Tour v340
SNAP
SNAP INC Class A
$4.76 +1.71%
$4.74 (-0.42%)🌙
as of 07/15 07:08 PM
7/15 19:08

Option Volume

Detail
Current (07/15) 31,491
Calls: 25,124 (80%)
Puts: 6,367 (20%)
Prior (07/14) 28,117
Calls: 24,240 (86%)
Puts: 3,877 (14%)
Current vs Prior +12.00%
Calls: +3.65% (Calls)
Puts: +64.22% (Puts)
Prior 7-Day Total 261,940
Calls: 203,613 (78%)
Puts: 58,327 (22%)
Prior 7-Day Average 37,420
Calls: 29,087 (78%)
Puts: 8,332 (22%)
Current vs Prior 7-Day Avg -15.84%
Calls: -13.63%
Puts: -23.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $1.20M
Calls: $935.0K (78%)
Puts: $269.8K (22%)
Prior (07/14) $779.1K
Calls: $699.2K (90%)
Puts: $79.9K (10%)
Current vs Prior +54.64%
Calls: +33.72%
Puts: +237.72%
Prior 7-Day Total $7.73M
Calls: $5.65M (73%)
Puts: $2.07M (27%)
Prior 7-Day Average $1.10M
Calls: $807.6K (73%)
Puts: $296.1K (27%)
Current vs Prior 7-Day Avg +9.16%
Calls: +15.78%
Puts: -8.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.25
Prior (07/14) 0.16
Current vs Prior +58.45%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg -8.61%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 978,746
Calls: 789,413 (81%)
Puts: 189,333 (19%)
Prior (07/14) 1,083,892
Calls: 890,968 (82%)
Puts: 192,924 (18%)
Current vs Prior -9.70%
Prior 7-Day Total 7,584,800
Calls: 5,981,875 (79%)
Puts: 1,602,925 (21%)
Prior 7-Day Average 1,083,542
Calls: 854,553 (79%)
Puts: 228,989 (21%)
Current vs Prior 7-Day Avg -9.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.88% | 7.98%5.88% | 21.64%
Prior 5.34% | 7.48%5.34% | 22.01%
Current vs Prior +10.12% | +6.75%+10.12% | -1.68%
Prior 7-Day Avg 5.43% | 7.91%6.84% | 23.45%
Current vs 7-Day Avg +8.32% | +0.99%-13.94% | -7.73%
Prior 7-Day Eod 5.34% | 7.48%5.34% | 22.01%
Current vs 7-Day Eod +10.12% | +6.75%+10.12% | -1.68%
Sentiment BEARISHBEARISH

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 78% of dollar volume in calls ($935.0K) vs puts ($269.8K). Elevated premium activity with dollar volume up 55% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (25,124 calls vs 6,367 puts). P/C ratio rising 58% - 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 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 5 of results (avg 7.5%, best 5.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.390.41$0.405.0%9080.488.2K
$5.00Aug 70.320.35$0.348.8%2390.465.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Aug 140.300.32$0.316.5%690.36105
$5.00Aug 210.600.65$0.637.9%2840.526.0K
$5.50Aug 140.911.00$0.969.4%10.68--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 25 found (avg $0.47, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.110.13$0.1216.7%2530.341.8K
$5.50Aug 70.170.20$0.1915.8%510.301.8K
$5.50Aug 140.200.23$0.2213.6%1.3K0.32445
$4.50Jul 240.300.35$0.3215.6%590.76917
$5.00Aug 70.320.35$0.348.8%2390.465.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Aug 70.100.12$0.1118.2%150.181.4K
$4.00Aug 140.130.15$0.1414.3%60.20191
$4.00Aug 210.150.17$0.1612.5%270.212.1K
$4.50Aug 70.270.30$0.2910.3%340.36438
$5.00Jul 240.280.33$0.3116.1%2590.711.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 22 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 170.730.87$0.8017.5%3931.001.7K
$4.00Jul 240.520.91$0.7254.2%10.97--
$4.00Jul 310.730.90$0.8220.7%210.91187
$4.50Jul 170.260.33$0.3023.3%5400.884.9K
$4.00Aug 210.901.04$0.9714.4%3110.792.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.620.93$0.7839.7%80.96401
$5.50Jul 240.660.83$0.7522.7%7980.91370
$5.50Jul 310.650.91$0.7833.3%10.87149
$5.00Jul 170.230.29$0.2623.1%2.4K0.8615.2K
$5.00Jul 240.280.33$0.3116.1%2590.711.3K

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 20.7K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.010.02$0.0250.0%4.2K0.1432.4K
$5.00Jul 240.060.08$0.0728.6%4.0K0.296.6K
$5.00Aug 140.350.39$0.3710.8%1.4K0.47219
$5.50Aug 140.200.23$0.2213.6%1.3K0.32445
$5.00Aug 210.390.41$0.405.0%9080.488.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.230.29$0.2623.1%2.4K0.8615.2K
$5.50Jul 240.660.83$0.7522.7%7980.91370
$4.50Jul 240.040.08$0.0666.7%7300.241.6K
$4.50Jul 170.010.02$0.0250.0%3970.138.0K
$5.00Aug 210.600.65$0.637.9%2840.526.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 40.6%, max 61.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 17Aug 21128.2%79.3%61.7%7044.3K
$5.50Jul 17Aug 28108.4%81.2%33.6%6993.6K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 17Aug 14108.4%85.8%26.4%9401

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 2.57, avg 1.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.00$5.50Aug 28$0.14$0.36$0.142.57$5.14
$5.00$5.50Aug 7$0.15$0.35$0.152.33$5.15
$5.00$5.50Aug 14$0.15$0.35$0.152.33$5.15
$4.50$5.00Aug 7$0.22$0.28$0.221.27$4.72
$4.50$5.00Aug 28$0.23$0.27$0.231.17$4.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Aug 14$0.17$0.33$0.171.94$4.33
$4.50$4.00Aug 7$0.18$0.32$0.181.78$4.32
$5.00$4.00Aug 21$0.47$0.53$0.471.13$4.53
$5.00$4.50Jul 17$0.24$0.26$0.241.08$4.76
$5.00$4.50Jul 24$0.25$0.25$0.251.00$4.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 4.00, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 24$0.40$0.40$0.104.00$4.40
$4.00$5.00Aug 21$0.57$0.57$0.431.33$4.57
$4.50$5.00Jul 17$0.28$0.28$0.221.27$4.78
$4.50$5.00Jul 31$0.28$0.28$0.221.27$4.78
$4.50$5.00Jul 24$0.25$0.25$0.251.00$4.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$5.00Aug 7$0.37$0.37$0.132.85$5.13
$5.50$5.00Aug 14$0.36$0.36$0.142.57$5.14
$5.00$4.50Aug 14$0.29$0.29$0.211.38$4.71
$5.00$4.50Aug 7$0.27$0.27$0.231.17$4.73
$5.00$4.50Jul 31$0.26$0.26$0.241.08$4.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.05, cheapest $0.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Jul 24$0.0563.2%53.4%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 5.88% of stock, avg 16.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 17$0.02$0.26$0.28$4.72$5.285.88%
$4.50Jul 17$0.30$0.02$0.32$4.18$4.826.72%
$4.50Jul 24$0.32$0.06$0.38$4.12$4.887.98%
$5.00Jul 24$0.07$0.31$0.38$4.62$5.387.98%
$5.00Jul 31$0.12$0.37$0.49$4.51$5.4910.29%
$4.50Jul 31$0.40$0.11$0.51$3.99$5.0110.71%
$4.00Jul 24$0.72$0.01$0.73$3.27$4.7315.34%
$5.50Jul 24$0.02$0.75$0.77$4.73$6.2716.18%
$5.50Jul 17$0.01$0.78$0.79$4.71$6.2916.60%
$5.50Jul 31$0.04$0.78$0.82$4.68$6.3217.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.84% of stock, avg 7.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.50Jul 17$0.02$0.02$0.04$4.46$5.04
$5.50$4.00Jul 31$0.04$0.03$0.07$3.93$5.57
$5.50$4.50Jul 24$0.02$0.06$0.08$4.42$5.58
$5.00$4.50Jul 24$0.07$0.06$0.13$4.37$5.13
$5.00$4.00Jul 31$0.12$0.03$0.15$3.85$5.15
$5.50$4.50Jul 31$0.04$0.11$0.15$4.35$5.65
$5.00$4.50Jul 31$0.12$0.11$0.23$4.27$5.23
$5.50$4.00Aug 7$0.19$0.11$0.30$3.70$5.80
$5.50$4.00Aug 14$0.22$0.14$0.36$3.64$5.86
$5.00$4.00Aug 7$0.34$0.11$0.45$3.55$5.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.94, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
4/45/6Aug 7$0.33$0.171.94$4.17$5.33
4/45/6Aug 14$0.32$0.181.78$4.18$5.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 7$0.07$0.436.14
$4.50$5.00$5.50Aug 28$0.09$0.414.56
$4.50$5.00$5.50Aug 14$0.10$0.404.00
$4.00$4.50$5.00Jul 31$0.14$0.362.57
$4.00$4.50$5.00Jul 24$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 14$0.07$0.436.14
$4.00$4.50$5.00Aug 7$0.09$0.414.56
$4.50$5.00$5.50Aug 7$0.10$0.404.00
$4.00$4.50$5.00Aug 14$0.12$0.383.17
$4.50$5.00$5.50Jul 31$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. 21 found (best net $-0.07, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Aug 14-$0.07$0.43
$4.50$5.001:2Aug 7-$0.12$0.38
$4.50$5.001:2Aug 14-$0.12$0.38
$5.00$5.501:2Aug 28-$0.14$0.36
$4.50$5.001:2Aug 28-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$5.001:2Aug 7-$0.19$0.31
$5.50$5.001:2Aug 14-$0.24$0.26
$5.00$4.001:2Aug 21$0.31$0.69
$4.50$4.001:2Jul 31$0.05$0.45
$4.50$4.001:2Aug 7$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 8.19%, avg 5.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.390.485.0%8.19%13.24%9088.2K
$5.00Aug 28$0.390.485.0%8.19%13.24%312145
$5.00Aug 14$0.350.475.0%7.35%12.39%1.4K219
$5.00Aug 7$0.320.465.0%6.72%11.76%2395.5K
$5.50Aug 28$0.240.3515.6%5.04%20.59%58064
$5.50Aug 14$0.200.3215.6%4.20%19.75%1.3K445
$5.50Aug 7$0.170.3015.6%3.57%19.12%511.8K
$5.00Jul 31$0.110.345.0%2.31%7.35%2531.8K
$5.00Jul 24$0.060.295.0%1.26%6.30%4.0K6.6K

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 25,124
Total Puts 6,367
Put/Call Ratio 0.25
Net Difference 18,757

Prior's Put/Call Breakdown

Total Calls 24,240
Total Puts 3,877
Put/Call Ratio 0.16
Net Difference 20,363

Prior 7-Day Put/Call Summary

Total Calls 203,613
Total Puts 58,327
Average Put/Call Ratio 0.28
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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