Tour v346
VICR
VICOR CORP
$237.62 +3.13%
$239.00 (+0.58%)🌙
as of 07/17 07:28 PM
7/17 19:28

Option Volume

Detail
Current (07/17) 2,084
Calls: 1,304 (63%)
Puts: 780 (37%)
Prior (07/16) 5,039
Calls: 1,021 (20%)
Puts: 4,018 (80%)
Current vs Prior -58.64%
Calls: +27.72% (Calls)
Puts: -80.59% (Puts)
Prior 7-Day Total 10,492
Calls: 4,218 (40%)
Puts: 6,274 (60%)
Prior 7-Day Average 1,498
Calls: 602 (40%)
Puts: 896 (60%)
Current vs Prior 7-Day Avg +39.04%
Calls: +116.41%
Puts: -12.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $3.81M
Calls: $2.36M (62%)
Puts: $1.45M (38%)
Prior (07/16) $29.06M
Calls: $2.17M (7%)
Puts: $26.89M (93%)
Current vs Prior -86.89%
Calls: +8.50%
Puts: -94.59%
Prior 7-Day Total $43.45M
Calls: $11.57M (27%)
Puts: $31.88M (73%)
Prior 7-Day Average $6.21M
Calls: $1.65M (27%)
Puts: $4.55M (73%)
Current vs Prior 7-Day Avg -38.61%
Calls: +42.56%
Puts: -68.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.60
Prior (07/16) 3.94
Current vs Prior -84.80%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg -48.56%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 11,393
Calls: 6,515 (57%)
Puts: 4,878 (43%)
Prior (07/16) 11,928
Calls: 5,348 (45%)
Puts: 6,580 (55%)
Current vs Prior -4.49%
Prior 7-Day Total 71,350
Calls: 39,726 (56%)
Puts: 31,624 (44%)
Prior 7-Day Average 10,192
Calls: 5,675 (56%)
Puts: 4,517 (44%)
Current vs Prior 7-Day Avg +11.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.06% | 32.74%5.06% | 32.74%
Prior 8.07% | 32.62%8.07% | 32.62%
Current vs Prior +305.59% | +22.00%-37.29% | +0.39%
Prior 7-Day Avg 12.20% | 33.96%12.20% | 33.96%
Current vs 7-Day Avg +168.41% | +17.18%-58.50% | -3.58%
Prior 7-Day Eod 8.07% | 32.62%8.07% | 32.62%
Current vs 7-Day Eod +305.59% | +22.00%-37.29% | +0.39%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.39% | 7.87%
Calls: 11.22% | 8.84%
Puts: 11.56% | 6.90%
Prior 11.39% | 7.87%
Calls: 11.22% | 8.84%
Puts: 11.56% | 6.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 11.39% | 7.87%
Calls: 11.22% | 8.84%
Puts: 11.56% | 6.90%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($2.36M). Light premium activity with dollar volume down 87% vs prior. Below-average activity with volume down 59% vs prior. Bullish P/C ratio of 0.60.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 7.8%, best 6.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2139.4041.90$40.656.2%90.6133
$200.00Aug 2153.9057.90$55.907.2%20.74--
$220.00Aug 2142.8046.80$44.808.9%30.6525
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2160.5065.60$63.058.1%20.59--
$260.00Aug 2147.7051.90$49.808.4%20.51--

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. 15 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 1733.7041.40$37.5520.5%111.0048
$220.00Jul 1713.8020.30$17.0538.1%20.8230
$230.00Jul 173.7011.50$7.60102.6%240.7959
$200.00Aug 2153.9057.90$55.907.2%20.74--
$220.00Aug 2142.8046.80$44.808.9%30.6525
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1718.6026.10$22.3533.6%351.00403
$270.00Jul 1728.6036.10$32.3523.2%261.00278
$280.00Jul 1738.6046.10$42.3517.7%10.96--
$250.00Jul 178.6016.30$12.4561.8%410.76190
$240.00Jul 170.658.20$4.43170.4%550.60319

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 1.1K, top 273)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 170.004.80$2.40200.0%2730.25300
$260.00Aug 2126.4030.20$28.3013.4%1560.49112
$240.00Aug 2131.6039.70$35.6522.7%340.57101
$250.00Aug 2130.1033.60$31.8511.0%340.53123
$230.00Jul 173.7011.50$7.60102.6%240.7959
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2127.6035.40$31.5024.8%950.39112
$230.00Jul 170.002.65$1.33199.2%720.21360
$240.00Jul 170.658.20$4.43170.4%550.60319
$250.00Jul 178.6016.30$12.4561.8%410.76190
$260.00Jul 1718.6026.10$22.3533.6%351.00403

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 664.2%, max 1774.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 17Aug 211252.7%121.1%934.4%555
$200.00Jul 17Aug 21907.5%124.4%629.2%1348
$250.00Jul 17Aug 21907.8%126.2%619.5%307423
$270.00Jul 17Aug 21757.9%125.4%504.6%5414
$230.00Jul 17Aug 21602.5%122.9%390.4%3392
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Jul 17Aug 212330.8%124.4%1774.2%620
$210.00Jul 17Aug 211686.0%124.9%1250.0%16255
$220.00Jul 17Aug 211252.7%121.1%934.4%56739
$280.00Jul 17Aug 211283.2%124.3%932.5%3--
$200.00Jul 17Aug 21907.5%124.4%629.2%34536

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 3.22, avg 1.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$260.00Jul 17$2.37$7.63$2.373.22$252.37
$270.00$280.00Aug 21$3.15$6.85$3.152.17$273.15
$260.00$270.00Aug 21$3.40$6.60$3.401.94$263.40
$250.00$260.00Aug 21$3.55$6.45$3.551.82$253.55
$240.00$250.00Aug 21$3.80$6.20$3.801.63$243.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Jul 17$2.37$7.63$2.373.22$207.63
$240.00$230.00Jul 17$3.10$6.90$3.102.23$236.90
$220.00$210.00Aug 21$3.70$6.30$3.701.70$216.30
$200.00$195.00Aug 21$1.95$3.05$1.951.56$198.05
$210.00$200.00Aug 21$4.35$5.65$4.351.30$205.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 17.18, avg 1.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$230.00Jul 17$9.45$9.45$0.5517.18$229.45
$200.00$220.00Aug 21$11.10$11.10$8.901.25$211.10
$230.00$240.00Jul 17$5.40$5.40$4.601.17$235.40
$230.00$240.00Aug 21$5.00$5.00$5.001.00$235.00
$220.00$230.00Aug 21$4.15$4.15$5.850.71$224.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$240.00Jul 17$8.02$8.02$1.984.05$241.98
$260.00$250.00Aug 21$6.90$6.90$3.102.23$253.10
$280.00$260.00Aug 21$13.25$13.25$6.751.96$266.75
$250.00$240.00Aug 21$5.75$5.75$4.251.35$244.25
$230.00$220.00Aug 21$5.65$5.65$4.351.30$224.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $25.69, cheapest $13.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Jul 17Aug 21$18.35907.5%124.4%
$270.00Jul 17Aug 21$24.82757.9%125.4%
$220.00Jul 17Aug 21$27.751252.7%121.1%
$260.00Jul 17Aug 21$28.27481.9%126.1%
$250.00Jul 17Aug 21$29.45907.8%126.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Jul 17Aug 21$13.452330.8%124.4%
$200.00Jul 17Aug 21$17.77907.5%124.4%
$210.00Jul 17Aug 21$19.751686.0%124.9%
$280.00Jul 17Aug 21$20.701283.2%124.3%
$220.00Jul 17Aug 21$23.451252.7%121.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.79% of stock, avg 20.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$240.00Jul 17$2.20$4.43$6.63$233.37$246.632.79%
$230.00Jul 17$7.60$1.33$8.93$221.07$238.933.76%
$250.00Jul 17$2.40$12.45$14.85$235.15$264.856.25%
$220.00Jul 17$17.05$2.40$19.45$200.55$239.458.19%
$260.00Jul 17$0.03$22.35$22.38$237.62$282.389.42%
$270.00Jul 17$0.08$32.35$32.43$237.57$302.4313.65%
$200.00Jul 17$37.55$0.03$37.58$162.42$237.5815.82%
$220.00Aug 21$44.80$25.85$70.65$149.35$290.6529.73%
$230.00Aug 21$40.65$31.50$72.15$157.85$302.1530.36%
$240.00Aug 21$35.65$37.15$72.80$167.20$312.8030.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 1.49% of stock, avg 16.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$240.00$230.00Jul 17$2.20$1.33$3.53$226.47$243.53
$250.00$230.00Jul 17$2.40$1.33$3.73$226.27$253.73
$240.00$220.00Jul 17$2.20$2.40$4.60$215.40$244.60
$240.00$210.00Jul 17$2.20$2.40$4.60$205.40$244.60
$240.00$195.00Jul 17$2.20$2.40$4.60$190.40$244.60
$250.00$220.00Jul 17$2.40$2.40$4.80$215.20$254.80
$250.00$210.00Jul 17$2.40$2.40$4.80$205.20$254.80
$250.00$195.00Jul 17$2.40$2.40$4.80$190.20$254.80
$280.00$210.00Aug 21$21.75$22.15$43.90$166.10$323.90
$270.00$210.00Aug 21$24.90$22.15$47.05$162.95$317.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 17.18, avg credit $7.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/230240/250Aug 21$9.45$0.5517.18$220.55$249.45
200/210230/240Aug 21$9.35$0.6514.38$200.65$239.35
220/230250/260Aug 21$9.20$0.8011.50$220.80$259.20
230/240250/260Aug 21$9.20$0.8011.50$230.80$259.20
240/250260/270Aug 21$9.15$0.8510.76$240.85$269.15
220/230260/270Aug 21$9.05$0.959.53$220.95$269.05
230/240260/270Aug 21$9.05$0.959.53$230.95$269.05
240/250270/280Aug 21$8.90$1.108.09$241.10$278.90
220/230270/280Aug 21$8.80$1.207.33$221.20$278.80
230/240270/280Aug 21$8.80$1.207.33$231.20$278.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 21$0.15$9.8565.67
$240.00$250.00$260.00Aug 21$0.25$9.7539.00
$260.00$270.00$280.00Aug 21$0.25$9.7539.00
$230.00$240.00$250.00Aug 21$1.20$8.807.33
$250.00$260.00$270.00Jul 17$2.42$7.583.13
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Jul 17$0.10$9.9099.00
$230.00$240.00$250.00Aug 21$0.10$9.9099.00
$240.00$250.00$260.00Aug 21$1.15$8.857.70
$240.00$250.00$260.00Jul 17$1.88$8.124.32
$210.00$220.00$230.00Aug 21$1.95$8.054.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.13, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Jul 17-$0.13$9.87
$240.00$250.001:2Jul 17-$2.60$7.40
$200.00$220.001:2Jul 17$3.45$16.55
$220.00$230.001:2Jul 17$1.85$8.15
$250.00$260.001:2Jul 17$2.34$7.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Jul 17-$2.40$7.60
$260.00$250.001:2Jul 17-$2.55$7.45
$230.00$220.001:2Jul 17-$3.47$6.53
$200.00$195.001:2Jul 17-$4.77$0.23
$240.00$230.001:2Jul 17$1.77$8.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 13.30%, avg 10.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Aug 21$31.600.571.0%13.30%14.30%34101
$250.00Aug 21$30.100.535.2%12.67%17.88%34123
$260.00Aug 21$26.400.499.4%11.11%20.53%156112
$270.00Aug 21$21.800.4513.6%9.17%22.80%4414
$280.00Aug 21$19.500.4117.8%8.21%26.04%8462

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

Prior's Put/Call Breakdown

Total Calls 1,021
Total Puts 4,018
Put/Call Ratio 3.94
Net Difference -2,997

Prior 7-Day Put/Call Summary

Total Calls 4,218
Total Puts 6,274
Average Put/Call Ratio 1.16
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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