Tour v309
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$21.13 -2.09%
$21.17 (+0.19%)🌙
as of 07/10 07:14 PM
7/10 19:14

Option Volume

Detail
Current (07/10) 51,296
Calls: 36,255 (71%)
Puts: 15,041 (29%)
Prior (07/09) 24,809
Calls: 19,355 (78%)
Puts: 5,454 (22%)
Current vs Prior +106.76%
Calls: +87.32% (Calls)
Puts: +175.78% (Puts)
Prior 7-Day Total 383,597
Calls: 260,980 (68%)
Puts: 122,617 (32%)
Prior 7-Day Average 54,799
Calls: 37,282 (68%)
Puts: 17,516 (32%)
Current vs Prior 7-Day Avg -6.39%
Calls: -2.76%
Puts: -14.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $4.09M
Calls: $1.19M (29%)
Puts: $2.91M (71%)
Prior (07/09) $1.21M
Calls: $610.1K (50%)
Puts: $598.2K (50%)
Current vs Prior +238.53%
Calls: +94.29%
Puts: +385.64%
Prior 7-Day Total $25.77M
Calls: $9.79M (38%)
Puts: $15.98M (62%)
Prior 7-Day Average $3.68M
Calls: $1.40M (38%)
Puts: $2.28M (62%)
Current vs Prior 7-Day Avg +11.11%
Calls: -15.21%
Puts: +27.23%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10) 0.41
Prior (07/09) 0.28
Current vs Prior +47.23%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -12.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 213,586
Calls: 151,442 (71%)
Puts: 62,144 (29%)
Prior (07/09) 178,481
Calls: 135,995 (76%)
Puts: 42,486 (24%)
Current vs Prior +19.67%
Prior 7-Day Total 1,291,944
Calls: 804,922 (62%)
Puts: 487,022 (38%)
Prior 7-Day Average 184,563
Calls: 114,988 (62%)
Puts: 69,574 (38%)
Current vs Prior 7-Day Avg +15.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.18% | 7.10%7.10% | 17.98%
Prior 3.34% | 7.83%7.83% | 18.07%
Current vs Prior +112.77% | +0.92%-9.35% | -0.49%
Prior 7-Day Avg 4.18% | 7.56%8.07% | 18.77%
Current vs 7-Day Avg +69.86% | +4.55%-12.01% | -4.20%
Prior 7-Day Eod 3.34% | 7.83%-- | --
Current vs 7-Day Eod +112.77% | +0.92%-- | --
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 63.65% | 28.54%
Calls: 91.50% | 25.93%
Puts: 35.81% | 31.13%
Current vs 7-Day Avg +23.75% | -43.61%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($2.91M). Massive premium surge with dollar volume up 239% vs prior. Unusually high activity with volume up 107% vs prior - elevated interest. Extreme bullish P/C ratio of 0.41 - heavy call buying (36,255 calls vs 15,041 puts).

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 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 4 of results (avg 9.1%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 240.410.45$0.439.3%1380.34307
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 102.753.00$2.888.7%480.92352
$24.50Jul 103.203.50$3.359.0%151.00371
$20.00Aug 210.900.99$0.959.5%470.347.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.74, cheapest $0.43)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 240.410.45$0.439.3%1380.34307
$22.00Jul 310.640.77$0.7118.3%410.39897
$24.00Aug 210.800.97$0.8919.1%1360.321.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.900.99$0.959.5%470.347.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 100.981.22$1.1021.8%470.98316
$20.50Jul 100.490.72$0.6137.7%230.9725
$21.00Jul 100.000.19$0.10190.0%5130.9497
$19.50Jul 241.651.99$1.8218.7%600.921
$19.00Jul 241.932.41$2.1722.1%810.90123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 100.260.45$0.3652.8%8181.001.4K
$22.00Jul 100.760.94$0.8521.2%6321.001.7K
$22.50Jul 101.091.48$1.2930.2%1891.001.6K
$23.00Jul 101.662.08$1.8722.5%471.00583
$23.50Jul 102.222.57$2.4014.6%301.00148

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 32.2K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.190.27$0.2334.8%4.7K0.288.5K
$23.00Jul 170.090.12$0.1127.3%4.7K0.142.3K
$22.50Jul 170.120.17$0.1533.3%2.9K0.1913.6K
$23.50Jul 170.050.28$0.17135.3%2.1K0.151.2K
$22.00Jul 100.000.01$0.01100.0%1.2K0.0310.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 170.330.50$0.4240.5%1.8K0.451.3K
$20.00Jul 170.060.08$0.0728.6%1.0K0.13690
$21.50Jul 100.260.45$0.3652.8%8181.001.4K
$19.00Jul 170.000.02$0.01200.0%6770.02517
$22.00Jul 100.760.94$0.8521.2%6321.001.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 723.5%, max 1837.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 10Aug 211276.5%65.9%1837.4%7286.7K
$24.50Jul 10Aug 14820.6%60.0%1266.7%2635
$25.00Jul 10Aug 21919.6%69.3%1227.8%2751.6K
$23.50Jul 10Jul 31610.8%64.7%844.2%9044.6K
$22.50Jul 10Aug 14380.2%49.5%668.6%1.0K6.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 10Aug 211276.5%65.9%1837.4%52352
$25.00Jul 10Aug 7919.6%63.2%1354.4%2430
$24.50Jul 10Aug 7820.6%61.8%1228.7%65371
$23.50Jul 10Aug 14610.8%55.4%1002.5%34148
$23.00Jul 10Aug 21498.6%65.0%666.8%54583

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 6.14, avg 2.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$24.00Aug 14$0.21$1.29$0.216.14$22.71
$24.00$25.00Aug 21$0.14$0.86$0.146.14$24.14
$20.00$21.50Aug 14$0.22$1.28$0.225.82$20.22
$22.00$23.00Aug 21$0.17$0.83$0.174.88$22.17
$24.00$24.50Jul 10$0.10$0.40$0.104.00$24.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$18.00Aug 21$0.16$0.84$0.165.25$18.84
$19.00$18.00Aug 7$0.20$0.80$0.204.00$18.80
$20.00$18.50Aug 14$0.42$1.08$0.422.57$19.58
$21.00$20.00Jul 17$0.35$0.65$0.351.86$20.65
$20.50$20.00Jul 24$0.21$0.29$0.211.38$20.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 5.82, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$20.50Aug 7$0.37$0.37$0.132.85$20.37
$19.00$19.50Jul 24$0.35$0.35$0.152.33$19.35
$19.50$20.00Aug 7$0.33$0.33$0.171.94$19.83
$20.00$20.50Jul 24$0.31$0.31$0.191.63$20.31
$20.50$21.00Jul 31$0.30$0.30$0.201.50$20.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.50$23.00Aug 7$1.28$1.28$0.225.82$23.22
$24.00$23.00Jul 24$0.85$0.85$0.155.67$23.15
$23.50$22.00Aug 14$1.25$1.25$0.255.00$22.25
$24.00$23.50Aug 14$0.40$0.40$0.104.00$23.60
$23.00$22.00Aug 21$0.79$0.79$0.213.76$22.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.26, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Jul 10Jul 17$0.07820.6%74.3%
$23.00Jul 10Jul 17$0.10498.6%54.8%
$22.50Jul 10Jul 17$0.14380.2%50.3%
$23.50Jul 10Jul 17$0.16610.8%73.3%
$22.00Jul 10Jul 17$0.22253.0%48.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 24Aug 7$0.0541.6%40.0%
$20.00Jul 10Jul 17$0.06392.3%35.7%
$19.00Jul 17Jul 24$0.0939.0%44.2%
$22.50Jul 10Jul 17$0.10380.2%50.3%
$17.00Aug 7Aug 21$0.1060.1%56.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 0.52% of stock, avg 11.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Jul 10$0.10$0.01$0.11$20.89$21.110.52%
$21.50Jul 10$0.01$0.36$0.37$21.13$21.871.75%
$20.50Jul 10$0.61$0.01$0.62$19.88$21.122.93%
$22.00Jul 10$0.01$0.85$0.86$21.14$22.864.07%
$21.00Jul 17$0.53$0.42$0.95$20.05$21.954.50%
$20.00Jul 10$1.10$0.01$1.11$18.89$21.115.25%
$20.00Jul 17$1.12$0.07$1.19$18.81$21.195.63%
$22.00Jul 17$0.23$0.97$1.20$20.80$23.205.68%
$22.50Jul 10$0.01$1.29$1.30$21.20$23.806.15%
$20.50Jul 24$1.02$0.35$1.37$19.13$21.876.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.09% of stock, avg 4.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.50$21.00Jul 10$0.01$0.01$0.02$20.98$21.52
$24.00$21.00Jul 10$0.11$0.01$0.12$20.88$24.12
$23.00$20.00Jul 17$0.11$0.07$0.18$19.82$23.18
$24.00$20.00Jul 17$0.11$0.07$0.18$19.82$24.18
$22.50$20.00Jul 17$0.15$0.07$0.22$19.78$22.72
$23.50$20.00Jul 17$0.17$0.07$0.24$19.76$23.74
$22.00$20.00Jul 17$0.23$0.07$0.30$19.70$22.30
$23.50$19.50Jul 24$0.24$0.06$0.30$19.20$23.80
$23.50$19.00Jul 24$0.24$0.10$0.34$18.66$23.84
$22.50$19.50Jul 24$0.32$0.06$0.38$19.12$22.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 3.76, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
19/2021/22Aug 21$0.79$0.213.76$19.21$21.79
20/2022/22Jul 31$0.39$0.113.55$20.11$21.89
20/2024/24Jul 31$0.39$0.113.55$20.11$23.89
20/2021/22Jul 31$0.37$0.132.85$20.13$21.37
21/2222/22Jul 24$0.36$0.142.57$21.14$22.36
21/2223/24Jul 24$0.36$0.142.57$21.14$23.36
20/2222/24Aug 14$1.44$0.562.57$20.56$23.94
19/2023/24Aug 21$0.72$0.282.57$19.28$23.72
20/2123/24Aug 21$0.71$0.292.45$20.29$23.71
20/2222/23Aug 7$1.37$0.632.17$20.63$23.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 21$0.08$0.9211.50
$23.00$24.00$25.00Aug 21$0.11$0.898.09
$20.00$20.50$21.00Jul 24$0.06$0.447.33
$21.00$22.00$23.00Aug 21$0.15$0.855.67
$23.00$23.50$24.00Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$24.00$25.00Jul 24$0.08$0.9211.50
$17.00$18.00$19.00Aug 21$0.08$0.9211.50
$22.50$23.00$23.50Jul 17$0.06$0.447.33
$22.00$23.50$25.00Jul 31$0.26$1.244.77
$20.00$20.50$21.00Jul 24$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-0.41, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$24.001:2Aug 14-$0.52$0.98
$19.00$20.001:2Jul 31-$0.07$0.93
$22.00$23.001:2Jul 31-$0.07$0.93
$24.00$25.001:2Aug 7-$0.12$0.88
$21.00$22.001:2Aug 7-$0.41$0.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$22.001:2Jul 31-$0.41$1.09
$18.00$17.001:2Aug 21-$0.16$0.84
$19.00$18.001:2Aug 21-$0.16$0.84
$18.50$17.501:2Aug 14-$0.17$0.83
$23.50$22.001:2Aug 14-$0.67$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 5.35%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Aug 21$1.130.464.1%5.35%9.47%69543
$21.50Aug 14$0.890.561.8%4.21%5.96%3--
$23.00Aug 21$0.800.398.8%3.79%12.64%11345
$24.00Aug 21$0.800.3213.6%3.79%17.37%1361.4K
$22.00Aug 14$0.780.494.1%3.69%7.81%29
$21.50Jul 31$0.700.461.8%3.31%5.06%634
$22.00Aug 7$0.650.414.1%3.08%7.19%2994
$22.00Jul 31$0.640.394.1%3.03%7.15%41897
$25.00Aug 21$0.620.2718.3%2.93%21.25%2711.6K
$24.00Aug 14$0.610.3213.6%2.89%16.47%100567

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 36,255
Total Puts 15,041
Put/Call Ratio 0.41
Net Difference 21,214

Prior's Put/Call Breakdown

Total Calls 19,355
Total Puts 5,454
Put/Call Ratio 0.28
Net Difference 13,901

Prior 7-Day Put/Call Summary

Total Calls 260,980
Total Puts 122,617
Average Put/Call Ratio 0.47
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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