Tour v346
SNAP
SNAP INC Class A
$4.53 -3.41%
7/17 19:18

Option Volume

Detail
Current (07/17) 75,386
Calls: 57,105 (76%)
Puts: 18,281 (24%)
Prior (07/16) 43,330
Calls: 32,757 (76%)
Puts: 10,573 (24%)
Current vs Prior +73.98%
Calls: +74.33% (Calls)
Puts: +72.90% (Puts)
Prior 7-Day Total 254,107
Calls: 205,272 (81%)
Puts: 48,835 (19%)
Prior 7-Day Average 36,301
Calls: 29,324 (81%)
Puts: 6,976 (19%)
Current vs Prior 7-Day Avg +107.67%
Calls: +94.73%
Puts: +162.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.83M
Calls: $1.16M (63%)
Puts: $669.1K (37%)
Prior (07/16) $1.65M
Calls: $1.06M (65%)
Puts: $582.1K (35%)
Current vs Prior +11.06%
Calls: +8.94%
Puts: +14.94%
Prior 7-Day Total $8.28M
Calls: $6.02M (73%)
Puts: $2.26M (27%)
Prior 7-Day Average $1.18M
Calls: $860.4K (73%)
Puts: $323.0K (27%)
Current vs Prior 7-Day Avg +54.44%
Calls: +34.64%
Puts: +107.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.32
Prior (07/16) 0.32
Current vs Prior -0.82%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg +35.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 1,207,795
Calls: 930,246 (77%)
Puts: 277,549 (23%)
Prior (07/16) 1,169,374
Calls: 908,779 (78%)
Puts: 260,595 (22%)
Current vs Prior +3.29%
Prior 7-Day Total 7,483,476
Calls: 5,938,525 (79%)
Puts: 1,544,951 (21%)
Prior 7-Day Average 1,069,068
Calls: 848,360 (79%)
Puts: 220,707 (21%)
Current vs Prior 7-Day Avg +12.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.32% | 6.18%1.32% | 22.74%
Prior 4.90% | 7.04%4.90% | 21.54%
Current vs Prior +26.04% | +22.36%-72.99% | +5.58%
Prior 7-Day Avg 5.30% | 7.65%5.98% | 22.84%
Current vs 7-Day Avg +16.56% | +12.53%-77.84% | -0.45%
Prior 7-Day Eod 4.90% | 7.04%4.90% | 21.54%
Current vs 7-Day Eod +26.04% | +22.36%-72.99% | +5.58%
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

Moderately bullish flow with 63% call dollar volume ($1.16M). Dollar volume significantly above 7-day average (54% higher). Above-average activity with volume up 74% vs prior. Volume explosion - 108% above 7-day average (75,386 vs avg 36,301).

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 14 of results (avg 7.5%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.150.16$0.166.3%6.1K0.55937
$4.50Aug 140.430.46$0.456.7%2130.56145
$5.00Aug 210.280.30$0.296.9%6770.408.5K
$4.50Aug 70.400.43$0.427.1%3130.56571
$4.00Aug 210.740.80$0.777.8%1.2K0.742.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.720.75$0.744.1%1.4K0.606.2K
$4.50Aug 70.350.37$0.365.6%2610.44757
$5.00Aug 70.660.70$0.685.9%240.63266
$4.50Aug 140.380.41$0.407.5%920.44152
$5.00Aug 140.680.74$0.718.5%30.60--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 26 found (avg $0.46, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.150.16$0.166.3%6.1K0.55937
$4.50Jul 310.200.23$0.2213.6%1.1K0.55596
$5.00Aug 70.220.24$0.238.7%7850.385.5K
$5.00Aug 140.250.30$0.2817.9%2.0K0.401.2K
$5.00Aug 210.280.30$0.296.9%6770.408.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.110.13$0.1216.7%1.1K0.451.9K
$4.00Aug 70.140.16$0.1513.3%3640.241.5K
$4.00Aug 210.190.21$0.2010.0%2680.262.1K
$4.00Aug 280.200.24$0.2218.2%6220.2714
$4.50Aug 70.350.37$0.365.6%2610.44757

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.73, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 170.510.61$0.5617.9%1460.951.6K
$4.00Jul 240.520.60$0.5614.3%800.92415
$4.00Jul 310.550.65$0.6016.7%90.88184
$4.50Jul 170.030.06$0.0560.0%14.1K0.795.3K
$4.00Aug 70.680.77$0.7312.3%150.76107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.390.49$0.4422.7%1.1K0.9514.0K
$5.00Jul 240.430.50$0.4714.9%2170.901.6K
$5.00Jul 310.490.54$0.529.6%560.79590
$5.00Aug 70.660.70$0.685.9%240.63266
$5.00Aug 140.680.74$0.718.5%30.60--

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 49.0K, top 14.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.030.06$0.0560.0%14.1K0.795.3K
$4.50Jul 240.150.16$0.166.3%6.1K0.55937
$5.00Jul 240.010.02$0.0250.0%4.4K0.108.8K
$5.00Aug 140.250.30$0.2817.9%2.0K0.401.2K
$5.00Jul 310.050.07$0.0633.3%1.4K0.211.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 170.000.01$0.01100.0%8.9K0.238.1K
$5.00Aug 210.720.75$0.744.1%1.4K0.606.2K
$4.50Jul 240.110.13$0.1216.7%1.1K0.451.9K
$5.00Jul 170.390.49$0.4422.7%1.1K0.9514.0K
$4.50Aug 280.410.50$0.4520.0%6580.4354

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 667.3%, max 1131.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 17Aug 28942.5%76.5%1131.6%1521.6K
$5.00Jul 17Aug 28770.2%82.7%831.2%82031.4K
$4.50Jul 17Aug 28110.3%78.3%40.8%14.1K5.4K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 17Aug 28942.5%76.5%1131.6%64929.2K
$5.00Jul 17Aug 21770.2%83.0%827.6%2.5K20.3K
$4.50Jul 17Aug 28110.3%78.3%40.8%9.5K8.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 2.85, avg 1.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$5.00Jul 24$0.14$0.36$0.142.57$4.64
$4.50$5.00Jul 31$0.16$0.34$0.162.12$4.66
$4.50$5.00Aug 14$0.17$0.33$0.171.94$4.67
$4.50$5.00Aug 28$0.18$0.32$0.181.78$4.68
$4.50$5.00Aug 7$0.19$0.31$0.191.63$4.69
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Jul 31$0.13$0.37$0.132.85$4.37
$4.50$4.00Aug 7$0.21$0.29$0.211.38$4.29
$4.50$4.00Aug 14$0.21$0.29$0.211.38$4.29
$4.50$4.00Aug 28$0.23$0.27$0.231.17$4.27
$5.00$4.00Aug 21$0.54$0.46$0.540.85$4.46

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 3.17, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 31$0.38$0.38$0.123.17$4.38
$4.00$4.50Aug 7$0.31$0.31$0.191.63$4.31
$4.00$4.50Aug 14$0.31$0.31$0.191.63$4.31
$4.00$4.50Aug 28$0.28$0.28$0.221.27$4.28
$4.00$5.00Aug 21$0.48$0.48$0.520.92$4.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.00$4.50Jul 24$0.35$0.35$0.152.33$4.65
$5.00$4.50Jul 31$0.35$0.35$0.152.33$4.65
$5.00$4.50Aug 7$0.32$0.32$0.181.78$4.68
$5.00$4.50Aug 14$0.31$0.31$0.191.63$4.69
$5.00$4.00Aug 21$0.54$0.54$0.461.17$4.46

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.11, cheapest $0.11)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 17Jul 24$0.11110.3%54.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 17Jul 24$0.11110.3%54.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 1.32% of stock, avg 15.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 17$0.05$0.01$0.06$4.44$4.561.32%
$4.50Jul 24$0.16$0.12$0.28$4.22$4.786.18%
$4.50Jul 31$0.22$0.17$0.39$4.11$4.898.61%
$5.00Jul 17$0.01$0.44$0.45$4.55$5.459.93%
$5.00Jul 24$0.02$0.47$0.49$4.51$5.4910.82%
$4.00Jul 17$0.56$0.01$0.57$3.43$4.5712.58%
$4.00Jul 24$0.56$0.02$0.58$3.42$4.5812.80%
$5.00Jul 31$0.06$0.52$0.58$4.42$5.5812.80%
$4.00Jul 31$0.60$0.04$0.64$3.36$4.6414.13%
$4.50Aug 7$0.42$0.36$0.78$3.72$5.2817.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 0.88% of stock, avg 8.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.00Jul 24$0.02$0.02$0.04$3.96$5.04
$5.00$4.00Jul 31$0.06$0.04$0.10$3.90$5.10
$5.00$4.50Jul 24$0.02$0.12$0.14$4.36$5.14
$5.00$4.50Jul 31$0.06$0.17$0.23$4.27$5.23
$5.00$4.00Aug 7$0.23$0.15$0.38$3.62$5.38
$5.00$4.00Aug 14$0.28$0.19$0.47$3.53$5.47
$5.00$4.00Aug 21$0.29$0.20$0.49$3.51$5.49
$5.00$4.00Aug 28$0.34$0.22$0.56$3.44$5.56
$5.00$4.50Aug 7$0.23$0.36$0.59$3.91$5.59
$5.00$4.50Aug 14$0.28$0.40$0.68$3.82$5.68

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 4.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 28$0.10$0.404.00
$4.00$4.50$5.00Aug 7$0.12$0.383.17
$4.00$4.50$5.00Aug 14$0.14$0.362.57
$4.00$4.50$5.00Jul 31$0.22$0.281.27
$4.00$4.50$5.00Jul 24$0.26$0.240.92
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 14$0.10$0.404.00
$4.00$4.50$5.00Aug 7$0.11$0.393.55
$4.00$4.50$5.00Jul 31$0.22$0.281.27
$4.00$4.50$5.00Jul 24$0.25$0.251.00
$4.00$4.50$5.00Jul 17$0.43$0.070.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.09, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.00$4.501:2Aug 7-$0.11$0.39
$4.50$5.001:2Aug 14-$0.11$0.39
$4.00$4.501:2Aug 14-$0.14$0.36
$4.50$5.001:2Aug 28-$0.16$0.34
$4.00$4.501:2Aug 28-$0.24$0.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 14-$0.09$0.41
$5.00$4.001:2Aug 21$0.34$0.66
$4.50$4.001:2Aug 7$0.06$0.44
$4.50$4.001:2Jul 24$0.08$0.42
$4.50$4.001:2Jul 31$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 6.40%, avg 5.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 28$0.290.4210.4%6.40%16.78%539179
$5.00Aug 21$0.280.4010.4%6.18%16.56%6778.5K
$5.00Aug 14$0.250.4010.4%5.52%15.89%2.0K1.2K
$5.00Aug 7$0.220.3810.4%4.86%15.23%7855.5K

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 57,105
Total Puts 18,281
Put/Call Ratio 0.32
Net Difference 38,824

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 205,272
Total Puts 48,835
Average Put/Call Ratio 0.24
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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