Tour v528
AA
ALCOA CORP
$44.64 +0.47%
$44.88 (+0.54%)🌙
as of 09/21 06:05 PM
9/21 18:05

Option Volume

Detail
Current (09/21) 12,199
Calls: 9,679 (79%)
Puts: 2,520 (21%)
Prior (09/18) 44,134
Calls: 32,732 (74%)
Puts: 11,402 (26%)
Current vs Prior -72.36%
Calls: -70.43% (Calls)
Puts: -77.90% (Puts)
Prior 7-Day Total 114,736
Calls: 67,848 (59%)
Puts: 46,888 (41%)
Prior 7-Day Average 16,390
Calls: 9,692 (59%)
Puts: 6,698 (41%)
Current vs Prior 7-Day Avg -25.57%
Calls: -0.14%
Puts: -62.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.88M
Calls: $1.40M (74%)
Puts: $481.2K (26%)
Prior (09/18) $7.71M
Calls: $4.90M (64%)
Puts: $2.81M (36%)
Current vs Prior -75.57%
Calls: -71.40%
Puts: -82.85%
Prior 7-Day Total $26.04M
Calls: $10.54M (40%)
Puts: $15.50M (60%)
Prior 7-Day Average $3.72M
Calls: $1.51M (40%)
Puts: $2.21M (60%)
Current vs Prior 7-Day Avg -49.35%
Calls: -6.83%
Puts: -78.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.26
Prior (09/18) 0.35
Current vs Prior -25.26%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -73.51%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 227,088
Calls: 109,186 (48%)
Puts: 117,902 (52%)
Prior (09/18) 270,936
Calls: 136,400 (50%)
Puts: 134,536 (50%)
Current vs Prior -16.18%
Prior 7-Day Total 1,816,285
Calls: 945,952 (52%)
Puts: 870,333 (48%)
Prior 7-Day Average 259,469
Calls: 135,136 (52%)
Puts: 124,333 (48%)
Current vs Prior 7-Day Avg -12.48%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 5.20% | 7.24%11.16% | 15.93%
Prior 7.97% | 7.86%3.13% | 11.93%
Current vs Prior -34.77% | -7.89%+256.59% | +33.52%
Prior 7-Day Avg 4.87% | 7.28%4.63% | 12.43%
Current vs 7-Day Avg +6.71% | -0.67%+141.02% | +28.17%
Prior 7-Day Eod 7.97% | 7.86%3.13% | 11.93%
Current vs 7-Day Eod -34.77% | -7.89%+256.59% | +33.52%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 32.04% | 29.55%
Calls: 47.31% | 15.86%
Puts: 16.77% | 43.24%
Prior 32.04% | 29.55%
Calls: 47.31% | 15.86%
Puts: 16.77% | 43.24%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 32.04% | 29.55%
Calls: 47.31% | 15.86%
Puts: 16.77% | 43.24%
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 ($1.40M). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (9,679 calls vs 2,520 puts).

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 NEUTRAL
Prior NEUTRAL
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 39 of results (avg 7.8%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 162.262.31$2.292.2%5830.51629
$40.00Oct 165.305.60$5.455.5%30.82152
$36.00Sep 258.509.00$8.755.7%160.9719
$37.00Sep 257.507.95$7.735.8%80.992
$47.00Oct 161.451.55$1.506.7%2220.38--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Sep 258.108.50$8.304.8%51.00--
$51.00Sep 256.106.45$6.285.6%41.00123
$50.00Oct 165.706.05$5.886.0%50.773.1K
$49.00Oct 94.554.85$4.706.4%70.8057
$45.00Oct 302.863.05$2.966.4%170.48111

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.78, cheapest $0.44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Oct 160.410.47$0.4413.6%370.15--
$51.00Oct 160.520.63$0.5719.3%440.18--
$50.00Oct 160.710.78$0.759.3%2710.2314.2K
$49.00Oct 160.901.01$0.9611.5%60.27--
$51.00Oct 230.730.89$0.8119.8%240.2228
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 160.580.68$0.6315.9%1890.183.3K
$41.00Oct 160.790.92$0.8615.1%330.23--
$40.00Oct 230.730.84$0.7814.1%30.2018
$40.00Oct 300.891.07$0.9818.4%20.2242

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 77 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 257.507.95$7.735.8%80.992
$38.00Sep 256.456.90$6.686.7%150.996
$36.00Sep 258.509.00$8.755.7%160.9719
$40.00Sep 254.605.00$4.808.3%80.9710
$39.00Sep 255.556.00$5.787.8%70.934
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 255.105.50$5.307.5%181.00220
$51.00Sep 256.106.45$6.285.6%41.00123
$52.00Sep 256.957.80$7.3811.5%11.0026
$53.00Sep 258.108.50$8.304.8%51.00--
$49.50Sep 254.505.05$4.7811.5%40.9712

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 8.5K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 230.921.03$0.9811.2%2.2K0.2661
$46.00Sep 250.380.52$0.4531.1%6630.31168
$45.00Oct 162.262.31$2.292.2%5830.51629
$48.00Oct 20.390.50$0.4524.4%2840.2280
$47.00Sep 250.160.29$0.2259.1%2740.181.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 160.580.68$0.6315.9%1890.183.3K
$44.00Sep 250.570.73$0.6524.6%1470.37398
$42.50Sep 250.170.43$0.3086.7%1100.1953
$43.00Sep 250.270.34$0.3122.6%1080.22502
$43.50Sep 250.410.52$0.4723.4%910.2936

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 9.1%, max 23.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$44.50Sep 25Oct 255.7%45.3%23.0%6119
$42.50Sep 25Oct 1659.6%49.0%21.5%2900
$43.00Sep 25Oct 951.6%45.0%14.6%175
$44.00Sep 25Oct 3053.8%49.2%9.3%913
$47.50Sep 25Oct 1656.0%52.1%7.6%9353
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$42.50Sep 25Oct 1659.6%49.0%21.5%11853
$44.50Sep 25Oct 1655.7%49.2%13.3%7479
$44.00Sep 25Oct 3053.8%49.2%9.3%155491
$45.00Sep 25Oct 3055.3%51.7%7.0%83776
$43.00Sep 25Oct 3051.6%48.8%5.6%110566

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 107 found (best R:R 0.55, avg 2.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$44.00Oct 23$2.58$1.42$2.5880%0.55$42.58
$40.00$44.00Oct 30$2.55$1.45$2.5578%0.57$42.55
$44.00$44.50Sep 25$0.14$0.36$0.1464%2.57$44.14
$43.00$45.00Oct 9$1.05$0.95$1.0567%0.90$44.05
$48.00$49.00Oct 23$0.20$0.80$0.2035%4.00$48.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$48.00$47.50Oct 2$0.25$0.25$0.2580%1.00$47.75
$49.00$48.50Oct 9$0.27$0.23$0.2780%0.85$48.73
$47.50$47.00Oct 2$0.28$0.22$0.2878%0.79$47.22
$44.50$44.00Oct 2$0.13$0.37$0.1346%2.85$44.37
$45.50$45.00Oct 2$0.23$0.27$0.2356%1.17$45.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 81 found (best R:R 0.92, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$46.00$46.50Oct 2$0.31$0.31$0.1960%1.63$46.31
$49.50$50.00Oct 2$0.18$0.18$0.3282%0.56$49.68
$47.00$47.50Oct 2$0.21$0.21$0.2971%0.72$47.21
$45.00$45.50Sep 25$0.28$0.28$0.2252%1.27$45.28
$51.00$52.00Oct 23$0.24$0.24$0.7678%0.32$51.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.50$39.00Oct 16$0.24$0.24$0.2683%0.92$39.26
$42.50$42.00Oct 2$0.25$0.25$0.2574%1.00$42.25
$39.00$38.00Sep 25$0.13$0.13$0.8793%0.15$38.87
$41.00$40.00Oct 30$0.35$0.35$0.6573%0.54$40.65
$40.50$40.00Oct 2$0.14$0.14$0.3687%0.39$40.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.45, cheapest $0.36)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.50Sep 25Oct 2$0.4155.7%45.3%
$45.00Sep 25Oct 2$0.3855.3%45.4%
$44.00Sep 25Oct 2$0.4853.8%48.6%
$45.50Sep 25Oct 2$0.5451.5%48.6%
$46.00Sep 25Oct 2$0.6450.1%51.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.50Sep 25Oct 2$0.3655.7%45.3%
$45.00Sep 25Oct 2$0.5055.3%45.4%
$44.00Sep 25Oct 2$0.4853.8%48.6%
$45.50Sep 25Oct 2$0.2551.5%48.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 4.44% of stock, avg 9.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$44.00Sep 25$1.33$0.65$1.98$42.02$45.984.44%
$45.00Sep 25$0.92$1.13$2.05$42.95$47.054.59%
$44.50Sep 25$1.19$0.90$2.09$42.41$46.594.68%
$46.00Sep 25$0.45$1.69$2.14$43.86$48.144.79%
$43.50Sep 25$1.71$0.47$2.18$41.32$45.684.88%
$45.50Sep 25$0.64$1.61$2.25$43.25$47.755.04%
$43.00Sep 25$2.07$0.31$2.38$40.62$45.385.33%
$46.50Sep 25$0.30$2.13$2.43$44.07$48.935.44%
$42.50Sep 25$2.42$0.30$2.72$39.78$45.226.09%
$47.00Sep 25$0.22$2.62$2.84$44.16$49.846.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.16% of stock, avg 5.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.00$42.50Sep 25$0.22$0.30$0.52$41.98$47.52
$47.00$43.00Sep 25$0.22$0.31$0.53$42.47$47.53
$46.50$43.00Sep 25$0.30$0.31$0.61$42.39$47.11
$46.50$42.50Sep 25$0.30$0.30$0.60$41.90$47.10
$47.00$43.50Sep 25$0.22$0.47$0.69$42.81$47.69
$46.50$43.50Sep 25$0.30$0.47$0.77$42.73$47.27
$46.00$43.00Sep 25$0.45$0.31$0.76$42.24$46.76
$46.00$42.50Sep 25$0.45$0.30$0.75$41.75$46.75
$46.00$43.50Sep 25$0.45$0.47$0.92$42.58$46.92
$47.00$44.00Sep 25$0.22$0.65$0.87$43.13$47.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 1.78, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4050/50Oct 2$0.32$0.1870%1.78$40.18$49.82
40/4047/48Oct 2$0.35$0.1558%2.33$40.15$47.35
39/4048/48Oct 16$0.39$0.1150%3.55$39.11$48.39
40/4150/50Oct 2$0.31$0.1966%1.63$40.69$49.81
42/4249/50Oct 2$0.36$0.1454%2.57$42.14$49.36
39/4048/49Oct 16$0.36$0.1453%2.57$39.14$48.86
42/4248/48Oct 2$0.35$0.1553%2.33$42.15$48.35
40/4147/48Oct 2$0.34$0.1654%2.13$40.66$47.34
39/4048/49Oct 9$0.27$0.2364%1.17$39.23$48.77
42/4350/50Oct 2$0.33$0.1752%1.94$42.67$49.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$46.00$47.00Oct 9$0.08$0.9216%11.50
$50.00$51.00$52.00Oct 16$0.05$0.958%19.00
$40.00$41.00$42.00Sep 25$0.06$0.948%15.67
$46.00$47.00$48.00Oct 23$0.08$0.9211%11.50
$46.00$46.50$47.00Sep 25$0.07$0.4313%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$41.00$42.00$43.00Oct 23$0.06$0.9411%15.67
$46.00$46.50$47.00Sep 25$0.05$0.4514%9.00
$38.00$39.00$40.00Oct 30$0.06$0.948%15.67
$42.00$43.00$44.00Oct 30$0.08$0.9211%11.50
$42.00$43.00$44.00Oct 23$0.09$0.9112%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 79 found (best net $-0.10, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$43.001:2Oct 2-$0.10$2.90
$40.00$44.001:2Oct 23-$0.47$3.53
$40.00$44.001:2Oct 30-$0.80$3.20
$43.00$45.001:2Oct 9-$0.71$1.29
$50.00$52.001:2Oct 30-$0.39$1.61
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.001:2Oct 16-$1.72$1.28
$41.00$40.001:2Oct 9-$0.07$0.93
$39.00$37.001:2Oct 23-$0.19$1.81
$42.50$42.001:2Oct 2-$0.11$0.39
$43.50$43.001:2Sep 25-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 5.06%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$46.00Oct 30$2.260.473.0%5.06%8.11%13
$45.00Oct 30$2.680.520.8%6.00%6.81%120
$48.00Oct 30$1.610.377.5%3.61%11.13%--12
$47.00Oct 30$1.800.415.3%4.03%9.32%10204
$49.00Oct 30$1.280.339.8%2.87%12.63%2126
$46.00Oct 23$2.090.463.0%4.68%7.73%1--
$45.00Oct 23$2.500.520.8%5.60%6.41%3--
$47.00Oct 23$1.730.405.3%3.88%9.16%714
$48.00Oct 23$1.410.357.5%3.16%10.69%64
$50.00Oct 30$1.090.2812.0%2.44%14.45%14114

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 9,679
Total Puts 2,520
Put/Call Ratio 0.26
Net Difference 7,159

Prior's Put/Call Breakdown

Total Calls 32,732
Total Puts 11,402
Put/Call Ratio 0.35
Net Difference 21,330

Prior 7-Day Put/Call Summary

Total Calls 67,848
Total Puts 46,888
Average Put/Call Ratio 0.98
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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