Tour v346
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$22.48 +4.80%
$22.53 (+0.22%)🌙
as of 07/17 07:29 PM
7/17 19:29

Option Volume

Detail
Current (07/17) 125,656
Calls: 112,264 (89%)
Puts: 13,392 (11%)
Prior (07/16) 47,565
Calls: 41,966 (88%)
Puts: 5,599 (12%)
Current vs Prior +164.18%
Calls: +167.51% (Calls)
Puts: +139.19% (Puts)
Prior 7-Day Total 315,038
Calls: 260,427 (83%)
Puts: 54,611 (17%)
Prior 7-Day Average 45,005
Calls: 37,203 (83%)
Puts: 7,801 (17%)
Current vs Prior 7-Day Avg +179.20%
Calls: +201.75%
Puts: +71.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $7.25M
Calls: $5.38M (74%)
Puts: $1.87M (26%)
Prior (07/16) $2.58M
Calls: $1.49M (58%)
Puts: $1.10M (42%)
Current vs Prior +180.79%
Calls: +262.19%
Puts: +70.64%
Prior 7-Day Total $19.63M
Calls: $9.29M (47%)
Puts: $10.34M (53%)
Prior 7-Day Average $2.80M
Calls: $1.33M (47%)
Puts: $1.48M (53%)
Current vs Prior 7-Day Avg +158.57%
Calls: +305.12%
Puts: +26.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.12
Prior (07/16) 0.13
Current vs Prior -10.59%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg -47.23%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 238,966
Calls: 177,912 (74%)
Puts: 61,054 (26%)
Prior (07/16) 192,102
Calls: 137,345 (71%)
Puts: 54,757 (29%)
Current vs Prior +24.40%
Prior 7-Day Total 1,273,950
Calls: 908,952 (71%)
Puts: 364,998 (29%)
Prior 7-Day Average 181,992
Calls: 129,850 (71%)
Puts: 52,142 (29%)
Current vs Prior 7-Day Avg +31.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.14% | 7.34%2.14% | 17.53%
Prior 5.59% | 5.92%5.59% | 15.80%
Current vs Prior +31.20% | +66.04%-61.83% | +10.90%
Prior 7-Day Avg 5.72% | 7.28%6.85% | 17.36%
Current vs 7-Day Avg +28.40% | +35.10%-68.81% | +0.95%
Prior 7-Day Eod 5.59% | 5.92%5.59% | 15.80%
Current vs 7-Day Eod +31.20% | +66.04%-61.83% | +10.90%
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 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($5.38M). Massive premium surge with dollar volume up 181% vs prior. Dollar volume significantly above 7-day average (159% higher). Unusually high activity with volume up 164% 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 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 1 of results (avg 9.1%, best 9.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 240.100.11$0.119.1%1.2K0.10449
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.68, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 240.100.11$0.119.1%1.2K0.10449
$23.00Jul 240.460.53$0.5014.0%12.2K0.392.4K
$22.50Jul 240.610.73$0.6717.9%1.9K0.49410
$22.00Jul 240.810.97$0.8918.0%1.0K0.632.1K
$26.00Aug 210.820.95$0.8914.6%1150.30670
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 310.660.80$0.7319.2%770.41187
$22.00Aug 70.871.03$0.9516.8%690.4222

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 66 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 173.103.70$3.4017.6%51.0088
$20.00Jul 172.262.62$2.4414.8%661.00252
$21.00Jul 171.321.57$1.4517.2%2.3K1.002.4K
$22.00Jul 170.230.50$0.3773.0%23.5K1.0023.9K
$19.50Jul 242.443.20$2.8227.0%31.0061
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 173.203.75$3.4815.8%2000.99292
$25.00Jul 172.272.75$2.5119.1%2270.98465
$24.00Jul 171.301.76$1.5330.1%2680.981.1K
$23.00Jul 170.420.66$0.5444.4%2670.96462
$24.50Jul 171.932.23$2.0814.4%1220.95109

Most actively traded options today. High liquidity = easy entry/exit. 151 active (total vol 106.4K, top 23.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.230.50$0.3773.0%23.5K1.0023.9K
$22.50Jul 170.000.01$0.01100.0%20.5K0.1915.2K
$23.00Jul 240.460.53$0.5014.0%12.2K0.392.4K
$25.00Aug 210.981.10$1.0411.5%9.3K0.351.7K
$24.00Jul 240.200.42$0.3171.0%5.5K0.254.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.000.01$0.01100.0%2.8K0.052.7K
$22.00Jul 240.300.48$0.3946.2%9380.38612
$23.00Jul 240.871.22$1.0533.3%8220.61360
$20.50Jul 240.040.09$0.0771.4%6760.09487
$21.00Jul 170.000.01$0.01100.0%6410.023.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 883.8%, max 2339.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Jul 17Aug 71496.6%71.0%2009.4%142.8K
$19.00Jul 17Aug 21940.5%49.5%1799.5%6168
$26.50Jul 17Aug 71137.2%77.6%1366.3%66
$20.00Jul 17Aug 21678.5%50.3%1247.9%189671
$24.50Jul 17Aug 7680.9%60.8%1019.8%873.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 17Aug 281325.5%54.3%2339.0%4314
$25.50Jul 17Aug 141496.6%78.1%1815.4%1830
$20.00Jul 17Aug 28678.5%57.4%1081.5%46290
$26.00Jul 17Aug 21841.0%75.2%1019.0%219441
$24.50Jul 17Jul 24680.9%72.4%839.8%132153

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 8.09, avg 1.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$26.00Aug 21$0.15$0.85$0.155.67$25.15
$25.00$26.00Aug 14$0.16$0.84$0.165.25$25.16
$23.00$24.00Aug 14$0.18$0.82$0.184.56$23.18
$24.00$25.00Aug 14$0.19$0.81$0.194.26$24.19
$24.00$25.00Aug 21$0.19$0.81$0.194.26$24.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$18.00Aug 21$0.11$0.89$0.118.09$18.89
$22.50$22.00Jul 17$0.10$0.40$0.104.00$22.40
$20.00$19.00Aug 21$0.21$0.79$0.213.76$19.79
$21.50$21.00Jul 24$0.11$0.39$0.113.55$21.39
$19.00$18.50Aug 28$0.11$0.39$0.113.55$18.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 4.26, avg 1.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$20.00Aug 21$0.73$0.73$0.272.70$19.73
$22.00$22.50Jul 17$0.36$0.36$0.142.57$22.36
$21.00$21.50Jul 31$0.34$0.34$0.162.13$21.34
$20.00$21.00Aug 14$0.65$0.65$0.351.86$20.65
$22.00$22.50Aug 14$0.31$0.31$0.191.63$22.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$24.00Jul 31$0.81$0.81$0.194.26$24.19
$25.50$25.00Jul 24$0.40$0.40$0.104.00$25.10
$23.50$23.00Jul 31$0.40$0.40$0.104.00$23.10
$22.50$22.00Aug 14$0.39$0.39$0.113.55$22.11
$25.00$24.00Aug 21$0.78$0.78$0.223.55$24.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.28, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Jul 17Jul 24$0.071137.2%83.7%
$21.00Jul 17Jul 24$0.09418.5%46.7%
$20.50Jul 24Jul 31$0.0949.2%42.4%
$26.00Jul 17Jul 24$0.10841.0%79.5%
$25.00Jul 17Jul 24$0.21645.8%80.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Jul 17Jul 24$0.061496.6%83.1%
$20.50Jul 24Jul 31$0.0649.2%42.4%
$18.00Jul 17Jul 24$0.101325.5%112.3%
$19.50Jul 24Aug 7$0.1058.9%47.0%
$21.00Jul 17Jul 24$0.11418.5%46.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 0.53% of stock, avg 11.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 17$0.01$0.11$0.12$22.38$22.620.53%
$22.00Jul 17$0.37$0.01$0.38$21.62$22.381.69%
$23.00Jul 17$0.01$0.54$0.55$22.45$23.552.45%
$23.50Jul 17$0.03$1.03$1.06$22.44$24.564.72%
$22.00Jul 24$0.89$0.39$1.28$20.72$23.285.69%
$21.50Jul 24$1.14$0.23$1.37$20.13$22.876.09%
$22.50Jul 24$0.67$0.76$1.43$21.07$23.936.36%
$21.00Jul 17$1.45$0.01$1.46$19.54$22.466.49%
$24.00Jul 17$0.01$1.53$1.54$22.46$25.546.85%
$23.00Jul 24$0.50$1.05$1.55$21.45$24.556.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 1.33% of stock, avg 6.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$20.00Jul 24$0.24$0.06$0.30$19.70$24.80
$24.50$20.50Jul 24$0.24$0.07$0.31$20.19$24.81
$24.50$21.00Jul 24$0.24$0.12$0.36$20.64$24.86
$24.00$20.00Jul 24$0.31$0.06$0.37$19.63$24.37
$24.00$20.50Jul 24$0.31$0.07$0.38$20.12$24.38
$25.00$20.50Jul 31$0.27$0.13$0.40$20.10$25.40
$24.00$21.00Jul 24$0.31$0.12$0.43$20.57$24.43
$24.50$21.50Jul 24$0.24$0.23$0.47$21.03$24.97
$24.50$20.50Jul 31$0.35$0.13$0.48$20.02$24.98
$23.50$20.00Jul 24$0.43$0.06$0.49$19.51$23.99

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 7.33, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/25Aug 28$0.88$0.127.33$22.12$24.88
21/2223/24Aug 21$0.87$0.136.69$21.13$23.87
22/2324/25Aug 21$0.86$0.146.14$22.14$24.86
23/2425/26Aug 21$0.86$0.146.14$23.14$25.86
22/2325/26Aug 21$0.82$0.184.56$22.18$25.82
22/2222/23Aug 14$0.40$0.104.00$21.60$22.90
21/2223/24Jul 31$0.39$0.113.55$21.11$23.39
22/2222/23Jul 31$0.39$0.113.55$21.61$22.89
20/2021/22Aug 28$0.77$0.233.35$19.23$21.77
20/2124/24Jul 31$0.38$0.123.17$20.62$24.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 21$0.06$0.9415.67
$22.00$22.50$23.00Jul 24$0.05$0.459.00
$24.00$24.50$25.00Jul 24$0.05$0.459.00
$25.50$26.00$26.50Jul 24$0.05$0.459.00
$25.00$25.50$26.00Aug 7$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$24.00$25.00Aug 21$0.07$0.9313.29
$23.50$24.00$24.50Jul 17$0.05$0.459.00
$18.00$19.00$20.00Aug 21$0.10$0.909.00
$21.00$22.00$23.00Aug 21$0.11$0.898.09
$22.50$23.00$23.50Jul 17$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-0.09, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$20.001:2Jul 31-$0.57$1.43
$23.00$24.001:2Aug 7-$0.38$0.62
$22.00$23.501:2Aug 28-$0.92$0.58
$20.00$21.001:2Jul 17-$0.46$0.54
$25.00$26.001:2Aug 14-$0.52$0.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$23.001:2Aug 14-$0.09$2.41
$20.00$18.001:2Jul 17-$0.01$1.99
$25.00$23.001:2Aug 7-$0.11$1.89
$19.50$18.001:2Aug 7-$0.01$1.49
$19.50$18.001:2Jul 24-$0.19$1.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 6.27%, avg 2.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 21$1.410.492.3%6.27%8.59%149397
$22.50Aug 14$1.250.510.1%5.56%5.65%822
$24.00Aug 28$1.250.436.8%5.56%12.32%6875
$23.50Aug 28$1.190.464.5%5.29%9.83%81
$25.00Aug 28$1.120.3811.2%4.98%16.19%1215
$24.00Aug 21$1.110.416.8%4.94%11.70%1301.5K
$23.00Aug 14$1.050.462.3%4.67%6.98%14578
$22.50Aug 7$0.990.510.1%4.40%4.49%2--
$25.00Aug 21$0.980.3511.2%4.36%15.57%9.3K1.7K
$24.00Aug 14$0.890.386.8%3.96%10.72%140677

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 112,264
Total Puts 13,392
Put/Call Ratio 0.12
Net Difference 98,872

Prior's Put/Call Breakdown

Total Calls 41,966
Total Puts 5,599
Put/Call Ratio 0.13
Net Difference 36,367

Prior 7-Day Put/Call Summary

Total Calls 260,427
Total Puts 54,611
Average Put/Call Ratio 0.23
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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