Tour v346
UPS
UNITED PARCEL SVC IN Class B
$117.72 +0.46%
$117.20 (-0.44%)🌙
as of 07/17 07:26 PM
7/17 19:26

Option Volume

Detail
Current (07/17) 24,802
Calls: 20,671 (83%)
Puts: 4,131 (17%)
Prior (07/16) 23,958
Calls: 18,757 (78%)
Puts: 5,201 (22%)
Current vs Prior +3.52%
Calls: +10.20% (Calls)
Puts: -20.57% (Puts)
Prior 7-Day Total 167,363
Calls: 133,067 (80%)
Puts: 34,296 (20%)
Prior 7-Day Average 23,909
Calls: 19,009 (80%)
Puts: 4,899 (20%)
Current vs Prior 7-Day Avg +3.73%
Calls: +8.74%
Puts: -15.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $12.30M
Calls: $10.94M (89%)
Puts: $1.35M (11%)
Prior (07/16) $11.67M
Calls: $10.16M (87%)
Puts: $1.51M (13%)
Current vs Prior +5.38%
Calls: +7.71%
Puts: -10.28%
Prior 7-Day Total $46.81M
Calls: $37.36M (80%)
Puts: $9.45M (20%)
Prior 7-Day Average $6.69M
Calls: $5.34M (80%)
Puts: $1.35M (20%)
Current vs Prior 7-Day Avg +83.90%
Calls: +105.05%
Puts: +0.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.20
Prior (07/16) 0.28
Current vs Prior -27.93%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg -28.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 277,877
Calls: 181,609 (65%)
Puts: 96,268 (35%)
Prior (07/16) 297,120
Calls: 186,647 (63%)
Puts: 110,473 (37%)
Current vs Prior -6.48%
Prior 7-Day Total 1,761,425
Calls: 1,124,598 (64%)
Puts: 636,827 (36%)
Prior 7-Day Average 251,632
Calls: 160,656 (64%)
Puts: 90,975 (36%)
Current vs Prior 7-Day Avg +10.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.05% | 3.51%1.05% | 11.68%
Prior 1.94% | 3.66%1.94% | 11.97%
Current vs Prior +81.10% | +109.52%-45.63% | -2.44%
Prior 7-Day Avg 2.60% | 4.30%3.24% | 12.58%
Current vs 7-Day Avg +34.79% | +78.41%-67.46% | -7.15%
Prior 7-Day Eod 1.94% | 3.66%1.94% | 11.97%
Current vs 7-Day Eod +81.10% | +109.52%-45.63% | -2.44%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Prior 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($10.94M) vs puts ($1.35M). Dollar volume significantly above 7-day average (84% higher). Extreme bullish P/C ratio of 0.20 - heavy call buying (20,671 calls vs 4,131 puts). P/C ratio dropping 28% - sentiment shifting bullish.

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 26 of results (avg 8.3%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 314.104.35$4.225.9%870.51969
$95.00Aug 2121.9523.30$22.636.0%21.00--
$100.00Jul 1717.1018.35$17.737.1%971.00688
$120.00Aug 214.004.30$4.157.2%1.1K0.4313.2K
$115.00Aug 216.356.85$6.607.6%3990.584.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 217.007.30$7.154.2%300.57155
$119.00Jul 242.382.57$2.477.7%390.61--
$116.00Jul 313.353.65$3.508.6%60.42--
$120.00Jul 242.983.25$3.128.7%20.69--
$115.00Aug 214.254.65$4.459.0%1230.42465

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.86, cheapest $0.86)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 240.800.92$0.8614.0%2770.31359
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 81 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1721.2524.30$22.7813.4%791.00459
$97.00Jul 1719.2521.65$20.4511.7%51.00--
$100.00Jul 1717.1018.35$17.737.1%971.00688
$105.00Jul 1712.3013.55$12.939.7%2831.002.5K
$107.00Jul 179.9011.65$10.7816.2%71.0049
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 171.143.40$2.2799.6%320.9854
$118.00Jul 170.131.29$0.71163.4%4600.867
$130.00Aug 2113.6515.50$14.5812.7%10.81--
$125.00Aug 219.7511.60$10.6817.3%10.70--
$120.00Jul 242.983.25$3.128.7%20.69--

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 14.6K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 172.452.97$2.7119.2%1.3K1.003.8K
$120.00Aug 214.004.30$4.157.2%1.1K0.4313.2K
$118.00Jul 170.010.09$0.05160.0%7490.18382
$122.00Jul 312.482.69$2.598.1%6180.3677
$117.00Jul 170.051.01$0.53181.1%5751.00729
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 170.131.29$0.71163.4%4600.867
$110.00Aug 212.482.72$2.609.2%1440.291.2K
$116.00Jul 170.000.07$0.04175.0%1390.0878
$115.00Aug 214.254.65$4.459.0%1230.42465
$114.00Jul 240.420.56$0.4928.6%980.2046

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 889.2%, max 2997.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Jul 17Jul 311661.3%53.6%2997.9%540
$106.00Jul 17Jul 311404.3%48.2%2813.1%11166
$124.00Jul 17Aug 7937.7%39.5%2275.2%2147
$95.00Jul 17Aug 21980.7%41.7%2250.4%81459
$122.00Jul 17Aug 28776.0%38.8%1899.5%716
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 17Aug 28980.7%39.1%2407.1%184.6K
$109.00Jul 17Aug 7879.5%43.0%1945.4%13259
$100.00Jul 17Aug 21760.6%39.0%1852.7%803.3K
$105.00Jul 17Aug 28731.5%37.6%1846.8%163.0K
$110.00Jul 17Aug 21413.5%37.6%1000.3%2003.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 25.32, avg 3.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 14$0.19$4.81$0.1925.32$130.19
$135.00$140.00Aug 21$0.33$4.67$0.3314.15$135.33
$133.00$135.00Jul 31$0.18$1.82$0.1810.11$133.18
$130.00$140.00Aug 28$0.94$9.06$0.949.64$130.94
$122.00$123.00Jul 24$0.11$0.89$0.118.09$122.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 21$0.30$4.70$0.3015.67$99.70
$104.00$102.00Jul 31$0.17$1.83$0.1710.76$103.83
$108.00$104.00Aug 7$0.43$3.57$0.438.30$107.57
$105.00$104.00Jul 31$0.11$0.89$0.118.09$104.89
$106.00$105.00Jul 31$0.11$0.89$0.118.09$105.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 11.82, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 21$4.61$4.61$0.3911.82$104.61
$111.00$113.00Aug 14$1.77$1.77$0.237.70$112.77
$113.00$114.00Jul 17$0.88$0.88$0.127.33$113.88
$99.00$100.00Jul 17$0.87$0.87$0.136.69$99.87
$105.00$107.00Jul 24$1.72$1.72$0.286.14$106.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$118.00Jul 17$1.56$1.56$0.443.55$118.44
$130.00$125.00Aug 21$3.90$3.90$1.103.55$126.10
$125.00$120.00Aug 21$3.53$3.53$1.472.40$121.47
$118.00$117.00Jul 17$0.65$0.65$0.351.86$117.35
$120.00$119.00Jul 24$0.65$0.65$0.351.86$119.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.71, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 21Aug 28$0.0836.4%34.7%
$100.00Jul 17Jul 24$0.12760.6%86.5%
$110.00Jul 17Jul 24$0.22413.5%31.0%
$109.00Jul 17Jul 24$0.23879.5%34.4%
$135.00Jul 24Jul 31$0.2845.7%46.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 17Jul 24$0.09413.5%31.0%
$108.00Jul 17Jul 24$0.16420.1%40.5%
$111.00Jul 17Jul 24$0.16317.8%30.0%
$112.00Jul 17Jul 24$0.22289.2%28.8%
$95.00Jul 17Aug 21$0.32980.7%41.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 0.50% of stock, avg 8.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$117.00Jul 17$0.53$0.06$0.59$116.41$117.590.50%
$118.00Jul 17$0.05$0.71$0.76$117.24$118.760.65%
$116.00Jul 17$2.05$0.04$2.09$113.91$118.091.78%
$120.00Jul 17$0.01$2.27$2.28$117.72$122.281.94%
$115.00Jul 17$2.71$0.01$2.72$112.28$117.722.31%
$118.00Jul 24$1.65$1.91$3.56$114.44$121.563.02%
$117.00Jul 24$2.22$1.44$3.66$113.34$120.663.11%
$119.00Jul 24$1.24$2.47$3.71$115.29$122.713.15%
$114.00Jul 17$3.82$0.01$3.83$110.17$117.833.25%
$116.00Jul 24$2.83$1.03$3.86$112.14$119.863.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.08% of stock, avg 4.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$116.00Jul 17$0.05$0.04$0.09$115.91$118.09
$118.00$117.00Jul 17$0.05$0.06$0.11$116.89$118.11
$119.00$116.00Jul 17$0.07$0.04$0.11$115.89$119.11
$119.00$117.00Jul 17$0.07$0.06$0.13$116.87$119.13
$118.00$109.00Jul 17$0.05$0.51$0.56$108.44$118.56
$119.00$109.00Jul 17$0.07$0.51$0.58$108.42$119.58
$122.00$113.00Jul 24$0.41$0.36$0.77$112.23$122.77
$123.00$116.00Jul 17$0.75$0.04$0.79$115.21$123.79
$123.00$117.00Jul 17$0.75$0.06$0.81$116.19$123.81
$122.00$114.00Jul 24$0.41$0.49$0.90$113.10$122.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 188 found (best R:R 7.33, avg credit $1.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
113/114115/116Jul 24$0.88$0.127.33$113.12$115.88
95/100105/110Aug 21$4.39$0.617.20$95.61$109.39
102/105107/109Jul 24$2.62$0.386.89$102.38$109.62
112/113115/116Jul 24$0.87$0.136.69$112.13$115.87
100/101108/109Jul 31$0.86$0.146.14$100.14$108.86
115/117118/120Aug 14$1.70$0.305.67$115.30$119.70
125/130135/140Aug 21$4.23$0.775.49$125.77$139.23
102/104106/108Jul 31$1.69$0.315.45$102.31$107.69
104/105108/109Jul 31$0.84$0.165.25$104.16$108.84
105/106108/109Jul 31$0.84$0.165.25$105.16$108.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$114.00$115.00$116.00Jul 31$0.05$0.9519.00
$130.00$135.00$140.00Aug 21$0.27$4.7317.52
$119.00$120.00$121.00Jul 17$0.06$0.9415.67
$112.00$113.00$114.00Jul 24$0.06$0.9415.67
$122.00$123.00$124.00Jul 31$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$108.00$109.00$110.00Jul 24$0.05$0.9519.00
$109.00$110.00$111.00Jul 24$0.05$0.9519.00
$111.00$112.00$113.00Jul 24$0.05$0.9519.00
$114.00$115.00$116.00Jul 31$0.05$0.9519.00
$116.00$117.00$118.00Jul 24$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-0.01, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Aug 21-$0.05$4.95
$130.00$135.001:2Jul 24-$0.06$4.94
$125.00$130.001:2Aug 21-$0.22$4.78
$120.00$125.001:2Aug 21-$0.41$4.59
$130.00$135.001:2Aug 14-$0.62$4.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Jul 17-$0.01$4.99
$100.00$95.001:2Aug 21-$0.03$4.97
$110.00$105.001:2Aug 21-$0.08$4.92
$115.00$110.001:2Aug 21-$0.75$4.25
$113.00$109.001:2Aug 7-$0.32$3.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 4.03%, avg 1.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Aug 28$4.750.500.2%4.03%4.27%1322
$118.00Aug 7$4.500.530.2%3.82%4.06%6--
$118.00Aug 14$4.450.510.2%3.78%4.02%12--
$118.00Jul 31$4.100.510.2%3.48%3.72%87969
$119.00Aug 28$4.050.471.1%3.44%4.53%91
$120.00Aug 21$4.000.431.9%3.40%5.33%1.1K13.2K
$120.00Aug 28$4.000.441.9%3.40%5.33%5074
$119.00Aug 7$3.950.491.1%3.36%4.44%160
$120.00Aug 14$3.800.451.9%3.23%5.16%3851.7K
$120.00Aug 7$3.400.461.9%2.89%4.83%26204

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 20,671
Total Puts 4,131
Put/Call Ratio 0.20
Net Difference 16,540

Prior's Put/Call Breakdown

Total Calls 18,757
Total Puts 5,201
Put/Call Ratio 0.28
Net Difference 13,556

Prior 7-Day Put/Call Summary

Total Calls 133,067
Total Puts 34,296
Average Put/Call Ratio 0.28
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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