-- | --
Prior 7-Day Eod 9.77% | 13.20%-- | --
Current vs 7-Day Eod -10.55% | -9.75%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 18.74% | 9.59%
Calls: 11.29% | 10.17%
Puts: 26.19% | 9.00%
Prior 18.74% | 9.59%
Calls: 11.29% | 10.17%
Puts: 26.19% | 9.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 12.23% | 6.43%
Calls: 8.53% | 5.92%
Puts: 15.94% | 6.93%
Current vs 7-Day Avg +53.17% | +49.11%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($27.00M) vs puts ($4.27M). Dollar volume significantly above 7-day average (56% higher). Below-average activity with volume down 50% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (131,187 calls vs 58,622 puts).

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 52 of results (avg 6.7%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 100.800.82$0.812.5%11.4K0.545.3K
$19.00Jul 171.701.75$1.732.9%8790.693.6K
$19.00Jul 312.312.39$2.353.4%7190.651.1K
$18.00Jul 102.192.28$2.244.0%1.0K0.893.2K
$19.00Jul 241.922.00$1.964.1%7690.671.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 100.680.70$0.692.9%1.2K0.46112
$19.00Jul 100.290.30$0.303.3%4.0K0.252.7K
$22.00Jul 312.822.94$2.884.2%20.6110
$20.00Jul 311.601.68$1.644.9%1440.4415
$19.50Jul 170.750.79$0.775.2%7530.38500

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 37 found (avg $0.58, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 100.090.10$0.1010.0%3.6K0.10739
$24.00Jul 170.170.19$0.1811.1%2.7K0.131.5K
$22.00Jul 100.200.23$0.2213.6%3.8K0.20588
$21.50Jul 100.290.31$0.306.7%2.4K0.26406
$21.00Jul 100.410.44$0.437.0%6.8K0.341.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 100.100.11$0.119.1%7.7K0.113.8K
$18.50Jul 100.160.19$0.1816.7%1.9K0.171.7K
$19.00Jul 100.290.30$0.303.3%4.0K0.252.7K
$18.00Jul 170.280.32$0.3013.3%2740.191.6K
$18.50Jul 170.390.44$0.4211.9%4090.24261

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 69 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 173.653.90$3.786.6%3000.941.4K
$16.50Jul 103.503.75$3.636.9%1450.942.0K
$17.00Jul 103.003.90$3.4526.1%2550.942.2K
$17.50Jul 102.662.96$2.8110.7%3960.931.6K
$18.00Jul 102.192.28$2.244.0%1.0K0.893.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 173.554.90$4.2232.0%100.86--
$23.00Jul 172.783.65$3.2227.0%30.81--
$22.00Jul 101.353.15$2.2580.0%50.804
$24.00Jul 313.355.75$4.5552.7%140.755
$21.50Jul 101.591.71$1.657.3%3690.7324

Most actively traded options today. High liquidity = easy entry/exit. 152 active (total vol 101.6K, top 11.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 100.800.82$0.812.5%11.4K0.545.3K
$21.00Jul 100.410.44$0.437.0%6.8K0.341.4K
$19.50Jul 101.081.14$1.115.4%5.1K0.652.7K
$20.00Jul 171.131.18$1.154.3%3.8K0.5513.5K
$22.00Jul 100.200.23$0.2213.6%3.8K0.20588
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 100.100.11$0.119.1%7.7K0.113.8K
$19.00Jul 100.290.30$0.303.3%4.0K0.252.7K
$19.50Jul 100.440.48$0.468.7%3.2K0.35556
$18.50Jul 100.160.19$0.1816.7%1.9K0.171.7K
$20.00Jul 100.680.70$0.692.9%1.2K0.46112

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 19.0%, max 44.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 10Aug 14118.4%82.0%44.4%1482.0K
$17.00Jul 10Aug 7105.8%81.3%30.2%2772.6K
$20.50Jul 10Aug 1492.2%73.7%25.0%2.7K760
$18.00Jul 10Aug 1490.9%73.8%23.2%1.0K3.2K
$22.00Jul 10Aug 1497.0%80.4%20.7%4.0K590
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 10Aug 14118.4%82.0%44.4%536753
$17.00Jul 10Aug 14105.8%83.6%26.6%6332.0K
$18.00Jul 10Aug 1490.9%73.8%23.2%7.7K3.8K
$21.50Jul 10Jul 2494.5%77.7%21.6%37137
$22.00Jul 10Aug 1497.0%80.4%20.7%274

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 7.33, avg 1.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$23.00Jul 10$0.12$0.88$0.127.33$22.12
$23.00$24.00Jul 24$0.14$0.86$0.146.14$23.14
$23.00$24.00Aug 14$0.17$0.83$0.174.88$23.17
$22.00$23.00Jul 17$0.18$0.82$0.184.56$22.18
$21.50$22.00Jul 17$0.11$0.39$0.113.55$21.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$17.50Jul 24$0.11$0.39$0.113.55$17.89
$19.00$18.50Jul 10$0.12$0.38$0.123.17$18.88
$18.50$18.00Jul 17$0.12$0.38$0.123.17$18.38
$17.00$16.50Jul 31$0.12$0.38$0.123.17$16.88
$19.00$18.50Aug 14$0.12$0.38$0.123.17$18.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 6.50, avg 1.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.50$19.00Jul 10$0.38$0.38$0.123.17$18.88
$18.50$19.00Jul 31$0.37$0.37$0.132.85$18.87
$18.50$19.00Jul 17$0.36$0.36$0.142.57$18.86
$18.00$18.50Jul 24$0.36$0.36$0.142.57$18.36
$18.50$19.00Aug 7$0.34$0.34$0.162.13$18.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$21.50Jul 17$1.30$1.30$0.206.50$21.70
$24.00$22.00Jul 31$1.67$1.67$0.335.06$22.33
$21.50$21.00Jul 10$0.36$0.36$0.142.57$21.14
$21.50$21.00Jul 17$0.35$0.35$0.152.33$21.15
$18.50$18.00Aug 14$0.35$0.35$0.152.33$18.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.29, cheapest $0.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 10Jul 17$0.1499.5%84.5%
$16.50Jul 10Jul 17$0.15118.4%75.4%
$23.00Jul 10Jul 17$0.1798.0%80.2%
$22.00Jul 10Jul 17$0.2397.0%79.5%
$17.50Jul 10Jul 17$0.2593.0%82.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.00Jul 10Jul 17$0.17105.8%94.1%
$17.50Jul 10Jul 17$0.1793.0%82.0%
$18.00Jul 10Jul 17$0.1990.9%79.1%
$18.50Jul 10Jul 17$0.2488.7%77.8%
$21.50Jul 10Jul 17$0.2794.5%77.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 7.45% of stock, avg 16.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 10$0.81$0.69$1.50$18.50$21.507.45%
$20.50Jul 10$0.60$0.95$1.55$18.95$22.057.70%
$19.50Jul 10$1.11$0.46$1.57$17.93$21.077.80%
$21.00Jul 10$0.43$1.29$1.72$19.28$22.728.54%
$19.00Jul 10$1.44$0.30$1.74$17.26$20.748.64%
$21.50Jul 10$0.30$1.65$1.95$19.55$23.459.68%
$18.50Jul 10$1.82$0.18$2.00$16.50$20.509.93%
$20.00Jul 17$1.15$0.99$2.14$17.86$22.1410.63%
$20.50Jul 17$0.93$1.25$2.18$18.32$22.6810.82%
$19.50Jul 17$1.44$0.77$2.21$17.29$21.7110.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.04% of stock, avg 9.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$18.00Jul 10$0.10$0.11$0.21$17.79$23.21
$23.00$18.50Jul 10$0.10$0.18$0.28$18.22$23.28
$22.00$18.00Jul 10$0.22$0.11$0.33$17.67$22.33
$22.00$18.50Jul 10$0.22$0.18$0.40$18.10$22.40
$23.00$19.00Jul 10$0.10$0.30$0.40$18.60$23.40
$21.50$18.00Jul 10$0.30$0.11$0.41$17.59$21.91
$21.50$18.50Jul 10$0.30$0.18$0.48$18.02$21.98
$22.00$19.00Jul 10$0.22$0.30$0.52$18.48$22.52
$21.00$18.00Jul 10$0.43$0.11$0.54$17.46$21.54
$23.00$19.50Jul 10$0.10$0.46$0.56$18.94$23.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 98 found (best R:R 4.00, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2020/21Jul 10$0.40$0.104.00$19.60$20.90
20/2021/22Jul 17$0.40$0.104.00$19.60$21.40
16/1722/23Aug 14$0.40$0.104.00$16.60$22.90
20/2021/22Jul 10$0.39$0.113.55$20.11$21.39
18/1819/20Jul 24$0.39$0.113.55$17.61$19.39
18/1820/20Jul 24$0.39$0.113.55$17.61$19.89
18/1820/21Jul 24$0.39$0.113.55$18.11$20.89
18/1820/20Jul 31$0.39$0.113.55$17.61$20.39
18/1920/21Aug 7$0.39$0.113.55$18.61$20.89
18/1920/20Aug 14$0.39$0.113.55$18.61$19.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$23.00$24.00Jul 10$0.06$0.9415.67
$22.00$23.00$24.00Jul 17$0.09$0.9110.11
$18.50$19.00$19.50Jul 10$0.05$0.459.00
$21.00$21.50$22.00Jul 10$0.05$0.459.00
$18.50$19.00$19.50Jul 24$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.50$18.00$18.50Jul 17$0.05$0.459.00
$18.00$18.50$19.00Jul 24$0.05$0.459.00
$19.00$19.50$20.00Jul 24$0.05$0.459.00
$20.00$20.50$21.00Jul 31$0.05$0.459.00
$20.00$20.50$21.00Jul 17$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.98, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$23.001:2Jul 17-$0.09$0.91
$23.00$24.001:2Jul 17-$0.09$0.91
$23.00$24.001:2Jul 24-$0.16$0.84
$23.00$24.001:2Jul 31-$0.39$0.61
$23.00$24.001:2Aug 7-$0.58$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$20.001:2Aug 14-$0.98$1.02
$23.00$21.501:2Jul 17-$0.62$0.88
$24.00$22.001:2Jul 31-$1.21$0.79
$17.50$17.001:2Jul 10-$0.06$0.44
$19.00$18.501:2Jul 10-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 8.49%, avg 4.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.50Aug 7$1.710.511.8%8.49%10.28%4275
$21.00Aug 14$1.650.484.3%8.19%12.46%5318
$20.50Jul 31$1.580.521.8%7.85%9.63%782.7K
$21.00Aug 7$1.500.474.3%7.45%11.72%16593
$21.50Aug 14$1.470.456.8%7.30%14.05%1--
$21.00Jul 31$1.380.484.3%6.85%11.12%1.5K1.1K
$20.50Aug 14$1.280.511.8%6.36%8.14%33--
$22.00Aug 14$1.190.419.2%5.91%15.14%1482
$22.00Aug 7$1.160.409.2%5.76%15.00%97112
$22.50Aug 14$1.150.3911.7%5.71%17.43%7--

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 131,187
Total Puts 58,622
Put/Call Ratio 0.45
Net Difference 72,565

Prior's Put/Call Breakdown

Total Calls 280,793
Total Puts 96,102
Put/Call Ratio 0.34
Net Difference 184,691

Prior 7-Day Put/Call Summary

Total Calls 684,434
Total Puts 282,705
Average Put/Call Ratio 0.49
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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