Tour v526
SCHW
CHARLES market data CORP
$109.79 -0.98%
8/20 18:04

Option Volume

Detail
Current (08/20) 21,153
Calls: 9,485 (45%)
Puts: 11,668 (55%)
Prior (08/19) 14,853
Calls: 6,650 (45%)
Puts: 8,203 (55%)
Current vs Prior +42.42%
Calls: +42.63% (Calls)
Puts: +42.24% (Puts)
Prior 7-Day Total 201,348
Calls: 130,529 (65%)
Puts: 70,819 (35%)
Prior 7-Day Average 28,764
Calls: 18,647 (65%)
Puts: 10,117 (35%)
Current vs Prior 7-Day Avg -26.46%
Calls: -49.13%
Puts: +15.33%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $7.24M
Calls: $5.46M (75%)
Puts: $1.78M (25%)
Prior (08/19) $4.60M
Calls: $1.59M (35%)
Puts: $3.01M (65%)
Current vs Prior +57.43%
Calls: +243.98%
Puts: -40.84%
Prior 7-Day Total $86.80M
Calls: $71.76M (83%)
Puts: $15.04M (17%)
Prior 7-Day Average $12.40M
Calls: $10.25M (83%)
Puts: $2.15M (17%)
Current vs Prior 7-Day Avg -41.62%
Calls: -46.76%
Puts: -17.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 1.23
Prior (08/19) 1.23
Current vs Prior -0.27%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg +39.86%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 473,629
Calls: 254,730 (54%)
Puts: 218,899 (46%)
Prior (08/19) 469,953
Calls: 254,202 (54%)
Puts: 215,751 (46%)
Current vs Prior +0.78%
Prior 7-Day Total 3,009,679
Calls: 1,659,565 (55%)
Puts: 1,350,114 (45%)
Prior 7-Day Average 429,954
Calls: 237,080 (55%)
Puts: 192,873 (45%)
Current vs Prior 7-Day Avg +10.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.58% | 3.15%1.58% | 7.97%
Prior 1.92% | 3.20%1.92% | 7.56%
Current vs Prior -17.97% | -1.57%-17.98% | +5.45%
Prior 7-Day Avg 2.20% | 3.26%2.63% | 7.97%
Current vs 7-Day Avg -28.43% | -3.28%-40.07% | -0.03%
Prior 7-Day Eod 1.92% | 3.20%1.92% | 7.56%
Current vs 7-Day Eod -17.97% | -1.57%-17.98% | +5.45%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 29.91% | 9.51%
Calls: 22.58% | 6.45%
Puts: 37.25% | 12.57%
Prior 10.31% | 13.12%
Calls: 13.10% | 11.80%
Puts: 7.52% | 14.43%
Current vs Prior +190.11% | -27.52%
Prior 7-Day Avg 28.43% | 10.53%
Calls: 25.98% | 10.36%
Puts: 30.87% | 10.69%
Current vs 7-Day Avg +5.22% | -9.65%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($5.46M) vs puts ($1.78M). Elevated premium activity with dollar volume up 57% vs prior. Bearish P/C ratio of 1.23 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 3 of results (avg 9.1%, best 8.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 1819.2020.85$20.028.2%--0.98983
$100.00Sep 189.9510.90$10.439.1%--0.933.1K
$105.00Sep 185.806.40$6.109.8%50.7821.0K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.93, cheapest $0.96)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Aug 280.861.05$0.9619.8%1240.39505
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 180.830.97$0.9015.6%1860.223.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2113.7515.95$14.8514.8%11.0017
$94.00Aug 2114.6517.70$16.1818.9%10.99--
$90.00Aug 2118.6520.95$19.8011.6%20.982
$97.50Aug 2111.2013.75$12.4820.4%--0.9817
$92.50Sep 1816.8019.00$17.9012.3%--0.98269
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 212.414.95$3.6869.0%11.003
$115.00Aug 213.856.35$5.1049.0%11.004
$113.00Aug 212.094.35$3.2270.2%--0.9719
$130.00Sep 1818.2022.20$20.2019.8%40.942
$112.00Aug 211.932.49$2.2125.3%1690.94223

Most actively traded options today. High liquidity = easy entry/exit. 149 active (total vol 11.3K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 210.000.01$0.01100.0%9330.0110.0K
$110.00Sep 182.643.15$2.9017.6%5190.517.6K
$111.00Aug 210.120.27$0.2075.0%1510.231.1K
$110.00Aug 281.261.60$1.4323.8%1440.49411
$120.00Sep 180.240.42$0.3354.5%1360.105.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 182.502.80$2.6511.3%2.9K0.494.0K
$103.00Aug 280.030.09$0.06100.0%2.8K0.043.2K
$109.00Aug 210.120.34$0.2395.7%6410.27384
$110.00Aug 281.311.63$1.4721.8%2780.51273
$105.00Sep 180.830.97$0.9015.6%1860.223.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 233.0%, max 718.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$121.00Aug 21Sep 11185.4%22.7%718.4%2041
$119.00Aug 21Sep 25154.5%23.4%560.7%--31
$118.00Aug 21Oct 2143.8%24.7%481.6%--48
$109.00Aug 21Oct 225.4%19.7%29.0%38474
$110.00Aug 21Sep 2525.7%21.4%20.4%718.7K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Aug 21Sep 2525.7%21.4%20.4%79700
$109.00Aug 21Sep 1125.4%21.2%19.9%641449
$111.00Aug 21Sep 2527.1%23.8%13.7%77269

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 9.53, avg 4.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$109.00$111.00Oct 2$0.19$1.81$0.1953%9.53$109.19
$119.00$125.00Sep 25$0.12$5.88$0.1215%49.00$119.12
$104.00$108.00Sep 25$2.53$1.47$2.5379%0.58$106.53
$106.00$107.00Aug 21$0.63$0.37$0.6389%0.59$106.63
$111.00$112.00Sep 25$0.17$0.83$0.1746%4.88$111.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$114.00$113.00Aug 21$0.46$0.54$0.46100%1.17$113.54
$99.00$95.00Sep 25$0.28$3.72$0.2817%13.29$98.72
$115.00$110.00Sep 18$3.13$1.87$3.1375%0.60$111.87
$112.00$111.00Sep 11$0.49$0.51$0.4963%1.04$111.51
$112.00$111.00Sep 4$0.55$0.45$0.5565%0.82$111.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 2.85, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$119.00$120.00Aug 21$0.69$0.69$0.3184%2.23$119.69
$112.00$115.00Oct 2$1.51$1.51$1.4958%1.01$113.51
$121.00$125.00Aug 21$0.68$0.68$3.3284%0.20$121.68
$117.00$118.00Sep 25$0.50$0.50$0.5078%1.00$117.50
$118.00$120.00Oct 2$0.44$0.44$1.5681%0.28$118.44
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$91.00Aug 21$0.74$0.74$0.2690%2.85$91.26
$98.00$97.00Aug 28$0.69$0.69$0.3185%2.23$97.31
$96.00$95.00Aug 28$0.62$0.62$0.3886%1.63$95.38
$97.00$96.00Sep 4$0.41$0.41$0.5988%0.69$96.59
$95.00$94.00Aug 28$0.32$0.32$0.6892%0.47$94.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.89, cheapest $0.84)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Aug 21Aug 28$0.9325.7%23.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Aug 21Aug 28$0.8425.7%23.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 1.03% of stock, avg 4.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Aug 21$0.50$0.63$1.13$108.87$111.131.03%
$109.00Aug 21$1.10$0.23$1.33$107.67$110.331.21%
$111.00Aug 21$0.20$1.28$1.48$109.52$112.481.35%
$108.00Aug 21$1.89$0.07$1.96$106.04$109.961.79%
$112.00Aug 21$0.06$2.21$2.27$109.73$114.272.07%
$110.00Aug 28$1.43$1.47$2.90$107.10$112.902.64%
$111.00Aug 28$0.96$2.03$2.99$108.01$113.992.72%
$109.00Aug 28$1.99$1.02$3.01$105.99$112.012.74%
$113.00Aug 21$0.04$3.22$3.26$109.74$116.262.97%
$108.00Aug 28$2.65$0.68$3.33$104.67$111.333.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.25% of stock, avg 2.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$111.00$108.00Aug 21$0.20$0.07$0.27$107.73$111.27
$111.00$106.00Aug 21$0.20$0.17$0.37$105.63$111.37
$111.00$109.00Aug 21$0.20$0.23$0.43$108.57$111.43
$120.00$100.00Sep 18$0.33$0.25$0.58$99.42$120.58
$119.00$108.00Aug 21$0.70$0.07$0.77$107.23$119.77
$118.00$108.00Aug 21$0.70$0.07$0.77$107.23$118.77
$113.00$107.00Aug 28$0.41$0.46$0.87$106.13$113.87
$110.00$109.00Aug 21$0.50$0.23$0.73$108.27$110.73
$110.00$108.00Aug 21$0.50$0.07$0.57$107.43$110.57
$119.00$106.00Aug 21$0.70$0.17$0.87$105.13$119.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 94 found (best R:R 5.25, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92116/117Aug 21$0.84$0.1684%5.25$91.16$116.84
91/92111/112Aug 21$0.88$0.1268%7.33$91.12$111.88
105/106119/120Aug 21$0.82$0.1873%4.56$105.18$119.82
88/89119/120Aug 21$0.80$0.2075%4.00$88.20$119.80
97/98113/114Aug 28$0.83$0.1764%4.88$97.17$113.83
95/96112/113Aug 28$0.87$0.1358%6.69$95.13$112.87
95/96113/114Aug 28$0.76$0.2466%3.17$95.24$113.76
108/109119/120Aug 21$0.85$0.1557%5.67$108.15$119.85
91/92121/125Aug 21$1.42$2.5874%0.55$90.58$122.42
96/97112/113Sep 4$0.78$0.2253%3.55$96.22$112.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 2.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$1.34$3.6653%2.73
$100.00$105.00$110.00Sep 18$1.13$3.8742%3.42
$115.00$120.00$125.00Sep 18$0.48$4.5222%9.42
$110.00$115.00$120.00Sep 18$1.15$3.8541%3.35
$108.00$109.00$110.00Aug 21$0.19$0.8144%4.26
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$1.38$3.6253%2.62
$100.00$105.00$110.00Sep 18$1.10$3.9042%3.55
$109.00$110.00$111.00Aug 21$0.25$0.7552%3.00
$108.00$109.00$110.00Aug 21$0.24$0.7644%3.17
$111.00$112.00$113.00Aug 21$0.08$0.9219%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 127 found (best net $-0.30, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$99.00$104.001:2Sep 4-$1.62$3.38
$100.00$105.001:2Sep 18-$1.77$3.23
$112.00$115.001:2Oct 2-$0.06$2.94
$104.00$108.001:2Sep 25-$2.22$1.78
$107.00$108.001:2Aug 21-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$120.001:2Sep 18-$0.30$9.70
$120.00$115.001:2Sep 18-$1.31$3.69
$105.00$101.001:2Oct 2-$0.06$3.94
$112.00$111.001:2Aug 21-$0.35$0.65
$108.00$105.001:2Oct 2-$0.44$2.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 2.45%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Oct 2$2.690.451.1%2.45%3.55%613
$110.00Sep 25$2.970.510.2%2.71%2.90%--18
$112.00Oct 2$2.150.412.0%1.96%3.97%6--
$112.00Sep 25$2.100.422.0%1.91%3.93%--42
$111.00Sep 25$2.450.461.1%2.23%3.33%312
$113.00Sep 25$1.610.372.9%1.47%4.39%312
$110.00Sep 18$2.640.510.2%2.40%2.60%5197.6K
$114.00Sep 25$1.350.323.8%1.23%5.06%557
$115.00Oct 2$1.050.284.8%0.96%5.70%--43
$115.00Sep 25$1.080.274.8%0.98%5.73%2043

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 9,485
Total Puts 11,668
Put/Call Ratio 1.23
Net Difference -2,183

Prior's Put/Call Breakdown

Total Calls 6,650
Total Puts 8,203
Put/Call Ratio 1.23
Net Difference -1,553

Prior 7-Day Put/Call Summary

Total Calls 130,529
Total Puts 70,819
Average Put/Call Ratio 0.88
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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