Tour v344
VRRM
VERRA MOBILITY CORP A
$4.26 -0.70%
$4.25 (-0.14%)🌙
as of 07/16 07:11 PM
7/16 19:11

Option Volume

Detail
Current (07/16) 258
Calls: 181 (70%)
Puts: 77 (30%)
Prior (07/15) 246
Calls: 209 (85%)
Puts: 37 (15%)
Current vs Prior +4.88%
Calls: -13.40% (Calls)
Puts: +108.11% (Puts)
Prior 7-Day Total 4,267
Calls: 3,595 (84%)
Puts: 672 (16%)
Prior 7-Day Average 609
Calls: 513 (84%)
Puts: 96 (16%)
Current vs Prior 7-Day Avg -57.68%
Calls: -64.76%
Puts: -19.79%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $36.0K
Calls: $14.4K (40%)
Puts: $21.6K (60%)
Prior (07/15) $7.8K
Calls: $4.9K (62%)
Puts: $2.9K (38%)
Current vs Prior +359.54%
Calls: +194.97%
Puts: +633.16%
Prior 7-Day Total $318.2K
Calls: $241.9K (76%)
Puts: $76.3K (24%)
Prior 7-Day Average $45.5K
Calls: $34.6K (76%)
Puts: $10.9K (24%)
Current vs Prior 7-Day Avg -20.86%
Calls: -58.27%
Puts: +97.74%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.43
Prior (07/15) 0.18
Current vs Prior +140.30%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +8.20%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 19,819
Calls: 18,811 (95%)
Puts: 1,008 (5%)
Prior (07/15) 22,834
Calls: 21,392 (94%)
Puts: 1,442 (6%)
Current vs Prior -13.20%
Prior 7-Day Total 157,958
Calls: 144,544 (92%)
Puts: 13,414 (8%)
Prior 7-Day Average 22,565
Calls: 20,649 (92%)
Puts: 1,916 (8%)
Current vs Prior 7-Day Avg -12.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 18.31% | 28.40%18.31% | 28.40%
Prior 17.72% | 30.54%17.72% | 30.54%
Current vs Prior +3.35% | -6.98%+3.35% | -6.98%
Prior 7-Day Avg 19.07% | 29.14%19.07% | 29.14%
Current vs 7-Day Avg -3.99% | -2.53%-3.99% | -2.53%
Prior 7-Day Eod 17.72% | 30.54%17.72% | 30.54%
Current vs 7-Day Eod +3.35% | -6.98%+3.35% | -6.98%
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

Massive premium surge with dollar volume up 360% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (181 calls vs 77 puts). P/C ratio rising 140% - increased hedging/bearish positioning. Call-heavy open interest (18,811 calls vs 1,008 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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. 1 found (avg delta 0.88, highest 0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.650.85$0.7526.7%50.88--

Most actively traded options today. High liquidity = easy entry/exit. 3 active (total vol 58, top 47)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.000.05$0.03166.7%470.114.6K
$5.00Aug 210.200.35$0.2853.6%60.376.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.650.85$0.7526.7%50.88--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 159.8%, max 159.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 21243.9%93.9%159.8%5311.1K
PUTS (0)
No puts found

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. 1 found (avg debit $0.25, cheapest $0.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Aug 21$0.25243.9%93.9%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 18.31% of stock, avg 18.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 17$0.03$0.75$0.78$4.22$5.7818.31%

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 4.69%, avg 4.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.200.3717.4%4.69%22.07%66.5K

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 181
Total Puts 77
Put/Call Ratio 0.43
Net Difference 104

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,595
Total Puts 672
Average Put/Call Ratio 0.39
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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