Tour v526
UVXY
PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF
$19.40 -2.41%
$19.39 (-0.05%)🌙
as of 08/21 06:05 PM
8/21 18:05

Option Volume

Detail
Current (08/21) 53,085
Calls: 36,501 (69%)
Puts: 16,584 (31%)
Prior (08/20) 37,526
Calls: 27,992 (75%)
Puts: 9,534 (25%)
Current vs Prior +41.46%
Calls: +30.40% (Calls)
Puts: +73.95% (Puts)
Prior 7-Day Total 278,212
Calls: 210,366 (76%)
Puts: 67,846 (24%)
Prior 7-Day Average 39,744
Calls: 30,052 (76%)
Puts: 9,692 (24%)
Current vs Prior 7-Day Avg +33.57%
Calls: +21.46%
Puts: +71.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $4.81M
Calls: $3.09M (64%)
Puts: $1.72M (36%)
Prior (08/20) $2.52M
Calls: $1.44M (57%)
Puts: $1.08M (43%)
Current vs Prior +90.37%
Calls: +113.56%
Puts: +59.35%
Prior 7-Day Total $23.40M
Calls: $13.38M (57%)
Puts: $10.01M (43%)
Prior 7-Day Average $3.34M
Calls: $1.91M (57%)
Puts: $1.43M (43%)
Current vs Prior 7-Day Avg +43.80%
Calls: +61.39%
Puts: +20.30%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.45
Prior (08/20) 0.34
Current vs Prior +33.40%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg +32.71%
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 2,006,887
Calls: 1,352,365 (67%)
Puts: 654,522 (33%)
Prior 7-Day Average 286,698
Calls: 193,195 (67%)
Puts: 93,503 (33%)
Current vs Prior 7-Day Avg +5.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.99% | 8.30%2.99% | 15.93%
Prior 4.23% | 8.50%4.23% | 17.40%
Current vs Prior +96.41% | +27.33%-29.24% | -8.48%
Prior 7-Day Avg 5.15% | 9.07%5.84% | 20.26%
Current vs 7-Day Avg +61.27% | +19.36%-48.77% | -21.37%
Prior 7-Day Eod 3.14% | 8.04%4.23% | 17.40%
Current vs 7-Day Eod +163.93% | +34.62%-29.24% | -8.48%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.46% | 24.64%
Calls: 16.25% | 19.69%
Puts: 16.67% | 29.59%
Prior 53.69% | 33.58%
Calls: 42.86% | 36.78%
Puts: 64.52% | 30.38%
Current vs Prior -69.34% | -26.62%
Prior 7-Day Avg 28.24% | 17.64%
Calls: 21.37% | 17.95%
Puts: 32.43% | 19.66%
Current vs 7-Day Avg -41.72% | +39.68%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($3.09M). Elevated premium activity with dollar volume up 90% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (36,501 calls vs 16,584 puts). P/C ratio rising 33% - 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 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 18 of results (avg 8.0%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 180.900.96$0.936.5%1180.34616
$19.50Aug 280.560.60$0.586.9%1.7K0.47410
$21.00Sep 181.101.19$1.157.8%700.41423
$19.00Sep 181.701.84$1.777.9%740.58118
$16.00Aug 283.253.55$3.408.8%21.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 184.204.45$4.335.8%150.71124
$23.00Aug 283.603.85$3.736.7%160.91141
$22.50Oct 24.254.55$4.406.8%--0.6110
$22.50Sep 43.303.55$3.437.3%--0.7967
$20.00Sep 181.922.07$2.007.5%350.512.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.59, cheapest $0.18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Aug 280.170.19$0.1811.1%1490.17267
$20.00Aug 280.390.44$0.4211.9%1.6K0.36986
$20.50Aug 280.310.36$0.3414.7%4280.29627
$19.50Aug 280.560.60$0.586.9%1.7K0.47410
$22.00Sep 40.380.43$0.4112.2%290.24132
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 40.730.82$0.7711.7%770.41113

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 14.99, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 180.004.80$2.40200.0%--999.0011
$17.00Aug 212.242.96$2.6027.7%11.0011
$18.00Aug 211.151.75$1.4541.4%7021.00775
$19.00Aug 210.270.60$0.4475.0%1.5K1.001.7K
$16.00Aug 283.253.55$3.408.8%21.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 213.403.70$3.558.5%1610.991.3K
$22.50Aug 212.843.25$3.0513.4%110.9925
$22.00Aug 212.522.73$2.638.0%2410.98469
$21.50Aug 211.912.39$2.1522.3%280.98113
$21.00Aug 211.531.73$1.6312.3%6040.98720

Most actively traded options today. High liquidity = easy entry/exit. 134 active (total vol 42.0K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 210.000.02$0.01200.0%4.0K0.16763
$18.00Aug 281.451.60$1.539.8%3.2K0.91221
$20.00Aug 210.000.01$0.01100.0%2.7K0.047.7K
$19.50Aug 280.560.60$0.586.9%1.7K0.47410
$20.00Aug 280.390.44$0.4211.9%1.6K0.36986
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.550.72$0.6426.6%3.5K0.963.7K
$19.50Aug 210.050.23$0.14128.6%2.8K0.842.3K
$19.00Aug 210.000.01$0.01100.0%1.8K0.05832
$19.50Aug 280.630.90$0.7735.1%1.2K0.53760
$19.00Aug 280.350.45$0.4025.0%8830.40967

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 3.5%, max 3.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Aug 21Oct 283.7%81.2%3.1%4.0K764
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Aug 21Sep 2583.7%80.6%3.9%2.8K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 2.45, avg 1.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$19.00Oct 2$0.29$0.71$0.2967%2.45$18.29
$17.00$19.00Sep 11$1.23$0.77$1.2382%0.63$18.23
$21.00$22.00Oct 2$0.19$0.81$0.1946%4.26$21.19
$18.00$19.00Sep 18$0.42$0.58$0.4269%1.38$18.42
$19.00$20.00Sep 18$0.32$0.68$0.3258%2.12$19.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$17.00Sep 11$0.11$0.89$0.1127%8.09$17.89
$21.50$21.00Aug 28$0.33$0.17$0.3382%0.52$21.17
$20.50$20.00Sep 4$0.23$0.27$0.2362%1.17$20.27
$21.50$21.00Sep 25$0.24$0.26$0.2459%1.08$21.26
$20.00$19.50Aug 28$0.25$0.25$0.2563%1.00$19.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 1.78, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.50$20.00Sep 11$0.32$0.32$0.1847%1.78$19.82
$22.00$22.50Sep 11$0.15$0.15$0.3570%0.43$22.15
$20.00$20.50Sep 25$0.25$0.25$0.2549%1.00$20.25
$22.00$22.50Sep 25$0.17$0.17$0.3362%0.52$22.17
$20.00$20.50Oct 2$0.24$0.24$0.2648%0.92$20.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.00$18.00Oct 2$0.64$0.64$0.3659%1.78$18.36
$18.50$17.50Sep 25$0.58$0.58$0.4263%1.38$17.92
$17.00$16.00Sep 25$0.41$0.41$0.5976%0.69$16.59
$17.00$16.00Oct 2$0.41$0.41$0.5975%0.69$16.59
$19.00$18.00Sep 11$0.55$0.55$0.4559%1.22$18.45

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 0.77% of stock, avg 13.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Aug 21$0.01$0.14$0.15$19.35$19.650.77%
$19.00Aug 21$0.44$0.01$0.45$18.55$19.452.32%
$20.00Aug 21$0.01$0.64$0.65$19.35$20.653.35%
$19.00Aug 28$0.84$0.40$1.24$17.76$20.246.39%
$18.50Aug 28$1.05$0.21$1.26$17.24$19.766.49%
$20.50Aug 21$0.01$1.29$1.30$19.20$21.806.70%
$19.50Aug 28$0.58$0.77$1.35$18.15$20.856.96%
$20.00Aug 28$0.42$1.02$1.44$18.56$21.447.42%
$18.00Aug 21$1.45$0.01$1.46$16.54$19.467.53%
$18.00Aug 28$1.53$0.09$1.62$16.38$19.628.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.10% of stock, avg 9.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$19.50$19.00Aug 21$0.01$0.01$0.02$18.98$19.52
$21.50$17.50Aug 28$0.18$0.04$0.22$17.28$21.72
$21.50$18.00Aug 28$0.18$0.09$0.27$17.73$21.77
$21.00$17.50Aug 28$0.25$0.04$0.29$17.21$21.29
$21.00$18.00Aug 28$0.25$0.09$0.34$17.66$21.34
$21.50$18.50Aug 28$0.18$0.21$0.39$18.11$21.89
$21.00$18.50Aug 28$0.25$0.21$0.46$18.04$21.46
$20.50$17.50Aug 28$0.34$0.04$0.38$17.12$20.88
$20.50$18.00Aug 28$0.34$0.09$0.43$17.57$20.93
$20.50$18.50Aug 28$0.34$0.21$0.55$17.95$21.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.17, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1821/22Sep 4$0.27$0.2344%1.17$17.73$21.27
18/1821/22Sep 4$0.31$0.1935%1.63$18.19$21.31
16/1722/23Sep 18$0.45$0.5546%0.82$16.55$22.45
17/1822/23Sep 18$0.46$0.5435%0.85$17.54$22.46
17/1822/22Sep 11$0.26$0.7443%0.35$17.74$22.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 0.35, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 21$0.43$0.0796%0.16
$18.00$19.00$20.00Sep 18$0.10$0.9020%9.00
$21.00$22.00$23.00Sep 18$0.08$0.9212%11.50
$19.00$19.50$20.00Aug 28$0.10$0.4025%4.00
$19.50$20.00$20.50Aug 28$0.08$0.4218%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 21$0.37$0.1391%0.35
$18.00$18.50$19.00Aug 28$0.07$0.4326%6.14
$18.00$19.00$20.00Sep 18$0.12$0.8820%7.33
$17.50$18.00$18.50Aug 28$0.07$0.4319%6.14
$19.00$19.50$20.00Sep 11$0.07$0.4313%6.14

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 $-0.20, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$19.001:2Sep 11-$0.20$1.80
$17.00$18.001:2Aug 21-$0.30$0.70
$17.00$18.001:2Aug 28-$0.66$0.34
$21.00$21.501:2Aug 28-$0.11$0.39
$22.00$22.501:2Aug 28-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$18.001:2Sep 18-$0.20$0.80
$18.50$17.501:2Sep 25-$0.19$0.81
$18.00$17.001:2Sep 18-$0.12$0.88
$17.00$16.001:2Aug 28$0.00$1.00
$18.50$18.001:2Sep 4-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 6.91%, avg 4.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Oct 2$1.340.4113.4%6.91%20.31%1222
$23.00Oct 2$1.080.3618.6%5.57%24.12%848
$21.00Oct 2$1.570.468.2%8.09%16.34%518
$20.50Oct 2$1.670.495.7%8.61%14.28%1616
$20.00Oct 2$1.850.533.1%9.54%12.63%3483
$23.00Sep 25$0.890.3318.6%4.59%23.14%1352
$19.50Oct 2$1.980.550.5%10.21%10.72%31
$22.00Sep 25$1.040.3813.4%5.36%18.76%1258
$20.00Sep 25$1.650.513.1%8.51%11.60%35179
$21.50Sep 25$1.050.4110.8%5.41%16.24%244

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 36,501
Total Puts 16,584
Put/Call Ratio 0.45
Net Difference 19,917

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 210,366
Total Puts 67,846
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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