Tour v294
VOO
VANGUARD S&P 500 ETF
$690.62 +0.84%
$690.81 (+0.03%)🌙
as of 07/06 07:09 PM
7/6 19:09

Option Volume

Detail
Current (07/06) 5,781
Calls: 3,608 (62%)
Puts: 2,173 (38%)
Prior (07/02) 8,176
Calls: 2,974 (36%)
Puts: 5,202 (64%)
Current vs Prior -29.29%
Calls: +21.32% (Calls)
Puts: -58.23% (Puts)
Prior 7-Day Total 46,850
Calls: 27,968 (60%)
Puts: 18,882 (40%)
Prior 7-Day Average 7,808
Calls: 3,995 (60%)
Puts: 2,697 (40%)
Current vs Prior 7-Day Avg -25.96%
Calls: -9.70%
Puts: -19.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $9.62M
Calls: $9.16M (95%)
Puts: $459.0K (5%)
Prior (07/02) $10.04M
Calls: $7.04M (70%)
Puts: $3.00M (30%)
Current vs Prior -4.23%
Calls: +30.10%
Puts: -84.71%
Prior 7-Day Total $110.13M
Calls: $96.10M (87%)
Puts: $14.03M (13%)
Prior 7-Day Average $18.35M
Calls: $13.73M (87%)
Puts: $2.00M (13%)
Current vs Prior 7-Day Avg -47.61%
Calls: -33.30%
Puts: -77.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.60
Prior (07/02) 1.75
Current vs Prior -65.57%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -19.03%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 24,288
Calls: 10,553 (43%)
Puts: 13,735 (57%)
Prior (07/02) 26,160
Calls: 16,400 (63%)
Puts: 9,760 (37%)
Current vs Prior -7.16%
Prior 7-Day Total 151,195
Calls: 97,472 (64%)
Puts: 53,723 (36%)
Prior 7-Day Average 25,199
Calls: 16,245 (64%)
Puts: 8,953 (36%)
Current vs Prior 7-Day Avg -3.62%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.07% | 1.81%1.81% | 4.29%
Prior 1.50% | 2.25%-- | --
Current vs Prior -28.60% | -19.51%-- | --
Prior 7-Day Avg 1.28% | 2.12%-- | --
Current vs 7-Day Avg -16.60% | -14.45%-- | --
Prior 7-Day Eod 1.50% | 2.25%-- | --
Current vs 7-Day Eod -28.60% | -19.51%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 39.12% | 47.66%
Calls: 30.30% | 30.70%
Puts: 47.93% | 64.61%
Prior 39.12% | 47.66%
Calls: 30.30% | 30.70%
Puts: 47.93% | 64.61%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.12% | 44.49%
Calls: 32.85% | 28.82%
Puts: 49.38% | 60.15%
Current vs 7-Day Avg -4.86% | +7.13%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($9.16M) vs puts ($459.0K). Bullish P/C ratio of 0.60. P/C ratio dropping 66% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 26 of results (avg 4.9%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 10134.00137.70$135.852.7%30.974
$575.00Jul 17114.40117.70$116.052.8%11.00--
$605.00Jul 1084.0086.90$85.453.4%250.9521
$612.50Jul 1076.9079.60$78.253.5%160.9723
$585.00Jul 10104.00107.70$105.853.5%20.96--
PUTS (0)
No puts meet the criteria

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. 60 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Jul 17114.40117.70$116.052.8%11.00--
$585.00Jul 17104.10108.10$106.103.8%21.00--
$635.00Jul 1754.9057.60$56.254.8%31.00164
$645.00Jul 1745.6048.40$47.006.0%21.00--
$615.00Jul 1074.0077.70$75.854.9%120.9818
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Jul 108.5011.40$9.9529.1%100.93--
$697.50Jul 106.308.90$7.6034.2%10.81--
$695.00Jul 104.405.90$5.1529.1%100.71--
$702.50Aug 1415.3018.30$16.8017.9%500.64--
$692.50Jul 174.707.70$6.2048.4%20.55--

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 3.8K, top 968)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 101.201.65$1.4231.7%9680.3050
$692.50Jul 102.002.85$2.4235.1%2020.42409
$697.50Jul 100.301.35$0.83126.5%1960.20253
$700.00Jul 100.200.40$0.3066.7%1700.09106
$700.00Jul 170.951.95$1.4569.0%1320.21438
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Jul 240.000.50$0.25200.0%700.01--
$575.00Jul 310.000.65$0.33197.0%700.01--
$680.00Jul 100.350.95$0.6592.3%550.1384
$702.50Aug 1415.3018.30$16.8017.9%500.64--
$645.00Jul 100.000.95$0.48197.9%460.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 47.6%, max 155.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$745.00Jul 10Aug 1431.1%12.2%155.2%35
$635.00Jul 10Jul 1747.1%22.6%108.8%11167
$640.00Jul 10Jul 1742.3%23.7%78.2%7151
$585.00Jul 10Jul 1793.5%52.8%77.1%4--
$740.00Jul 17Aug 1419.1%11.6%65.3%426
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$630.00Jul 10Aug 1448.4%20.8%132.7%1128
$645.00Jul 10Aug 738.7%18.4%111.0%481
$650.00Jul 10Aug 1433.2%18.1%83.7%429
$655.00Jul 10Aug 1430.1%17.7%70.2%411
$662.50Jul 10Aug 1427.2%16.4%66.2%4520

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 165.67, avg 13.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$720.00$745.00Jul 31$0.37$24.63$0.3766.57$720.37
$715.00$720.00Jul 17$0.12$4.88$0.1240.67$715.12
$720.00$725.00Jul 17$0.13$4.87$0.1337.46$720.13
$712.50$725.00Jul 24$0.40$12.10$0.4030.25$712.90
$735.00$740.00Aug 14$0.19$4.81$0.1925.32$735.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$575.00Jul 31$0.15$24.85$0.15165.67$599.85
$650.00$575.00Jul 24$0.55$74.45$0.55135.36$649.45
$600.00$590.00Jul 17$0.12$9.88$0.1282.33$599.88
$630.00$610.00Jul 31$0.25$19.75$0.2579.00$629.75
$630.00$600.00Jul 17$0.38$29.62$0.3877.95$629.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 159.00, avg 3.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$625.00Jul 17$39.75$39.75$0.25159.00$624.75
$640.00$660.00Jul 10$19.80$19.80$0.2099.00$659.80
$625.00$630.00Jul 17$4.90$4.90$0.1049.00$629.90
$645.00$675.00Jul 17$29.10$29.10$0.9032.33$674.10
$675.00$680.00Jul 17$4.85$4.85$0.1532.33$679.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$700.00$697.50Jul 10$2.35$2.35$0.1515.67$697.65
$690.00$687.50Jul 17$1.47$1.47$1.031.43$688.53
$695.00$690.00Jul 10$2.52$2.52$2.481.02$692.48
$702.50$687.50Aug 14$6.90$6.90$8.100.85$695.60
$687.50$682.50Jul 31$2.15$2.15$2.850.75$685.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.31, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$720.00Jul 17Jul 31$0.0715.6%10.5%
$745.00Jul 10Jul 31$0.1031.1%13.9%
$735.00Jul 17Aug 7$0.1515.9%10.9%
$710.00Jul 10Jul 17$0.2211.2%9.9%
$730.00Jul 17Aug 7$0.2218.6%11.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$575.00Jul 24Jul 31$0.0837.4%33.0%
$655.00Jul 10Jul 17$0.1530.1%19.0%
$600.00Jul 17Jul 31$0.1839.0%27.9%
$630.00Jul 10Jul 17$0.2548.4%31.3%
$665.00Jul 10Jul 17$0.3521.3%15.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 0.93% of stock, avg 3.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$690.00Jul 10$3.80$2.63$6.43$683.57$696.430.93%
$695.00Jul 10$1.42$5.15$6.57$688.43$701.570.95%
$687.50Jul 10$5.35$1.58$6.93$680.57$694.431.00%
$685.00Jul 10$7.10$1.10$8.20$676.80$693.201.19%
$697.50Jul 10$0.83$7.60$8.43$689.07$705.931.22%
$700.00Jul 10$0.30$9.95$10.25$689.75$710.251.48%
$682.50Jul 10$9.60$0.78$10.38$672.12$692.881.50%
$692.50Jul 17$5.10$6.20$11.30$681.20$703.801.64%
$690.00Jul 17$6.30$5.30$11.60$678.40$701.601.68%
$687.50Jul 17$8.00$3.83$11.83$675.67$699.331.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.14% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$700.00$680.00Jul 10$0.30$0.65$0.95$679.05$700.95
$700.00$682.50Jul 10$0.30$0.78$1.08$681.42$701.08
$700.00$685.00Jul 10$0.30$1.10$1.40$683.60$701.40
$697.50$680.00Jul 10$0.83$0.65$1.48$678.52$698.98
$697.50$682.50Jul 10$0.83$0.78$1.61$680.89$699.11
$700.00$687.50Jul 10$0.30$1.58$1.88$685.62$701.88
$697.50$685.00Jul 10$0.83$1.10$1.93$683.07$699.43
$695.00$680.00Jul 10$1.42$0.65$2.07$677.93$697.07
$695.00$682.50Jul 10$1.42$0.78$2.20$680.30$697.20
$697.50$687.50Jul 10$0.83$1.58$2.41$685.09$699.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 350 found (best R:R 56.69, avg credit $2.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
600/630645/675Jul 17$29.48$0.5256.69$600.52$674.48
590/600645/675Jul 17$29.22$0.7837.46$570.78$674.22
670/672688/690Jul 24$2.35$0.1515.67$670.15$689.85
675/678690/692Jul 31$2.35$0.1515.67$675.15$692.35
688/690695/698Jul 24$2.30$0.2011.50$687.70$697.30
660/662682/685Aug 14$2.28$0.2210.36$660.22$684.78
670/672675/680Jul 24$4.55$0.4510.11$667.95$679.55
660/662670/675Jul 24$4.45$0.558.09$658.05$674.45
670/672682/688Jul 24$4.45$0.558.09$668.05$686.95
650/655678/682Aug 14$4.45$0.558.09$650.55$681.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$630.00$635.00$640.00Jul 17$0.05$4.9599.00
$700.00$702.50$705.00Aug 14$0.05$2.4549.00
$695.00$697.50$700.00Jul 10$0.06$2.4440.67
$720.00$725.00$730.00Aug 7$0.12$4.8840.67
$735.00$740.00$745.00Aug 14$0.14$4.8634.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$640.00$645.00$650.00Jul 17$0.09$4.9154.56
$670.00$672.50$675.00Jul 10$0.06$2.4440.67
$665.00$667.50$670.00Jul 10$0.07$2.4334.71
$645.00$650.00$655.00Jul 10$0.16$4.8430.25
$645.00$650.00$655.00Jul 17$0.21$4.7922.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 116 found (best net $-0.13, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$745.001:2Jul 10-$0.13$34.87
$750.00$770.001:2Jul 17-$0.05$19.95
$585.00$625.001:2Jul 17-$26.60$13.40
$697.50$707.501:2Aug 7$0.00$10.00
$710.00$720.001:2Aug 14-$0.41$9.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$595.001:2Aug 14-$0.42$34.58
$600.00$575.001:2Jul 31-$0.18$24.82
$682.50$662.501:2Aug 14-$0.36$19.64
$630.00$610.001:2Jul 31-$0.43$19.57
$650.00$630.001:2Aug 14-$0.51$19.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 1.61%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$692.50Aug 14$11.100.490.3%1.61%1.88%4--
$695.00Aug 14$10.300.460.6%1.49%2.13%4--
$695.00Aug 7$8.200.440.6%1.19%1.82%45
$692.50Jul 31$8.000.470.3%1.16%1.43%1--
$700.00Aug 14$7.900.401.4%1.14%2.50%2--
$695.00Jul 31$7.200.440.6%1.04%1.68%422
$697.50Aug 7$6.800.411.0%0.98%1.98%1--
$702.50Aug 14$6.600.361.7%0.96%2.68%81
$705.00Aug 14$5.700.332.1%0.83%2.91%12--
$692.50Jul 24$5.600.460.3%0.81%1.08%618

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,608
Total Puts 2,173
Put/Call Ratio 0.60
Net Difference 1,435

Prior's Put/Call Breakdown

Total Calls 2,974
Total Puts 5,202
Put/Call Ratio 1.75
Net Difference -2,228

Prior 7-Day Put/Call Summary

Total Calls 27,968
Total Puts 18,882
Average Put/Call Ratio 0.74
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All