Tour v294
SNAP
SNAP INC Class A
$4.75 -1.86%
7/6 18:59

Option Volume

Detail
Current (07/06) 56,235
Calls: 35,988 (64%)
Puts: 20,247 (36%)
Prior (07/02) 42,800
Calls: 32,866 (77%)
Puts: 9,934 (23%)
Current vs Prior +31.39%
Calls: +9.50% (Calls)
Puts: +103.82% (Puts)
Prior 7-Day Total 383,668
Calls: 312,880 (82%)
Puts: 70,788 (18%)
Prior 7-Day Average 63,944
Calls: 44,697 (82%)
Puts: 10,112 (18%)
Current vs Prior 7-Day Avg -12.06%
Calls: -19.48%
Puts: +100.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $1.38M
Calls: $952.9K (69%)
Puts: $422.6K (31%)
Prior (07/02) $2.20M
Calls: $1.55M (70%)
Puts: $654.8K (30%)
Current vs Prior -37.60%
Calls: -38.51%
Puts: -35.46%
Prior 7-Day Total $13.75M
Calls: $10.19M (74%)
Puts: $3.56M (26%)
Prior 7-Day Average $2.29M
Calls: $1.46M (74%)
Puts: $508.3K (26%)
Current vs Prior 7-Day Avg -39.98%
Calls: -34.56%
Puts: -16.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.56
Prior (07/02) 0.30
Current vs Prior +86.13%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +123.08%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 1,182,910
Calls: 885,633 (75%)
Puts: 297,277 (25%)
Prior (07/02) 1,172,790
Calls: 917,745 (78%)
Puts: 255,045 (22%)
Current vs Prior +0.86%
Prior 7-Day Total 6,964,521
Calls: 5,602,879 (80%)
Puts: 1,361,642 (20%)
Prior 7-Day Average 1,160,753
Calls: 933,813 (80%)
Puts: 226,940 (20%)
Current vs Prior 7-Day Avg +1.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.95% | 8.84%8.84% | 23.37%
Prior 6.82% | 9.71%-- | --
Current vs Prior +1.89% | -8.95%-- | --
Prior 7-Day Avg 5.57% | 8.52%-- | --
Current vs 7-Day Avg +24.81% | +3.84%-- | --
Prior 7-Day Eod 6.82% | 9.71%-- | --
Current vs 7-Day Eod +1.89% | -8.95%-- | --
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 6.76% | 4.48%
Calls: 9.58% | 4.59%
Puts: 3.94% | 4.37%
Current vs 7-Day Avg -48.99% | -52.71%
Liquidity Good
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($952.9K). Bullish P/C ratio of 0.56. P/C ratio rising 86% - increased hedging/bearish positioning. Call-heavy open interest (885,633 calls vs 297,277 puts) suggests bullish 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 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 6 of results (avg 9.1%, best 8.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.320.35$0.348.8%1190.742.0K
$5.00Jul 170.100.11$0.119.1%4.6K0.3416.9K
$4.00Jul 100.730.80$0.779.1%1.0K0.981.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.440.48$0.468.7%100.58519
$5.00Jul 170.320.35$0.348.8%3.9K0.6712.4K
$5.00Jul 240.380.42$0.4010.0%110.611.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 19 found (avg $0.52, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.100.11$0.119.1%4.6K0.3416.9K
$5.00Jul 310.210.25$0.2317.4%740.43995
$5.50Aug 140.250.29$0.2714.8%120.35--
$4.50Jul 170.320.35$0.348.8%1190.742.0K
$4.50Aug 70.550.64$0.6015.0%590.67238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.070.08$0.0812.5%5.6K0.266.6K
$4.50Jul 240.120.14$0.1315.4%1190.301.0K
$5.00Jul 100.250.29$0.2714.8%4750.801.9K
$5.00Jul 170.320.35$0.348.8%3.9K0.6712.4K
$5.00Jul 240.380.42$0.4010.0%110.611.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 100.730.80$0.779.1%1.0K0.981.5K
$4.00Jul 170.730.83$0.7812.8%7300.971.8K
$4.00Jul 240.750.92$0.8420.2%40.92362
$4.00Jul 310.760.92$0.8419.0%40.86--
$4.50Jul 100.260.33$0.3023.3%3.4K0.846.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 100.710.81$0.7613.2%1121.00489
$5.50Jul 170.680.80$0.7416.2%3320.8778
$5.50Jul 240.670.87$0.7726.0%40.85--
$5.00Jul 100.250.29$0.2714.8%4750.801.9K
$5.50Jul 310.720.87$0.8018.8%120.75--

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 41.2K, top 6.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 100.030.04$0.0425.0%6.9K0.2212.1K
$5.00Jul 170.100.11$0.119.1%4.6K0.3416.9K
$5.50Jul 100.000.01$0.01100.0%3.8K0.044.1K
$4.50Jul 100.260.33$0.3023.3%3.4K0.846.4K
$4.00Jul 100.730.80$0.779.1%1.0K0.981.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.070.08$0.0812.5%5.6K0.266.6K
$4.50Jul 310.170.21$0.1921.1%5.1K0.33850
$5.00Jul 170.320.35$0.348.8%3.9K0.6712.4K
$4.00Jul 170.000.01$0.01100.0%1.2K0.0328.9K
$4.50Jul 100.020.03$0.0333.3%8820.166.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 21.5%, max 25.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 10Jul 3191.0%72.3%25.9%1.0K1.5K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 10Aug 791.0%77.7%17.1%8082.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 4.00, avg 1.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.00$5.50Jul 24$0.11$0.39$0.113.55$5.11
$5.00$5.50Aug 7$0.14$0.36$0.142.57$5.14
$5.00$5.50Aug 14$0.17$0.33$0.171.94$5.17
$4.50$5.00Jul 17$0.23$0.27$0.231.17$4.73
$4.50$5.00Aug 7$0.23$0.27$0.231.17$4.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Jul 24$0.10$0.40$0.104.00$4.40
$4.50$4.00Jul 31$0.11$0.39$0.113.55$4.39
$4.50$4.00Aug 7$0.15$0.35$0.152.33$4.35
$5.00$4.50Jul 10$0.24$0.26$0.241.08$4.76
$5.00$4.50Jul 17$0.26$0.24$0.260.92$4.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 4.00, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 31$0.35$0.35$0.152.33$4.35
$4.50$5.00Jul 10$0.26$0.26$0.241.08$4.76
$4.50$5.00Jul 24$0.26$0.26$0.241.08$4.76
$4.50$5.00Jul 31$0.26$0.26$0.241.08$4.76
$4.50$5.00Jul 17$0.23$0.23$0.270.85$4.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$5.00Jul 17$0.40$0.40$0.104.00$5.10
$5.50$5.00Aug 7$0.39$0.39$0.113.55$5.11
$5.50$5.00Jul 24$0.37$0.37$0.132.85$5.13
$5.50$5.00Jul 31$0.34$0.34$0.162.13$5.16
$5.50$4.50Aug 14$0.60$0.60$0.401.50$4.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.06, cheapest $0.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 10Jul 17$0.0757.5%60.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 10Jul 17$0.0558.1%54.4%
$5.00Jul 10Jul 17$0.0757.5%60.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 6.53% of stock, avg 15.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 10$0.04$0.27$0.31$4.69$5.316.53%
$4.50Jul 10$0.30$0.03$0.33$4.17$4.836.95%
$4.50Jul 17$0.34$0.08$0.42$4.08$4.928.84%
$5.00Jul 17$0.11$0.34$0.45$4.55$5.459.47%
$4.50Jul 24$0.43$0.13$0.56$3.94$5.0611.79%
$5.00Jul 24$0.17$0.40$0.57$4.43$5.5712.00%
$4.50Jul 31$0.49$0.19$0.68$3.82$5.1814.32%
$5.00Jul 31$0.23$0.46$0.69$4.31$5.6914.53%
$5.50Jul 10$0.01$0.76$0.77$4.73$6.2716.21%
$4.00Jul 10$0.77$0.01$0.78$3.22$4.7816.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 17 found (cheapest 1.47% of stock, avg 7.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.50Jul 10$0.04$0.03$0.07$4.43$5.07
$5.50$4.00Jul 24$0.06$0.03$0.09$3.91$5.59
$5.50$4.50Jul 17$0.04$0.08$0.12$4.38$5.62
$5.00$4.50Jul 17$0.11$0.08$0.19$4.31$5.19
$5.50$4.50Jul 24$0.06$0.13$0.19$4.31$5.69
$5.00$4.00Jul 24$0.17$0.03$0.20$3.80$5.20
$5.50$4.00Jul 31$0.14$0.08$0.22$3.78$5.72
$5.00$4.50Jul 24$0.17$0.13$0.30$4.20$5.30
$5.00$4.00Jul 31$0.23$0.08$0.31$3.69$5.31
$5.50$4.50Jul 31$0.14$0.19$0.33$4.17$5.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.38, avg credit $0.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
4/45/6Aug 7$0.29$0.211.38$4.21$5.29
4/45/6Jul 24$0.21$0.290.72$4.29$5.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Jul 31$0.09$0.414.56
$4.50$5.00$5.50Aug 7$0.09$0.414.56
$4.00$4.50$5.00Jul 24$0.15$0.352.33
$4.50$5.00$5.50Jul 24$0.15$0.352.33
$4.50$5.00$5.50Jul 17$0.16$0.342.12
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Jul 31$0.07$0.436.14
$4.50$5.00$5.50Jul 24$0.10$0.404.00
$4.50$5.00$5.50Aug 7$0.10$0.404.00
$4.50$5.00$5.50Jul 17$0.14$0.362.57
$4.00$4.50$5.00Aug 7$0.14$0.362.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.05, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Jul 31-$0.05$0.45
$5.00$5.501:2Aug 7-$0.09$0.41
$5.00$5.501:2Aug 14-$0.10$0.40
$4.00$4.501:2Jul 31-$0.14$0.36
$4.50$5.001:2Aug 7-$0.14$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$5.001:2Jul 31-$0.12$0.38
$5.50$5.001:2Aug 7-$0.17$0.33
$5.50$4.501:2Aug 14$0.21$0.79
$4.50$4.001:2Jul 17$0.06$0.44
$5.50$5.001:2Jul 17$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 8.21%, avg 4.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 14$0.390.495.3%8.21%13.47%32
$5.00Aug 7$0.320.495.3%6.74%12.00%87839
$5.50Aug 14$0.250.3515.8%5.26%21.05%12--
$5.00Jul 31$0.210.435.3%4.42%9.68%74995
$5.50Aug 7$0.200.3415.8%4.21%20.00%244358
$5.00Jul 24$0.150.405.3%3.16%8.42%561.2K
$5.00Jul 17$0.100.345.3%2.11%7.37%4.6K16.9K
$5.50Jul 31$0.100.2715.8%2.11%17.89%83991

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 35,988
Total Puts 20,247
Put/Call Ratio 0.56
Net Difference 15,741

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 312,880
Total Puts 70,788
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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