Tour v366
ADI
ANALOG DEVICES INC
$372.46 -0.77%
$370.70 (-0.47%)🌙
as of 07/20 06:06 PM
7/20 18:06

Option Volume

Detail
Current (07/20) 5,103
Calls: 2,282 (45%)
Puts: 2,821 (55%)
Prior (07/17) 16,965
Calls: 5,963 (35%)
Puts: 11,002 (65%)
Current vs Prior -69.92%
Calls: -61.73% (Calls)
Puts: -74.36% (Puts)
Prior 7-Day Total 62,433
Calls: 24,508 (39%)
Puts: 37,925 (61%)
Prior 7-Day Average 8,919
Calls: 3,501 (39%)
Puts: 5,417 (61%)
Current vs Prior 7-Day Avg -42.79%
Calls: -34.82%
Puts: -47.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $14.40M
Calls: $9.07M (63%)
Puts: $5.33M (37%)
Prior (07/17) $16.86M
Calls: $5.02M (30%)
Puts: $11.83M (70%)
Current vs Prior -14.59%
Calls: +80.55%
Puts: -54.97%
Prior 7-Day Total $75.15M
Calls: $27.73M (37%)
Puts: $47.42M (63%)
Prior 7-Day Average $10.74M
Calls: $3.96M (37%)
Puts: $6.77M (63%)
Current vs Prior 7-Day Avg +34.11%
Calls: +128.95%
Puts: -21.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 1.24
Prior (07/17) 1.84
Current vs Prior -33.00%
Prior 7-Day Average 1.93
Current vs Prior 7-Day Avg -35.99%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 85,375
Calls: 45,713 (54%)
Puts: 39,662 (46%)
Prior (07/17) 99,692
Calls: 56,351 (57%)
Puts: 43,341 (43%)
Current vs Prior -14.36%
Prior 7-Day Total 529,330
Calls: 299,859 (57%)
Puts: 229,471 (43%)
Prior 7-Day Average 75,618
Calls: 42,837 (57%)
Puts: 32,781 (43%)
Current vs Prior 7-Day Avg +12.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.20% | 9.77%15.06% | 19.93%
Prior 7.45% | 9.92%0.95% | 16.32%
Current vs Prior -3.37% | -1.52%+1492.51% | +22.17%
Prior 7-Day Avg 4.83% | 8.39%4.46% | 16.43%
Current vs 7-Day Avg +48.92% | +16.45%+237.98% | +21.33%
Prior 7-Day Eod 7.45% | 9.92%0.95% | 16.32%
Current vs 7-Day Eod -3.37% | -1.52%+1492.51% | +22.17%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Prior 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($9.07M). Below-average activity with volume down 70% vs prior. Bearish P/C ratio of 1.24 indicates protective positioning. P/C ratio dropping 33% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 52 of results (avg 7.6%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2878.0081.50$79.754.4%20.87--
$310.00Aug 2168.5072.00$70.255.0%--0.8518
$310.00Aug 2869.8073.50$71.655.2%10.84--
$310.00Aug 1466.0069.50$67.755.2%10.871
$320.00Aug 2160.6064.00$62.305.5%--0.8132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 2171.6074.20$72.903.6%--0.7913
$390.00Aug 2135.9037.60$36.754.6%110.5697
$440.00Jul 2465.9069.40$67.655.2%--1.00100
$435.00Jul 2461.0064.50$62.755.6%--0.9362
$425.00Aug 754.8058.00$56.405.7%20.81158

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. 72 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 2438.7041.90$40.307.9%--0.8715
$310.00Aug 1466.0069.50$67.755.2%10.871
$300.00Aug 2878.0081.50$79.754.4%20.87--
$310.00Aug 2168.5072.00$70.255.0%--0.8518
$340.00Jul 2434.4037.50$35.958.6%30.847
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 2465.9069.40$67.655.2%--1.00100
$430.00Jul 2456.1059.60$57.856.1%--0.9322
$435.00Jul 2461.0064.50$62.755.6%--0.9362
$425.00Jul 2451.4054.80$53.106.4%--0.9258
$420.00Jul 2446.6050.10$48.357.2%--0.9110

Most actively traded options today. High liquidity = easy entry/exit. 162 active (total vol 3.3K, top 670)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2119.7022.10$20.9011.5%2500.45390
$425.00Jul 240.351.50$0.93123.7%360.071.1K
$380.00Jul 3113.1015.80$14.4518.7%360.46109
$400.00Jul 243.004.40$3.7037.8%340.21174
$420.00Jul 240.551.70$1.13101.8%320.08433
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2120.2022.50$21.3510.8%6700.39881
$355.00Aug 2117.5020.20$18.8514.3%4620.36--
$350.00Aug 2115.7018.50$17.1016.4%1660.33282
$362.50Aug 2120.6023.40$22.0012.7%1430.40--
$357.50Aug 2118.5021.30$19.9014.1%1140.37--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 37.0%, max 99.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$435.00Jul 24Aug 1491.6%58.5%56.5%1226
$445.00Jul 24Aug 2195.9%61.7%55.6%1466
$340.00Jul 24Aug 2194.5%64.3%47.1%1327
$440.00Jul 24Aug 2186.4%61.3%41.0%8129
$365.00Jul 24Aug 1485.8%61.1%40.4%--48
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 24Aug 28132.1%66.1%99.9%48
$315.00Jul 24Aug 21105.4%66.6%58.2%449
$302.50Jul 24Jul 31131.0%82.8%58.1%11--
$320.00Jul 24Aug 21103.6%66.0%56.8%15220
$325.00Jul 24Aug 21101.3%65.6%54.4%522

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 187 found (best R:R 32.33, avg 4.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$435.00$440.00Aug 7$0.15$4.85$0.1532.33$435.15
$420.00$425.00Jul 24$0.20$4.80$0.2024.00$420.20
$405.00$407.50Jul 24$0.13$2.37$0.1318.23$405.13
$427.50$430.00Jul 24$0.13$2.37$0.1318.23$427.63
$430.00$440.00Jul 31$0.53$9.47$0.5317.87$430.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$327.50Jul 24$0.10$2.40$0.1024.00$329.90
$315.00$312.50Jul 24$0.12$2.38$0.1219.83$314.88
$320.00$317.50Jul 24$0.12$2.38$0.1219.83$319.88
$342.50$340.00Jul 24$0.12$2.38$0.1219.83$342.38
$302.50$300.00Jul 24$0.13$2.37$0.1318.23$302.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 220 found (best R:R 49.00, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$340.00Jul 24$4.35$4.35$0.656.69$339.35
$340.00$345.00Jul 24$4.35$4.35$0.656.69$344.35
$300.00$310.00Aug 28$8.10$8.10$1.904.26$308.10
$310.00$320.00Aug 21$7.95$7.95$2.053.88$317.95
$310.00$340.00Aug 14$23.65$23.65$6.353.72$333.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$435.00$430.00Jul 24$4.90$4.90$0.1049.00$430.10
$425.00$420.00Jul 24$4.75$4.75$0.2519.00$420.25
$430.00$425.00Jul 24$4.75$4.75$0.2519.00$425.25
$420.00$415.00Jul 24$4.60$4.60$0.4011.50$415.40
$415.00$410.00Jul 24$4.55$4.55$0.4510.11$410.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $5.33, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$440.00Jul 24Jul 31$1.4786.4%69.8%
$430.00Jul 24Jul 31$1.7084.5%66.9%
$425.00Jul 24Jul 31$2.0082.7%66.4%
$435.00Jul 24Aug 7$2.3591.6%59.7%
$420.00Jul 24Jul 31$2.4580.5%66.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 24Jul 31$0.28132.1%83.4%
$302.50Jul 24Jul 31$0.30131.0%82.8%
$310.00Jul 24Jul 31$1.6297.9%81.4%
$320.00Jul 24Jul 31$1.63103.6%77.7%
$425.00Jul 24Jul 31$1.6582.7%66.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 6.91% of stock, avg 12.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Jul 24$11.55$14.20$25.75$349.25$400.756.91%
$370.00Jul 24$14.15$11.70$25.85$344.15$395.856.94%
$377.50Jul 24$10.70$15.25$25.95$351.55$403.456.97%
$367.50Jul 24$15.55$10.45$26.00$341.50$393.506.98%
$380.00Jul 24$9.40$16.80$26.20$353.80$406.207.03%
$365.00Jul 24$17.15$9.60$26.75$338.25$391.757.18%
$382.50Jul 24$8.55$18.20$26.75$355.75$409.257.18%
$385.00Jul 24$7.45$19.70$27.15$357.85$412.157.29%
$362.50Jul 24$18.90$8.55$27.45$335.05$389.957.37%
$387.50Jul 24$6.65$21.00$27.65$359.85$415.157.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 4.30% of stock, avg 8.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$362.50Jul 24$7.45$8.55$16.00$346.50$401.00
$405.00$355.00Jul 31$6.30$10.45$16.75$338.25$421.75
$385.00$365.00Jul 24$7.45$9.60$17.05$347.95$402.05
$382.50$362.50Jul 24$8.55$8.55$17.10$345.40$399.60
$385.00$367.50Jul 24$7.45$10.45$17.90$349.60$402.90
$380.00$362.50Jul 24$9.40$8.55$17.95$344.55$397.95
$400.00$355.00Jul 31$7.50$10.45$17.95$337.05$417.95
$425.00$300.00Aug 28$12.25$5.85$18.10$281.90$443.10
$382.50$365.00Jul 24$8.55$9.60$18.15$346.85$400.65
$405.00$360.00Jul 31$6.30$11.85$18.15$341.85$423.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 457 found (best R:R 19.00, avg credit $4.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
310/312335/340Jul 24$4.75$0.2519.00$307.75$339.75
310/312340/345Jul 24$4.75$0.2519.00$307.75$344.75
325/328335/340Jul 24$4.60$0.4011.50$322.90$339.60
325/328340/345Jul 24$4.60$0.4011.50$322.90$344.60
330/332335/340Jul 24$4.58$0.4210.90$327.92$339.58
330/332340/345Jul 24$4.58$0.4210.90$327.92$344.58
320/322335/340Jul 24$4.55$0.4510.11$317.95$339.55
320/322340/345Jul 24$4.55$0.4510.11$317.95$344.55
315/318335/340Jul 24$4.53$0.479.64$312.97$339.53
315/318340/345Jul 24$4.53$0.479.64$312.97$344.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Jul 24$0.05$4.9599.00
$400.00$410.00$420.00Aug 21$0.15$9.8565.67
$370.00$380.00$390.00Aug 21$0.25$9.7539.00
$360.00$365.00$370.00Jul 31$0.15$4.8532.33
$400.00$405.00$410.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$405.00$410.00Jul 24$0.05$4.9599.00
$410.00$415.00$420.00Jul 24$0.05$4.9599.00
$360.00$365.00$370.00Aug 7$0.10$4.9049.00
$312.50$315.00$317.50Jul 24$0.06$2.4440.67
$405.00$410.00$415.00Jul 24$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-1.15, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$385.00$420.001:2Aug 28-$1.15$33.85
$400.00$420.001:2Aug 7-$0.70$19.30
$340.00$365.001:2Aug 14-$12.00$13.00
$405.00$420.001:2Aug 14-$4.50$10.50
$310.00$340.001:2Aug 14-$20.45$9.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$425.00$395.001:2Aug 7-$10.40$19.60
$315.00$300.001:2Aug 7-$0.56$14.44
$370.00$350.001:2Aug 28-$10.10$9.90
$320.00$310.001:2Jul 31-$1.27$8.73
$360.00$345.001:2Aug 14-$6.60$8.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 7.49%, avg 2.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Aug 28$27.900.530.7%7.49%8.17%--33
$380.00Aug 21$23.900.502.0%6.42%8.44%23150
$385.00Aug 28$23.400.483.4%6.28%9.65%211
$390.00Aug 21$19.700.454.7%5.29%10.00%250390
$380.00Aug 14$19.600.492.0%5.26%7.29%127
$392.50Aug 21$18.300.435.4%4.91%10.29%4--
$385.00Aug 14$17.600.463.4%4.73%8.09%133
$380.00Aug 7$16.500.472.0%4.43%6.45%1224
$400.00Aug 21$15.300.397.4%4.11%11.50%3231
$390.00Aug 14$15.000.424.7%4.03%8.74%--170

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 2,282
Total Puts 2,821
Put/Call Ratio 1.24
Net Difference -539

Prior's Put/Call Breakdown

Total Calls 5,963
Total Puts 11,002
Put/Call Ratio 1.84
Net Difference -5,039

Prior 7-Day Put/Call Summary

Total Calls 24,508
Total Puts 37,925
Average Put/Call Ratio 1.93
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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