Tour v346
VRRM
VERRA MOBILITY CORP A
$4.12 -3.29%
7/17 19:29

Option Volume

Detail
Current (07/17) 4,099
Calls: 3,892 (95%)
Puts: 207 (5%)
Prior (07/16) 258
Calls: 181 (70%)
Puts: 77 (30%)
Current vs Prior +1488.76%
Calls: +2050.28% (Calls)
Puts: +168.83% (Puts)
Prior 7-Day Total 4,325
Calls: 3,608 (83%)
Puts: 717 (17%)
Prior 7-Day Average 617
Calls: 515 (83%)
Puts: 102 (17%)
Current vs Prior 7-Day Avg +563.42%
Calls: +655.10%
Puts: +102.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $120.9K
Calls: $98.0K (81%)
Puts: $22.9K (19%)
Prior (07/16) $36.0K
Calls: $14.4K (40%)
Puts: $21.6K (60%)
Current vs Prior +236.13%
Calls: +579.62%
Puts: +6.38%
Prior 7-Day Total $343.7K
Calls: $251.0K (73%)
Puts: $92.7K (27%)
Prior 7-Day Average $49.1K
Calls: $35.9K (73%)
Puts: $13.2K (27%)
Current vs Prior 7-Day Avg +146.25%
Calls: +173.22%
Puts: +73.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.05
Prior (07/16) 0.43
Current vs Prior -87.50%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -87.53%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 33,120
Calls: 31,905 (96%)
Puts: 1,215 (4%)
Prior (07/16) 19,819
Calls: 18,811 (95%)
Puts: 1,008 (5%)
Current vs Prior +67.11%
Prior 7-Day Total 148,669
Calls: 135,436 (91%)
Puts: 13,233 (9%)
Prior 7-Day Average 21,238
Calls: 19,348 (91%)
Puts: 1,890 (9%)
Current vs Prior 7-Day Avg +55.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 22.57% | 32.28%22.57% | 32.28%
Prior 18.31% | 28.40%18.31% | 28.40%
Current vs Prior +76.31% | +39.29%+23.28% | +13.65%
Prior 7-Day Avg 18.54% | 29.47%18.54% | 29.47%
Current vs 7-Day Avg +74.13% | +34.23%+21.76% | +9.52%
Prior 7-Day Eod 18.31% | 28.40%18.31% | 28.40%
Current vs 7-Day Eod +76.31% | +39.29%+23.28% | +13.65%
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

Strong bullish conviction with 81% of dollar volume in calls ($98.0K) vs puts ($22.9K). Massive premium surge with dollar volume up 236% vs prior. Dollar volume significantly above 7-day average (146% higher). Unusually high activity with volume up 1489% vs prior - elevated interest.

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 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 1 of results (avg 9.5%, best 9.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.001.10$1.059.5%1210.67441

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.90, cheapest $0.90)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.850.95$0.9011.1%830.89774

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 2 found (avg delta 0.78, highest 0.89)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.850.95$0.9011.1%830.89774
$5.00Aug 211.001.10$1.059.5%1210.67441

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 314, top 121)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.000.05$0.03166.7%760.104.6K
$5.00Aug 210.150.40$0.2889.3%340.366.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.001.10$1.059.5%1210.67441
$5.00Jul 170.850.95$0.9011.1%830.89774

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 1693.3%, max 1693.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 211870.7%104.3%1693.3%11011.1K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 211870.7%104.3%1693.3%2041.2K

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 $0.20, cheapest $0.15)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Aug 21$0.251870.7%104.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 17Aug 21$0.151870.7%104.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 22.57% of stock, avg 27.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 17$0.03$0.90$0.93$4.07$5.9322.57%
$5.00Aug 21$0.28$1.05$1.33$3.67$6.3332.28%

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 3.64%, avg 3.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.150.3621.4%3.64%25.00%346.5K

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 3,892
Total Puts 207
Put/Call Ratio 0.05
Net Difference 3,685

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,608
Total Puts 717
Average Put/Call Ratio 0.43
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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