Tour v526
SCHW
CHARLES market data CORP
$108.05 -1.22%
$107.60 (-0.42%)🌙
as of 08/27 06:04 PM
8/27 18:04

Option Volume

Detail
Current (08/27) 21,813
Calls: 11,976 (55%)
Puts: 9,837 (45%)
Prior (08/26) 31,308
Calls: 11,010 (35%)
Puts: 20,298 (65%)
Current vs Prior -30.33%
Calls: +8.77% (Calls)
Puts: -51.54% (Puts)
Prior 7-Day Total 179,578
Calls: 102,869 (57%)
Puts: 76,709 (43%)
Prior 7-Day Average 25,654
Calls: 14,695 (57%)
Puts: 10,958 (43%)
Current vs Prior 7-Day Avg -14.97%
Calls: -18.51%
Puts: -10.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $5.80M
Calls: $2.79M (48%)
Puts: $3.01M (52%)
Prior (08/26) $8.59M
Calls: $5.19M (60%)
Puts: $3.40M (40%)
Current vs Prior -32.49%
Calls: -46.23%
Puts: -11.53%
Prior 7-Day Total $46.58M
Calls: $27.96M (60%)
Puts: $18.62M (40%)
Prior 7-Day Average $6.65M
Calls: $3.99M (60%)
Puts: $2.66M (40%)
Current vs Prior 7-Day Avg -12.83%
Calls: -30.11%
Puts: +13.11%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 0.82
Prior (08/26) 1.84
Current vs Prior -55.45%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -10.87%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/27) 462,312
Calls: 249,512 (54%)
Puts: 212,800 (46%)
Prior (08/26) 451,700
Calls: 244,405 (54%)
Puts: 207,295 (46%)
Current vs Prior +2.35%
Prior 7-Day Total 3,223,463
Calls: 1,734,100 (54%)
Puts: 1,489,363 (46%)
Prior 7-Day Average 460,494
Calls: 247,728 (54%)
Puts: 212,766 (46%)
Current vs Prior 7-Day Avg +0.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.69% | 3.25%4.96% | 10.13%
Prior 2.23% | 3.48%5.12% | 10.16%
Current vs Prior -24.07% | -6.73%-3.10% | -0.22%
Prior 7-Day Avg 2.16% | 3.41%2.77% | 8.39%
Current vs 7-Day Avg -21.70% | -4.84%+79.30% | +20.82%
Prior 7-Day Eod 2.23% | 3.48%5.12% | 10.16%
Current vs 7-Day Eod -24.07% | -6.73%-3.10% | -0.22%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 41.66% | 9.59%
Calls: 44.74% | 10.15%
Puts: 38.57% | 9.03%
Prior 32.77% | 25.76%
Calls: 30.58% | 24.10%
Puts: 34.96% | 27.42%
Current vs Prior +27.13% | -62.77%
Prior 7-Day Avg 28.31% | 13.09%
Calls: 26.24% | 11.79%
Puts: 30.38% | 14.39%
Current vs 7-Day Avg +47.16% | -26.74%
Liquidity Expensive
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🤖 AI Insights

P/C ratio dropping 55% - sentiment shifting bullish.

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

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Sep 1810.5011.40$10.958.2%--0.942.7K
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 $0.99, cheapest $0.99)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 180.911.07$0.9916.2%70.2767
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 86 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Sep 1818.8022.70$20.7518.8%--1.00163
$92.50Sep 1814.3517.75$16.0521.2%--1.00269
$97.00Aug 289.8512.40$11.1322.9%11.003
$94.00Aug 2812.1015.35$13.7323.7%10.9812
$98.00Aug 288.8011.40$10.1025.7%10.972
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 284.256.25$5.2538.1%4031.00265
$114.00Aug 284.707.10$5.9040.7%671.0079
$116.00Sep 46.809.25$8.0330.5%--1.0014
$112.00Aug 282.684.40$3.5448.6%5040.98307
$111.00Aug 281.934.25$3.0975.1%510.971.3K

Most actively traded options today. High liquidity = easy entry/exit. 175 active (total vol 7.3K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 180.300.65$0.4872.9%1.1K0.159.7K
$110.00Sep 181.531.95$1.7424.1%1320.397.9K
$109.00Aug 280.200.29$0.2536.0%1210.28296
$109.00Sep 181.842.21$2.0318.2%1160.4535
$112.00Aug 280.000.06$0.03200.0%1150.04569
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Sep 40.560.85$0.7140.8%5340.2974
$112.00Aug 282.684.40$3.5448.6%5040.98307
$108.00Sep 111.732.03$1.8816.0%4130.5024
$107.00Sep 111.291.58$1.4420.1%4070.4130
$113.00Aug 284.256.25$5.2538.1%4031.00265

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 362.1%, max 748.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$121.00Aug 28Sep 11223.3%26.3%748.1%373
$99.00Aug 28Sep 18183.1%26.0%602.9%1720
$116.00Aug 28Oct 2167.5%24.9%573.0%11526
$120.00Aug 28Oct 2212.8%36.6%481.1%3388
$119.00Aug 28Oct 2201.6%35.2%472.1%1120
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Aug 28Oct 2183.1%22.0%732.7%765
$116.00Aug 28Sep 18167.5%24.7%578.1%112
$101.00Aug 28Sep 25154.5%25.0%517.5%1280
$102.00Aug 28Oct 2143.3%24.6%482.7%--324
$104.00Aug 28Oct 996.0%24.9%285.5%1847

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 0.53, avg 2.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$92.50Sep 18$1.63$0.87$1.6389%0.53$91.63
$102.00$103.00Aug 28$0.28$0.72$0.2880%2.57$102.28
$105.00$108.00Sep 25$1.40$1.60$1.4072%1.14$106.40
$106.00$107.00Oct 2$0.20$0.80$0.2061%4.00$106.20
$94.00$95.00Aug 28$0.60$0.40$0.6098%0.67$94.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$112.00$111.00Aug 28$0.45$0.55$0.4598%1.22$111.55
$114.00$113.00Aug 28$0.65$0.35$0.65100%0.54$113.35
$114.00$113.00Sep 25$0.45$0.55$0.4576%1.22$113.55
$104.00$101.00Sep 25$0.20$2.80$0.2024%14.00$103.80
$99.00$95.00Sep 25$0.27$3.73$0.2719%13.81$98.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 0.46, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$112.00$113.00Sep 25$0.70$0.70$0.3068%2.33$112.70
$111.00$112.00Oct 2$0.64$0.64$0.3662%1.78$111.64
$110.00$111.00Sep 18$0.52$0.52$0.4861%1.08$110.52
$111.00$112.00Sep 25$0.51$0.51$0.4962%1.04$111.51
$112.00$114.00Oct 2$0.67$0.67$1.3368%0.50$112.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$91.00Sep 4$0.94$0.94$2.0686%0.46$93.06
$95.00$94.00Aug 28$0.80$0.80$0.2088%4.00$94.20
$99.00$98.00Aug 28$0.79$0.79$0.2184%3.76$98.21
$101.00$100.00Aug 28$0.79$0.79$0.2182%3.76$100.21
$91.00$90.00Sep 11$0.65$0.65$0.3590%1.86$90.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.90, cheapest $0.89)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Aug 28Sep 4$0.9127.3%22.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Aug 28Sep 4$0.8927.3%22.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 1.11% of stock, avg 5.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Aug 28$0.67$0.53$1.20$106.80$109.201.11%
$109.00Aug 28$0.25$1.16$1.41$107.59$110.411.30%
$107.00Aug 28$1.33$0.22$1.55$105.45$108.551.43%
$110.00Aug 28$0.09$1.97$2.06$107.94$112.061.91%
$106.00Aug 28$2.18$0.08$2.26$103.74$108.262.09%
$109.00Sep 4$1.06$1.93$2.99$106.01$111.992.77%
$108.00Sep 4$1.58$1.42$3.00$105.00$111.002.78%
$107.00Sep 4$2.11$0.97$3.08$103.92$110.082.85%
$111.00Aug 28$0.05$3.09$3.14$107.86$114.142.91%
$110.00Sep 4$0.77$2.51$3.28$106.72$113.283.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.43% of stock, avg 2.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$107.00Aug 28$0.25$0.22$0.47$106.53$109.47
$109.00$104.00Aug 28$0.25$0.61$0.86$103.14$109.86
$111.00$105.00Sep 4$0.46$0.47$0.93$104.07$111.93
$109.00$108.00Aug 28$0.25$0.53$0.78$107.22$109.78
$113.00$104.00Sep 11$0.42$0.64$1.06$102.94$114.06
$109.00$101.00Aug 28$0.25$0.85$1.10$99.90$110.10
$109.00$102.00Aug 28$0.25$0.90$1.15$100.85$110.15
$111.00$106.00Sep 4$0.46$0.71$1.17$104.83$112.17
$112.00$104.00Sep 11$0.65$0.64$1.29$102.71$113.29
$116.00$107.00Aug 28$1.07$0.22$1.29$105.71$117.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 3.55, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/91115/116Sep 11$0.78$0.2279%3.55$90.22$115.78
90/91112/113Sep 11$0.88$0.1268%7.33$90.12$112.88
90/91113/114Sep 11$0.80$0.2074%4.00$90.20$113.80
90/91111/112Sep 11$0.83$0.1762%4.88$90.17$111.83
91/94113/114Sep 4$1.05$1.9576%0.54$92.95$114.05
88/90123/125Sep 18$0.77$1.7382%0.45$89.23$123.77
88/90116/117Sep 18$0.85$1.6578%0.52$89.15$116.85
104/105112/113Sep 25$0.81$0.1940%4.26$104.19$112.81
102/103116/117Sep 18$0.54$0.4667%1.17$102.46$116.54
91/94112/113Sep 4$1.05$1.9571%0.54$92.95$113.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$107.00$108.00$109.00Aug 28$0.24$0.7649%3.17
$106.00$107.00$108.00Aug 28$0.19$0.8137%4.26
$105.00$106.00$107.00Sep 4$0.08$0.9217%11.50
$108.00$109.00$110.00Aug 28$0.26$0.7442%2.85
$109.00$110.00$111.00Aug 28$0.12$0.8822%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$108.00$109.00$110.00Aug 28$0.18$0.8244%4.56
$107.00$108.00$109.00Sep 4$0.06$0.9422%15.67
$106.00$107.00$108.00Aug 28$0.17$0.8337%4.88
$108.00$109.00$110.00Sep 4$0.07$0.9320%13.29
$104.00$105.00$106.00Sep 4$0.05$0.9515%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. 113 found (best net $-0.50, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Sep 18-$0.50$4.50
$106.00$107.001:2Aug 28-$0.48$0.52
$105.00$108.001:2Sep 25-$1.55$1.45
$120.00$125.001:2Sep 25-$0.44$4.56
$112.00$113.001:2Sep 25-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$110.001:2Oct 2-$1.41$2.59
$110.00$109.001:2Aug 28-$0.35$0.65
$107.00$105.001:2Sep 25-$0.46$1.54
$111.00$110.001:2Aug 28-$0.85$0.15
$108.00$106.001:2Oct 2-$0.78$1.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 2.45%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$109.00Oct 2$2.650.450.9%2.45%3.33%21
$111.00Oct 2$1.530.382.7%1.42%4.15%319
$111.00Sep 25$1.480.382.7%1.37%4.10%--16
$110.00Sep 25$1.770.411.8%1.64%3.44%122
$110.00Oct 2$1.710.421.8%1.58%3.39%88
$112.00Sep 25$1.170.323.7%1.08%4.74%744
$120.00Sep 25$0.100.1911.1%0.09%11.15%--20
$110.00Sep 18$1.530.391.8%1.42%3.22%1327.9K
$109.00Sep 18$1.840.450.9%1.70%2.58%11635
$114.00Oct 2$0.890.235.5%0.82%6.33%324

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 11,976
Total Puts 9,837
Put/Call Ratio 0.82
Net Difference 2,139

Prior's Put/Call Breakdown

Total Calls 11,010
Total Puts 20,298
Put/Call Ratio 1.84
Net Difference -9,288

Prior 7-Day Put/Call Summary

Total Calls 102,869
Total Puts 76,709
Average Put/Call Ratio 0.92
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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