Tour v526
TTD
THE TRADE DESK INC A
$13.32 -1.62%
$13.30 (-0.15%)🌙
as of 08/20 07:12 PM
8/20 19:12

Option Volume

Detail
Current (08/20) 91,799
Calls: 43,890 (48%)
Puts: 47,909 (52%)
Prior (08/19) 45,335
Calls: 32,629 (72%)
Puts: 12,706 (28%)
Current vs Prior +102.49%
Calls: +34.51% (Calls)
Puts: +277.06% (Puts)
Prior 7-Day Total 550,363
Calls: 391,863 (71%)
Puts: 158,500 (29%)
Prior 7-Day Average 78,623
Calls: 55,980 (71%)
Puts: 22,642 (29%)
Current vs Prior 7-Day Avg +16.76%
Calls: -21.60%
Puts: +111.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $46.94M
Calls: $3.12M (7%)
Puts: $43.82M (93%)
Prior (08/19) $4.48M
Calls: $2.29M (51%)
Puts: $2.19M (49%)
Current vs Prior +948.84%
Calls: +36.31%
Puts: +1904.18%
Prior 7-Day Total $75.98M
Calls: $30.47M (40%)
Puts: $45.51M (60%)
Prior 7-Day Average $10.85M
Calls: $4.35M (40%)
Puts: $6.50M (60%)
Current vs Prior 7-Day Avg +332.48%
Calls: -28.32%
Puts: +574.10%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.09
Prior (08/19) 0.39
Current vs Prior +180.32%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg +162.94%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 692,763
Calls: 484,894 (70%)
Puts: 207,869 (30%)
Prior (08/19) 675,893
Calls: 515,977 (76%)
Puts: 159,916 (24%)
Current vs Prior +2.50%
Prior 7-Day Total 4,747,890
Calls: 3,482,111 (73%)
Puts: 1,265,779 (27%)
Prior 7-Day Average 678,270
Calls: 497,444 (73%)
Puts: 180,825 (27%)
Current vs Prior 7-Day Avg +2.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 4.96% | 7.66%4.96% | 12.69%
Prior 6.06% | 8.64%6.06% | 13.96%
Current vs Prior -18.18% | -11.38%-18.18% | -9.10%
Prior 7-Day Avg 6.47% | 9.27%7.80% | 14.35%
Current vs 7-Day Avg -23.41% | -17.36%-36.45% | -11.60%
Prior 7-Day Eod 6.06% | 8.64%6.06% | 13.96%
Current vs 7-Day Eod -18.18% | -11.38%-18.18% | -9.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 8.27% | 12.51%
Calls: 9.52% | 13.75%
Puts: 7.02% | 11.27%
Prior 8.27% | 12.51%
Calls: 9.52% | 13.75%
Puts: 7.02% | 11.27%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.27% | 12.51%
Calls: 9.52% | 13.75%
Puts: 7.02% | 11.27%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 93% of dollar volume in puts ($43.82M) vs calls ($3.12M). Massive premium surge with dollar volume up 949% vs prior. Dollar volume significantly above 7-day average (332% higher). Unusually high activity with volume up 102% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 3 of results (avg 8.3%, best 7.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Sep 181.221.31$1.277.1%1470.693.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 181.862.02$1.948.2%1560.7610.8K
$14.00Sep 111.011.11$1.069.4%110.622.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.36, cheapest $0.09)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Aug 210.080.09$0.0911.1%5.6K0.341.8K
$15.00Sep 180.250.30$0.2817.9%8.3K0.248.6K
$13.00Sep 40.710.84$0.7716.9%550.62468
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Aug 210.230.28$0.2619.2%9270.673.5K
$12.50Aug 280.100.12$0.1118.2%6690.191.0K
$13.00Aug 280.220.26$0.2416.7%1.2K0.342.3K
$14.00Aug 210.670.75$0.7111.3%3980.924.8K
$12.50Sep 180.390.44$0.4211.9%8830.3115.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 49 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 211.101.70$1.4042.9%120.96247
$12.50Aug 210.461.32$0.8996.6%30.95403
$11.00Aug 281.482.85$2.1763.1%260.935
$11.50Aug 211.003.85$2.42117.8%10.93--
$12.00Aug 281.172.05$1.6154.7%150.91121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 211.561.74$1.6510.9%2.0K1.001.3K
$15.50Aug 211.542.81$2.1758.5%1.0K1.00667
$15.50Aug 281.102.70$1.9084.2%100.95140
$14.50Aug 211.021.41$1.2132.2%310.943.2K
$15.00Aug 281.581.91$1.7518.9%50.93--

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 34.7K, top 8.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 180.250.30$0.2817.9%8.3K0.248.6K
$13.50Aug 210.080.09$0.0911.1%5.6K0.341.8K
$14.00Aug 210.010.03$0.02100.0%1.6K0.098.6K
$14.00Aug 280.160.21$0.1926.3%1.2K0.292.1K
$13.00Aug 210.330.46$0.4032.5%1.0K0.811.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Sep 250.240.34$0.2934.5%2.3K0.221.7K
$15.00Aug 211.561.74$1.6510.9%2.0K1.001.3K
$13.00Aug 280.220.26$0.2416.7%1.2K0.342.3K
$15.50Aug 211.542.81$2.1758.5%1.0K1.00667
$13.50Aug 210.230.28$0.2619.2%9270.673.5K

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 234.5%, max 941.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Aug 21Aug 28493.6%93.8%426.0%3671
$13.00Aug 21Oct 257.1%51.5%11.1%1.0K1.6K
$13.50Aug 21Oct 258.0%56.7%2.4%5.6K1.8K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Aug 21Oct 2493.6%47.4%941.8%31156
$13.50Aug 21Sep 2558.0%50.6%14.8%1.0K3.6K
$13.00Aug 21Oct 257.1%51.5%11.1%7375.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 2.33, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.50$12.00Aug 28$0.27$0.23$0.2790%0.85$11.77
$11.00$11.50Aug 28$0.29$0.21$0.2993%0.72$11.29
$12.00$13.00Oct 2$0.60$0.40$0.6076%0.67$12.60
$12.50$13.00Sep 25$0.25$0.25$0.2571%1.00$12.75
$13.00$13.50Aug 28$0.19$0.31$0.1966%1.63$13.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.50$15.00Aug 28$0.15$0.35$0.1595%2.33$15.35
$13.50$13.00Sep 25$0.19$0.31$0.1948%1.63$13.31
$14.00$13.50Sep 4$0.31$0.19$0.3166%0.61$13.69
$12.50$12.00Sep 11$0.10$0.40$0.1026%4.00$12.40
$13.00$12.50Sep 4$0.15$0.35$0.1538%2.33$12.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.43, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$14.50Sep 11$0.19$0.19$0.3162%0.61$14.19
$14.00$14.50Aug 28$0.11$0.11$0.3971%0.28$14.11
$14.50$15.00Sep 25$0.16$0.16$0.3464%0.47$14.66
$14.50$15.00Oct 2$0.17$0.17$0.3363%0.52$14.67
$13.50$14.00Sep 25$0.25$0.25$0.2547%1.00$13.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$11.00Oct 2$0.15$0.15$0.3582%0.43$11.35
$13.00$12.50Sep 25$0.24$0.24$0.2661%0.92$12.76
$12.50$12.00Oct 2$0.19$0.19$0.3168%0.61$12.31
$13.00$12.50Sep 11$0.21$0.21$0.2961%0.72$12.79
$12.50$12.00Sep 4$0.12$0.12$0.3876%0.32$12.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.24, cheapest $0.22)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Aug 21Aug 28$0.2658.0%52.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Aug 21Aug 28$0.2258.0%52.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 2.63% of stock, avg 10.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.50Aug 21$0.09$0.26$0.35$13.15$13.852.63%
$13.00Aug 21$0.40$0.04$0.44$12.56$13.443.30%
$14.00Aug 21$0.02$0.71$0.73$13.27$14.735.48%
$13.00Aug 28$0.54$0.24$0.78$12.22$13.785.86%
$13.50Aug 28$0.35$0.48$0.83$12.67$14.336.23%
$12.50Aug 21$0.89$0.01$0.90$11.60$13.406.76%
$14.00Aug 28$0.19$0.85$1.04$12.96$15.047.81%
$13.00Sep 4$0.77$0.35$1.12$11.88$14.128.41%
$13.50Sep 4$0.49$0.64$1.13$12.37$14.638.48%
$12.50Aug 28$1.07$0.11$1.18$11.32$13.688.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.45% of stock, avg 4.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$13.00Aug 21$0.02$0.04$0.06$12.94$14.06
$14.50$13.00Aug 21$0.02$0.04$0.06$12.94$14.56
$14.00$11.50Aug 21$0.02$0.05$0.07$11.43$14.07
$14.50$11.50Aug 21$0.02$0.05$0.07$11.43$14.57
$15.50$12.00Aug 28$0.04$0.05$0.09$11.91$15.59
$15.50$11.00Aug 28$0.04$0.06$0.10$10.90$15.60
$15.00$12.00Aug 28$0.05$0.05$0.10$11.90$15.10
$15.00$11.00Aug 28$0.05$0.06$0.11$10.89$15.11
$15.50$11.50Aug 28$0.04$0.09$0.13$11.37$15.63
$14.50$12.00Aug 28$0.08$0.05$0.13$11.87$14.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.92, avg credit $0.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1314/14Aug 28$0.24$0.2636%0.92$12.76$14.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 1.17, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.50$13.00$13.50Aug 21$0.18$0.3262%1.78
$13.00$13.50$14.00Aug 21$0.24$0.2672%1.08
$13.50$14.00$14.50Aug 21$0.07$0.4328%6.14
$13.00$13.50$14.00Sep 4$0.08$0.4229%5.25
$12.50$13.00$13.50Sep 11$0.07$0.4325%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$13.50$14.00Aug 21$0.23$0.2773%1.17
$13.50$14.00$14.50Aug 21$0.05$0.4528%9.00
$12.50$13.00$13.50Aug 21$0.19$0.3162%1.63
$13.00$13.50$14.00Sep 11$0.05$0.4522%9.00
$12.50$13.00$13.50Sep 11$0.06$0.4425%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.21, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$14.501:2Oct 2-$0.20$0.80
$13.00$13.501:2Aug 28-$0.16$0.34
$12.00$13.001:2Oct 2-$0.59$0.41
$12.00$12.501:2Aug 21-$0.38$0.12
$13.50$14.001:2Sep 4-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$14.001:2Aug 21-$0.21$0.29
$14.00$13.501:2Aug 28-$0.11$0.39
$13.50$13.001:2Sep 4-$0.06$0.44
$15.00$14.001:2Sep 25-$0.57$0.43
$13.00$12.501:2Sep 11-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 6.01%, avg 2.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.50Oct 2$0.800.521.4%6.01%7.36%2622
$15.50Oct 2$0.310.2616.4%2.33%18.69%6334
$13.50Sep 25$0.750.531.4%5.63%6.98%54378
$14.50Oct 2$0.390.378.9%2.93%11.79%10114
$15.50Sep 25$0.230.2516.4%1.73%18.09%17165
$15.00Oct 2$0.270.3012.6%2.03%14.64%1079
$14.00Sep 25$0.460.445.1%3.45%8.56%121597
$14.50Sep 25$0.310.368.9%2.33%11.19%6158
$14.00Sep 11$0.400.385.1%3.00%8.11%310498
$15.00Sep 18$0.250.2412.6%1.88%14.49%8.3K8.6K

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 43,890
Total Puts 47,909
Put/Call Ratio 1.09
Net Difference -4,019

Prior's Put/Call Breakdown

Total Calls 32,629
Total Puts 12,706
Put/Call Ratio 0.39
Net Difference 19,923

Prior 7-Day Put/Call Summary

Total Calls 391,863
Total Puts 158,500
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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