Tour v346
WFC
WELLS FARGO & CO
$87.51 -0.64%
$87.63 (+0.14%)🌙
as of 07/17 06:06 PM
7/17 18:06

Option Volume

Detail
Current (07/17) 63,813
Calls: 31,864 (50%)
Puts: 31,949 (50%)
Prior (07/16) 56,590
Calls: 31,249 (55%)
Puts: 25,341 (45%)
Current vs Prior +12.76%
Calls: +1.97% (Calls)
Puts: +26.08% (Puts)
Prior 7-Day Total 475,454
Calls: 268,705 (57%)
Puts: 206,749 (43%)
Prior 7-Day Average 67,922
Calls: 38,386 (57%)
Puts: 29,535 (43%)
Current vs Prior 7-Day Avg -6.05%
Calls: -16.99%
Puts: +8.17%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $14.54M
Calls: $7.68M (53%)
Puts: $6.86M (47%)
Prior (07/16) $14.05M
Calls: $9.55M (68%)
Puts: $4.51M (32%)
Current vs Prior +3.47%
Calls: -19.55%
Puts: +52.27%
Prior 7-Day Total $99.52M
Calls: $61.32M (62%)
Puts: $38.20M (38%)
Prior 7-Day Average $14.22M
Calls: $8.76M (62%)
Puts: $5.46M (38%)
Current vs Prior 7-Day Avg +2.28%
Calls: -12.32%
Puts: +25.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 1.00
Prior (07/16) 0.81
Current vs Prior +23.64%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg +23.54%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 1,061,511
Calls: 468,193 (44%)
Puts: 593,318 (56%)
Prior (07/16) 1,052,456
Calls: 468,360 (45%)
Puts: 584,096 (55%)
Current vs Prior +0.86%
Prior 7-Day Total 6,420,691
Calls: 2,890,870 (45%)
Puts: 3,529,821 (55%)
Prior 7-Day Average 917,241
Calls: 412,981 (45%)
Puts: 504,260 (55%)
Current vs Prior 7-Day Avg +15.73%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 0.62% | 3.61%0.62% | 8.16%
Prior 2.17% | 3.80%2.17% | 8.08%
Current vs Prior +66.50% | +28.58%-71.55% | +0.92%
Prior 7-Day Avg 3.24% | 5.26%4.29% | 9.23%
Current vs 7-Day Avg +11.60% | -7.06%-85.62% | -11.61%
Prior 7-Day Eod 2.17% | 3.80%2.17% | 8.08%
Current vs 7-Day Eod +66.50% | +28.58%-71.55% | +0.92%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 73.39% | 6.95%
Calls: 88.46% | 7.14%
Puts: 58.33% | 6.75%
Prior 22.59% | 7.33%
Calls: 23.88% | 8.78%
Puts: 21.31% | 5.88%
Current vs Prior +224.88% | -5.18%
Prior 7-Day Avg 16.56% | 7.30%
Calls: 15.48% | 6.79%
Puts: 17.64% | 7.81%
Current vs 7-Day Avg +343.25% | -4.83%
Liquidity Pricy
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.00.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 51 of results (avg 8.1%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 212.742.88$2.815.0%1280.503.9K
$85.00Jul 242.943.10$3.025.3%550.79509
$90.00Aug 211.661.77$1.726.4%5370.366.9K
$80.00Jul 317.508.00$7.756.5%10.9423
$77.50Aug 2110.0010.70$10.356.8%--0.941.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 212.862.96$2.913.4%1.1K0.50913
$90.00Aug 214.254.40$4.333.5%90.643.5K
$87.00Aug 142.342.46$2.405.0%260.48618
$85.00Aug 211.781.88$1.835.5%1.4K0.369.0K
$86.00Aug 141.892.01$1.956.2%6430.4117

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.73, cheapest $0.34)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 310.560.66$0.6116.4%1830.23749
$93.00Aug 140.590.69$0.6415.6%40.1945
$89.00Jul 240.660.73$0.7010.0%9010.332.4K
$92.00Aug 140.800.90$0.8511.8%180.2493
$90.00Jul 310.820.93$0.8812.5%1840.31728
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.50Aug 210.320.36$0.3411.8%510.0912.7K
$81.00Aug 140.520.61$0.5616.1%40.1635
$80.00Aug 210.560.66$0.6116.4%1850.155.5K
$86.00Jul 240.610.71$0.6615.2%3.9K0.312.8K
$82.00Aug 140.680.79$0.7414.9%10.209

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 115 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 710.6514.60$12.6331.3%--1.0024
$72.50Aug 2113.1517.10$15.1326.1%101.00430
$75.00Aug 2110.8013.70$12.2523.7%41.00482
$75.00Jul 1711.8513.90$12.8815.9%311.002.8K
$77.00Jul 178.4512.40$10.4337.9%41.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 170.712.36$1.54107.1%1821.002.1K
$90.00Jul 171.753.05$2.4054.2%81.00866
$91.00Jul 172.144.95$3.5579.2%41.0041
$92.50Jul 173.456.90$5.1866.6%--1.0065
$93.00Jul 173.607.40$5.5069.1%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 44.0K, top 3.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 170.000.01$0.01100.0%2.4K0.0115.4K
$89.00Jul 170.000.01$0.01100.0%2.2K0.022.4K
$88.00Jul 170.000.46$0.23200.0%2.1K0.344.4K
$85.00Jul 172.233.05$2.6431.1%1.9K0.9915.3K
$87.50Jul 170.040.18$0.11127.3%1.8K0.615.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 240.610.71$0.6615.2%3.9K0.312.8K
$89.00Jul 242.012.19$2.108.6%1.9K0.67105
$85.00Aug 211.781.88$1.835.5%1.4K0.369.0K
$87.50Aug 212.862.96$2.913.4%1.1K0.50913
$86.00Aug 71.621.81$1.7211.0%9050.40303

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 64 strikes (avg 1496.5%, max 4778.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Jul 17Aug 141270.9%26.1%4778.3%31695
$72.50Jul 17Aug 211203.8%32.1%3647.6%141.7K
$105.00Jul 17Aug 28863.7%29.5%2826.0%11.2K
$97.50Jul 17Aug 21744.3%26.5%2710.3%6911.5K
$77.50Jul 17Aug 21783.4%29.1%2588.8%873.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.50Jul 17Aug 211203.8%32.1%3647.6%715.9K
$76.00Jul 17Aug 14940.1%28.7%3171.1%271
$74.00Jul 17Aug 28882.7%28.6%2981.6%--105
$97.50Jul 17Aug 21744.3%26.5%2710.3%--68
$77.50Jul 17Aug 21783.4%29.1%2588.8%6617.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 37.46, avg 3.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$105.00Aug 28$0.13$4.87$0.1337.46$100.13
$97.50$100.00Aug 21$0.16$2.34$0.1614.63$97.66
$95.00$97.50Aug 21$0.16$2.34$0.1614.62$95.16
$96.00$100.00Aug 28$0.35$3.65$0.3510.43$96.35
$96.00$97.00Aug 14$0.10$0.90$0.109.00$96.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$75.00Aug 28$0.11$1.89$0.1117.18$76.89
$77.50$75.00Aug 21$0.16$2.34$0.1614.62$77.34
$79.00$77.00Aug 28$0.19$1.81$0.199.53$78.81
$80.00$77.50Aug 21$0.27$2.23$0.278.26$79.73
$84.00$83.00Jul 24$0.11$0.89$0.118.09$83.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 164 found (best R:R 26.50, avg 1.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$79.00Aug 7$3.81$3.81$0.1920.05$78.81
$77.50$80.00Aug 21$2.30$2.30$0.2011.50$79.80
$82.00$83.00Jul 31$0.90$0.90$0.109.00$82.90
$77.00$80.00Aug 28$2.70$2.70$0.309.00$79.70
$79.00$80.00Aug 7$0.89$0.89$0.118.09$79.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$94.00Jul 31$10.60$10.60$0.4026.50$94.40
$73.00$72.00Jul 31$0.89$0.89$0.118.09$72.11
$91.00$90.00Jul 24$0.88$0.88$0.127.33$90.12
$92.00$91.00Jul 24$0.87$0.87$0.136.69$91.13
$96.00$95.00Aug 28$0.87$0.87$0.136.69$95.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $0.60, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 17Aug 21$0.07863.7%30.5%
$93.00Jul 17Jul 24$0.08324.6%27.9%
$92.00Jul 17Jul 24$0.11273.0%25.9%
$73.00Jul 17Jul 31$0.13949.6%85.5%
$83.00Jul 17Jul 24$0.13293.6%29.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$72.50Jul 17Aug 21$0.051203.8%32.1%
$77.00Jul 17Jul 24$0.08642.3%52.5%
$79.00Jul 17Jul 24$0.09659.5%46.3%
$75.00Jul 17Jul 24$0.11760.2%64.7%
$78.00Jul 17Jul 24$0.11583.9%50.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 112 found (cheapest 0.19% of stock, avg 8.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.50Jul 17$0.11$0.06$0.17$87.33$87.670.19%
$87.00Jul 17$0.60$0.02$0.62$86.38$87.620.71%
$88.00Jul 17$0.23$0.43$0.66$87.34$88.660.75%
$86.00Jul 17$1.51$0.01$1.52$84.48$87.521.74%
$89.00Jul 17$0.01$1.54$1.55$87.45$90.551.77%
$90.00Jul 17$0.01$2.40$2.41$87.59$92.412.75%
$88.00Jul 24$1.12$1.51$2.63$85.37$90.633.01%
$85.00Jul 17$2.64$0.01$2.65$82.35$87.653.03%
$87.00Jul 24$1.65$1.02$2.67$84.33$89.673.05%
$89.00Jul 24$0.70$2.10$2.80$86.20$91.803.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.29% of stock, avg 2.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$87.00Jul 17$0.23$0.02$0.25$86.75$88.25
$88.00$87.50Jul 17$0.23$0.06$0.29$87.21$88.29
$92.00$84.00Jul 24$0.12$0.26$0.38$83.62$92.38
$88.00$82.00Jul 17$0.23$0.25$0.48$81.52$88.48
$91.00$84.00Jul 24$0.24$0.26$0.50$83.50$91.50
$92.00$85.00Jul 24$0.12$0.41$0.53$84.47$92.53
$98.00$87.00Jul 17$0.53$0.02$0.55$86.45$98.55
$98.00$87.50Jul 17$0.53$0.06$0.59$86.91$98.59
$97.50$77.50Aug 21$0.29$0.34$0.63$76.87$98.13
$91.00$85.00Jul 24$0.24$0.41$0.65$84.35$91.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 171 found (best R:R 9.00, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
82/8385/86Aug 14$0.90$0.109.00$82.10$85.90
88/8990/91Aug 14$0.90$0.109.00$88.10$90.90
83/8486/87Aug 28$0.90$0.109.00$83.10$86.90
75/7678/79Jul 31$0.89$0.118.09$75.11$78.89
78/7981/83Aug 14$1.78$0.228.09$77.22$82.78
80/8185/86Aug 28$0.89$0.118.09$80.11$85.89
83/8489/90Aug 28$0.89$0.118.09$83.11$89.89
84/8587/88Aug 28$0.89$0.118.09$84.11$87.89
80/8185/86Aug 7$0.88$0.127.33$80.12$85.88
88/8991/92Aug 14$0.88$0.127.33$88.12$91.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 115 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$93.00$94.00$95.00Aug 7$0.05$0.9519.00
$87.00$88.00$89.00Aug 14$0.05$0.9519.00
$90.00$91.00$92.00Jul 24$0.06$0.9415.67
$93.00$94.00$95.00Jul 31$0.06$0.9415.67
$94.00$95.00$96.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$72.50$75.00$77.50Aug 21$0.08$2.4230.25
$75.00$77.00$79.00Aug 28$0.08$1.9224.00
$75.00$77.50$80.00Aug 21$0.11$2.3921.73
$81.00$82.00$83.00Jul 31$0.05$0.9519.00
$81.00$82.00$83.00Aug 7$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 131 found (best net $-0.01, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Jul 17-$0.01$4.99
$100.00$105.001:2Aug 21-$0.03$4.97
$95.00$97.501:2Aug 21-$0.13$2.37
$90.00$92.501:2Aug 21-$0.22$2.28
$81.00$85.001:2Aug 28-$1.72$2.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$97.50$92.501:2Aug 21-$2.00$3.00
$75.00$72.501:2Aug 21-$0.02$2.48
$77.50$75.001:2Aug 21-$0.02$2.48
$80.00$77.501:2Aug 21-$0.07$2.43
$82.50$80.001:2Aug 21-$0.14$2.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 2.95%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$88.00Aug 28$2.580.470.6%2.95%3.51%611
$89.00Aug 28$2.200.421.7%2.51%4.22%481
$88.00Aug 14$2.110.460.6%2.41%2.97%1990
$88.00Aug 7$2.000.470.6%2.29%2.85%781.4K
$90.00Aug 28$1.680.372.9%1.92%4.77%84813
$89.00Aug 14$1.670.401.7%1.91%3.61%132163
$90.00Aug 21$1.660.362.9%1.90%4.74%5376.9K
$88.00Jul 31$1.620.470.6%1.85%2.41%92250
$89.00Aug 7$1.560.401.7%1.78%3.49%1113
$91.00Aug 28$1.460.334.0%1.67%5.66%2--

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 31,864
Total Puts 31,949
Put/Call Ratio 1.00
Net Difference -85

Prior's Put/Call Breakdown

Total Calls 31,249
Total Puts 25,341
Put/Call Ratio 0.81
Net Difference 5,908

Prior 7-Day Put/Call Summary

Total Calls 268,705
Total Puts 206,749
Average Put/Call Ratio 0.81
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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