Tour v290
SNAP
SNAP INC Class A
$4.84 +1.89%
$4.85 (+0.21%)🌙
as of 07/02 07:00 PM
7/2 19:00

Option Volume

Detail
Current (07/02) 42,800
Calls: 32,866 (77%)
Puts: 9,934 (23%)
Prior (07/01) 111,455
Calls: 96,851 (87%)
Puts: 14,604 (13%)
Current vs Prior -61.60%
Calls: -66.07% (Calls)
Puts: -31.98% (Puts)
Prior 7-Day Total 519,755
Calls: 421,598 (81%)
Puts: 98,157 (19%)
Prior 7-Day Average 74,250
Calls: 60,228 (81%)
Puts: 14,022 (19%)
Current vs Prior 7-Day Avg -42.36%
Calls: -45.43%
Puts: -29.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $2.20M
Calls: $1.55M (70%)
Puts: $654.8K (30%)
Prior (07/01) $3.36M
Calls: $2.65M (79%)
Puts: $709.1K (21%)
Current vs Prior -34.44%
Calls: -41.59%
Puts: -7.67%
Prior 7-Day Total $18.01M
Calls: $13.22M (73%)
Puts: $4.79M (27%)
Prior 7-Day Average $2.57M
Calls: $1.89M (73%)
Puts: $684.4K (27%)
Current vs Prior 7-Day Avg -14.32%
Calls: -17.94%
Puts: -4.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.30
Prior (07/01) 0.15
Current vs Prior +100.45%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +20.49%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 1,172,790
Calls: 917,745 (78%)
Puts: 255,045 (22%)
Prior (07/01) 1,346,560
Calls: 1,047,356 (78%)
Puts: 299,204 (22%)
Current vs Prior -12.90%
Prior 7-Day Total 8,168,400
Calls: 6,530,822 (80%)
Puts: 1,596,186 (20%)
Prior 7-Day Average 1,166,914
Calls: 932,974 (80%)
Puts: 228,026 (20%)
Current vs Prior 7-Day Avg +0.50%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 3.51% | 6.82%9.71% | 23.14%
Prior 5.68% | 8.21%-- | --
Current vs Prior +19.95% | +18.27%-- | --
Prior 7-Day Avg 5.23% | 8.23%-- | --
Current vs 7-Day Avg +30.40% | +17.95%-- | --
Prior 7-Day Eod 5.68% | 8.21%-- | --
Current vs 7-Day Eod +19.95% | +18.27%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 3.45% | 2.12%
Calls: 3.77% | 1.67%
Puts: 3.13% | 2.56%
Prior 3.45% | 2.12%
Calls: 3.77% | 1.67%
Puts: 3.13% | 2.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 7.28% | 4.69%
Calls: 10.34% | 5.19%
Puts: 5.50% | 5.06%
Current vs 7-Day Avg -52.64% | -54.84%
Liquidity Good
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.55M). Below-average activity with volume down 62% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (32,866 calls vs 9,934 puts). P/C ratio rising 100% - increased hedging/bearish positioning.

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 6 of results (avg 7.2%, best 3.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.150.16$0.166.3%7910.4116.8K
$4.50Jul 170.420.45$0.446.8%2230.761.9K
$4.00Jul 170.820.90$0.869.3%1140.941.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.300.31$0.313.2%6680.5912.5K
$5.00Jul 100.230.25$0.248.3%9130.651.7K
$5.50Jul 240.700.77$0.749.5%20.78--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 18 found (avg $0.45, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.050.06$0.0616.7%1.5K0.181.4K
$5.00Jul 100.080.09$0.0911.1%2.0K0.3510.9K
$5.50Jul 240.080.09$0.0911.1%1260.221.6K
$5.00Jul 170.150.16$0.166.3%7910.4116.8K
$5.00Jul 240.200.23$0.2213.6%1200.441.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 100.230.25$0.248.3%9130.651.7K
$5.00Jul 170.300.31$0.313.2%6680.5912.5K
$5.00Jul 240.340.39$0.3713.5%320.561.1K
$5.50Jul 100.650.79$0.7219.4%70.88489
$5.50Jul 240.700.77$0.749.5%20.78--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 22 found (avg delta 0.76, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 20.800.91$0.8612.8%5210.97854
$4.00Jul 100.730.89$0.8119.8%90.971.5K
$4.50Jul 20.300.37$0.3420.6%1.5K0.959.6K
$4.00Jul 170.820.90$0.869.3%1140.941.8K
$4.00Jul 310.551.05$0.8062.5%30.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 20.600.77$0.6924.6%10.94210
$5.00Jul 20.080.23$0.1693.8%2710.922.1K
$5.50Jul 100.650.79$0.7219.4%70.88489
$5.50Jul 240.700.77$0.749.5%20.78--
$5.50Jul 310.011.16$0.59194.9%40.7595

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 18.9K, top 3.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 20.000.01$0.01100.0%3.8K0.0920.1K
$5.00Jul 100.080.09$0.0911.1%2.0K0.3510.9K
$4.50Jul 20.300.37$0.3420.6%1.5K0.959.6K
$5.50Jul 170.050.06$0.0616.7%1.5K0.181.4K
$5.00Jul 170.150.16$0.166.3%7910.4116.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.070.09$0.0825.0%3.0K0.245.2K
$5.00Jul 100.230.25$0.248.3%9130.651.7K
$5.00Jul 170.300.31$0.313.2%6680.5912.5K
$4.50Jul 100.030.04$0.0425.0%5500.176.6K
$4.00Jul 170.010.02$0.0250.0%2870.0628.7K

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 980.9%, max 1955.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 2Jul 311336.0%65.0%1955.4%524854
$5.50Jul 2Aug 7929.0%77.0%1106.5%86325
$4.50Jul 2Aug 7607.0%62.0%879.0%1.5K9.8K
$5.00Jul 2Aug 14317.0%95.0%233.7%3.8K20.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 2Aug 71336.0%77.0%1635.1%2737
$4.50Jul 2Aug 14607.0%59.0%928.8%468.5K
$5.50Jul 2Aug 14929.0%103.0%801.9%26210
$5.00Jul 2Aug 7317.0%78.0%306.4%3712.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 4.00, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.00$5.50Jul 17$0.10$0.40$0.104.00$5.10
$5.00$5.50Jul 24$0.13$0.37$0.132.85$5.13
$5.00$5.50Jul 31$0.13$0.37$0.132.85$5.13
$5.00$5.50Aug 7$0.17$0.33$0.171.94$5.17
$4.50$5.00Jul 31$0.21$0.29$0.211.38$4.71
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Jul 31$0.14$0.36$0.142.57$4.36
$5.00$4.50Jul 2$0.15$0.35$0.152.33$4.85
$5.50$5.00Jul 31$0.15$0.35$0.152.33$5.35
$5.00$4.50Jul 10$0.20$0.30$0.201.50$4.80
$5.00$4.50Jul 17$0.23$0.27$0.231.17$4.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 6.69, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 31$0.34$0.34$0.162.13$4.34
$4.50$5.00Jul 2$0.33$0.33$0.171.94$4.83
$4.50$5.00Jul 10$0.28$0.28$0.221.27$4.78
$4.50$5.00Jul 17$0.28$0.28$0.221.27$4.78
$4.50$5.00Jul 24$0.27$0.27$0.231.17$4.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$4.50Aug 14$0.87$0.87$0.136.69$4.63
$5.50$5.00Jul 24$0.37$0.37$0.132.85$5.13
$5.50$5.00Aug 7$0.37$0.37$0.132.85$5.13
$5.00$4.50Aug 7$0.32$0.32$0.181.78$4.68
$5.00$4.50Jul 24$0.24$0.24$0.260.92$4.76

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.08, cheapest $0.08)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 2Jul 10$0.08317.0%52.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 2Jul 10$0.08317.0%52.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 3.51% of stock, avg 14.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 2$0.01$0.16$0.17$4.83$5.173.51%
$5.00Jul 10$0.09$0.24$0.33$4.67$5.336.82%
$4.50Jul 2$0.34$0.01$0.35$4.15$4.857.23%
$4.50Jul 10$0.37$0.04$0.41$4.09$4.918.47%
$5.00Jul 17$0.16$0.31$0.47$4.53$5.479.71%
$4.50Jul 17$0.44$0.08$0.52$3.98$5.0210.74%
$5.00Jul 24$0.22$0.37$0.59$4.41$5.5912.19%
$4.50Jul 24$0.49$0.13$0.62$3.88$5.1212.81%
$4.50Jul 31$0.46$0.21$0.67$3.83$5.1713.84%
$5.00Jul 31$0.25$0.44$0.69$4.31$5.6914.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 0.41% of stock, avg 5.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.50Jul 2$0.01$0.01$0.02$4.48$5.02
$5.50$4.50Jul 10$0.03$0.04$0.07$4.43$5.57
$5.50$4.00Jul 17$0.06$0.02$0.08$3.92$5.58
$5.00$4.50Jul 10$0.09$0.04$0.13$4.37$5.13
$5.50$4.00Jul 24$0.09$0.04$0.13$3.87$5.63
$5.50$4.50Jul 17$0.06$0.08$0.14$4.36$5.64
$5.00$4.00Jul 17$0.16$0.02$0.18$3.82$5.18
$5.50$4.00Jul 31$0.12$0.07$0.19$3.81$5.69
$5.50$4.50Jul 24$0.09$0.13$0.22$4.28$5.72
$5.00$4.50Jul 17$0.16$0.08$0.24$4.26$5.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.17, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
4/45/6Jul 31$0.27$0.231.17$4.23$5.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Jul 31$0.08$0.425.25
$4.50$5.00$5.50Aug 7$0.09$0.414.56
$4.00$4.50$5.00Jul 31$0.13$0.372.85
$4.00$4.50$5.00Jul 17$0.14$0.362.57
$4.50$5.00$5.50Jul 24$0.14$0.362.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 7$0.05$0.459.00
$4.00$4.50$5.00Jul 31$0.09$0.414.56
$4.50$5.00$5.50Jul 24$0.13$0.372.85
$4.00$4.50$5.00Jul 2$0.15$0.352.33
$4.00$4.50$5.00Jul 24$0.15$0.352.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.07, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Aug 7-$0.07$0.43
$4.00$4.501:2Jul 31-$0.12$0.38
$4.50$5.001:2Aug 7-$0.15$0.35
$4.00$4.501:2Jul 10$0.07$0.43
$4.50$5.001:2Jul 17$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$5.001:2Aug 7-$0.17$0.33
$5.50$5.001:2Jul 31-$0.29$0.21
$4.50$4.001:2Jul 24$0.05$0.45
$4.50$4.001:2Jul 31$0.07$0.43
$5.00$4.501:2Aug 7$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 7.85%, avg 3.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 7$0.380.503.3%7.85%11.16%544307
$5.00Jul 24$0.200.443.3%4.13%7.44%1201.2K
$5.50Aug 7$0.200.3513.6%4.13%17.77%64325
$5.00Jul 31$0.170.443.3%3.51%6.82%206918
$5.00Jul 17$0.150.413.3%3.10%6.40%79116.8K
$5.00Jul 10$0.080.353.3%1.65%4.96%2.0K10.9K
$5.50Jul 24$0.080.2213.6%1.65%15.29%1261.6K
$5.50Jul 31$0.070.2413.6%1.45%15.08%161894

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 32,866
Total Puts 9,934
Put/Call Ratio 0.30
Net Difference 22,932

Prior's Put/Call Breakdown

Total Calls 96,851
Total Puts 14,604
Put/Call Ratio 0.15
Net Difference 82,247

Prior 7-Day Put/Call Summary

Total Calls 421,598
Total Puts 98,157
Average Put/Call Ratio 0.25
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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