Tour v309
SNAP
SNAP INC Class A
$4.68 -0.43%
$4.68 (+0.02%)🌙
as of 07/10 07:04 PM
7/10 19:04

Option Volume

Detail
Current (07/10) 37,160
Calls: 32,324 (87%)
Puts: 4,836 (13%)
Prior (07/09) 33,337
Calls: 26,567 (80%)
Puts: 6,770 (20%)
Current vs Prior +11.47%
Calls: +21.67% (Calls)
Puts: -28.57% (Puts)
Prior 7-Day Total 376,797
Calls: 302,719 (80%)
Puts: 74,078 (20%)
Prior 7-Day Average 53,828
Calls: 43,245 (80%)
Puts: 10,582 (20%)
Current vs Prior 7-Day Avg -30.97%
Calls: -25.25%
Puts: -54.30%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $1.38M
Calls: $1.19M (86%)
Puts: $190.6K (14%)
Prior (07/09) $1.28M
Calls: $785.7K (61%)
Puts: $493.2K (39%)
Current vs Prior +7.59%
Calls: +50.87%
Puts: -61.36%
Prior 7-Day Total $12.68M
Calls: $9.40M (74%)
Puts: $3.29M (26%)
Prior 7-Day Average $1.81M
Calls: $1.34M (74%)
Puts: $469.7K (26%)
Current vs Prior 7-Day Avg -24.06%
Calls: -11.69%
Puts: -59.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.15
Prior (07/09) 0.25
Current vs Prior -41.29%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg -46.97%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 1,143,514
Calls: 859,329 (75%)
Puts: 284,185 (25%)
Prior (07/09) 1,078,633
Calls: 875,185 (81%)
Puts: 203,448 (19%)
Current vs Prior +6.02%
Prior 7-Day Total 7,998,730
Calls: 6,345,363 (79%)
Puts: 1,653,367 (21%)
Prior 7-Day Average 1,142,675
Calls: 906,480 (79%)
Puts: 236,195 (21%)
Current vs Prior 7-Day Avg +0.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.70% | 6.41%6.41% | 23.08%
Prior 4.68% | 7.23%7.23% | 23.83%
Current vs Prior +36.95% | +27.01%-11.39% | -3.16%
Prior 7-Day Avg 5.35% | 7.98%7.68% | 23.92%
Current vs 7-Day Avg +19.81% | +15.14%-16.56% | -3.54%
Prior 7-Day Eod 4.68% | 7.23%-- | --
Current vs 7-Day Eod +36.95% | +27.01%-- | --
Sentiment BEARISHBULLISH

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 3.45% | 2.12%
Calls: 3.77% | 1.67%
Puts: 3.13% | 2.56%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Good
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($1.19M) vs puts ($190.6K). Extreme bullish P/C ratio of 0.15 - heavy call buying (32,324 calls vs 4,836 puts). P/C ratio dropping 41% - sentiment shifting bullish. Call-heavy open interest (859,329 calls vs 284,185 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 3 of results (avg 7.6%, best 7.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.380.41$0.407.5%1.5K0.476.6K
$4.50Jul 170.240.26$0.258.0%1.8K0.763.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.650.70$0.687.4%990.546.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 15 found (avg $0.50, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.240.26$0.258.0%1.8K0.763.4K
$4.50Jul 310.340.39$0.3713.5%1290.66524
$5.00Aug 140.340.39$0.3713.5%900.4557
$5.00Aug 210.380.41$0.407.5%1.5K0.476.6K
$4.50Aug 70.500.58$0.5414.8%630.62352
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 310.140.17$0.1618.8%2830.356.0K
$4.00Aug 140.160.19$0.1816.7%520.23123
$4.00Aug 210.180.21$0.2015.0%770.231.7K
$5.00Jul 310.420.51$0.4719.1%120.65551
$5.00Aug 140.590.72$0.6619.7%180.5539

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 170.610.72$0.6716.4%1.5K0.973.1K
$4.00Jul 100.610.75$0.6820.6%270.97541
$4.00Jul 240.620.85$0.7431.1%240.94357
$4.50Jul 100.170.24$0.2133.3%4.1K0.924.8K
$4.00Jul 310.660.85$0.7625.0%40.90183
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 100.750.90$0.8318.1%151.00490
$5.50Jul 170.760.92$0.8419.0%280.95460
$5.50Jul 240.781.08$0.9332.3%30.94371
$5.00Jul 100.230.39$0.3151.6%1.0K0.942.1K
$5.50Jul 310.791.00$0.9023.3%200.8497

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 26.1K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.040.05$0.0520.0%4.2K0.2325.3K
$4.50Jul 100.170.24$0.2133.3%4.1K0.924.8K
$5.00Jul 240.090.11$0.1020.0%1.9K0.321.9K
$4.50Jul 170.240.26$0.258.0%1.8K0.763.4K
$4.00Aug 210.780.94$0.8618.6%1.6K0.771.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 100.230.39$0.3151.6%1.0K0.942.1K
$4.50Jul 170.040.05$0.0520.0%9350.247.4K
$5.00Jul 170.270.39$0.3336.4%3350.8015.1K
$4.50Jul 310.140.17$0.1618.8%2830.356.0K
$4.50Jul 100.000.01$0.01100.0%2450.087.3K

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 870.6%, max 1343.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 10Aug 211142.5%79.2%1343.2%1.6K1.6K
$5.50Jul 10Aug 141131.6%87.2%1197.7%130--
$5.00Jul 10Aug 21552.7%81.5%578.5%2.9K24.9K
$4.50Jul 10Aug 14379.8%82.1%362.9%4.1K4.9K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 10Aug 211142.5%79.2%1343.2%811.7K
$5.50Jul 10Aug 141131.6%87.2%1197.7%16529
$5.00Jul 10Aug 21552.7%81.5%578.5%1.1K8.3K
$4.50Jul 10Aug 14379.8%82.1%362.9%2877.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 3.17, avg 1.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.00$5.50Aug 7$0.13$0.37$0.132.85$5.13
$5.00$5.50Aug 14$0.14$0.36$0.142.57$5.14
$4.50$5.00Aug 14$0.19$0.31$0.191.63$4.69
$4.50$5.00Jul 10$0.20$0.30$0.201.50$4.70
$4.50$5.00Jul 17$0.20$0.30$0.201.50$4.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Jul 31$0.12$0.38$0.123.17$4.38
$4.50$4.00Aug 7$0.18$0.32$0.181.78$4.32
$4.50$4.00Aug 14$0.21$0.29$0.211.38$4.29
$5.00$4.00Aug 21$0.48$0.52$0.481.08$4.52
$5.00$4.50Aug 14$0.27$0.23$0.270.85$4.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 3.55, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 31$0.39$0.39$0.113.55$4.39
$4.00$5.00Aug 21$0.46$0.46$0.540.85$4.46
$4.50$5.00Jul 24$0.22$0.22$0.280.79$4.72
$4.50$5.00Jul 31$0.22$0.22$0.280.79$4.72
$4.50$5.00Aug 7$0.22$0.22$0.280.79$4.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$5.00Aug 14$0.36$0.36$0.142.57$5.14
$5.00$4.50Jul 24$0.33$0.33$0.171.94$4.67
$5.50$5.00Aug 7$0.32$0.32$0.181.78$5.18
$5.00$4.50Jul 31$0.31$0.31$0.191.63$4.69
$5.00$4.50Jul 10$0.30$0.30$0.201.50$4.70

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 4.70% of stock, avg 16.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 10$0.21$0.01$0.22$4.28$4.724.70%
$4.50Jul 17$0.25$0.05$0.30$4.20$4.806.41%
$5.00Jul 10$0.01$0.31$0.32$4.68$5.326.84%
$5.00Jul 17$0.05$0.33$0.38$4.62$5.388.12%
$4.50Jul 24$0.32$0.11$0.43$4.07$4.939.19%
$4.50Jul 31$0.37$0.16$0.53$3.97$5.0311.32%
$5.00Jul 24$0.10$0.44$0.54$4.46$5.5411.54%
$5.00Jul 31$0.15$0.47$0.62$4.38$5.6213.25%
$4.00Jul 17$0.67$0.01$0.68$3.32$4.6814.53%
$4.00Jul 10$0.68$0.01$0.69$3.31$4.6914.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.43% of stock, avg 6.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.50Jul 10$0.01$0.01$0.02$4.48$5.02
$5.50$4.00Jul 24$0.03$0.02$0.05$3.95$5.55
$5.50$4.50Jul 17$0.02$0.05$0.07$4.43$5.57
$5.00$4.50Jul 17$0.05$0.05$0.10$4.40$5.10
$5.50$4.00Jul 31$0.06$0.04$0.10$3.90$5.60
$5.00$4.00Jul 24$0.10$0.02$0.12$3.88$5.12
$5.50$4.50Jul 24$0.03$0.11$0.14$4.36$5.64
$5.00$4.00Jul 31$0.15$0.04$0.19$3.81$5.19
$5.00$4.50Jul 24$0.10$0.11$0.21$4.29$5.21
$5.50$4.50Jul 31$0.06$0.16$0.22$4.28$5.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 2.33, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
4/45/6Aug 14$0.35$0.152.33$4.15$5.35
4/45/6Aug 7$0.31$0.191.63$4.19$5.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 14$0.05$0.459.00
$4.50$5.00$5.50Aug 7$0.09$0.414.56
$4.50$5.00$5.50Jul 31$0.13$0.372.85
$4.50$5.00$5.50Jul 24$0.15$0.352.33
$4.50$5.00$5.50Jul 17$0.17$0.331.94
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 14$0.06$0.447.33
$4.50$5.00$5.50Aug 14$0.09$0.414.56
$4.50$5.00$5.50Jul 31$0.12$0.383.17
$4.00$4.50$5.00Aug 7$0.12$0.383.17
$4.50$5.00$5.50Jul 24$0.16$0.342.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.06, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Aug 7-$0.06$0.44
$5.00$5.501:2Aug 14-$0.09$0.41
$4.50$5.001:2Aug 7-$0.10$0.40
$4.50$5.001:2Aug 14-$0.18$0.32
$4.00$5.001:2Aug 21$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 14-$0.12$0.38
$5.50$5.001:2Aug 14-$0.30$0.20
$5.50$5.001:2Aug 7-$0.31$0.19
$5.00$4.001:2Aug 21$0.28$0.72
$5.50$5.001:2Jul 24$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 8.12%, avg 4.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.380.476.8%8.12%14.96%1.5K6.6K
$5.00Aug 14$0.340.456.8%7.26%14.10%9057
$5.00Aug 7$0.280.446.8%5.98%12.82%1.4K2.5K
$5.50Aug 14$0.170.3217.5%3.63%21.15%117--
$5.50Aug 7$0.150.3017.5%3.21%20.73%332542
$5.00Jul 31$0.130.356.8%2.78%9.62%3621.6K
$5.00Jul 24$0.090.326.8%1.92%8.76%1.9K1.9K

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 32,324
Total Puts 4,836
Put/Call Ratio 0.15
Net Difference 27,488

Prior's Put/Call Breakdown

Total Calls 26,567
Total Puts 6,770
Put/Call Ratio 0.25
Net Difference 19,797

Prior 7-Day Put/Call Summary

Total Calls 302,719
Total Puts 74,078
Average Put/Call Ratio 0.28
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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