Tour v381
RMBS
RAMBUS INC DEL
$105.79 +4.90%
$105.80 (+0.01%)🌙
as of 07/21 06:59 PM
7/21 18:59

Option Volume

Detail
Current (07/21) 850
Calls: 505 (59%)
Puts: 345 (41%)
Prior (07/20) 1,566
Calls: 622 (40%)
Puts: 944 (60%)
Current vs Prior -45.72%
Calls: -18.81% (Calls)
Puts: -63.45% (Puts)
Prior 7-Day Total 17,866
Calls: 7,647 (43%)
Puts: 10,219 (57%)
Prior 7-Day Average 2,552
Calls: 1,092 (43%)
Puts: 1,459 (57%)
Current vs Prior 7-Day Avg -66.70%
Calls: -53.77%
Puts: -76.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $832.1K
Calls: $595.3K (72%)
Puts: $236.9K (28%)
Prior (07/20) $1.46M
Calls: $678.1K (46%)
Puts: $781.2K (54%)
Current vs Prior -42.98%
Calls: -12.22%
Puts: -69.68%
Prior 7-Day Total $17.22M
Calls: $7.41M (43%)
Puts: $9.82M (57%)
Prior 7-Day Average $2.46M
Calls: $1.06M (43%)
Puts: $1.40M (57%)
Current vs Prior 7-Day Avg -66.18%
Calls: -43.75%
Puts: -83.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.68
Prior (07/20) 1.52
Current vs Prior -54.99%
Prior 7-Day Average 1.64
Current vs Prior 7-Day Avg -58.36%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 19,115
Calls: 12,430 (65%)
Puts: 6,685 (35%)
Prior (07/20) 15,364
Calls: 9,689 (63%)
Puts: 5,675 (37%)
Current vs Prior +24.41%
Prior 7-Day Total 165,938
Calls: 111,091 (67%)
Puts: 54,847 (33%)
Prior 7-Day Average 23,705
Calls: 15,870 (67%)
Puts: 7,835 (33%)
Current vs Prior 7-Day Avg -19.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 28.31% | 35.54%
Prior 29.10% | 36.44%
Current vs Prior -2.72% | -2.46%
Prior 7-Day Avg 16.04% | 32.31%
Current vs 7-Day Avg +76.52% | +9.99%
Prior 7-Day Eod 29.10% | 36.44%
Current vs 7-Day Eod -2.72% | -2.46%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 14.36% | 13.55%
Calls: 9.15% | 11.19%
Puts: 19.56% | 15.92%
Prior 14.36% | 13.55%
Calls: 9.15% | 11.19%
Puts: 19.56% | 15.92%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.36% | 13.55%
Calls: 9.15% | 11.19%
Puts: 19.56% | 15.92%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($595.3K). Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.68. P/C ratio dropping 55% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 3 of results (avg 8.5%, best 7.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 219.109.80$9.457.4%170.46203
$110.00Aug 2111.0012.00$11.508.7%270.52884
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2121.1023.20$22.159.5%20.60236

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. 8 found (avg delta 0.64, highest 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 2124.2027.90$26.0514.2%10.8031
$90.00Aug 2121.1023.90$22.5012.4%50.75--
$95.00Aug 2117.8020.50$19.1514.1%10.7047
$100.00Aug 2115.0017.70$16.3516.5%140.64281
$105.00Aug 2113.2015.40$14.3015.4%210.58546
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2121.1023.20$22.159.5%20.60236
$115.00Aug 2117.7019.80$18.7511.2%20.55255

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 204, top 27)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2111.0012.00$11.508.7%270.52884
$120.00Aug 217.508.30$7.9010.1%240.40467
$105.00Aug 2113.2015.40$14.3015.4%210.58546
$115.00Aug 219.109.80$9.457.4%170.46203
$125.00Aug 216.106.90$6.5012.3%170.353.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 219.3010.30$9.8010.2%220.37564
$110.00Aug 2114.6016.70$15.6513.4%140.48299
$85.00Aug 214.105.20$4.6523.7%90.20931
$90.00Aug 215.606.30$5.9511.8%80.25738
$105.00Aug 2111.9013.90$12.9015.5%70.42220

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. 14 found (best R:R 7.33, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$125.00Aug 21$1.40$3.60$1.402.57$121.40
$115.00$120.00Aug 21$1.55$3.45$1.552.23$116.55
$100.00$105.00Aug 21$2.05$2.95$2.051.44$102.05
$110.00$115.00Aug 21$2.05$2.95$2.051.44$112.05
$95.00$100.00Aug 21$2.80$2.20$2.800.79$97.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$92.50Aug 21$0.30$2.20$0.307.33$94.70
$100.00$97.50Aug 21$0.50$2.00$0.504.00$99.50
$87.50$85.00Aug 21$0.60$1.90$0.603.17$86.90
$90.00$87.50Aug 21$0.70$1.80$0.702.57$89.30
$92.50$90.00Aug 21$1.35$1.15$1.350.85$91.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 2.45, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$90.00Aug 21$3.55$3.55$1.452.45$88.55
$90.00$95.00Aug 21$3.35$3.35$1.652.03$93.35
$95.00$100.00Aug 21$2.80$2.80$2.201.27$97.80
$105.00$110.00Aug 21$2.80$2.80$2.201.27$107.80
$100.00$105.00Aug 21$2.05$2.05$2.950.69$102.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.50$95.00Aug 21$1.70$1.70$0.802.13$95.80
$120.00$115.00Aug 21$3.40$3.40$1.602.12$116.60
$105.00$100.00Aug 21$3.10$3.10$1.901.63$101.90
$115.00$110.00Aug 21$3.10$3.10$1.901.63$111.90
$110.00$105.00Aug 21$2.75$2.75$2.251.22$107.25

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. 8 found (cheapest 24.72% of stock, avg 26.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Aug 21$16.35$9.80$26.15$73.85$126.1524.72%
$95.00Aug 21$19.15$7.60$26.75$68.25$121.7525.29%
$110.00Aug 21$11.50$15.65$27.15$82.85$137.1525.66%
$105.00Aug 21$14.30$12.90$27.20$77.80$132.2025.71%
$115.00Aug 21$9.45$18.75$28.20$86.80$143.2026.66%
$90.00Aug 21$22.50$5.95$28.45$61.55$118.4526.89%
$120.00Aug 21$7.90$22.15$30.05$89.95$150.0528.41%
$85.00Aug 21$26.05$4.65$30.70$54.30$115.7029.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 13.33% of stock, avg 17.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$95.00Aug 21$6.50$7.60$14.10$80.90$139.10
$120.00$95.00Aug 21$7.90$7.60$15.50$79.50$135.50
$125.00$97.50Aug 21$6.50$9.30$15.80$81.70$140.80
$125.00$100.00Aug 21$6.50$9.80$16.30$83.70$141.30
$115.00$95.00Aug 21$9.45$7.60$17.05$77.95$132.05
$120.00$97.50Aug 21$7.90$9.30$17.20$80.30$137.20
$120.00$100.00Aug 21$7.90$9.80$17.70$82.30$137.70
$115.00$97.50Aug 21$9.45$9.30$18.75$78.75$133.75
$115.00$100.00Aug 21$9.45$9.80$19.25$80.75$134.25
$125.00$105.00Aug 21$6.50$12.90$19.40$85.60$144.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 13.29, avg credit $3.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105115/120Aug 21$4.65$0.3513.29$100.35$119.65
95/98105/110Aug 21$4.50$0.509.00$93.00$109.50
100/105120/125Aug 21$4.50$0.509.00$100.50$124.50
110/115120/125Aug 21$4.50$0.509.00$110.50$124.50
105/110115/120Aug 21$4.30$0.706.14$105.70$119.30
90/9295/100Aug 21$4.15$0.854.88$88.35$99.15
90/92105/110Aug 21$4.15$0.854.88$88.35$109.15
105/110120/125Aug 21$4.15$0.854.88$105.85$124.15
85/8890/95Aug 21$3.95$1.053.76$83.55$93.95
95/98100/105Aug 21$3.75$1.253.00$93.75$103.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.15$4.8532.33
$85.00$90.00$95.00Aug 21$0.20$4.8024.00
$110.00$115.00$120.00Aug 21$0.50$4.509.00
$90.00$95.00$100.00Aug 21$0.55$4.458.09
$95.00$100.00$105.00Aug 21$0.75$4.255.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$85.00$87.50$90.00Aug 21$0.10$2.4024.00
$110.00$115.00$120.00Aug 21$0.30$4.7015.67
$105.00$110.00$115.00Aug 21$0.35$4.6513.29
$87.50$90.00$92.50Aug 21$0.65$1.852.85
$92.50$95.00$97.50Aug 21$1.40$1.100.79

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

No setups found for this strategy

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 10.40%, avg 7.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Aug 21$11.000.524.0%10.40%14.38%27884
$115.00Aug 21$9.100.468.7%8.60%17.31%17203
$120.00Aug 21$7.500.4013.4%7.09%20.52%24467
$125.00Aug 21$6.100.3518.2%5.77%23.92%173.6K

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 505
Total Puts 345
Put/Call Ratio 0.68
Net Difference 160

Prior's Put/Call Breakdown

Total Calls 622
Total Puts 944
Put/Call Ratio 1.52
Net Difference -322

Prior 7-Day Put/Call Summary

Total Calls 7,647
Total Puts 10,219
Average Put/Call Ratio 1.64
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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