Tour v344
TTD
THE TRADE DESK INC A
$19.12 -1.29%
$19.05 (-0.38%)🌙
as of 07/16 07:07 PM
7/16 19:07

Option Volume

Detail
Current (07/16) 28,161
Calls: 18,558 (66%)
Puts: 9,603 (34%)
Prior (07/15) 18,312
Calls: 14,313 (78%)
Puts: 3,999 (22%)
Current vs Prior +53.78%
Calls: +29.66% (Calls)
Puts: +140.14% (Puts)
Prior 7-Day Total 210,000
Calls: 149,002 (71%)
Puts: 60,998 (29%)
Prior 7-Day Average 30,000
Calls: 21,286 (71%)
Puts: 8,714 (29%)
Current vs Prior 7-Day Avg -6.13%
Calls: -12.82%
Puts: +10.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $13.75M
Calls: $4.02M (29%)
Puts: $9.73M (71%)
Prior (07/15) $2.37M
Calls: $1.65M (70%)
Puts: $713.2K (30%)
Current vs Prior +481.18%
Calls: +143.48%
Puts: +1263.66%
Prior 7-Day Total $41.59M
Calls: $16.11M (39%)
Puts: $25.48M (61%)
Prior 7-Day Average $5.94M
Calls: $2.30M (39%)
Puts: $3.64M (61%)
Current vs Prior 7-Day Avg +131.40%
Calls: +74.79%
Puts: +167.20%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.52
Prior (07/15) 0.28
Current vs Prior +85.21%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +26.57%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 513,602
Calls: 367,913 (72%)
Puts: 145,689 (28%)
Prior (07/15) 564,112
Calls: 439,282 (78%)
Puts: 124,830 (22%)
Current vs Prior -8.95%
Prior 7-Day Total 3,957,008
Calls: 2,932,657 (74%)
Puts: 1,024,351 (26%)
Prior 7-Day Average 565,286
Calls: 418,951 (74%)
Puts: 146,335 (26%)
Current vs Prior 7-Day Avg -9.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.60% | 8.89%4.60% | 21.23%
Prior 5.78% | 9.24%5.78% | 21.37%
Current vs Prior -20.40% | -3.79%-20.40% | -0.65%
Prior 7-Day Avg 6.23% | 9.79%7.90% | 22.30%
Current vs 7-Day Avg -26.15% | -9.21%-41.73% | -4.78%
Prior 7-Day Eod 5.78% | 9.24%5.78% | 21.37%
Current vs 7-Day Eod -20.40% | -3.79%-20.40% | -0.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.67% | 6.94%
Calls: 3.92% | 9.09%
Puts: 5.42% | 4.78%
Prior 4.67% | 6.94%
Calls: 3.92% | 9.09%
Puts: 5.42% | 4.78%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 4.67% | 6.94%
Calls: 3.92% | 9.09%
Puts: 5.42% | 4.78%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
+
Add Card

🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($9.73M). Massive premium surge with dollar volume up 481% vs prior. Dollar volume significantly above 7-day average (131% higher). Above-average activity with volume up 54% vs prior.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
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 23 of results (avg 6.3%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 211.621.66$1.642.4%3370.494.2K
$22.50Aug 210.880.91$0.903.3%1610.323.6K
$20.00Aug 141.481.57$1.535.9%140.4834
$19.50Aug 141.651.76$1.716.4%60.5254
$21.00Aug 70.890.98$0.949.6%550.38200
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 212.402.44$2.421.7%1350.512.3K
$17.50Aug 211.111.15$1.133.5%640.321.4K
$21.00Aug 142.913.05$2.984.7%80.6036
$22.50Aug 214.104.30$4.204.8%20.68465
$20.50Aug 142.612.75$2.685.2%140.565

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 25 found (avg $0.70, cheapest $0.31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 240.350.42$0.3917.9%3860.341.1K
$20.50Jul 310.440.51$0.4814.6%80.32175
$19.50Jul 240.520.59$0.5512.7%2640.44278
$22.50Aug 70.540.61$0.5712.3%140.26191
$20.00Jul 310.590.67$0.6312.7%4220.391.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 310.280.33$0.3116.1%1730.22238
$16.50Aug 70.460.55$0.5117.6%50.20179
$19.50Jul 170.480.58$0.5318.9%1800.691.7K
$16.00Aug 140.530.59$0.5610.7%2000.1939
$15.50Aug 280.550.67$0.6119.7%300.1851

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 47 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 172.443.10$2.7723.8%180.98116
$15.50Jul 172.384.90$3.6469.2%180.9574
$16.00Jul 173.004.40$3.7037.8%180.9475
$17.50Jul 171.502.00$1.7528.6%340.931.3K
$18.00Jul 171.001.58$1.2945.0%220.92712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 172.022.89$2.4635.4%11.00--
$22.00Jul 172.414.00$3.2149.5%21.00--
$22.50Jul 173.203.50$3.359.0%3971.002.8K
$21.00Jul 170.583.15$1.87137.4%70.95--
$20.50Jul 171.101.54$1.3233.3%40.94448

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 12.3K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.040.06$0.0540.0%2.1K0.1310.3K
$19.00Jul 170.310.38$0.3520.0%1.3K0.582.5K
$19.50Jul 170.100.17$0.1450.0%4770.312.6K
$20.50Jul 170.010.03$0.02100.0%4570.062.3K
$20.00Jul 310.590.67$0.6312.7%4220.391.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 310.420.52$0.4721.3%6670.29176
$22.50Jul 173.203.50$3.359.0%3971.002.8K
$18.50Jul 170.040.12$0.08100.0%2870.192.3K
$19.00Jul 170.180.25$0.2231.8%2450.421.4K
$18.00Jul 170.010.05$0.03133.3%2350.083.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 36.3%, max 103.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Jul 17Aug 28139.4%83.1%67.6%1117.1K
$17.50Jul 17Aug 21120.9%80.4%50.4%362.6K
$22.00Jul 17Aug 14122.6%87.2%40.5%513.0K
$21.50Jul 17Aug 14105.1%88.6%18.6%3141.1K
$21.00Jul 17Aug 14104.0%87.8%18.5%3903.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 17Aug 14174.6%85.8%103.4%475.0K
$16.50Jul 17Aug 14144.8%85.5%69.3%6435
$22.50Jul 17Aug 21139.4%83.8%66.4%3993.3K
$17.50Jul 17Aug 21120.9%80.4%50.4%1197.7K
$22.00Jul 17Aug 28122.6%87.9%39.5%42

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 3.55, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$21.00Jul 31$0.11$0.39$0.113.55$20.61
$22.00$22.50Aug 7$0.11$0.39$0.113.55$22.11
$20.00$20.50Jul 24$0.12$0.38$0.123.17$20.12
$21.00$21.50Aug 14$0.12$0.38$0.123.17$21.12
$22.00$22.50Aug 14$0.12$0.38$0.123.17$22.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$15.50Aug 14$0.11$0.39$0.113.55$15.89
$18.00$17.50Jul 24$0.13$0.37$0.132.85$17.87
$16.50$16.00Aug 7$0.13$0.37$0.132.85$16.37
$16.50$16.00Aug 14$0.13$0.37$0.132.85$16.37
$19.00$18.50Jul 17$0.14$0.36$0.142.57$18.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 4.00, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.00Jul 24$0.59$0.59$0.411.44$18.59
$19.00$19.50Aug 14$0.28$0.28$0.221.27$19.28
$17.50$20.00Aug 21$1.31$1.31$1.191.10$18.81
$18.50$19.00Jul 31$0.26$0.26$0.241.08$18.76
$18.00$19.00Aug 14$0.52$0.52$0.481.08$18.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$20.50Aug 28$0.40$0.40$0.104.00$20.60
$20.00$19.50Jul 17$0.38$0.38$0.123.17$19.62
$21.50$21.00Aug 14$0.37$0.37$0.132.85$21.13
$21.50$19.50Jul 31$1.47$1.47$0.532.77$20.03
$22.00$21.00Aug 28$0.72$0.72$0.282.57$21.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.29, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 17Jul 24$0.08122.6%70.9%
$18.00Jul 17Jul 24$0.0987.0%64.3%
$21.50Jul 17Jul 24$0.12105.1%69.3%
$17.50Jul 17Jul 24$0.15120.9%62.8%
$21.00Jul 17Jul 24$0.17104.0%67.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 17Jul 24$0.12120.9%62.8%
$15.50Aug 14Aug 28$0.1687.0%81.1%
$21.00Jul 17Jul 24$0.21104.0%67.2%
$21.50Jul 17Jul 24$0.22105.1%69.3%
$18.00Jul 17Jul 24$0.2587.0%64.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 2.98% of stock, avg 13.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.00Jul 17$0.35$0.22$0.57$18.43$19.572.98%
$19.50Jul 17$0.14$0.53$0.67$18.83$20.173.50%
$18.50Jul 17$0.79$0.08$0.87$17.63$19.374.55%
$20.00Jul 17$0.05$0.91$0.96$19.04$20.965.02%
$18.00Jul 17$1.29$0.03$1.32$16.68$19.326.90%
$20.50Jul 17$0.02$1.32$1.34$19.16$21.847.01%
$19.00Jul 24$0.79$0.64$1.43$17.57$20.437.48%
$19.50Jul 24$0.55$0.91$1.46$18.04$20.967.64%
$20.00Jul 24$0.39$1.25$1.64$18.36$21.648.58%
$18.00Jul 24$1.38$0.28$1.66$16.34$19.668.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 0.26% of stock, avg 7.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.50$18.00Jul 17$0.02$0.03$0.05$17.95$20.55
$20.50$17.50Jul 17$0.02$0.03$0.05$17.45$20.55
$20.00$18.00Jul 17$0.05$0.03$0.08$17.92$20.08
$20.00$17.50Jul 17$0.05$0.03$0.08$17.42$20.08
$20.50$17.00Jul 17$0.02$0.07$0.09$16.91$20.59
$20.50$18.50Jul 17$0.02$0.08$0.10$18.40$20.60
$20.00$17.00Jul 17$0.05$0.07$0.12$16.88$20.12
$20.00$18.50Jul 17$0.05$0.08$0.13$18.37$20.13
$19.50$18.00Jul 17$0.14$0.03$0.17$17.83$19.67
$19.50$17.50Jul 17$0.14$0.03$0.17$17.33$19.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 86 found (best R:R 4.00, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1820/21Aug 14$0.40$0.104.00$17.60$20.90
19/2020/21Aug 14$0.80$0.204.00$19.20$21.30
20/2122/22Aug 7$1.19$0.313.84$19.81$22.69
19/2020/20Jul 24$0.39$0.113.55$19.11$20.39
18/1820/20Jul 31$0.39$0.113.55$18.11$19.89
19/2020/21Jul 31$0.39$0.113.55$19.11$20.89
18/1820/20Aug 7$0.39$0.113.55$17.61$19.89
18/1820/20Aug 7$0.39$0.113.55$18.11$20.39
19/2020/20Aug 7$0.39$0.113.55$19.11$20.39
16/1619/20Aug 14$0.39$0.113.55$15.61$19.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$19.50$20.00$20.50Jul 31$0.05$0.459.00
$19.50$20.00$20.50Aug 7$0.05$0.459.00
$18.00$18.50$19.00Jul 17$0.06$0.447.33
$19.50$20.00$20.50Jul 17$0.06$0.447.33
$19.00$19.50$20.00Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.50$18.00$18.50Jul 17$0.05$0.459.00
$18.00$18.50$19.00Aug 7$0.06$0.447.33
$17.50$18.00$18.50Aug 14$0.06$0.447.33
$19.00$19.50$20.00Jul 17$0.07$0.436.14
$17.00$17.50$18.00Jul 24$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.16, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.501:2Aug 21-$0.16$2.34
$20.00$22.501:2Aug 28-$0.27$2.23
$17.50$20.001:2Aug 21-$0.33$2.17
$18.00$19.001:2Jul 24-$0.20$0.80
$21.00$21.501:2Jul 24-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$20.001:2Aug 21-$0.64$1.86
$17.50$16.501:2Aug 7-$0.20$0.80
$21.00$19.501:2Aug 7-$0.79$0.71
$17.50$17.001:2Jul 17-$0.11$0.39
$18.50$18.001:2Jul 24-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 9.88%, avg 3.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$19.50Aug 28$1.890.542.0%9.88%11.87%2322
$20.00Aug 28$1.690.504.6%8.84%13.44%416
$19.50Aug 14$1.650.522.0%8.63%10.62%654
$20.00Aug 21$1.620.494.6%8.47%13.08%3374.2K
$20.00Aug 14$1.480.484.6%7.74%12.34%1434
$20.50Aug 14$1.280.457.2%6.69%13.91%529
$19.50Aug 7$1.270.522.0%6.64%8.63%87339
$20.00Aug 7$1.190.474.6%6.22%10.83%36309
$21.00Aug 14$0.970.419.8%5.07%14.91%11108
$21.50Aug 14$0.970.3712.4%5.07%17.52%1013

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 18,558
Total Puts 9,603
Put/Call Ratio 0.52
Net Difference 8,955

Prior's Put/Call Breakdown

Total Calls 14,313
Total Puts 3,999
Put/Call Ratio 0.28
Net Difference 10,314

Prior 7-Day Put/Call Summary

Total Calls 149,002
Total Puts 60,998
Average Put/Call Ratio 0.41
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All