Tour v366
TD
TORONTO DOMINION BK
$120.50 -2.51%
$120.00 (-0.41%)🌙
as of 07/20 07:08 PM
7/20 19:08

Option Volume

Detail
Current (07/20) 1,294
Calls: 525 (41%)
Puts: 769 (59%)
Prior (07/17) 1,329
Calls: 969 (73%)
Puts: 360 (27%)
Current vs Prior -2.63%
Calls: -45.82% (Calls)
Puts: +113.61% (Puts)
Prior 7-Day Total 65,254
Calls: 59,872 (92%)
Puts: 5,382 (8%)
Prior 7-Day Average 9,322
Calls: 8,553 (92%)
Puts: 768 (8%)
Current vs Prior 7-Day Avg -86.12%
Calls: -93.86%
Puts: +0.02%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $501.3K
Calls: $248.3K (50%)
Puts: $253.0K (50%)
Prior (07/17) $478.8K
Calls: $374.3K (78%)
Puts: $104.5K (22%)
Current vs Prior +4.70%
Calls: -33.66%
Puts: +142.04%
Prior 7-Day Total $111.03M
Calls: $109.01M (98%)
Puts: $2.02M (2%)
Prior 7-Day Average $15.86M
Calls: $15.57M (98%)
Puts: $288.7K (2%)
Current vs Prior 7-Day Avg -96.84%
Calls: -98.41%
Puts: -12.36%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.46
Prior (07/17) 0.37
Current vs Prior +294.27%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg +245.90%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 16,555
Calls: 11,624 (70%)
Puts: 4,931 (30%)
Prior (07/17) 14,805
Calls: 10,833 (73%)
Puts: 3,972 (27%)
Current vs Prior +11.82%
Prior 7-Day Total 120,704
Calls: 87,858 (73%)
Puts: 32,846 (27%)
Prior 7-Day Average 17,243
Calls: 12,551 (73%)
Puts: 4,692 (27%)
Current vs Prior 7-Day Avg -3.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.47% | 9.05%
Prior 7.48% | 9.63%
Current vs Prior -0.20% | -6.05%
Prior 7-Day Avg 5.22% | 7.81%
Current vs 7-Day Avg +43.19% | +15.77%
Prior 7-Day Eod 7.48% | 9.63%
Current vs 7-Day Eod -0.20% | -6.05%
Sentiment BULLISH

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

Bearish P/C ratio of 1.46 indicates protective positioning. P/C ratio rising 294% - increased hedging/bearish positioning. Call-heavy open interest (11,624 calls vs 4,931 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 7.9%, best 7.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 213.403.70$3.558.5%180.541.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 212.602.80$2.707.4%820.461.2K

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 5 found (avg delta 0.77, highest 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 216.407.70$7.0518.4%10.77--
$120.00Aug 213.403.70$3.558.5%180.541.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2112.8016.40$14.6024.7%20.942
$130.00Aug 217.7010.10$8.9027.0%20.9050
$125.00Aug 215.005.90$5.4516.5%1400.711.2K

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 584, top 140)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 211.251.45$1.3514.8%910.291.5K
$130.00Aug 210.250.45$0.3557.1%290.10817
$120.00Aug 213.403.70$3.558.5%180.541.4K
$135.00Aug 210.000.40$0.20200.0%70.06--
$115.00Aug 216.407.70$7.0518.4%10.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 215.005.90$5.4516.5%1400.711.2K
$110.00Aug 210.150.60$0.38118.4%1050.09471
$115.00Aug 211.001.20$1.1018.2%1050.23324
$120.00Aug 212.602.80$2.707.4%820.461.2K
$130.00Aug 217.7010.10$8.9027.0%20.9050

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 32.33, avg 11.26)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 21$0.15$4.85$0.1532.33$130.15
$125.00$130.00Aug 21$1.00$4.00$1.004.00$126.00
$120.00$125.00Aug 21$2.20$2.80$2.201.27$122.20
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Aug 21$0.15$4.85$0.1532.33$104.85
$115.00$110.00Aug 21$0.72$4.28$0.725.94$114.28
$120.00$115.00Aug 21$1.60$3.40$1.602.12$118.40
$125.00$120.00Aug 21$2.75$2.25$2.750.82$122.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 2.33, avg 0.84)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Aug 21$3.50$3.50$1.502.33$118.50
$120.00$125.00Aug 21$2.20$2.20$2.800.79$122.20
$125.00$130.00Aug 21$1.00$1.00$4.000.25$126.00
$130.00$135.00Aug 21$0.15$0.15$4.850.03$130.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$3.45$3.45$1.552.23$126.55
$125.00$120.00Aug 21$2.75$2.75$2.251.22$122.25
$120.00$115.00Aug 21$1.60$1.60$3.400.47$118.40
$115.00$110.00Aug 21$0.72$0.72$4.280.17$114.28
$105.00$100.00Aug 21$0.15$0.15$4.850.03$104.85

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. 5 found (cheapest 5.19% of stock, avg 7.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$3.55$2.70$6.25$113.75$126.255.19%
$125.00Aug 21$1.35$5.45$6.80$118.20$131.805.64%
$115.00Aug 21$7.05$1.10$8.15$106.85$123.156.76%
$130.00Aug 21$0.35$8.90$9.25$120.75$139.257.68%
$135.00Aug 21$0.20$14.60$14.80$120.20$149.8012.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.41% of stock, avg 1.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$105.00Aug 21$0.20$0.30$0.50$104.50$135.50
$135.00$110.00Aug 21$0.20$0.38$0.58$109.42$135.58
$130.00$105.00Aug 21$0.35$0.30$0.65$104.35$130.65
$130.00$110.00Aug 21$0.35$0.38$0.73$109.27$130.73
$135.00$115.00Aug 21$0.20$1.10$1.30$113.70$136.30
$130.00$115.00Aug 21$0.35$1.10$1.45$113.55$131.45
$125.00$105.00Aug 21$1.35$0.30$1.65$103.35$126.65
$125.00$110.00Aug 21$1.35$0.38$1.73$108.27$126.73
$125.00$115.00Aug 21$1.35$1.10$2.45$112.55$127.45
$135.00$120.00Aug 21$0.20$2.70$2.90$117.10$137.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 2.70, avg credit $2.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105115/120Aug 21$3.65$1.352.70$101.35$118.65
110/115120/125Aug 21$2.92$2.081.40$112.08$122.92
120/125130/135Aug 21$2.90$2.101.38$122.10$132.90
115/120125/130Aug 21$2.60$2.401.08$117.40$127.60
100/105120/125Aug 21$2.35$2.650.89$102.65$122.35
115/120130/135Aug 21$1.75$3.250.54$118.25$131.75
110/115125/130Aug 21$1.72$3.280.52$113.28$126.72
100/105125/130Aug 21$1.15$3.850.30$103.85$126.15
110/115130/135Aug 21$0.87$4.130.21$114.13$130.87
100/105130/135Aug 21$0.30$4.700.06$104.70$130.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 6.81, cheapest $0.64)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.85$4.154.88
$120.00$125.00$130.00Aug 21$1.20$3.803.17
$115.00$120.00$125.00Aug 21$1.30$3.702.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Aug 21$0.64$4.366.81
$120.00$125.00$130.00Aug 21$0.70$4.306.14
$110.00$115.00$120.00Aug 21$0.88$4.124.68
$115.00$120.00$125.00Aug 21$1.15$3.853.35
$125.00$130.00$135.00Aug 21$2.25$2.751.22

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $--, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Aug 21-$0.05$4.95
$130.00$135.001:2Aug 21-$0.05$4.95
$125.00$130.001:2Aug 21$0.65$4.35
$120.00$125.001:2Aug 21$0.85$4.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 21$0.00$5.00
$110.00$105.001:2Aug 21-$0.22$4.78
$130.00$125.001:2Aug 21-$2.00$3.00
$135.00$130.001:2Aug 21-$3.20$1.80
$125.00$120.001:2Aug 21$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.04%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Aug 21$1.250.293.7%1.04%4.77%911.5K
$130.00Aug 21$0.250.107.9%0.21%8.09%29817

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 525
Total Puts 769
Put/Call Ratio 1.46
Net Difference -244

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 59,872
Total Puts 5,382
Average Put/Call Ratio 0.42
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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