Tour v297
VOO
VANGUARD S&P 500 ETF
$687.08 -0.51%
$686.41 (-0.10%)🌙
as of 07/07 07:12 PM
7/7 19:12

Option Volume

Detail
Current (07/07) 3,189
Calls: 2,034 (64%)
Puts: 1,155 (36%)
Prior (07/06) 5,781
Calls: 3,608 (62%)
Puts: 2,173 (38%)
Current vs Prior -44.84%
Calls: -43.63% (Calls)
Puts: -46.85% (Puts)
Prior 7-Day Total 52,631
Calls: 31,576 (60%)
Puts: 21,055 (40%)
Prior 7-Day Average 7,518
Calls: 4,510 (60%)
Puts: 3,007 (40%)
Current vs Prior 7-Day Avg -57.59%
Calls: -54.91%
Puts: -61.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $10.59M
Calls: $10.25M (97%)
Puts: $343.6K (3%)
Prior (07/06) $9.62M
Calls: $9.16M (95%)
Puts: $459.0K (5%)
Current vs Prior +10.11%
Calls: +11.88%
Puts: -25.14%
Prior 7-Day Total $119.74M
Calls: $105.26M (88%)
Puts: $14.49M (12%)
Prior 7-Day Average $17.11M
Calls: $15.04M (88%)
Puts: $2.07M (12%)
Current vs Prior 7-Day Avg -38.10%
Calls: -31.87%
Puts: -83.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.57
Prior (07/06) 0.60
Current vs Prior -5.72%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -21.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 21,732
Calls: 10,850 (50%)
Puts: 10,882 (50%)
Prior (07/06) 24,288
Calls: 10,553 (43%)
Puts: 13,735 (57%)
Current vs Prior -10.52%
Prior 7-Day Total 175,483
Calls: 108,025 (62%)
Puts: 67,458 (38%)
Prior 7-Day Average 25,069
Calls: 15,432 (62%)
Puts: 9,636 (38%)
Current vs Prior 7-Day Avg -13.31%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.19% | 1.78%1.78% | 4.41%
Prior 1.07% | 1.81%1.81% | 4.29%
Current vs Prior +11.41% | -1.50%-1.50% | +2.89%
Prior 7-Day Avg 1.25% | 2.07%1.81% | 4.29%
Current vs 7-Day Avg -4.83% | -13.96%-1.50% | +2.89%
Prior 7-Day Eod 1.07% | 1.81%-- | --
Current vs 7-Day Eod +11.41% | -1.50%-- | --
Sentiment BEARISHBULLISH

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 40.83% | 44.94%
Calls: 32.49% | 29.09%
Puts: 49.17% | 60.79%
Current vs 7-Day Avg -4.19% | +6.05%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($10.25M) vs puts ($343.6K). Below-average activity with volume down 45% vs prior. Bullish P/C ratio of 0.57.

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 NEUTRAL
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 33 of results (avg 5.8%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 10135.50139.20$137.352.7%341.006
$555.00Jul 10130.50134.20$132.352.8%11.00--
$560.00Jul 10125.50129.20$127.352.9%31.003
$565.00Jul 10120.50124.20$122.353.0%50.943
$570.00Jul 10115.50119.30$117.403.2%30.94--
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 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 10135.50139.20$137.352.7%341.006
$555.00Jul 10130.50134.20$132.352.8%11.00--
$560.00Jul 10125.50129.20$127.352.9%31.003
$600.00Jul 1085.5089.30$87.404.3%21.002
$612.50Jul 1073.1076.80$74.954.9%271.0037
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 106.709.90$8.3038.6%100.89--
$690.00Jul 103.006.40$4.7072.3%270.6832
$695.00Jul 249.0012.10$10.5529.4%10.67--
$690.00Jul 246.909.30$8.1029.6%30.56--
$687.50Jul 102.754.40$3.5846.1%420.5422

Most actively traded options today. High liquidity = easy entry/exit. 216 active (total vol 2.4K, top 318)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$687.50Jul 102.453.50$2.9835.2%3180.4744
$690.00Jul 101.001.95$1.4864.2%1100.32303
$695.00Jul 171.753.60$2.6869.0%600.30150
$697.50Jul 100.100.40$0.25120.0%560.07389
$692.50Jul 100.601.30$0.9573.7%460.22470
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Jul 240.000.70$0.35200.0%700.02--
$575.00Jul 310.100.70$0.40150.0%700.02--
$680.00Jul 100.901.60$1.2556.0%630.23113
$677.50Jul 100.351.10$0.73102.7%540.1541
$665.00Jul 100.000.25$0.13192.3%430.03136

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 47.9%, max 167.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 10Jul 2476.5%29.0%164.0%2038
$640.00Jul 10Aug 1445.8%19.0%141.1%3--
$635.00Jul 10Jul 2449.0%21.1%131.6%1711
$620.00Jul 10Jul 2457.7%27.8%107.6%2149
$630.00Jul 10Jul 1751.2%27.6%85.7%27128
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$625.00Jul 10Aug 2155.8%20.9%167.7%3169
$630.00Jul 10Jul 3151.2%21.4%139.7%269
$635.00Jul 10Jul 1749.0%24.4%100.8%5--
$600.00Jul 17Aug 2142.8%24.2%76.8%6229
$655.00Jul 10Aug 2129.3%16.8%74.5%318

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 165.67, avg 11.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$740.00$760.00Aug 21$0.20$19.80$0.2099.00$740.20
$715.00$740.00Jul 31$0.55$24.45$0.5544.45$715.55
$707.50$710.00Jul 10$0.10$2.40$0.1024.00$707.60
$720.00$730.00Aug 7$0.42$9.58$0.4222.81$720.42
$695.00$697.50Jul 10$0.13$2.37$0.1318.23$695.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$575.00$555.00Aug 7$0.12$19.88$0.12165.67$574.88
$595.00$565.00Jul 17$0.28$29.72$0.28106.14$594.72
$625.00$605.00Jul 31$0.27$19.73$0.2773.07$624.73
$667.50$660.00Jul 24$0.15$7.35$0.1549.00$667.35
$655.00$650.00Jul 10$0.12$4.88$0.1240.67$654.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 59.00, avg 2.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$620.00$635.00Jul 24$14.75$14.75$0.2559.00$634.75
$655.00$672.50Jul 10$17.20$17.20$0.3057.33$672.20
$640.00$650.00Jul 17$9.70$9.70$0.3032.33$649.70
$665.00$675.00Jul 17$9.50$9.50$0.5019.00$674.50
$635.00$637.50Jul 10$2.35$2.35$0.1515.67$637.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$695.00$690.00Jul 10$3.60$3.60$1.402.57$691.40
$687.50$685.00Jul 10$1.53$1.53$0.971.58$685.97
$690.00$687.50Aug 7$1.50$1.50$1.001.50$688.50
$687.50$685.00Jul 24$1.40$1.40$1.101.27$686.10
$685.00$682.50Jul 17$1.25$1.25$1.251.00$683.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.62, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$740.00Jul 31Aug 21$0.1215.7%12.1%
$710.00Jul 10Jul 17$0.2515.4%12.0%
$705.00Jul 10Jul 17$0.3013.8%10.4%
$702.50Jul 10Jul 17$0.3512.9%9.8%
$712.50Jul 17Jul 24$0.4011.3%11.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$575.00Jul 24Jul 31$0.0539.4%34.0%
$555.00Jul 31Aug 7$0.0839.0%35.3%
$600.00Jul 17Aug 7$0.1742.8%25.7%
$645.00Jul 17Jul 24$0.3921.8%19.2%
$650.00Jul 10Jul 17$0.4729.7%21.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 0.90% of stock, avg 4.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$690.00Jul 10$1.48$4.70$6.18$683.82$696.180.90%
$687.50Jul 10$2.98$3.58$6.56$680.94$694.060.95%
$685.00Jul 10$4.60$2.05$6.65$678.35$691.650.97%
$682.50Jul 10$6.30$1.73$8.03$674.47$690.531.17%
$695.00Jul 10$0.38$8.30$8.68$686.32$703.681.26%
$687.50Jul 17$5.65$5.40$11.05$676.45$698.551.61%
$677.50Jul 10$10.60$0.73$11.33$666.17$688.831.65%
$685.00Jul 17$6.85$4.70$11.55$673.45$696.551.68%
$675.00Jul 10$12.65$0.63$13.28$661.72$688.281.93%
$680.00Jul 17$10.75$2.90$13.65$666.35$693.651.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.13% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$697.50$675.00Jul 10$0.25$0.63$0.88$674.12$698.38
$697.50$677.50Jul 10$0.25$0.73$0.98$676.52$698.48
$695.00$675.00Jul 10$0.38$0.63$1.01$673.99$696.01
$695.00$677.50Jul 10$0.38$0.73$1.11$676.39$696.11
$697.50$680.00Jul 10$0.25$1.25$1.50$678.50$699.00
$692.50$675.00Jul 10$0.95$0.63$1.58$673.42$694.08
$692.50$677.50Jul 10$0.95$0.73$1.68$675.82$694.18
$695.00$680.00Jul 10$0.38$1.25$1.63$678.37$696.63
$697.50$682.50Jul 10$0.25$1.73$1.98$680.52$699.48
$690.00$675.00Jul 10$1.48$0.63$2.11$672.89$692.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 369 found (best R:R 34.71, avg credit $3.19)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
645/650665/675Jul 17$9.72$0.2834.71$640.28$674.72
665/668675/680Jul 17$4.80$0.2024.00$662.70$679.80
675/678680/685Jul 17$4.73$0.2717.52$672.77$684.73
665/668688/690Jul 17$2.35$0.1515.67$665.15$689.85
670/672675/680Jul 17$4.67$0.3314.15$667.83$679.67
665/668680/685Jul 17$4.65$0.3513.29$662.85$684.65
675/680685/690Aug 21$4.65$0.3513.29$675.35$689.65
650/652690/692Jul 31$2.30$0.2011.50$650.20$692.30
665/670685/690Aug 21$4.60$0.4011.50$665.40$689.60
645/650655/665Jul 17$9.17$0.8311.05$640.83$664.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$560.00$565.00$570.00Jul 10$0.05$4.9599.00
$730.00$735.00$740.00Aug 21$0.06$4.9482.33
$605.00$607.50$610.00Jul 10$0.05$2.4549.00
$645.00$655.00$665.00Aug 21$0.25$9.7539.00
$675.00$680.00$685.00Jul 17$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$610.00$625.00$640.00Aug 21$0.18$14.8282.33
$655.00$660.00$665.00Jul 10$0.08$4.9261.50
$685.00$687.50$690.00Jul 31$0.05$2.4549.00
$625.00$630.00$635.00Jul 10$0.11$4.8944.45
$630.00$635.00$640.00Jul 17$0.16$4.8430.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 139 found (best net $-0.37, 120 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$745.001:2Jul 10-$0.13$34.87
$740.00$760.001:2Aug 21-$0.10$19.90
$677.50$690.001:2Aug 7-$1.30$11.20
$690.00$700.001:2Aug 7-$0.60$9.40
$712.50$720.001:2Jul 17-$0.47$7.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$575.001:2Jul 24-$0.37$54.63
$605.00$575.001:2Jul 31-$0.32$29.68
$600.00$575.001:2Aug 7-$0.45$24.55
$625.00$600.001:2Jul 17-$0.66$24.34
$625.00$605.001:2Jul 31-$0.21$19.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 1.79%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$690.00Aug 21$12.300.470.4%1.79%2.22%8262
$687.50Aug 14$12.100.510.1%1.76%1.82%12
$687.50Jul 31$9.600.510.1%1.40%1.46%549
$695.00Aug 21$9.500.421.1%1.38%2.54%1167
$692.50Aug 14$9.300.450.8%1.35%2.14%23
$690.00Aug 7$9.200.470.4%1.34%1.76%2746
$690.00Jul 31$7.900.470.4%1.15%1.57%2776
$700.00Aug 21$7.700.361.9%1.12%3.00%4223
$700.00Aug 14$6.500.361.9%0.95%2.83%22
$687.50Jul 24$6.400.490.1%0.93%0.99%13

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 2,034
Total Puts 1,155
Put/Call Ratio 0.57
Net Difference 879

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,576
Total Puts 21,055
Average Put/Call Ratio 0.72
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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