Tour v297
SNAP
SNAP INC Class A
$4.65 -2.11%
$4.63 (-0.44%)🌙
as of 07/07 07:02 PM
7/7 19:02

Option Volume

Detail
Current (07/07) 26,419
Calls: 20,234 (77%)
Puts: 6,185 (23%)
Prior (07/06) 56,235
Calls: 35,988 (64%)
Puts: 20,247 (36%)
Current vs Prior -53.02%
Calls: -43.78% (Calls)
Puts: -69.45% (Puts)
Prior 7-Day Total 439,903
Calls: 348,868 (79%)
Puts: 91,035 (21%)
Prior 7-Day Average 62,843
Calls: 49,838 (79%)
Puts: 13,005 (21%)
Current vs Prior 7-Day Avg -57.96%
Calls: -59.40%
Puts: -52.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $917.0K
Calls: $675.5K (74%)
Puts: $241.4K (26%)
Prior (07/06) $1.38M
Calls: $952.9K (69%)
Puts: $422.6K (31%)
Current vs Prior -33.33%
Calls: -29.10%
Puts: -42.87%
Prior 7-Day Total $15.13M
Calls: $11.14M (74%)
Puts: $3.98M (26%)
Prior 7-Day Average $2.16M
Calls: $1.59M (74%)
Puts: $568.7K (26%)
Current vs Prior 7-Day Avg -57.56%
Calls: -57.57%
Puts: -57.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.31
Prior (07/06) 0.56
Current vs Prior -45.67%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg +3.09%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 1,066,534
Calls: 855,909 (80%)
Puts: 210,625 (20%)
Prior (07/06) 1,182,910
Calls: 885,633 (75%)
Puts: 297,277 (25%)
Current vs Prior -9.84%
Prior 7-Day Total 8,147,431
Calls: 6,488,512 (80%)
Puts: 1,658,919 (20%)
Prior 7-Day Average 1,163,918
Calls: 926,930 (80%)
Puts: 236,988 (20%)
Current vs Prior 7-Day Avg -8.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.73% | 7.96%7.96% | 24.09%
Prior 6.95% | 8.84%8.84% | 23.37%
Current vs Prior -31.90% | -10.01%-10.01% | +3.07%
Prior 7-Day Avg 5.76% | 8.56%8.84% | 23.37%
Current vs 7-Day Avg -17.91% | -7.07%-10.01% | +3.07%
Prior 7-Day Eod 6.95% | 8.84%-- | --
Current vs 7-Day Eod -31.90% | -10.01%-- | --
Sentiment BULLISHBULLISH

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 6.29% | 4.15%
Calls: 8.75% | 4.17%
Puts: 3.83% | 4.11%
Current vs 7-Day Avg -45.15% | -48.86%
Liquidity Good
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($675.5K). Below-average activity with volume down 53% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (20,234 calls vs 6,185 puts). P/C ratio dropping 46% - 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 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 3 of results (avg 7.2%, best 4.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.380.41$0.407.5%4690.464.8K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.700.73$0.724.2%1140.546.2K
$4.00Aug 210.190.21$0.2010.0%320.24978

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 18 found (avg $0.41, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.060.07$0.0714.3%1.7K0.2619.1K
$5.00Jul 240.110.13$0.1216.7%4580.331.2K
$4.50Jul 100.170.20$0.1915.8%8530.794.6K
$5.00Jul 310.170.20$0.1915.8%1010.38996
$5.00Aug 140.350.41$0.3815.8%290.474
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.140.16$0.1513.3%1720.361.1K
$4.00Aug 210.190.21$0.2010.0%320.24978
$4.50Jul 310.200.24$0.2218.2%1030.385.9K
$5.00Jul 100.330.38$0.3613.9%2290.902.1K
$4.50Aug 140.360.40$0.3810.5%280.399

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 22 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 170.620.79$0.7123.9%100.98--
$4.00Jul 100.600.76$0.6823.5%540.97548
$4.00Jul 240.660.75$0.7112.7%50.91360
$4.00Jul 310.691.09$0.8944.9%60.84--
$4.50Jul 100.170.20$0.1915.8%8530.794.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.781.16$0.9739.2%1500.94387
$5.50Jul 100.750.86$0.8113.6%50.94588
$5.00Jul 100.330.38$0.3613.9%2290.902.1K
$5.50Jul 240.571.06$0.8259.8%10.88269
$5.00Jul 170.380.43$0.4112.2%1110.7715.0K

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 16.1K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 100.010.02$0.0250.0%5.6K0.1215.9K
$5.00Jul 170.060.07$0.0714.3%1.7K0.2619.1K
$5.50Jul 100.000.02$0.01200.0%1.0K0.066.6K
$4.50Jul 100.170.20$0.1915.8%8530.794.6K
$5.50Jul 170.020.03$0.0333.3%8050.102.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 170.000.01$0.01100.0%1.5K0.0329.0K
$4.50Jul 100.020.03$0.0333.3%9490.216.7K
$5.00Jul 100.330.38$0.3613.9%2290.902.1K
$4.50Jul 170.070.10$0.0933.3%1740.317.0K
$4.50Jul 240.140.16$0.1513.3%1720.361.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 31.8%, max 39.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 10Aug 14112.4%80.8%39.1%1.1K6.6K
$4.00Jul 10Aug 2194.0%75.5%24.4%571.6K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 10Aug 14112.4%80.8%39.1%7588
$4.00Jul 10Aug 2194.0%75.5%24.4%474.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 4.00, avg 1.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.00$5.50Jul 31$0.10$0.40$0.104.00$5.10
$5.00$5.50Aug 14$0.16$0.34$0.162.12$5.16
$4.50$5.00Jul 10$0.17$0.33$0.171.94$4.67
$5.00$5.50Aug 7$0.17$0.33$0.171.94$5.17
$4.50$5.00Jul 17$0.21$0.29$0.211.38$4.71
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Jul 24$0.12$0.38$0.123.17$4.38
$4.50$4.00Jul 31$0.14$0.36$0.142.57$4.36
$4.50$4.00Aug 7$0.18$0.32$0.181.78$4.32
$4.50$4.00Aug 14$0.19$0.31$0.191.63$4.31
$5.00$4.00Aug 21$0.52$0.48$0.520.92$4.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 3.55, avg 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 24$0.37$0.37$0.132.85$4.37
$4.00$5.00Aug 21$0.51$0.51$0.491.04$4.51
$4.50$5.00Jul 31$0.23$0.23$0.270.85$4.73
$4.50$5.00Jul 24$0.22$0.22$0.280.79$4.72
$4.50$5.00Aug 14$0.22$0.22$0.280.79$4.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$5.00Jul 24$0.39$0.39$0.113.55$5.11
$5.00$4.50Jul 31$0.38$0.38$0.123.17$4.62
$5.00$4.50Jul 10$0.33$0.33$0.171.94$4.67
$5.00$4.50Jul 17$0.32$0.32$0.181.78$4.68
$5.00$4.50Aug 7$0.29$0.29$0.211.38$4.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.09, cheapest $0.05)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 10Jul 17$0.0564.9%56.7%
$4.50Jul 10Jul 17$0.0949.5%53.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 10Jul 17$0.0649.5%53.2%
$5.50Jul 10Jul 17$0.16112.4%72.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 4.73% of stock, avg 16.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 10$0.19$0.03$0.22$4.28$4.724.73%
$4.50Jul 17$0.28$0.09$0.37$4.13$4.877.96%
$5.00Jul 10$0.02$0.36$0.38$4.62$5.388.17%
$5.00Jul 17$0.07$0.41$0.48$4.52$5.4810.32%
$4.50Jul 24$0.34$0.15$0.49$4.01$4.9910.54%
$5.00Jul 24$0.12$0.43$0.55$4.45$5.5511.83%
$4.50Jul 31$0.42$0.22$0.64$3.86$5.1413.76%
$4.00Jul 10$0.68$0.01$0.69$3.31$4.6914.84%
$4.00Jul 17$0.71$0.01$0.72$3.28$4.7215.48%
$4.00Jul 24$0.71$0.03$0.74$3.26$4.7415.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.86% of stock, avg 7.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.50$4.50Jul 10$0.01$0.03$0.04$4.46$5.54
$5.00$4.50Jul 10$0.02$0.03$0.05$4.45$5.05
$5.50$4.00Jul 24$0.05$0.03$0.08$3.92$5.58
$5.50$4.50Jul 17$0.03$0.09$0.12$4.38$5.62
$5.00$4.00Jul 24$0.12$0.03$0.15$3.85$5.15
$5.00$4.50Jul 17$0.07$0.09$0.16$4.34$5.16
$5.50$4.00Jul 31$0.09$0.08$0.17$3.83$5.67
$5.50$4.50Jul 24$0.05$0.15$0.20$4.30$5.70
$5.00$4.50Jul 24$0.12$0.15$0.27$4.23$5.27
$5.00$4.00Jul 31$0.19$0.08$0.27$3.73$5.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.33, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
4/45/6Aug 7$0.35$0.152.33$4.15$5.35
4/45/6Aug 14$0.35$0.152.33$4.15$5.35
4/45/6Jul 31$0.24$0.260.92$4.26$5.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 14$0.06$0.447.33
$4.50$5.00$5.50Jul 31$0.13$0.372.85
$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 10$0.16$0.342.12
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Jul 24$0.11$0.393.55
$4.00$4.50$5.00Aug 7$0.11$0.393.55
$4.50$5.00$5.50Jul 10$0.12$0.383.17
$4.00$4.50$5.00Jul 24$0.16$0.342.13
$4.00$4.50$5.00Aug 14$0.21$0.291.38

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 $-0.06, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Aug 14-$0.06$0.44
$4.50$5.001:2Aug 7-$0.12$0.38
$4.50$5.001:2Aug 14-$0.16$0.34
$4.00$5.001:2Aug 21$0.11$0.89
$4.00$4.501:2Jul 31$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.001:2Aug 21$0.32$0.68
$4.50$4.001:2Jul 31$0.06$0.44
$4.50$4.001:2Jul 17$0.07$0.43
$5.50$5.001:2Jul 10$0.09$0.41
$4.50$4.001:2Jul 24$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 8.17%, avg 4.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.380.467.5%8.17%15.70%4694.8K
$5.00Aug 14$0.350.477.5%7.53%15.05%294
$5.00Aug 7$0.260.457.5%5.59%13.12%15901
$5.00Jul 31$0.170.387.5%3.66%11.18%101996
$5.50Aug 14$0.170.3218.3%3.66%21.94%3712
$5.00Jul 24$0.110.337.5%2.37%9.89%4581.2K
$5.50Aug 7$0.100.2818.3%2.15%20.43%131369
$5.50Jul 31$0.080.2118.3%1.72%20.00%221.1K
$5.00Jul 17$0.060.267.5%1.29%8.82%1.7K19.1K

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 20,234
Total Puts 6,185
Put/Call Ratio 0.31
Net Difference 14,049

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 348,868
Total Puts 91,035
Average Put/Call Ratio 0.30
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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