Tour v366
VICR
VICOR CORP
$230.99 -2.79%
$235.00 (+1.74%)🌙
as of 07/20 06:01 PM
7/20 18:01

Option Volume

Detail
Current (07/20) 4,150
Calls: 2,106 (51%)
Puts: 2,044 (49%)
Prior (07/17) 2,084
Calls: 1,304 (63%)
Puts: 780 (37%)
Current vs Prior +99.14%
Calls: +61.50% (Calls)
Puts: +162.05% (Puts)
Prior 7-Day Total 11,967
Calls: 5,101 (43%)
Puts: 6,866 (57%)
Prior 7-Day Average 1,709
Calls: 728 (43%)
Puts: 980 (57%)
Current vs Prior 7-Day Avg +142.75%
Calls: +189.00%
Puts: +108.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $5.74M
Calls: $3.66M (64%)
Puts: $2.08M (36%)
Prior (07/17) $3.81M
Calls: $2.36M (62%)
Puts: $1.45M (38%)
Current vs Prior +50.56%
Calls: +55.33%
Puts: +42.84%
Prior 7-Day Total $44.98M
Calls: $12.40M (28%)
Puts: $32.58M (72%)
Prior 7-Day Average $6.43M
Calls: $1.77M (28%)
Puts: $4.65M (72%)
Current vs Prior 7-Day Avg -10.71%
Calls: +106.62%
Puts: -55.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.97
Prior (07/17) 0.60
Current vs Prior +62.26%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg -18.06%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 15,485
Calls: 8,534 (55%)
Puts: 6,951 (45%)
Prior (07/17) 11,393
Calls: 6,515 (57%)
Puts: 4,878 (43%)
Current vs Prior +35.92%
Prior 7-Day Total 73,548
Calls: 39,643 (54%)
Puts: 33,905 (46%)
Prior 7-Day Average 10,506
Calls: 5,663 (54%)
Puts: 4,843 (46%)
Current vs Prior 7-Day Avg +47.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 34.87% | 40.37%
Prior 32.74% | 39.79%
Current vs Prior +6.51% | +1.46%
Prior 7-Day Avg 14.61% | 34.52%
Current vs 7-Day Avg +138.65% | +16.94%
Prior 7-Day Eod 32.74% | 39.79%
Current vs 7-Day Eod +6.51% | +1.46%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 5.25% | 7.81%
Calls: 3.65% | 6.94%
Puts: 6.86% | 8.68%
Prior 11.39% | 7.87%
Calls: 11.22% | 8.84%
Puts: 11.56% | 6.90%
Current vs Prior -53.91% | -0.76%
Prior 7-Day Avg 11.39% | 7.87%
Calls: 11.22% | 8.84%
Puts: 11.56% | 6.90%
Current vs 7-Day Avg -53.91% | -0.76%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($3.66M). Elevated premium activity with dollar volume up 51% vs prior. Above-average activity with volume up 99% vs prior. Volume explosion - 143% above 7-day average (4,150 vs avg 1,709).

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 5 of results (avg 7.7%, best 2.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2132.0034.60$33.307.8%550.55118
$270.00Aug 2122.5024.50$23.508.5%780.43415
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2135.0036.00$35.502.8%210.41179
$240.00Aug 2140.0044.00$42.009.5%160.4672
$270.00Aug 2159.0065.00$62.009.7%20.5744

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.62, highest 0.78)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 2158.2065.70$61.9512.1%--0.7810
$200.00Aug 2148.5055.00$51.7512.6%310.7265
$210.00Aug 2143.5049.50$46.5012.9%--0.6837
$220.00Aug 2138.4046.00$42.2018.0%100.6428
$230.00Aug 2136.5040.60$38.5510.6%90.5938
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2159.0065.00$62.009.7%20.5744
$260.00Aug 2150.3058.90$54.6015.8%30.5335

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 527, top 104)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2125.5028.90$27.2012.5%1040.47231
$270.00Aug 2122.5024.50$23.508.5%780.43415
$240.00Aug 2132.0034.60$33.307.8%550.55118
$250.00Aug 2127.3030.70$29.0011.7%430.51123
$200.00Aug 2148.5055.00$51.7512.6%310.7265
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2119.5022.00$20.7512.0%860.2868
$220.00Aug 2127.3032.50$29.9017.4%240.37393
$230.00Aug 2135.0036.00$35.502.8%210.41179
$240.00Aug 2140.0044.00$42.009.5%160.4672
$250.00Aug 2143.3049.30$46.3013.0%160.50489

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 4.56, avg 1.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$260.00Aug 21$1.80$8.20$1.804.56$251.80
$220.00$230.00Aug 21$3.65$6.35$3.651.74$223.65
$260.00$270.00Aug 21$3.70$6.30$3.701.70$263.70
$210.00$220.00Aug 21$4.30$5.70$4.301.33$214.30
$240.00$250.00Aug 21$4.30$5.70$4.301.33$244.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$190.00$185.00Aug 21$1.50$3.50$1.502.33$188.50
$195.00$190.00Aug 21$1.60$3.40$1.602.12$193.40
$250.00$240.00Aug 21$4.30$5.70$4.301.33$245.70
$220.00$210.00Aug 21$4.55$5.45$4.551.20$215.45
$210.00$200.00Aug 21$4.60$5.40$4.601.17$205.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 4.88, avg 1.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$185.00$200.00Aug 21$10.20$10.20$4.802.13$195.20
$200.00$210.00Aug 21$5.25$5.25$4.751.11$205.25
$230.00$240.00Aug 21$5.25$5.25$4.751.11$235.25
$210.00$220.00Aug 21$4.30$4.30$5.700.75$214.30
$240.00$250.00Aug 21$4.30$4.30$5.700.75$244.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$250.00Aug 21$8.30$8.30$1.704.88$251.70
$270.00$260.00Aug 21$7.40$7.40$2.602.85$262.60
$240.00$230.00Aug 21$6.50$6.50$3.501.86$233.50
$200.00$195.00Aug 21$2.95$2.95$2.051.44$197.05
$230.00$220.00Aug 21$5.60$5.60$4.401.27$224.40

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. 9 found (cheapest 31.11% of stock, avg 32.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Aug 21$46.50$25.35$71.85$138.15$281.8531.11%
$220.00Aug 21$42.20$29.90$72.10$147.90$292.1031.21%
$200.00Aug 21$51.75$20.75$72.50$127.50$272.5031.39%
$230.00Aug 21$38.55$35.50$74.05$155.95$304.0532.06%
$240.00Aug 21$33.30$42.00$75.30$164.70$315.3032.60%
$250.00Aug 21$29.00$46.30$75.30$174.70$325.3032.60%
$185.00Aug 21$61.95$14.70$76.65$108.35$261.6533.18%
$260.00Aug 21$27.20$54.60$81.80$178.20$341.8035.41%
$270.00Aug 21$23.50$62.00$85.50$184.50$355.5037.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 21.15% of stock, avg 26.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$270.00$210.00Aug 21$23.50$25.35$48.85$161.15$318.85
$260.00$210.00Aug 21$27.20$25.35$52.55$157.45$312.55
$270.00$220.00Aug 21$23.50$29.90$53.40$166.60$323.40
$260.00$220.00Aug 21$27.20$29.90$57.10$162.90$317.10
$270.00$230.00Aug 21$23.50$35.50$59.00$171.00$329.00
$260.00$230.00Aug 21$27.20$35.50$62.70$167.30$322.70
$270.00$240.00Aug 21$23.50$42.00$65.50$174.50$335.50
$260.00$240.00Aug 21$27.20$42.00$69.20$170.80$329.20
$270.00$250.00Aug 21$23.50$46.30$69.80$180.20$339.80
$260.00$250.00Aug 21$27.20$46.30$73.50$176.50$333.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 99.00, avg credit $6.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/230240/250Aug 21$9.90$0.1099.00$220.10$249.90
200/210230/240Aug 21$9.85$0.1565.67$200.15$239.85
210/220230/240Aug 21$9.80$0.2049.00$210.20$239.80
220/230260/270Aug 21$9.30$0.7013.29$220.70$269.30
200/210240/250Aug 21$8.90$1.108.09$201.10$248.90
210/220240/250Aug 21$8.85$1.157.70$211.15$248.85
200/210260/270Aug 21$8.30$1.704.88$201.70$268.30
230/240250/260Aug 21$8.30$1.704.88$231.70$258.30
200/210220/230Aug 21$8.25$1.754.71$201.75$228.25
210/220260/270Aug 21$8.25$1.754.71$211.75$268.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 49.00, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$210.00$220.00$230.00Aug 21$0.65$9.3514.38
$200.00$210.00$220.00Aug 21$0.95$9.059.53
$230.00$240.00$250.00Aug 21$0.95$9.059.53
$240.00$250.00$260.00Aug 21$2.50$7.503.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$185.00$190.00$195.00Aug 21$0.10$4.9049.00
$220.00$230.00$240.00Aug 21$0.90$9.1010.11
$210.00$220.00$230.00Aug 21$1.05$8.958.52
$190.00$195.00$200.00Aug 21$1.35$3.652.70
$240.00$250.00$260.00Aug 21$4.00$6.001.50

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

No setups found for this strategy

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 13.85%, avg 11.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Aug 21$32.000.553.9%13.85%17.75%55118
$250.00Aug 21$27.300.518.2%11.82%20.05%43123
$260.00Aug 21$25.500.4712.6%11.04%23.60%104231
$270.00Aug 21$22.500.4316.9%9.74%26.63%78415

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 2,106
Total Puts 2,044
Put/Call Ratio 0.97
Net Difference 62

Prior's Put/Call Breakdown

Total Calls 1,304
Total Puts 780
Put/Call Ratio 0.60
Net Difference 524

Prior 7-Day Put/Call Summary

Total Calls 5,101
Total Puts 6,866
Average Put/Call Ratio 1.18
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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