Tour v526
SCHW
CHARLES market data CORP
$112.30 +2.29%
$112.25 (-0.04%)🌙
as of 08/21 06:04 PM
8/21 18:04

Option Volume

Detail
Current (08/21) 20,944
Calls: 12,722 (61%)
Puts: 8,222 (39%)
Prior (08/20) 21,153
Calls: 9,485 (45%)
Puts: 11,668 (55%)
Current vs Prior -0.99%
Calls: +34.13% (Calls)
Puts: -29.53% (Puts)
Prior 7-Day Total 208,037
Calls: 133,545 (64%)
Puts: 74,492 (36%)
Prior 7-Day Average 29,719
Calls: 19,077 (64%)
Puts: 10,641 (36%)
Current vs Prior 7-Day Avg -29.53%
Calls: -33.32%
Puts: -22.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $5.26M
Calls: $3.40M (65%)
Puts: $1.86M (35%)
Prior (08/20) $7.24M
Calls: $5.46M (75%)
Puts: $1.78M (25%)
Current vs Prior -27.34%
Calls: -37.74%
Puts: +4.52%
Prior 7-Day Total $80.23M
Calls: $64.09M (80%)
Puts: $16.14M (20%)
Prior 7-Day Average $11.46M
Calls: $9.16M (80%)
Puts: $2.31M (20%)
Current vs Prior 7-Day Avg -54.11%
Calls: -62.89%
Puts: -19.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.65
Prior (08/20) 1.23
Current vs Prior -47.46%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -15.06%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 477,610
Calls: 254,511 (53%)
Puts: 223,099 (47%)
Prior (08/20) 473,629
Calls: 254,730 (54%)
Puts: 218,899 (46%)
Current vs Prior +0.84%
Prior 7-Day Total 3,246,047
Calls: 1,754,776 (54%)
Puts: 1,491,271 (46%)
Prior 7-Day Average 463,721
Calls: 250,682 (54%)
Puts: 213,038 (46%)
Current vs Prior 7-Day Avg +3.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.40% | 2.85%1.40% | 7.57%
Prior 1.58% | 3.15%1.58% | 7.97%
Current vs Prior +80.84% | +25.46%-11.28% | -5.03%
Prior 7-Day Avg 2.09% | 3.24%2.24% | 7.87%
Current vs 7-Day Avg +36.39% | +22.08%-37.65% | -3.78%
Prior 7-Day Eod 0.98% | 2.93%1.58% | 7.97%
Current vs 7-Day Eod +189.92% | +34.91%-11.28% | -5.03%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.97% | 8.83%
Calls: 37.08% | 6.95%
Puts: 42.86% | 10.71%
Prior 29.91% | 9.51%
Calls: 22.58% | 6.45%
Puts: 37.25% | 12.57%
Current vs Prior +33.63% | -7.15%
Prior 7-Day Avg 33.14% | 11.18%
Calls: 30.19% | 10.48%
Puts: 34.46% | 12.70%
Current vs 7-Day Avg +20.59% | -21.02%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($3.40M). Bullish P/C ratio of 0.65. P/C ratio dropping 47% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 8.6%, best 7.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 284.354.70$4.537.7%1690.88142
$100.00Sep 1812.2013.30$12.758.6%40.963.1K
$110.00Sep 184.104.50$4.309.3%3630.657.8K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.40, cheapest $0.40)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 280.360.43$0.4017.5%820.22171
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 81 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2120.2523.65$21.9515.5%21.003
$91.00Aug 2119.2522.55$20.9015.8%11.00--
$95.00Aug 2115.2018.50$16.8519.6%51.0017
$99.00Aug 2111.8514.50$13.1820.1%21.003
$100.00Aug 2110.2013.40$11.8027.1%31.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 216.459.75$8.1040.7%20.99--
$117.00Aug 284.305.30$4.8020.8%10.92--
$121.00Aug 217.5010.75$9.1335.6%20.88--
$120.00Sep 187.308.70$8.0017.5%20.8417
$123.00Aug 219.4511.95$10.7023.4%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 14.6K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 180.450.70$0.5743.9%1.1K0.165.4K
$110.00Aug 212.202.58$2.3915.9%1.1K0.838.6K
$113.00Sep 41.391.77$1.5824.1%8750.4553
$114.00Aug 280.500.82$0.6648.5%7600.32232
$114.00Aug 210.000.01$0.01100.0%6850.029.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Sep 110.020.47$0.25180.0%1.5K0.0862
$110.00Sep 181.531.79$1.6615.7%4950.356.6K
$112.00Sep 41.512.00$1.7627.8%3160.4718
$112.00Aug 280.991.16$1.0815.7%3040.4518
$113.00Sep 42.072.40$2.2414.7%3010.5516

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 2608.3%, max 5189.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.00Aug 21Sep 25991.1%22.7%4262.7%1531
$104.00Aug 21Sep 251184.5%31.6%3651.9%270
$118.00Aug 21Oct 2909.2%24.8%3559.5%448
$117.00Aug 21Sep 25823.7%23.1%3459.7%--61
$107.00Aug 21Oct 2677.5%21.9%2991.1%93746
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 21Sep 111368.4%25.9%5189.2%1394
$104.00Aug 21Sep 111184.5%23.1%5017.6%1.5K1.2K
$107.00Aug 21Sep 25677.5%21.9%2998.2%20664
$108.00Aug 21Sep 25534.3%23.6%2162.9%18705
$109.00Aug 21Sep 25457.6%21.3%2045.2%12726

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 1.86, avg 3.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$104.00$105.00Aug 28$0.35$0.65$0.3596%1.86$104.35
$110.00$111.00Sep 25$0.22$0.78$0.2263%3.55$110.22
$101.00$102.00Aug 21$0.57$0.43$0.57100%0.75$101.57
$92.00$92.50Aug 21$0.18$0.32$0.1894%1.78$92.18
$107.00$111.00Oct 2$2.60$1.40$2.6075%0.54$109.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$99.00$95.00Sep 25$0.14$3.86$0.1414%27.57$98.86
$122.00$121.00Aug 21$0.57$0.43$0.5780%0.75$121.43
$113.00$112.00Sep 11$0.37$0.63$0.3755%1.70$112.63
$111.00$110.00Sep 11$0.28$0.72$0.2841%2.57$110.72
$112.00$111.00Sep 4$0.36$0.64$0.3647%1.78$111.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 2.33, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$118.00$120.00Oct 2$0.63$0.63$1.3773%0.46$118.63
$115.00$116.00Sep 4$0.31$0.31$0.6970%0.45$115.31
$115.00$120.00Sep 18$1.06$1.06$3.9464%0.27$116.06
$120.00$125.00Sep 18$0.38$0.38$4.6284%0.08$120.38
$115.00$116.00Sep 11$0.32$0.32$0.6868%0.47$115.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$98.00$97.00Aug 28$0.70$0.70$0.3088%2.33$97.30
$111.00$101.00Oct 2$2.46$2.46$7.5455%0.33$108.54
$107.00$106.00Aug 21$0.53$0.53$0.4783%1.13$106.47
$95.00$94.00Aug 28$0.32$0.32$0.6893%0.47$94.68
$92.00$91.00Aug 21$0.25$0.25$0.7595%0.33$91.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.76, cheapest $0.95)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Aug 28Sep 11$0.9521.1%22.5%
$113.00Aug 28Sep 4$0.5820.2%21.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 0.32% of stock, avg 5.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Aug 21$0.32$0.04$0.36$111.64$112.360.32%
$111.00Aug 21$1.40$0.01$1.41$109.59$112.411.26%
$112.00Aug 28$1.54$1.08$2.62$109.38$114.622.33%
$113.00Aug 28$0.97$1.66$2.63$110.37$115.632.34%
$110.00Aug 21$2.39$0.26$2.65$107.35$112.652.36%
$111.00Aug 28$2.11$0.70$2.81$108.19$113.812.50%
$114.00Aug 28$0.66$2.30$2.96$111.04$116.962.64%
$110.00Aug 28$2.75$0.47$3.22$106.78$113.222.87%
$109.00Aug 21$3.07$0.43$3.50$105.50$112.503.12%
$109.00Aug 28$3.53$0.29$3.82$105.18$112.823.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.45% of stock, avg 2.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$116.00$109.00Aug 28$0.22$0.29$0.51$108.49$116.51
$115.00$109.00Aug 28$0.40$0.29$0.69$108.31$115.69
$116.00$110.00Aug 28$0.22$0.47$0.69$109.31$116.69
$125.00$105.00Sep 18$0.19$0.53$0.72$104.28$125.72
$117.00$108.00Sep 4$0.39$0.48$0.87$107.13$117.87
$115.00$110.00Aug 28$0.40$0.47$0.87$109.13$115.87
$130.00$105.00Sep 18$0.33$0.53$0.86$104.14$130.86
$116.00$102.00Aug 28$0.22$0.71$0.93$101.07$116.93
$118.00$112.00Aug 21$1.07$0.04$1.11$110.89$119.11
$120.00$105.00Sep 18$0.57$0.53$1.10$103.90$121.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 7.33, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
97/98115/116Aug 28$0.88$0.1267%7.33$97.12$115.88
94/95115/116Aug 28$0.50$0.5072%1.00$94.50$115.50
96/97115/116Sep 4$0.56$0.4464%1.27$96.44$115.56
94/95114/115Aug 28$0.58$0.4262%1.38$94.42$114.58
107/108118/119Sep 25$0.73$0.2746%2.70$107.27$118.73
96/97116/117Sep 4$0.46$0.5471%0.85$96.54$116.46
107/108117/118Sep 25$0.75$0.2542%3.00$107.25$117.75
100/101115/116Aug 28$0.49$0.5166%0.96$100.51$115.49
91/92115/116Sep 4$0.52$0.4863%1.08$91.48$115.52
100/101114/115Aug 28$0.57$0.4356%1.33$100.43$114.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 3.63, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$1.08$3.9250%3.63
$112.00$113.00$114.00Aug 21$0.31$0.6998%2.23
$107.00$111.00$115.00Oct 2$0.54$3.4637%6.41
$115.00$120.00$125.00Sep 18$0.68$4.3230%6.35
$111.00$112.00$113.00Aug 21$0.77$0.2397%0.30
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Sep 18$1.26$3.7449%2.97
$105.00$110.00$115.00Sep 18$1.41$3.5950%2.55
$100.00$105.00$110.00Sep 18$0.73$4.2731%5.85
$112.00$113.00$114.00Aug 28$0.06$0.9424%15.67
$109.00$110.00$111.00Aug 28$0.05$0.9517%19.00

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 $-2.51, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$99.00$105.001:2Sep 11-$2.51$3.49
$105.00$110.001:2Sep 18-$0.55$4.45
$100.00$105.001:2Sep 18-$3.35$1.65
$111.00$115.001:2Oct 2-$0.31$3.69
$107.00$111.001:2Oct 2-$1.83$2.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Sep 18-$0.40$4.60
$110.00$109.001:2Aug 28-$0.11$0.89
$112.00$111.001:2Aug 28-$0.32$0.68
$95.00$92.501:2Sep 18-$0.03$2.47
$100.00$97.501:2Sep 18-$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 1.87%, avg 0.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Oct 2$2.100.382.4%1.87%4.27%--43
$113.00Sep 25$2.320.480.6%2.07%2.69%--15
$118.00Oct 2$1.030.275.1%0.92%5.99%432
$115.00Sep 18$1.510.362.4%1.34%3.75%3539.8K
$114.00Sep 25$1.580.421.5%1.41%2.92%162
$115.00Sep 25$1.290.372.4%1.15%3.55%--50
$113.00Sep 11$1.720.450.6%1.53%2.15%--49
$117.00Sep 25$0.600.294.2%0.53%4.72%--10
$114.00Sep 11$1.290.391.5%1.15%2.66%--58
$118.00Sep 25$0.460.255.1%0.41%5.49%1102

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 12,722
Total Puts 8,222
Put/Call Ratio 0.65
Net Difference 4,500

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 133,545
Total Puts 74,492
Average Put/Call Ratio 0.76
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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