Tour v308
VRRM
VERRA MOBILITY CORP A
$4.22 -0.12%
$4.23 (+0.24%)🌙
as of 07/09 07:13 PM
7/9 19:13

Option Volume

Detail
Current (07/09) 291
Calls: 269 (92%)
Puts: 22 (8%)
Prior (07/08) 309
Calls: 102 (33%)
Puts: 207 (67%)
Current vs Prior -5.83%
Calls: +163.73% (Calls)
Puts: -89.37% (Puts)
Prior 7-Day Total 11,276
Calls: 10,445 (93%)
Puts: 831 (7%)
Prior 7-Day Average 1,610
Calls: 1,492 (93%)
Puts: 118 (7%)
Current vs Prior 7-Day Avg -81.94%
Calls: -81.97%
Puts: -81.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $6.0K
Calls: $3.9K (65%)
Puts: $2.1K (35%)
Prior (07/08) $31.9K
Calls: $7.3K (23%)
Puts: $24.6K (77%)
Current vs Prior -81.27%
Calls: -46.84%
Puts: -91.42%
Prior 7-Day Total $559.1K
Calls: $459.0K (82%)
Puts: $100.2K (18%)
Prior 7-Day Average $79.9K
Calls: $65.6K (82%)
Puts: $14.3K (18%)
Current vs Prior 7-Day Avg -92.53%
Calls: -94.12%
Puts: -85.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.08
Prior (07/08) 2.03
Current vs Prior -95.97%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -82.53%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 20,618
Calls: 19,075 (93%)
Puts: 1,543 (7%)
Prior (07/08) 19,201
Calls: 16,567 (86%)
Puts: 2,634 (14%)
Current vs Prior +7.38%
Prior 7-Day Total 164,048
Calls: 146,921 (90%)
Puts: 17,127 (10%)
Prior 7-Day Average 23,435
Calls: 20,988 (90%)
Puts: 2,446 (10%)
Current vs Prior 7-Day Avg -12.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 21.33% | 31.52%21.33% | 31.52%
Prior 22.04% | 28.44%22.04% | 28.44%
Current vs Prior -3.23% | +10.83%-3.23% | +10.83%
Prior 7-Day Avg 22.00% | 29.92%21.07% | 27.84%
Current vs 7-Day Avg -3.04% | +5.35%+1.24% | +13.19%
Prior 7-Day Eod 22.04% | 28.44%-- | --
Current vs 7-Day Eod -3.23% | +10.83%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.83% | 109.86%
Calls: 75.76% | 139.71%
Puts: 13.89% | 80.00%
Prior 44.83% | 109.86%
Calls: 75.76% | 139.71%
Puts: 13.89% | 80.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 44.83% | 109.86%
Calls: 75.76% | 139.71%
Puts: 13.89% | 80.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($3.9K). Light premium activity with dollar volume down 81% vs prior. Extreme bullish P/C ratio of 0.08 - heavy call buying (269 calls vs 22 puts). P/C ratio dropping 96% - 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 2 found (avg delta 0.73, highest 0.83)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.750.95$0.8523.5%60.831.2K
$5.00Aug 210.801.20$1.0040.0%160.63384

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 248, top 217)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.000.10$0.05200.0%2170.164.6K
$5.00Aug 210.250.40$0.3345.5%90.406.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.801.20$1.0040.0%160.63384
$5.00Jul 170.750.95$0.8523.5%60.831.2K

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 9.4%, max 9.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 21105.8%96.7%9.4%22610.9K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 21105.8%96.7%9.4%221.5K

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

No setups found for this strategy

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

No setups found for this strategy

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.22, cheapest $0.15)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Aug 21$0.28105.8%96.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Aug 21$0.15105.8%96.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 21.33% of stock, avg 26.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 17$0.05$0.85$0.90$4.10$5.9021.33%
$5.00Aug 21$0.33$1.00$1.33$3.67$6.3331.52%

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

No strangle setups found

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

No iron condor setups found

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

No setups found for this strategy

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. 1 found (best yield 5.92%, avg 5.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.250.4018.5%5.92%24.41%96.4K

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 269
Total Puts 22
Put/Call Ratio 0.08
Net Difference 247

Prior's Put/Call Breakdown

Total Calls 102
Total Puts 207
Put/Call Ratio 2.03
Net Difference -105

Prior 7-Day Put/Call Summary

Total Calls 10,445
Total Puts 831
Average Put/Call Ratio 0.47
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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