Tour v526
UVXY
PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF
$19.40 -2.44%
8/21 15:23

Option Volume

Detail
Current (08/21) 41,926
Calls: 28,020 (67%)
Puts: 13,906 (33%)
Prior (08/20) 37,526
Calls: 27,992 (75%)
Puts: 9,534 (25%)
Current vs Prior +11.73%
Calls: +0.10% (Calls)
Puts: +45.86% (Puts)
Prior 7-Day Total 271,597
Calls: 206,064 (76%)
Puts: 65,533 (24%)
Prior 7-Day Average 38,799
Calls: 29,437 (76%)
Puts: 9,361 (24%)
Current vs Prior 7-Day Avg +8.06%
Calls: -4.82%
Puts: +48.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $4.02M
Calls: $2.57M (64%)
Puts: $1.45M (36%)
Prior (08/20) $2.52M
Calls: $1.44M (57%)
Puts: $1.08M (43%)
Current vs Prior +59.12%
Calls: +77.88%
Puts: +34.02%
Prior 7-Day Total $26.98M
Calls: $12.69M (47%)
Puts: $14.29M (53%)
Prior 7-Day Average $3.85M
Calls: $1.81M (47%)
Puts: $2.04M (53%)
Current vs Prior 7-Day Avg +4.23%
Calls: +41.72%
Puts: -29.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.50
Prior (08/20) 0.34
Current vs Prior +45.71%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg +45.44%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 303,684
Calls: 209,252 (69%)
Puts: 94,432 (31%)
Prior (08/20) 298,416
Calls: 203,520 (68%)
Puts: 94,896 (32%)
Current vs Prior +1.77%
Prior 7-Day Total 1,830,887
Calls: 1,238,149 (68%)
Puts: 592,738 (32%)
Prior 7-Day Average 261,555
Calls: 176,878 (68%)
Puts: 84,676 (32%)
Current vs Prior 7-Day Avg +16.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.14% | 8.04%3.14% | 15.77%
Prior 4.23% | 8.50%4.23% | 17.40%
Current vs Prior -25.58% | -5.41%-25.59% | -9.37%
Prior 7-Day Avg 5.07% | 8.90%6.13% | 20.66%
Current vs 7-Day Avg -38.00% | -9.70%-48.74% | -23.67%
Prior 7-Day Eod 4.23% | 8.50%4.23% | 17.40%
Current vs 7-Day Eod -25.58% | -5.41%-25.59% | -9.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.32% | 10.67%
Calls: 28.89% | 12.64%
Puts: 43.75% | 8.70%
Prior 53.69% | 33.58%
Calls: 42.86% | 36.78%
Puts: 64.52% | 30.38%
Current vs Prior -32.35% | -68.23%
Prior 7-Day Avg 27.02% | 19.59%
Calls: 21.81% | 16.88%
Puts: 32.22% | 22.30%
Current vs 7-Day Avg +34.44% | -45.53%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.57M). Elevated premium activity with dollar volume up 59% vs prior. Extreme bullish P/C ratio of 0.50 - heavy call buying (28,020 calls vs 13,906 puts). P/C ratio rising 46% - increased hedging/bearish 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 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 21 of results (avg 7.7%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 40.951.01$0.986.1%1890.5420
$22.00Sep 180.930.99$0.966.2%1100.34616
$21.00Sep 181.111.20$1.167.8%700.41423
$16.00Sep 183.503.80$3.658.2%10.8933
$18.00Aug 281.501.63$1.578.3%2.6K0.87221
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.600.62$0.613.3%3.5K0.963.7K
$23.00Sep 184.204.45$4.335.8%150.71124
$22.50Oct 24.254.55$4.406.8%--0.6110
$21.50Oct 23.503.75$3.636.9%--0.5616
$22.00Sep 183.353.60$3.487.2%220.65180

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 24 found (avg $0.60, cheapest $0.61)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Aug 280.170.20$0.1915.8%860.18267
$20.50Aug 280.300.35$0.3215.6%3110.30627
$23.00Aug 280.100.12$0.1118.2%410.102.3K
$20.00Aug 280.410.45$0.439.3%1.1K0.38986
$19.50Aug 280.590.66$0.6311.1%1.3K0.50410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.600.62$0.613.3%3.5K0.963.7K
$19.00Aug 280.380.45$0.4216.7%6430.38967
$19.50Aug 280.660.72$0.698.7%8170.50760
$20.00Aug 280.931.03$0.9810.2%1670.62615
$18.50Sep 40.480.57$0.5217.3%1050.31--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 15.41, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 180.002.13$1.07199.1%--999.0011
$17.00Aug 211.672.96$2.3255.6%--0.9911
$18.00Aug 211.311.49$1.4012.9%4890.98775
$17.00Aug 282.332.66$2.5013.2%130.97126
$16.00Sep 43.303.80$3.5514.1%--0.9791
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 210.981.32$1.1529.6%1091.00492
$21.00Aug 211.541.71$1.6310.4%4191.00720
$21.50Aug 211.872.35$2.1122.7%41.00113
$22.00Aug 212.342.76$2.5516.5%901.00469
$22.50Aug 212.843.20$3.0211.9%11.0025

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 33.3K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 210.040.07$0.0650.0%2.8K0.34763
$18.00Aug 281.501.63$1.578.3%2.6K0.87221
$20.00Aug 210.000.01$0.01100.0%2.6K0.047.7K
$19.50Aug 280.590.66$0.6311.1%1.3K0.50410
$20.00Aug 280.410.45$0.439.3%1.1K0.38986
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.600.62$0.613.3%3.5K0.963.7K
$19.00Aug 210.000.01$0.01100.0%1.8K0.05832
$19.50Aug 210.120.19$0.1643.8%1.8K0.662.3K
$19.50Aug 280.660.72$0.698.7%8170.50760
$17.00Sep 180.390.42$0.417.3%8140.20271

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 60.3%, max 63.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Aug 21Oct 2126.9%80.9%56.8%2.8K764
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Aug 21Sep 25126.9%77.4%63.8%1.8K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 0.67, avg 1.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$19.00Sep 11$1.20$0.80$1.2092%0.67$18.20
$18.00$19.00Oct 2$0.33$0.67$0.3367%2.03$18.33
$21.00$22.00Oct 2$0.19$0.81$0.1946%4.26$21.19
$19.00$20.00Sep 18$0.30$0.70$0.3058%2.33$19.30
$22.00$23.00Oct 2$0.17$0.83$0.1741%4.88$22.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$21.50Sep 4$0.12$0.38$0.1277%3.17$21.88
$19.00$18.50Sep 25$0.12$0.38$0.1242%3.17$18.88
$20.50$20.00Sep 11$0.24$0.26$0.2460%1.08$20.26
$21.00$20.50Sep 25$0.23$0.27$0.2356%1.17$20.77
$21.50$21.00Sep 11$0.32$0.18$0.3267%0.56$21.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 2.45, avg 0.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$20.50Sep 25$0.27$0.27$0.2349%1.17$20.27
$19.50$20.00Aug 28$0.20$0.20$0.3050%0.67$19.70
$21.00$21.50Sep 11$0.14$0.14$0.3666%0.39$21.14
$21.50$22.00Sep 25$0.18$0.18$0.3258%0.56$21.68
$22.00$22.50Sep 25$0.15$0.15$0.3562%0.43$22.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$17.50Sep 25$0.71$0.71$0.2963%2.45$17.79
$17.00$16.00Sep 25$0.41$0.41$0.5976%0.69$16.59
$18.00$17.50Oct 2$0.38$0.38$0.1266%3.17$17.62
$18.00$17.00Sep 18$0.41$0.41$0.5969%0.69$17.59
$19.00$18.00Sep 11$0.55$0.55$0.4552%1.22$18.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.55, cheapest $0.53)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Aug 21Aug 28$0.57126.9%61.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Aug 21Aug 28$0.53126.9%61.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 1.13% of stock, avg 12.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Aug 21$0.06$0.16$0.22$19.28$19.721.13%
$19.00Aug 21$0.45$0.01$0.46$18.54$19.462.37%
$20.00Aug 21$0.01$0.61$0.62$19.38$20.623.20%
$20.50Aug 21$0.01$1.15$1.16$19.34$21.665.98%
$19.00Aug 28$0.87$0.42$1.29$17.71$20.296.65%
$18.50Aug 28$1.11$0.19$1.30$17.20$19.806.70%
$19.50Aug 28$0.63$0.69$1.32$18.18$20.826.80%
$18.00Aug 21$1.40$0.01$1.41$16.59$19.417.27%
$20.00Aug 28$0.43$0.98$1.41$18.59$21.417.27%
$21.00Aug 21$0.01$1.63$1.64$19.36$22.648.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 1.19% of stock, avg 9.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.50$17.50Aug 28$0.19$0.04$0.23$17.27$21.73
$21.50$18.00Aug 28$0.19$0.10$0.29$17.71$21.79
$21.00$17.50Aug 28$0.25$0.04$0.29$17.21$21.29
$21.00$18.00Aug 28$0.25$0.10$0.35$17.65$21.35
$21.50$18.50Aug 28$0.19$0.19$0.38$18.12$21.88
$21.00$18.50Aug 28$0.25$0.19$0.44$18.06$21.44
$20.50$17.50Aug 28$0.32$0.04$0.36$17.14$20.86
$20.50$18.00Aug 28$0.32$0.10$0.42$17.58$20.92
$20.50$18.50Aug 28$0.32$0.19$0.51$17.99$21.01
$22.00$17.50Sep 4$0.42$0.18$0.60$16.90$22.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.38, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
17/1822/23Sep 18$0.58$0.4234%1.38$17.42$22.58
16/1722/23Sep 18$0.40$0.6046%0.67$16.60$22.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 0.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 21$0.34$0.1691%0.47
$18.50$19.00$19.50Sep 4$0.07$0.4316%6.14
$19.50$20.00$20.50Aug 28$0.09$0.4120%4.56
$18.00$19.00$20.00Sep 18$0.15$0.8520%5.67
$18.00$18.50$19.00Sep 4$0.09$0.4116%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 21$0.30$0.2091%0.67
$17.00$18.00$19.00Sep 18$0.09$0.9122%10.11
$19.50$20.00$20.50Aug 21$0.09$0.4134%4.56
$21.00$22.00$23.00Sep 18$0.07$0.9312%13.29
$18.00$19.00$20.00Sep 18$0.13$0.8720%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.27, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$19.001:2Sep 11-$0.27$1.73
$17.00$18.001:2Aug 21-$0.48$0.52
$17.00$18.001:2Aug 28-$0.64$0.36
$19.50$20.001:2Aug 28-$0.23$0.27
$21.00$21.501:2Aug 28-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.50$20.001:2Aug 21-$0.07$0.43
$18.50$17.501:2Sep 25-$0.06$0.94
$18.00$17.001:2Sep 18$0.00$1.00
$20.00$19.001:2Sep 11-$0.33$0.67
$19.50$19.001:2Aug 28-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 6.55%, avg 4.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Oct 2$1.270.3718.6%6.55%25.10%648
$22.00Oct 2$1.340.4113.4%6.91%20.31%1222
$21.00Oct 2$1.630.468.2%8.40%16.65%518
$20.50Oct 2$1.730.495.7%8.92%14.59%1116
$20.00Oct 2$1.900.523.1%9.79%12.89%3483
$22.00Sep 25$1.160.3813.4%5.98%19.38%358
$21.50Sep 25$1.250.4210.8%6.44%17.27%244
$21.00Sep 25$1.390.458.2%7.16%15.41%139
$23.00Sep 25$0.800.3318.6%4.12%22.68%--52
$19.50Oct 2$1.930.550.5%9.95%10.46%31

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 13,906
Put/Call Ratio 0.50
Net Difference 14,114

Prior's Put/Call Breakdown

Total Calls 27,992
Total Puts 9,534
Put/Call Ratio 0.34
Net Difference 18,458

Prior 7-Day Put/Call Summary

Total Calls 206,064
Total Puts 65,533
Average Put/Call Ratio 0.34
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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