Tour v344
SNAP
SNAP INC Class A
$4.69 -1.47%
$4.68 (-0.21%)🌙
as of 07/16 07:01 PM
7/16 19:01

Option Volume

Detail
Current (07/16) 43,330
Calls: 32,757 (76%)
Puts: 10,573 (24%)
Prior (07/15) 31,491
Calls: 25,124 (80%)
Puts: 6,367 (20%)
Current vs Prior +37.59%
Calls: +30.38% (Calls)
Puts: +66.06% (Puts)
Prior 7-Day Total 237,196
Calls: 192,749 (81%)
Puts: 44,447 (19%)
Prior 7-Day Average 33,885
Calls: 27,535 (81%)
Puts: 6,349 (19%)
Current vs Prior 7-Day Avg +27.87%
Calls: +18.96%
Puts: +66.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $1.65M
Calls: $1.06M (65%)
Puts: $582.1K (35%)
Prior (07/15) $1.20M
Calls: $935.0K (78%)
Puts: $269.8K (22%)
Current vs Prior +36.59%
Calls: +13.74%
Puts: +115.79%
Prior 7-Day Total $7.56M
Calls: $5.64M (75%)
Puts: $1.92M (25%)
Prior 7-Day Average $1.08M
Calls: $805.0K (75%)
Puts: $274.3K (25%)
Current vs Prior 7-Day Avg +52.46%
Calls: +32.10%
Puts: +112.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.32
Prior (07/15) 0.25
Current vs Prior +27.36%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +38.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 1,169,374
Calls: 908,779 (78%)
Puts: 260,595 (22%)
Prior (07/15) 978,746
Calls: 789,413 (81%)
Puts: 189,333 (19%)
Current vs Prior +19.48%
Prior 7-Day Total 7,380,636
Calls: 5,885,655 (80%)
Puts: 1,494,981 (20%)
Prior 7-Day Average 1,054,376
Calls: 840,807 (80%)
Puts: 213,568 (20%)
Current vs Prior 7-Day Avg +10.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.90% | 7.04%4.90% | 21.54%
Prior 5.88% | 7.98%5.88% | 21.64%
Current vs Prior -16.63% | -11.86%-16.63% | -0.48%
Prior 7-Day Avg 5.28% | 7.78%6.41% | 23.21%
Current vs 7-Day Avg -7.09% | -9.59%-23.52% | -7.20%
Prior 7-Day Eod 5.88% | 7.98%5.88% | 21.64%
Current vs 7-Day Eod -16.63% | -11.86%-16.63% | -0.48%
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 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

Moderately bullish flow with 65% call dollar volume ($1.06M). Dollar volume significantly above 7-day average (52% higher). Extreme bullish P/C ratio of 0.32 - heavy call buying (32,757 calls vs 10,573 puts). Call-heavy open interest (908,779 calls vs 260,595 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 7 of results (avg 7.7%, best 5.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.350.37$0.365.6%1.1K0.468.0K
$4.00Jul 170.650.71$0.688.8%1240.941.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Aug 70.300.32$0.316.5%3180.38441
$5.50Aug 140.961.03$1.007.0%300.70280
$5.00Aug 210.620.67$0.657.7%6210.556.0K
$5.50Aug 70.941.03$0.999.1%10.7258
$5.50Aug 281.001.10$1.059.5%300.6710

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 25 found (avg $0.46, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.050.06$0.0616.7%1.5K0.238.6K
$5.50Aug 70.150.18$0.1618.8%4450.281.9K
$4.50Jul 170.190.22$0.2114.3%2.4K0.854.7K
$5.00Aug 70.270.31$0.2913.8%1.4K0.445.7K
$5.00Aug 140.300.35$0.3215.6%1.9K0.44275
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.070.08$0.0812.5%1.2K0.311.9K
$4.50Aug 70.300.32$0.316.5%3180.38441
$5.00Jul 170.290.34$0.3215.6%1.0K0.9414.0K
$4.50Aug 140.320.37$0.3514.3%390.38162
$4.50Aug 280.360.43$0.4017.5%490.396

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 240.630.72$0.6813.2%371.00378
$4.00Jul 170.650.71$0.688.8%1240.941.7K
$4.00Jul 310.520.84$0.6847.1%20.88--
$4.50Jul 170.190.22$0.2114.3%2.4K0.854.7K
$4.00Aug 70.760.90$0.8316.9%1050.802
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.650.92$0.7934.2%5050.97333
$5.00Jul 170.290.34$0.3215.6%1.0K0.9414.0K
$5.50Jul 240.680.91$0.8028.7%10.921.1K
$5.50Jul 310.671.00$0.8439.3%10.88150
$5.00Jul 240.300.40$0.3528.6%580.761.5K

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 28.3K, top 8.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.000.01$0.01100.0%8.0K0.0632.7K
$4.50Jul 170.190.22$0.2114.3%2.4K0.854.7K
$5.00Aug 140.300.35$0.3215.6%1.9K0.44275
$5.00Jul 240.050.06$0.0616.7%1.5K0.238.6K
$5.00Aug 70.270.31$0.2913.8%1.4K0.445.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.010.02$0.0250.0%2.6K0.158.0K
$4.50Jul 240.070.08$0.0812.5%1.2K0.311.9K
$5.00Jul 170.290.34$0.3215.6%1.0K0.9414.0K
$5.00Aug 210.620.67$0.657.7%6210.556.0K
$5.50Jul 170.650.92$0.7934.2%5050.97333

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 59.7%, max 124.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 17Aug 21173.3%82.1%111.1%1331.7K
$5.50Jul 17Aug 28168.9%80.4%110.1%1.3K3.9K
$5.00Jul 17Aug 2881.6%76.8%6.2%9.2K32.8K
$4.50Jul 17Aug 2881.2%77.6%4.7%2.4K4.7K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 17Aug 28173.3%77.1%124.8%329.2K
$5.50Jul 17Aug 28168.9%80.4%110.1%535343
$5.00Jul 17Aug 2881.6%76.8%6.2%1.1K14.0K
$4.50Jul 17Aug 2881.2%77.6%4.7%2.7K8.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 4.00, avg 1.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.00$5.50Aug 14$0.12$0.38$0.123.17$5.12
$5.00$5.50Aug 28$0.12$0.38$0.123.17$5.12
$5.00$5.50Aug 7$0.13$0.37$0.132.85$5.13
$4.50$5.00Jul 24$0.19$0.31$0.191.63$4.69
$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$0.10$0.40$0.104.00$4.40
$4.50$4.00Aug 7$0.17$0.33$0.171.94$4.33
$4.50$4.00Aug 14$0.17$0.33$0.171.94$4.33
$4.50$4.00Aug 28$0.21$0.29$0.211.38$4.29
$5.00$4.00Aug 21$0.47$0.53$0.471.13$4.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 3.17, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 31$0.35$0.35$0.152.33$4.35
$4.00$4.50Aug 14$0.34$0.34$0.162.12$4.34
$4.00$4.50Aug 7$0.30$0.30$0.201.50$4.30
$4.00$5.00Aug 21$0.52$0.52$0.481.08$4.52
$4.50$5.00Aug 7$0.24$0.24$0.260.92$4.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$5.00Aug 7$0.38$0.38$0.123.17$5.12
$5.50$5.00Aug 28$0.37$0.37$0.132.85$5.13
$5.50$5.00Aug 14$0.35$0.35$0.152.33$5.15
$5.00$4.50Jul 17$0.30$0.30$0.201.50$4.70
$5.00$4.50Aug 7$0.30$0.30$0.201.50$4.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.06, cheapest $0.06)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 17Jul 24$0.0681.2%53.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 4.90% of stock, avg 17.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 17$0.21$0.02$0.23$4.27$4.734.90%
$5.00Jul 17$0.01$0.32$0.33$4.67$5.337.04%
$4.50Jul 24$0.25$0.08$0.33$4.17$4.837.04%
$5.00Jul 24$0.06$0.35$0.41$4.59$5.418.74%
$4.50Jul 31$0.33$0.14$0.47$4.03$4.9710.02%
$5.00Jul 31$0.12$0.42$0.54$4.46$5.5411.51%
$4.00Jul 17$0.68$0.01$0.69$3.31$4.6914.71%
$4.00Jul 24$0.68$0.01$0.69$3.31$4.6914.71%
$4.00Jul 31$0.68$0.04$0.72$3.28$4.7215.35%
$5.50Jul 17$0.01$0.79$0.80$4.70$6.3017.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.64% of stock, avg 8.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.50Jul 17$0.01$0.02$0.03$4.47$5.03
$5.50$4.00Jul 31$0.04$0.04$0.08$3.92$5.58
$5.50$4.50Jul 24$0.02$0.08$0.10$4.40$5.60
$5.00$4.50Jul 24$0.06$0.08$0.14$4.36$5.14
$5.00$4.00Jul 31$0.12$0.04$0.16$3.84$5.16
$5.50$4.50Jul 31$0.04$0.14$0.18$4.32$5.68
$5.00$4.50Jul 31$0.12$0.14$0.26$4.24$5.26
$5.50$4.00Aug 7$0.16$0.14$0.30$3.70$5.80
$5.50$4.00Aug 14$0.20$0.18$0.38$3.62$5.88
$5.00$4.00Aug 7$0.29$0.14$0.43$3.57$5.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.94, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
4/45/6Aug 28$0.33$0.171.94$4.17$5.33
4/45/6Aug 7$0.30$0.201.50$4.20$5.30
4/45/6Aug 14$0.29$0.211.38$4.21$5.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 7$0.06$0.447.33
$4.50$5.00$5.50Aug 7$0.11$0.393.55
$4.00$4.50$5.00Aug 14$0.11$0.393.55
$4.50$5.00$5.50Aug 14$0.11$0.393.55
$4.50$5.00$5.50Aug 28$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 14$0.05$0.459.00
$4.00$4.50$5.00Aug 28$0.07$0.436.14
$4.50$5.00$5.50Aug 7$0.08$0.425.25
$4.50$5.00$5.50Aug 28$0.09$0.414.56
$4.00$4.50$5.00Aug 7$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.08, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Aug 14-$0.08$0.42
$4.50$5.001:2Aug 14-$0.09$0.41
$4.50$5.001:2Aug 28-$0.13$0.37
$5.00$5.501:2Aug 28-$0.13$0.37
$4.00$4.501:2Aug 14-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 28-$0.12$0.38
$5.50$5.001:2Aug 7-$0.23$0.27
$5.50$5.001:2Aug 14-$0.30$0.20
$5.50$5.001:2Aug 28-$0.31$0.19
$5.00$4.001:2Aug 21$0.29$0.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 7.46%, avg 5.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.350.466.6%7.46%14.07%1.1K8.0K
$5.00Aug 28$0.340.466.6%7.25%13.86%1.2K168
$5.00Aug 14$0.300.446.6%6.40%13.01%1.9K275
$5.00Aug 7$0.270.446.6%5.76%12.37%1.4K5.7K
$5.50Aug 28$0.210.3317.3%4.48%21.75%1.2K330
$5.50Aug 14$0.170.3017.3%3.62%20.90%475512
$5.50Aug 7$0.150.2817.3%3.20%20.47%4451.9K
$5.00Jul 31$0.100.336.6%2.13%8.74%3801.8K

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 32,757
Total Puts 10,573
Put/Call Ratio 0.32
Net Difference 22,184

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 192,749
Total Puts 44,447
Average Put/Call Ratio 0.23
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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