Tour v340
VRRM
VERRA MOBILITY CORP A
$4.29 -1.15%
$4.32 (+0.70%)🌙
as of 07/15 07:18 PM
7/15 19:18

Option Volume

Detail
Current (07/15) 246
Calls: 209 (85%)
Puts: 37 (15%)
Prior (07/14) 823
Calls: 787 (96%)
Puts: 36 (4%)
Current vs Prior -70.11%
Calls: -73.44% (Calls)
Puts: +2.78% (Puts)
Prior 7-Day Total 5,272
Calls: 4,625 (88%)
Puts: 647 (12%)
Prior 7-Day Average 753
Calls: 660 (88%)
Puts: 92 (12%)
Current vs Prior 7-Day Avg -67.34%
Calls: -68.37%
Puts: -59.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $7.8K
Calls: $4.9K (62%)
Puts: $2.9K (38%)
Prior (07/14) $64.4K
Calls: $58.9K (92%)
Puts: $5.4K (8%)
Current vs Prior -87.84%
Calls: -91.70%
Puts: -45.99%
Prior 7-Day Total $364.0K
Calls: $289.2K (79%)
Puts: $74.8K (21%)
Prior 7-Day Average $52.0K
Calls: $41.3K (79%)
Puts: $10.7K (21%)
Current vs Prior 7-Day Avg -84.95%
Calls: -88.17%
Puts: -72.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.18
Prior (07/14) 0.05
Current vs Prior +287.01%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg -52.07%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 22,834
Calls: 21,392 (94%)
Puts: 1,442 (6%)
Prior (07/14) 19,694
Calls: 18,657 (95%)
Puts: 1,037 (5%)
Current vs Prior +15.94%
Prior 7-Day Total 170,069
Calls: 155,765 (92%)
Puts: 14,304 (8%)
Prior 7-Day Average 24,295
Calls: 22,252 (92%)
Puts: 2,043 (8%)
Current vs Prior 7-Day Avg -6.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 17.72% | 30.54%17.72% | 30.54%
Prior 17.51% | 30.18%17.51% | 30.18%
Current vs Prior +1.17% | +1.17%+1.17% | +1.17%
Prior 7-Day Avg 19.27% | 28.93%19.27% | 28.93%
Current vs 7-Day Avg -8.08% | +5.57%-8.08% | +5.57%
Prior 7-Day Eod 17.51% | 30.18%17.51% | 30.18%
Current vs 7-Day Eod +1.17% | +1.17%+1.17% | +1.17%
Sentiment BEARISHBEARISH

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 62% call dollar volume ($4.9K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 70% vs prior. Extreme bullish P/C ratio of 0.18 - heavy call buying (209 calls vs 37 puts).

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 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 0.75, highest 0.88)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.550.90$0.7347.9%300.88--
$5.00Aug 210.851.10$0.9825.5%50.62436

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 106, top 70)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.000.05$0.03166.7%700.114.5K
$5.00Aug 210.200.45$0.3375.8%10.39--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.550.90$0.7347.9%300.88--
$5.00Aug 210.851.10$0.9825.5%50.62436

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 59.8%, max 59.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 21163.3%102.2%59.8%714.5K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 21163.3%102.2%59.8%35436

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 $0.28, cheapest $0.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Aug 21$0.30163.3%102.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Aug 21$0.25163.3%102.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 17.72% of stock, avg 24.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 17$0.03$0.73$0.76$4.24$5.7617.72%
$5.00Aug 21$0.33$0.98$1.31$3.69$6.3130.54%

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 4.66%, avg 4.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.200.3916.6%4.66%21.21%1--

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 209
Total Puts 37
Put/Call Ratio 0.18
Net Difference 172

Prior's Put/Call Breakdown

Total Calls 787
Total Puts 36
Put/Call Ratio 0.05
Net Difference 751

Prior 7-Day Put/Call Summary

Total Calls 4,625
Total Puts 647
Average Put/Call Ratio 0.37
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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