Tour v366
XNDU
XANADU QUANTUM TECHN B
$10.84 +8.51%
$10.70 (-1.29%)🌙
as of 07/20 07:18 PM
7/20 19:18

Option Volume

Detail
Current (07/20) 1,663
Calls: 1,442 (87%)
Puts: 221 (13%)
Prior (07/17) 3,935
Calls: 553 (14%)
Puts: 3,382 (86%)
Current vs Prior -57.74%
Calls: +160.76% (Calls)
Puts: -93.47% (Puts)
Prior 7-Day Total 8,884
Calls: 4,392 (49%)
Puts: 4,492 (51%)
Prior 7-Day Average 1,269
Calls: 627 (49%)
Puts: 641 (51%)
Current vs Prior 7-Day Avg +31.03%
Calls: +129.83%
Puts: -65.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $112.4K
Calls: $84.5K (75%)
Puts: $27.9K (25%)
Prior (07/17) $2.18M
Calls: $76.7K (4%)
Puts: $2.10M (96%)
Current vs Prior -94.84%
Calls: +10.14%
Puts: -98.67%
Prior 7-Day Total $3.45M
Calls: $1.07M (31%)
Puts: $2.38M (69%)
Prior 7-Day Average $492.4K
Calls: $152.3K (31%)
Puts: $340.1K (69%)
Current vs Prior 7-Day Avg -77.17%
Calls: -44.52%
Puts: -91.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.15
Prior (07/17) 6.12
Current vs Prior -97.49%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -84.91%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 9,471
Calls: 8,630 (91%)
Puts: 841 (9%)
Prior (07/17) 11,587
Calls: 7,067 (61%)
Puts: 4,520 (39%)
Current vs Prior -18.26%
Prior 7-Day Total 68,650
Calls: 47,848 (70%)
Puts: 20,802 (30%)
Prior 7-Day Average 9,807
Calls: 6,835 (70%)
Puts: 2,971 (30%)
Current vs Prior 7-Day Avg -3.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 16.61% | 29.98%34.78% | 37.45%
Prior 20.82% | 29.53%2.60% | 37.04%
Current vs Prior -20.25% | +1.53%+1236.30% | +1.13%
Prior 7-Day Avg 14.53% | 23.30%12.50% | 33.99%
Current vs 7-Day Avg +14.29% | +28.68%+178.30% | +10.19%
Prior 7-Day Eod 20.82% | 29.53%2.60% | 37.04%
Current vs 7-Day Eod -20.25% | +1.53%+1236.30% | +1.13%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 33.33% | 0.00%
Calls: 33.33% | 0.00%
Puts: -- | --
Prior 33.33% | 0.00%
Calls: 33.33% | 0.00%
Puts: -- | --
Current vs Prior +0.00% | --
Prior 7-Day Avg 33.33% | 0.00%
Calls: 33.33% | 0.00%
Puts: 33.33% | 0.00%
Current vs 7-Day Avg +0.00% | --
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($84.5K) vs puts ($27.9K). Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 58% vs prior. Extreme bullish P/C ratio of 0.15 - heavy call buying (1,442 calls vs 221 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 -- of results (avg --%, best --%)

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.63, highest 0.82)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 211.102.40$1.7574.3%20.6489
$10.00Jul 240.002.20$1.10200.0%60.63--
$10.50Jul 240.001.80$0.90200.0%430.583
$10.50Jul 310.003.30$1.65200.0%210.57--
$11.00Aug 211.051.90$1.4857.4%20.51--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 240.152.10$1.13172.6%30.82--
$12.00Jul 311.203.60$2.40100.0%30.73--
$11.50Jul 240.401.85$1.13128.3%80.7011
$11.50Aug 211.504.10$2.8092.9%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 823, top 147)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 310.000.50$0.25200.0%1470.2438
$11.00Jul 240.201.00$0.60133.3%1250.4612
$12.00Jul 240.000.20$0.10200.0%770.16142
$11.50Jul 240.050.40$0.23152.2%490.288
$12.50Aug 210.501.10$0.8075.0%470.351.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 240.000.50$0.25200.0%450.22--
$9.00Jul 310.100.70$0.40150.0%450.2217
$10.00Aug 70.101.55$0.83174.7%200.3926
$10.00Aug 210.551.40$0.9886.7%90.41146
$11.50Jul 240.401.85$1.13128.3%80.7011

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 136.4%, max 347.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Jul 24Aug 21373.6%83.5%347.7%889
$11.00Jul 24Aug 21173.7%150.6%15.4%12712
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Jul 24Aug 21373.6%83.5%347.7%15205
$9.50Jul 24Aug 28158.7%102.0%55.6%47--
$9.00Jul 24Jul 31200.9%143.5%40.0%4617
$12.00Jul 24Jul 31113.5%101.5%11.8%6--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 2.85, avg 1.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.50$12.00Jul 24$0.13$0.37$0.132.85$11.63
$10.00$11.00Aug 21$0.27$0.73$0.272.70$10.27
$10.00$10.50Jul 24$0.20$0.30$0.201.50$10.20
$12.00$12.50Aug 21$0.20$0.30$0.201.50$12.20
$11.00$12.00Aug 21$0.48$0.52$0.481.08$11.48
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$9.50Aug 21$0.25$0.25$0.251.00$9.75
$11.50$9.00Jul 31$1.40$1.10$1.400.79$10.10
$11.50$10.50Jul 24$0.60$0.40$0.600.67$10.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 3.00, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$12.00Jul 31$0.75$0.75$0.253.00$11.75
$11.00$11.50Jul 24$0.37$0.37$0.132.85$11.37
$10.50$11.00Jul 24$0.30$0.30$0.201.50$10.80
$11.00$12.00Aug 21$0.48$0.48$0.520.92$11.48
$10.00$10.50Jul 24$0.20$0.20$0.300.67$10.20
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$10.50Jul 24$0.60$0.60$0.401.50$10.90
$11.50$9.00Jul 31$1.40$1.40$1.101.27$10.10
$10.00$9.50Aug 21$0.25$0.25$0.251.00$9.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.62, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 24Jul 31$0.15113.5%101.5%
$12.50Jul 24Jul 31$0.20126.4%122.5%
$11.00Jul 24Jul 31$0.40173.7%166.4%
$10.00Jul 24Aug 21$0.65373.6%83.5%
$10.50Jul 24Jul 31$0.75131.2%227.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 24Jul 31$0.15200.9%143.5%
$9.50Jul 24Aug 21$0.48158.7%83.7%
$11.50Jul 24Jul 31$0.67122.8%229.3%
$12.00Jul 24Jul 31$1.27113.5%101.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 11.35% of stock, avg 18.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Jul 24$0.10$1.13$1.23$10.77$13.2311.35%
$11.50Jul 24$0.23$1.13$1.36$10.14$12.8612.55%
$10.50Jul 24$0.90$0.53$1.43$9.07$11.9313.19%
$10.00Jul 24$1.10$1.30$2.40$7.60$12.4022.14%
$12.00Jul 31$0.25$2.40$2.65$9.35$14.6524.45%
$10.00Aug 21$1.75$0.98$2.73$7.27$12.7325.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 3.04% of stock, avg 10.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$9.50Jul 24$0.08$0.25$0.33$9.17$12.83
$12.50$9.00Jul 24$0.08$0.25$0.33$8.67$12.83
$13.00$9.50Jul 24$0.08$0.25$0.33$9.17$13.33
$13.00$9.00Jul 24$0.08$0.25$0.33$8.67$13.33
$12.00$9.50Jul 24$0.10$0.25$0.35$9.15$12.35
$12.00$9.00Jul 24$0.10$0.25$0.35$8.65$12.35
$11.50$9.50Jul 24$0.23$0.25$0.48$9.02$11.98
$11.50$9.00Jul 24$0.23$0.25$0.48$8.52$11.98
$12.50$10.50Jul 24$0.08$0.53$0.61$9.89$13.11
$13.00$10.50Jul 24$0.08$0.53$0.61$9.89$13.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 2.70, avg credit $0.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1011/12Aug 21$0.73$0.272.70$9.27$11.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 3.55, cheapest $0.11)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Jul 24$0.11$0.393.55
$11.00$11.50$12.00Jul 24$0.24$0.261.08
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.52, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Aug 21-$0.52$0.48
$12.00$12.501:2Jul 24-$0.06$0.44
$12.50$13.001:2Jul 24-$0.08$0.42
$11.50$12.001:2Aug 7-$0.28$0.22
$10.50$11.001:2Jul 24-$0.30$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$9.001:2Jul 24-$0.25$0.25
$10.00$9.501:2Aug 21-$0.48$0.02
$11.50$9.001:2Jul 31$1.00$1.50
$11.50$10.501:2Jul 24$0.07$0.93
$11.50$10.001:2Aug 21$0.84$0.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 9.69%, avg 5.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Aug 21$1.050.511.5%9.69%11.16%2--
$12.00Aug 21$0.600.4010.7%5.54%16.24%10--
$12.00Aug 28$0.550.4210.7%5.07%15.77%132
$12.50Aug 21$0.500.3515.3%4.61%19.93%471.4K
$11.00Aug 7$0.350.491.5%3.23%4.70%2612
$11.00Jul 24$0.200.461.5%1.85%3.32%12512

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,442
Total Puts 221
Put/Call Ratio 0.15
Net Difference 1,221

Prior's Put/Call Breakdown

Total Calls 553
Total Puts 3,382
Put/Call Ratio 6.12
Net Difference -2,829

Prior 7-Day Put/Call Summary

Total Calls 4,392
Total Puts 4,492
Average Put/Call Ratio 1.02
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All