Tour v381
UVXY
PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF
$23.51 -5.01%
$23.52 (+0.04%)🌙
as of 07/21 06:06 PM
7/21 18:06

Option Volume

Detail
Current (07/21) 33,383
Calls: 28,020 (84%)
Puts: 5,363 (16%)
Prior (07/20) 34,358
Calls: 25,133 (73%)
Puts: 9,225 (27%)
Current vs Prior -2.84%
Calls: +11.49% (Calls)
Puts: -41.86% (Puts)
Prior 7-Day Total 293,383
Calls: 226,736 (77%)
Puts: 66,647 (23%)
Prior 7-Day Average 41,911
Calls: 32,390 (77%)
Puts: 9,521 (23%)
Current vs Prior 7-Day Avg -20.35%
Calls: -13.49%
Puts: -43.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $3.55M
Calls: $2.49M (70%)
Puts: $1.06M (30%)
Prior (07/20) $4.74M
Calls: $3.19M (67%)
Puts: $1.55M (33%)
Current vs Prior -25.10%
Calls: -21.96%
Puts: -31.54%
Prior 7-Day Total $33.59M
Calls: $21.24M (63%)
Puts: $12.35M (37%)
Prior 7-Day Average $4.80M
Calls: $3.03M (63%)
Puts: $1.76M (37%)
Current vs Prior 7-Day Avg -25.99%
Calls: -17.95%
Puts: -39.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.19
Prior (07/20) 0.37
Current vs Prior -47.85%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -37.10%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 249,919
Calls: 168,495 (67%)
Puts: 81,424 (33%)
Prior (07/20) 237,296
Calls: 156,906 (66%)
Puts: 80,390 (34%)
Current vs Prior +5.32%
Prior 7-Day Total 1,515,757
Calls: 1,071,801 (71%)
Puts: 443,956 (29%)
Prior 7-Day Average 216,536
Calls: 153,114 (71%)
Puts: 63,422 (29%)
Current vs Prior 7-Day Avg +15.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.49% | 12.08%23.05% | 33.52%
Prior 8.69% | 13.21%21.62% | 33.33%
Current vs Prior -13.82% | -8.57%+6.65% | +0.55%
Prior 7-Day Avg 7.90% | 11.14%8.62% | 25.83%
Current vs 7-Day Avg -5.27% | +8.42%+167.59% | +29.78%
Prior 7-Day Eod 8.69% | 13.21%21.62% | 33.33%
Current vs 7-Day Eod -13.82% | -8.57%+6.65% | +0.55%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 26.81% | 23.35%
Calls: 30.86% | 24.41%
Puts: 22.77% | 22.29%
Prior 25.26% | 26.91%
Calls: 30.00% | 28.97%
Puts: 20.51% | 24.86%
Current vs Prior +6.14% | -13.23%
Prior 7-Day Avg 41.85% | 24.51%
Calls: 48.10% | 20.88%
Puts: 35.60% | 28.15%
Current vs 7-Day Avg -35.94% | -4.75%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($2.49M). Extreme bullish P/C ratio of 0.19 - heavy call buying (28,020 calls vs 5,363 puts). P/C ratio dropping 48% - sentiment shifting bullish. Call-heavy open interest (168,495 calls vs 81,424 puts) suggests bullish positioning.

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 7 of results (avg 7.7%, best 3.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 240.520.54$0.533.8%1.7K0.422.0K
$23.00Jul 311.391.51$1.458.3%1170.58197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 240.650.70$0.687.4%1.6K0.471.9K
$28.00Aug 215.606.05$5.827.7%--0.6691
$23.00Aug 211.982.15$2.078.2%40.421.2K
$28.00Jul 244.354.75$4.558.8%180.9367
$26.00Aug 213.954.35$4.159.6%--0.59156

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.63, cheapest $0.19)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 240.170.20$0.1915.8%2640.161.9K
$25.00Jul 240.300.34$0.3212.5%8630.272.1K
$24.00Jul 240.520.54$0.533.8%1.7K0.422.0K
$23.50Jul 240.680.81$0.7517.3%4920.53370
$24.50Jul 310.901.08$0.9918.2%1120.4148
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 240.650.70$0.687.4%1.6K0.471.9K
$23.00Jul 310.841.00$0.9217.4%370.42221

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 244.104.75$4.4314.7%180.992
$20.00Jul 243.303.75$3.5312.7%2790.99261
$21.00Jul 242.372.84$2.6118.0%1560.9648
$20.00Jul 312.804.00$3.4035.3%160.95359
$19.50Jul 313.755.25$4.5033.3%40.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 244.354.75$4.558.8%180.9367
$26.50Jul 242.683.35$3.0222.2%--0.8927
$27.00Jul 243.254.75$4.0037.5%20.89334
$26.00Jul 242.383.50$2.9438.1%160.84303
$25.50Jul 241.912.40$2.1522.8%100.8241

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 15.2K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 241.601.91$1.7617.6%2.4K0.854.4K
$24.00Jul 240.520.54$0.533.8%1.7K0.422.0K
$25.00Jul 240.300.34$0.3212.5%8630.272.1K
$24.50Jul 240.360.45$0.4122.0%7990.33299
$25.50Jul 240.110.28$0.2085.0%6370.19454
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 240.650.70$0.687.4%1.6K0.471.9K
$23.00Jul 240.350.54$0.4542.2%8220.362.1K
$24.00Jul 240.891.12$1.0122.8%6750.58864
$22.50Jul 240.180.30$0.2450.0%4770.24177
$22.00Jul 240.090.17$0.1361.5%1730.151.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 12.1%, max 37.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 24Aug 2199.9%72.4%37.9%28103
$21.50Jul 24Aug 1470.1%59.9%17.1%515
$28.00Jul 24Aug 28124.6%109.3%14.0%832.5K
$22.50Jul 24Aug 1477.3%71.5%8.1%13207
$27.00Jul 24Aug 28123.3%114.4%7.7%4502.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 24Aug 2899.9%73.4%36.0%--170
$27.00Jul 24Aug 21123.3%102.3%20.5%22406
$28.00Jul 24Aug 21124.6%107.0%16.4%18158
$26.00Jul 24Aug 21106.7%96.7%10.3%16459
$26.50Jul 24Jul 31106.6%103.9%2.6%--127

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 6.69, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$28.00Aug 21$0.13$0.87$0.136.69$27.13
$26.00$27.00Aug 21$0.14$0.86$0.146.14$26.14
$27.00$28.00Aug 14$0.15$0.85$0.155.67$27.15
$27.00$28.00Aug 7$0.16$0.84$0.165.25$27.16
$26.00$27.00Aug 28$0.19$0.81$0.194.26$26.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.00$19.00Aug 14$0.17$0.83$0.174.88$19.83
$21.00$20.00Aug 14$0.21$0.79$0.213.76$20.79
$22.50$22.00Jul 24$0.11$0.39$0.113.55$22.39
$21.00$20.00Aug 7$0.23$0.77$0.233.35$20.77
$21.00$20.50Jul 31$0.13$0.37$0.132.85$20.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 94 found (best R:R 9.00, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$20.00Jul 24$0.90$0.90$0.109.00$19.90
$20.00$21.00Aug 14$0.84$0.84$0.165.25$20.84
$20.00$21.00Aug 21$0.77$0.77$0.233.35$20.77
$25.00$25.50Aug 7$0.38$0.38$0.123.17$25.38
$20.00$22.00Aug 7$1.44$1.44$0.562.57$21.44
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$25.00Aug 14$2.58$2.58$0.426.14$25.42
$26.00$25.00Jul 31$0.85$0.85$0.155.67$25.15
$28.00$27.00Jul 31$0.85$0.85$0.155.67$27.15
$26.00$25.00Aug 21$0.82$0.82$0.184.56$25.18
$25.00$24.50Jul 24$0.40$0.40$0.104.00$24.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $0.43, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Jul 24Jul 31$0.2470.1%67.2%
$22.00Jul 24Jul 31$0.2476.8%69.1%
$21.00Jul 24Jul 31$0.3174.4%71.9%
$27.50Jul 24Jul 31$0.35111.0%104.9%
$27.00Jul 24Jul 31$0.37123.3%106.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Jul 24Jul 31$0.0678.4%64.5%
$21.00Jul 24Jul 31$0.2374.4%71.9%
$21.50Jul 24Jul 31$0.2770.1%67.2%
$19.00Jul 24Aug 14$0.3399.9%78.7%
$28.00Jul 24Jul 31$0.33124.6%114.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 6.08% of stock, avg 16.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.50Jul 24$0.75$0.68$1.43$22.07$24.936.08%
$23.00Jul 24$1.02$0.45$1.47$21.53$24.476.25%
$22.50Jul 24$1.25$0.24$1.49$21.01$23.996.34%
$24.00Jul 24$0.53$1.01$1.54$22.46$25.546.55%
$24.50Jul 24$0.41$1.35$1.76$22.74$26.267.49%
$22.00Jul 24$1.76$0.13$1.89$20.11$23.898.04%
$25.00Jul 24$0.32$1.75$2.07$22.93$27.078.80%
$21.50Jul 24$2.10$0.05$2.15$19.35$23.659.15%
$25.50Jul 24$0.20$2.15$2.35$23.15$27.8510.00%
$22.50Jul 31$1.79$0.58$2.37$20.13$24.8710.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.02% of stock, avg 10.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$21.50Jul 24$0.19$0.05$0.24$21.26$26.24
$25.50$21.50Jul 24$0.20$0.05$0.25$21.25$25.75
$26.00$22.00Jul 24$0.19$0.13$0.32$21.68$26.32
$25.50$22.00Jul 24$0.20$0.13$0.33$21.67$25.83
$25.00$21.50Jul 24$0.32$0.05$0.37$21.13$25.37
$26.00$22.50Jul 24$0.19$0.24$0.43$22.07$26.43
$25.50$22.50Jul 24$0.20$0.24$0.44$22.06$25.94
$25.00$22.00Jul 24$0.32$0.13$0.45$21.55$25.45
$24.50$21.50Jul 24$0.41$0.05$0.46$21.04$24.96
$24.50$22.00Jul 24$0.41$0.13$0.54$21.46$25.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 102 found (best R:R 6.69, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2123/24Aug 28$0.87$0.136.69$20.13$23.87
20/2122/23Aug 21$0.85$0.155.67$20.15$22.85
21/2223/24Aug 14$0.82$0.184.56$21.18$23.82
19/2021/22Aug 21$0.82$0.184.56$19.18$21.82
21/2227/28Aug 28$0.81$0.194.26$20.69$27.81
22/2226/27Aug 28$0.80$0.204.00$21.70$26.80
22/2325/26Aug 21$0.79$0.213.76$22.21$25.79
22/2224/24Jul 31$0.39$0.113.55$21.61$23.89
23/2426/27Aug 7$0.39$0.113.55$23.11$26.89
22/2326/26Aug 21$0.78$0.223.55$22.22$26.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$26.00$27.00$28.00Aug 14$0.07$0.9313.29
$22.00$23.00$24.00Aug 21$0.08$0.9211.50
$23.00$23.50$24.00Jul 24$0.05$0.459.00
$21.00$22.00$23.00Aug 21$0.14$0.866.14
$26.00$26.50$27.00Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 24$0.06$0.447.33
$24.00$24.50$25.00Jul 24$0.06$0.447.33
$20.00$20.50$21.00Jul 31$0.07$0.436.14
$22.50$23.00$23.50Jul 31$0.07$0.436.14
$19.50$20.00$20.50Jul 31$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.52, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.001:2Aug 7-$1.02$0.98
$26.00$26.501:2Jul 24-$0.07$0.43
$25.00$25.501:2Jul 24-$0.08$0.42
$27.50$28.001:2Jul 24-$0.09$0.41
$27.00$28.001:2Aug 7-$0.61$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$25.001:2Aug 14-$0.52$2.48
$20.00$19.001:2Aug 21-$0.10$0.90
$20.00$19.001:2Aug 28-$0.16$0.84
$20.00$19.001:2Aug 14-$0.17$0.83
$21.00$20.001:2Aug 21-$0.20$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 9.53%, avg 4.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$24.00Aug 28$2.240.532.1%9.53%11.61%--25
$25.00Aug 28$2.150.496.3%9.15%15.48%3275
$24.50Aug 28$2.050.514.2%8.72%12.93%--27
$24.00Aug 21$2.030.522.1%8.63%10.72%25256
$25.00Aug 21$1.840.476.3%7.83%14.16%4651.8K
$24.00Aug 14$1.800.502.1%7.66%9.74%665
$25.50Aug 28$1.690.468.5%7.19%15.65%22
$25.50Aug 21$1.620.448.5%6.89%15.36%21
$26.00Aug 28$1.560.4510.6%6.64%17.23%--178
$28.00Aug 28$1.510.3719.1%6.42%25.52%--41

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 28,020
Total Puts 5,363
Put/Call Ratio 0.19
Net Difference 22,657

Prior's Put/Call Breakdown

Total Calls 25,133
Total Puts 9,225
Put/Call Ratio 0.37
Net Difference 15,908

Prior 7-Day Put/Call Summary

Total Calls 226,736
Total Puts 66,647
Average Put/Call Ratio 0.30
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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