Tour v297
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$21.69 +0.93%
$21.78 (+0.41%)🌙
as of 07/07 07:13 PM
7/7 19:13

Option Volume

Detail
Current (07/07) 65,201
Calls: 58,089 (89%)
Puts: 7,112 (11%)
Prior (07/06) 29,924
Calls: 22,578 (75%)
Puts: 7,346 (25%)
Current vs Prior +117.89%
Calls: +157.28% (Calls)
Puts: -3.19% (Puts)
Prior 7-Day Total 436,989
Calls: 248,197 (57%)
Puts: 188,792 (43%)
Prior 7-Day Average 62,427
Calls: 35,456 (57%)
Puts: 26,970 (43%)
Current vs Prior 7-Day Avg +4.44%
Calls: +63.83%
Puts: -73.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $3.56M
Calls: $2.46M (69%)
Puts: $1.11M (31%)
Prior (07/06) $2.22M
Calls: $1.06M (48%)
Puts: $1.16M (52%)
Current vs Prior +60.42%
Calls: +130.89%
Puts: -4.37%
Prior 7-Day Total $29.09M
Calls: $8.15M (28%)
Puts: $20.94M (72%)
Prior 7-Day Average $4.16M
Calls: $1.16M (28%)
Puts: $2.99M (72%)
Current vs Prior 7-Day Avg -14.22%
Calls: +111.00%
Puts: -62.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.12
Prior (07/06) 0.33
Current vs Prior -62.37%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -83.12%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 137,124
Calls: 94,523 (69%)
Puts: 42,601 (31%)
Prior (07/06) 153,273
Calls: 109,288 (71%)
Puts: 43,985 (29%)
Current vs Prior -10.54%
Prior 7-Day Total 1,480,675
Calls: 843,975 (57%)
Puts: 636,700 (43%)
Prior 7-Day Average 211,525
Calls: 120,567 (57%)
Puts: 90,957 (43%)
Current vs Prior 7-Day Avg -35.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.66% | 8.02%8.02% | 19.32%
Prior 4.65% | 8.47%8.47% | 18.75%
Current vs Prior +0.07% | -5.28%-5.28% | +3.01%
Prior 7-Day Avg 4.52% | 7.39%8.47% | 18.75%
Current vs 7-Day Avg +3.02% | +8.56%-5.28% | +3.01%
Prior 7-Day Eod 4.65% | 8.47%-- | --
Current vs 7-Day Eod +0.07% | -5.28%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Prior 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 43.96% | 43.15%
Calls: 48.64% | 38.12%
Puts: 39.27% | 48.18%
Current vs 7-Day Avg +79.19% | -62.71%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($2.46M). Elevated premium activity with dollar volume up 60% vs prior. Unusually high activity with volume up 118% vs prior - elevated interest. Extreme bullish P/C ratio of 0.12 - heavy call buying (58,089 calls vs 7,112 puts).

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 BEARISH
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 2 of results (avg 8.5%, best 7.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.510.55$0.537.5%7.7K0.44864
$25.00Aug 210.911.00$0.969.4%3630.31872
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.54, cheapest $0.27)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.250.29$0.2714.8%4700.26854
$22.50Jul 170.340.39$0.3713.5%1.5K0.33302
$22.00Jul 170.510.55$0.537.5%7.7K0.44864
$25.00Aug 210.911.00$0.969.4%3630.31872
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 100.260.29$0.2810.7%6360.42693
$22.00Jul 170.780.90$0.8414.3%1240.562.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 55 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 103.454.00$3.7314.7%11.0055
$19.00Jul 102.463.05$2.7621.4%71.005
$20.00Jul 101.481.82$1.6520.6%4511.00206
$19.00Jul 242.433.10$2.7724.2%961.00100
$20.50Jul 100.901.48$1.1948.7%410.9229
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 104.054.85$4.4518.0%160.98113
$25.00Jul 103.053.75$3.4020.6%10.97--
$25.50Jul 103.554.15$3.8515.6%410.9680
$24.00Jul 102.042.54$2.2921.8%370.94399
$26.00Jul 174.004.65$4.3315.0%100.94574

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 57.6K, top 20.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 100.240.30$0.2722.2%20.2K0.383.4K
$22.00Jul 170.510.55$0.537.5%7.7K0.44864
$25.00Jul 170.060.11$0.0955.6%3.4K0.093.9K
$22.50Jul 100.080.15$0.1258.3%2.8K0.211.4K
$23.00Jul 100.060.10$0.0850.0%2.5K0.144.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 100.050.11$0.0875.0%1.9K0.191.0K
$22.00Jul 100.500.65$0.5726.3%6540.621.2K
$21.50Jul 100.260.29$0.2810.7%6360.42693
$19.00Jul 240.010.06$0.03166.7%4520.0581
$21.00Jul 240.270.87$0.57105.3%3690.38313

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 30.8%, max 80.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 10Jul 2465.1%36.0%80.8%103105
$24.50Jul 10Aug 14107.6%66.1%62.8%445.1K
$18.00Jul 10Aug 1488.3%57.4%53.6%10155
$20.50Jul 10Jul 2447.2%35.4%33.4%9952
$26.00Jul 10Aug 2193.8%72.4%29.5%242.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Jul 10Jul 3198.1%65.5%49.8%7980
$19.00Jul 10Aug 2165.1%45.8%42.2%78--
$26.00Jul 10Aug 2193.8%72.4%29.5%17186
$24.00Jul 10Jul 3172.2%59.7%20.8%47416
$25.00Jul 10Aug 2181.0%71.3%13.6%5--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 8.09, avg 2.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.00Aug 21$0.12$0.88$0.127.33$24.12
$24.00$25.00Jul 31$0.15$0.85$0.155.67$24.15
$24.00$26.00Aug 7$0.34$1.66$0.344.88$24.34
$25.00$26.00Aug 21$0.18$0.82$0.184.56$25.18
$24.50$25.00Jul 24$0.10$0.40$0.104.00$24.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$18.00Jul 17$0.11$0.89$0.118.09$18.89
$21.00$20.00Jul 17$0.23$0.77$0.233.35$20.77
$19.50$19.00Jul 24$0.12$0.38$0.123.17$19.38
$19.50$19.00Aug 14$0.12$0.38$0.123.17$19.38
$21.00$20.00Aug 21$0.27$0.73$0.272.70$20.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 15.67, avg 1.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$20.50Jul 24$1.36$1.36$0.149.71$20.36
$20.00$21.00Jul 17$0.79$0.79$0.213.76$20.79
$20.00$21.00Aug 21$0.77$0.77$0.233.35$20.77
$19.50$20.00Aug 7$0.37$0.37$0.132.85$19.87
$18.50$20.00Aug 14$1.05$1.05$0.452.33$19.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$23.00Aug 21$1.88$1.88$0.1215.67$23.12
$25.00$24.00Jul 17$0.87$0.87$0.136.69$24.13
$24.00$23.00Jul 17$0.86$0.86$0.146.14$23.14
$25.00$24.00Jul 31$0.84$0.84$0.165.25$24.16
$26.00$22.00Aug 7$3.29$3.29$0.714.63$22.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $0.24, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Jul 10Jul 17$0.0693.8%69.6%
$18.00Jul 10Aug 14$0.0788.3%57.4%
$25.00Jul 10Jul 17$0.0781.0%61.6%
$24.00Jul 10Jul 17$0.0972.2%54.5%
$23.50Jul 10Jul 17$0.1165.9%50.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Jul 10Jul 17$0.0642.3%39.3%
$25.50Jul 10Jul 17$0.0898.1%65.9%
$19.00Jul 10Jul 17$0.1165.1%65.7%
$24.00Jul 10Jul 17$0.1772.2%54.5%
$23.00Jul 10Jul 17$0.2060.3%51.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 3.32% of stock, avg 13.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.50Jul 10$0.44$0.28$0.72$20.78$22.223.32%
$21.00Jul 10$0.73$0.08$0.81$20.19$21.813.73%
$22.00Jul 10$0.27$0.57$0.84$21.16$22.843.87%
$22.50Jul 10$0.12$0.97$1.09$21.41$23.595.03%
$21.00Jul 17$0.90$0.30$1.20$19.80$22.205.53%
$20.50Jul 10$1.19$0.04$1.23$19.27$21.735.67%
$22.00Jul 17$0.53$0.84$1.37$20.63$23.376.32%
$23.00Jul 10$0.08$1.40$1.48$21.52$24.486.82%
$22.50Jul 17$0.37$1.22$1.59$20.91$24.097.33%
$20.00Jul 10$1.65$0.01$1.66$18.34$21.667.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 124 found (cheapest 0.41% of stock, avg 6.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$20.50Jul 10$0.05$0.04$0.09$20.41$23.59
$23.00$20.50Jul 10$0.08$0.04$0.12$20.38$23.12
$23.50$21.00Jul 10$0.05$0.08$0.13$20.87$23.63
$24.50$20.50Jul 10$0.11$0.04$0.15$20.35$24.65
$22.50$20.50Jul 10$0.12$0.04$0.16$20.34$22.66
$23.00$21.00Jul 10$0.08$0.08$0.16$20.84$23.16
$24.50$21.00Jul 10$0.11$0.08$0.19$20.81$24.69
$22.50$21.00Jul 10$0.12$0.08$0.20$20.80$22.70
$24.00$20.00Jul 17$0.13$0.07$0.20$19.80$24.20
$23.50$20.00Jul 17$0.16$0.07$0.23$19.77$23.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 9.00, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1920/21Jul 17$0.90$0.109.00$18.10$20.90
19/2023/24Aug 21$0.89$0.118.09$19.11$23.89
22/2424/25Jul 24$1.61$0.394.13$22.39$26.11
19/2025/26Aug 21$0.80$0.204.00$19.20$25.80
19/2022/22Aug 14$0.38$0.123.17$19.12$21.88
19/2020/21Jul 24$0.37$0.132.85$19.13$20.87
19/2024/25Aug 21$0.74$0.262.85$19.26$24.74
22/2325/26Aug 21$0.72$0.282.57$22.28$25.72
20/2122/22Jul 24$0.71$0.292.45$20.29$22.71
21/2222/22Jul 10$0.35$0.152.33$21.15$22.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 8.09, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Aug 21$0.11$0.898.09
$22.00$22.50$23.00Jul 17$0.06$0.447.33
$24.00$24.50$25.00Jul 17$0.06$0.447.33
$24.00$25.00$26.00Jul 31$0.12$0.887.33
$23.00$24.00$25.00Aug 21$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$19.50$20.00Aug 7$0.06$0.447.33
$22.50$23.00$23.50Jul 10$0.07$0.436.14
$21.00$21.50$22.00Jul 10$0.09$0.414.56
$23.50$24.00$24.50Jul 10$0.10$0.404.00
$21.50$22.00$22.50Jul 10$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-0.06, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$26.001:2Aug 7-$0.06$1.94
$22.00$24.001:2Aug 14-$0.37$1.63
$20.00$22.001:2Aug 7-$0.41$1.59
$19.00$20.501:2Jul 24-$0.05$1.45
$25.00$26.001:2Jul 10$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$23.001:2Aug 21-$0.77$1.23
$22.00$21.001:2Jul 24-$0.11$0.89
$20.00$19.001:2Jul 17-$0.17$0.83
$19.00$18.001:2Aug 14-$0.22$0.78
$19.00$18.001:2Aug 21-$0.32$0.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 6.22%, avg 2.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Aug 21$1.350.501.4%6.22%7.65%188356
$22.00Aug 14$1.120.501.4%5.16%6.59%4--
$23.00Aug 21$1.060.426.0%4.89%10.93%48282
$22.00Aug 7$0.990.491.4%4.56%5.99%5250
$24.00Aug 21$0.930.3610.7%4.29%14.94%211848
$22.00Jul 31$0.910.461.4%4.20%5.62%1.6K222
$25.00Aug 21$0.910.3115.3%4.20%19.46%363872
$24.00Aug 14$0.740.3410.7%3.41%14.06%84631
$22.00Jul 24$0.650.461.4%3.00%4.43%1658
$25.00Aug 14$0.650.2915.3%3.00%18.26%172364

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 58,089
Total Puts 7,112
Put/Call Ratio 0.12
Net Difference 50,977

Prior's Put/Call Breakdown

Total Calls 22,578
Total Puts 7,346
Put/Call Ratio 0.33
Net Difference 15,232

Prior 7-Day Put/Call Summary

Total Calls 248,197
Total Puts 188,792
Average Put/Call Ratio 0.73
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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