Tour v526
TD
TORONTO DOMINION BK
$116.85 -1.27%
$116.72 (-0.11%)🌙
as of 08/20 07:09 PM
8/20 19:09

Option Volume

Detail
Current (08/20) 2,265
Calls: 1,019 (45%)
Puts: 1,246 (55%)
Prior (08/19) 1,964
Calls: 1,283 (65%)
Puts: 681 (35%)
Current vs Prior +15.33%
Calls: -20.58% (Calls)
Puts: +82.97% (Puts)
Prior 7-Day Total 6,923
Calls: 4,429 (64%)
Puts: 2,494 (36%)
Prior 7-Day Average 989
Calls: 632 (64%)
Puts: 356 (36%)
Current vs Prior 7-Day Avg +129.02%
Calls: +61.05%
Puts: +249.72%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $567.5K
Calls: $165.3K (29%)
Puts: $402.2K (71%)
Prior (08/19) $429.9K
Calls: $261.1K (61%)
Puts: $168.9K (39%)
Current vs Prior +31.98%
Calls: -36.70%
Puts: +138.18%
Prior 7-Day Total $2.33M
Calls: $1.81M (78%)
Puts: $518.7K (22%)
Prior 7-Day Average $333.3K
Calls: $259.2K (78%)
Puts: $74.1K (22%)
Current vs Prior 7-Day Avg +70.28%
Calls: -36.23%
Puts: +442.84%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.22
Prior (08/19) 0.53
Current vs Prior +130.37%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg +8.52%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 23,350
Calls: 16,828 (72%)
Puts: 6,522 (28%)
Prior (08/19) 23,976
Calls: 14,757 (62%)
Puts: 9,219 (38%)
Current vs Prior -2.61%
Prior 7-Day Total 151,500
Calls: 103,049 (68%)
Puts: 48,451 (32%)
Prior 7-Day Average 21,642
Calls: 14,721 (68%)
Puts: 6,921 (32%)
Current vs Prior 7-Day Avg +7.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.96% | 7.75%4.96% | 7.75%
Prior 4.94% | 7.73%4.94% | 7.73%
Current vs Prior +0.42% | +0.18%+0.42% | +0.18%
Prior 7-Day Avg 4.79% | 7.56%4.79% | 7.56%
Current vs 7-Day Avg +3.69% | +2.47%+3.69% | +2.47%
Prior 7-Day Eod 4.94% | 7.73%4.94% | 7.73%
Current vs 7-Day Eod +0.42% | +0.18%+0.42% | +0.18%
Sentiment BEARISHBEARISH

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

Moderately bearish flow with 71% put dollar volume ($402.2K). Dollar volume significantly above 7-day average (70% higher). Volume explosion - 129% above 7-day average (2,265 vs avg 989). Bearish P/C ratio of 1.22 indicates protective 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 1 of results (avg 9.8%, best 9.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 217.808.60$8.209.8%50.9867

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. 4 found (avg delta 0.79, highest 0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 184.004.70$4.3516.1%460.6112
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 217.808.60$8.209.8%50.9867
$120.00Aug 212.803.70$3.2527.7%210.911.9K
$120.00Sep 184.405.00$4.7012.8%230.65440

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 1.1K, top 260)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 180.100.40$0.25120.0%2600.071.7K
$120.00Sep 181.252.00$1.6346.0%1470.341.1K
$125.00Sep 180.500.95$0.7361.6%1180.171.4K
$115.00Sep 184.004.70$4.3516.1%460.6112
$125.00Aug 210.000.05$0.03166.7%60.022.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 181.752.60$2.1739.2%2110.39402
$100.00Sep 180.000.35$0.18194.4%2060.04211
$120.00Sep 184.405.00$4.7012.8%230.65440
$120.00Aug 212.803.70$3.2527.7%210.911.9K
$110.00Sep 180.101.50$0.80175.0%110.18--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 41.1%, max 41.1%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Aug 21Sep 1832.6%23.1%41.1%218779

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 4.56, avg 6.54)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$125.00Sep 18$0.90$4.10$0.9034%4.56$120.90
$125.00$130.00Sep 18$0.48$4.52$0.4817%9.42$125.48
$115.00$120.00Sep 18$2.72$2.28$2.7261%0.84$117.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Sep 18$2.53$2.47$2.5365%0.98$117.47
$110.00$105.00Sep 18$0.40$4.60$0.4018%11.50$109.60
$120.00$115.00Aug 21$3.07$1.93$3.0791%0.63$116.93
$105.00$100.00Sep 18$0.22$4.78$0.229%21.73$104.78
$115.00$110.00Sep 18$1.37$3.63$1.3739%2.65$113.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.38, avg 0.17)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$130.00Sep 18$0.48$0.48$4.5283%0.11$125.48
$120.00$125.00Sep 18$0.90$0.90$4.1066%0.22$120.90
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$110.00Sep 18$1.37$1.37$3.6361%0.38$113.63
$105.00$100.00Sep 18$0.22$0.22$4.7891%0.05$104.78
$110.00$105.00Sep 18$0.40$0.40$4.6082%0.09$109.60

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. 4 found (cheapest 2.87% of stock, avg 5.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$0.10$3.25$3.35$116.65$123.352.87%
$120.00Sep 18$1.63$4.70$6.33$113.67$126.335.42%
$115.00Sep 18$4.35$2.17$6.52$108.48$121.525.58%
$125.00Aug 21$0.03$8.20$8.23$116.77$133.237.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 13 found (cheapest 0.24% of stock, avg 1.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$115.00Aug 21$0.10$0.18$0.28$114.72$120.28
$130.00$105.00Sep 18$0.25$0.40$0.65$104.35$130.65
$135.00$105.00Sep 18$0.25$0.40$0.65$104.35$135.65
$130.00$110.00Sep 18$0.25$0.80$1.05$108.95$131.05
$135.00$110.00Sep 18$0.25$0.80$1.05$108.95$136.05
$125.00$105.00Sep 18$0.73$0.40$1.13$103.87$126.13
$125.00$110.00Sep 18$0.73$0.80$1.53$108.47$126.53
$120.00$105.00Sep 18$1.63$0.40$2.03$102.97$122.03
$120.00$110.00Sep 18$1.63$0.80$2.43$107.57$122.43
$130.00$115.00Sep 18$0.25$2.17$2.42$112.58$132.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.16, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/105125/130Sep 18$0.70$4.3074%0.16$104.30$125.70
105/110125/130Sep 18$0.88$4.1265%0.21$109.12$125.88
100/105120/125Sep 18$1.12$3.8857%0.29$103.88$121.12
105/110120/125Sep 18$1.30$3.7048%0.35$108.70$121.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 1.66, cheapest $0.18)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 18$0.42$4.5828%10.90
$125.00$130.00$135.00Sep 18$0.48$4.5212%9.42
$115.00$120.00$125.00Sep 18$1.82$3.1844%1.75
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Aug 21$1.88$3.1281%1.66
$110.00$115.00$120.00Sep 18$1.16$3.8448%3.31
$100.00$105.00$110.00Sep 18$0.18$4.8214%26.78
$105.00$110.00$115.00Sep 18$0.97$4.0330%4.15

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 $--, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Sep 18-$0.25$4.75
$115.00$120.001:2Sep 18$1.09$3.91
$120.00$125.001:2Sep 18$0.17$4.83
$125.00$130.001:2Sep 18$0.23$4.77
$120.00$125.001:2Aug 21$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Sep 18$0.00$5.00
$125.00$120.001:2Aug 21$1.70$3.30
$120.00$115.001:2Sep 18$0.36$4.64
$115.00$110.001:2Sep 18$0.57$4.43
$105.00$100.001:2Sep 18$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.07%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Sep 18$1.250.342.7%1.07%3.77%1471.1K
$125.00Sep 18$0.500.177.0%0.43%7.40%1181.4K
$130.00Sep 18$0.100.0711.2%0.09%11.34%2601.7K

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 1,019
Total Puts 1,246
Put/Call Ratio 1.22
Net Difference -227

Prior's Put/Call Breakdown

Total Calls 1,283
Total Puts 681
Put/Call Ratio 0.53
Net Difference 602

Prior 7-Day Put/Call Summary

Total Calls 4,429
Total Puts 2,494
Average Put/Call Ratio 1.13
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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