Tour v346
TD
TORONTO DOMINION BK
$123.60 -0.24%
$124.60 (+0.81%)🌙
as of 07/17 07:22 PM
7/17 19:22

Option Volume

Detail
Current (07/17) 1,329
Calls: 969 (73%)
Puts: 360 (27%)
Prior (07/16) 2,869
Calls: 1,904 (66%)
Puts: 965 (34%)
Current vs Prior -53.68%
Calls: -49.11% (Calls)
Puts: -62.69% (Puts)
Prior 7-Day Total 64,809
Calls: 59,550 (92%)
Puts: 5,259 (8%)
Prior 7-Day Average 9,258
Calls: 8,507 (92%)
Puts: 751 (8%)
Current vs Prior 7-Day Avg -85.65%
Calls: -88.61%
Puts: -52.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $478.8K
Calls: $374.3K (78%)
Puts: $104.5K (22%)
Prior (07/16) $1.15M
Calls: $821.4K (71%)
Puts: $329.9K (29%)
Current vs Prior -58.41%
Calls: -54.44%
Puts: -68.31%
Prior 7-Day Total $110.98M
Calls: $109.00M (98%)
Puts: $1.98M (2%)
Prior 7-Day Average $15.85M
Calls: $15.57M (98%)
Puts: $283.5K (2%)
Current vs Prior 7-Day Avg -96.98%
Calls: -97.60%
Puts: -63.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.37
Prior (07/16) 0.51
Current vs Prior -26.70%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -12.12%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 14,805
Calls: 10,833 (73%)
Puts: 3,972 (27%)
Prior (07/16) 13,540
Calls: 9,031 (67%)
Puts: 4,509 (33%)
Current vs Prior +9.34%
Prior 7-Day Total 117,723
Calls: 85,810 (73%)
Puts: 31,913 (27%)
Prior 7-Day Average 16,817
Calls: 12,258 (73%)
Puts: 4,559 (27%)
Current vs Prior 7-Day Avg -11.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.11% | 7.48%4.11% | 7.48%
Prior 4.12% | 7.26%4.12% | 7.26%
Current vs Prior +81.81% | +32.54%-0.15% | +3.03%
Prior 7-Day Avg 4.94% | 7.59%4.94% | 7.59%
Current vs 7-Day Avg +51.43% | +26.87%-16.84% | -1.38%
Prior 7-Day Eod 4.12% | 7.26%4.12% | 7.26%
Current vs 7-Day Eod +81.81% | +32.54%-0.15% | +3.03%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.74% | 14.30%
Calls: 12.99% | 14.74%
Puts: 14.49% | 13.86%
Prior 13.74% | 14.30%
Calls: 12.99% | 14.74%
Puts: 14.49% | 13.86%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.74% | 14.30%
Calls: 12.99% | 14.74%
Puts: 14.49% | 13.86%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($374.3K) vs puts ($104.5K). Light premium activity with dollar volume down 58% vs prior. Below-average activity with volume down 54% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (969 calls vs 360 puts).

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 6.0%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 219.509.80$9.653.1%10.86--
$120.00Aug 215.505.70$5.603.6%50.69--
$90.00Jul 1733.0034.60$33.804.7%10.983
$110.00Jul 1713.2014.00$13.605.9%81.0038
$125.00Aug 212.602.80$2.707.4%1600.451.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 213.503.80$3.658.2%60.55--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 210.901.05$0.9815.3%1550.22662
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 1713.2014.00$13.605.9%81.0038
$115.00Jul 178.209.00$8.609.3%61.0029
$90.00Jul 1733.0034.60$33.804.7%10.983
$120.00Jul 173.504.00$3.7513.3%480.902.3K
$115.00Aug 219.509.80$9.653.1%10.86--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 170.851.80$1.3371.4%40.93234
$130.00Aug 216.307.40$6.8516.1%500.78--
$125.00Aug 213.503.80$3.658.2%60.55--

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 614, top 160)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 212.602.80$2.707.4%1600.451.6K
$130.00Aug 210.901.05$0.9815.3%1550.22662
$135.00Aug 210.200.40$0.3066.7%530.0938
$120.00Jul 173.504.00$3.7513.3%480.902.3K
$110.00Jul 1713.2014.00$13.605.9%81.0038
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 211.501.70$1.6012.5%900.311.2K
$130.00Aug 216.307.40$6.8516.1%500.78--
$105.00Jul 170.002.15$1.08199.1%200.01347
$125.00Aug 213.503.80$3.658.2%60.55--
$125.00Jul 170.851.80$1.3371.4%40.93234

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 712.0%, max 1443.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Aug 21315.9%20.5%1443.5%532.3K
$125.00Jul 17Aug 2197.5%21.8%346.3%1611.6K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 17Aug 2197.5%21.8%346.3%10234

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 21.73, avg 5.24)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Aug 21$0.22$4.78$0.2221.73$135.22
$130.00$135.00Aug 21$0.68$4.32$0.686.35$130.68
$125.00$130.00Aug 21$1.72$3.28$1.721.91$126.72
$120.00$125.00Aug 21$2.90$2.10$2.900.72$122.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$115.00Jul 17$1.30$8.70$1.306.69$123.70
$120.00$115.00Aug 21$1.00$4.00$1.004.00$119.00
$105.00$100.00Jul 17$1.05$3.95$1.053.76$103.95
$125.00$120.00Aug 21$2.05$2.95$2.051.44$122.95
$130.00$125.00Aug 21$3.20$1.80$3.200.56$126.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 32.33, avg 3.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Jul 17$4.85$4.85$0.1532.33$119.85
$115.00$120.00Aug 21$4.05$4.05$0.954.26$119.05
$120.00$125.00Jul 17$3.72$3.72$1.282.91$123.72
$120.00$125.00Aug 21$2.90$2.90$2.101.38$122.90
$125.00$130.00Aug 21$1.72$1.72$3.280.52$126.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$3.20$3.20$1.801.78$126.80
$125.00$120.00Aug 21$2.05$2.05$2.950.69$122.95
$105.00$100.00Jul 17$1.05$1.05$3.950.27$103.95
$120.00$115.00Aug 21$1.00$1.00$4.000.25$119.00
$125.00$115.00Jul 17$1.30$1.30$8.700.15$123.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.69, cheapest $0.57)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 17Aug 21$1.050.0%22.0%
$120.00Jul 17Aug 21$1.85315.9%20.5%
$125.00Jul 17Aug 21$2.6797.5%21.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 17Aug 21$0.570.0%22.0%
$125.00Jul 17Aug 21$2.3297.5%21.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.10% of stock, avg 8.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Jul 17$0.03$1.33$1.36$123.64$126.361.10%
$125.00Aug 21$2.70$3.65$6.35$118.65$131.355.14%
$120.00Aug 21$5.60$1.60$7.20$112.80$127.205.83%
$130.00Aug 21$0.98$6.85$7.83$122.17$137.836.33%
$115.00Jul 17$8.60$0.03$8.63$106.37$123.636.98%
$115.00Aug 21$9.65$0.60$10.25$104.75$125.258.29%
$90.00Jul 17$33.80$1.08$34.88$55.12$124.8828.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 7 found (cheapest 0.05% of stock, avg 1.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$100.00Jul 17$0.03$0.03$0.06$99.94$125.06
$135.00$115.00Aug 21$0.30$0.60$0.90$114.10$135.90
$130.00$115.00Aug 21$0.98$0.60$1.58$113.42$131.58
$135.00$120.00Aug 21$0.30$1.60$1.90$118.10$136.90
$130.00$120.00Aug 21$0.98$1.60$2.58$117.42$132.58
$125.00$115.00Aug 21$2.70$0.60$3.30$111.70$128.30
$125.00$120.00Aug 21$2.70$1.60$4.30$115.70$129.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 20.74, avg credit $2.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105120/125Jul 17$4.77$0.2320.74$100.23$124.77
125/130135/140Aug 21$3.42$1.582.16$126.58$138.42
120/125130/135Aug 21$2.73$2.271.20$122.27$132.73
115/120125/130Aug 21$2.72$2.281.19$117.28$127.72
120/125135/140Aug 21$2.27$2.730.83$122.73$137.27
115/120130/135Aug 21$1.68$3.320.51$118.32$131.68
115/120135/140Aug 21$1.22$3.780.32$118.78$136.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Jul 17$0.15$4.8532.33
$130.00$135.00$140.00Aug 21$0.46$4.549.87
$125.00$130.00$135.00Aug 21$1.04$3.963.81
$115.00$120.00$125.00Jul 17$1.13$3.873.42
$115.00$120.00$125.00Aug 21$1.15$3.853.35
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$1.05$3.953.76
$120.00$125.00$130.00Aug 21$1.15$3.853.35
$105.00$115.00$125.00Jul 17$2.35$7.653.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-2.13, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Aug 21-$1.55$3.45
$110.00$115.001:2Jul 17-$3.60$1.40
$90.00$110.001:2Jul 17$6.60$13.40
$135.00$140.001:2Aug 21$0.14$4.86
$120.00$125.001:2Aug 21$0.20$4.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$90.001:2Jul 17-$2.13$7.87
$115.00$105.001:2Jul 17-$2.13$7.87
$130.00$125.001:2Aug 21-$0.45$4.55
$125.00$115.001:2Jul 17$1.27$8.73
$120.00$115.001:2Aug 21$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.10%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Aug 21$2.600.451.1%2.10%3.24%1601.6K
$130.00Aug 21$0.900.225.2%0.73%5.91%155662
$135.00Aug 21$0.200.099.2%0.16%9.39%5338

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 969
Total Puts 360
Put/Call Ratio 0.37
Net Difference 609

Prior's Put/Call Breakdown

Total Calls 1,904
Total Puts 965
Put/Call Ratio 0.51
Net Difference 939

Prior 7-Day Put/Call Summary

Total Calls 59,550
Total Puts 5,259
Average Put/Call Ratio 0.42
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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