Tour v422
ADI
ANALOG DEVICES INC
$371.89 +0.01%
$372.02 (+0.04%)🌙
as of 07/27 06:08 PM
7/27 18:08

Option Volume

Detail
Current (07/27) 3,638
Calls: 2,320 (64%)
Puts: 1,318 (36%)
Prior (07/24) 14,945
Calls: 6,485 (43%)
Puts: 8,460 (57%)
Current vs Prior -75.66%
Calls: -64.23% (Calls)
Puts: -84.42% (Puts)
Prior 7-Day Total 76,759
Calls: 31,740 (41%)
Puts: 45,019 (59%)
Prior 7-Day Average 10,965
Calls: 4,534 (41%)
Puts: 6,431 (59%)
Current vs Prior 7-Day Avg -66.82%
Calls: -48.83%
Puts: -79.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $7.72M
Calls: $6.01M (78%)
Puts: $1.71M (22%)
Prior (07/24) $8.55M
Calls: $3.29M (39%)
Puts: $5.26M (61%)
Current vs Prior -9.73%
Calls: +82.39%
Puts: -67.43%
Prior 7-Day Total $87.75M
Calls: $39.15M (45%)
Puts: $48.60M (55%)
Prior 7-Day Average $12.54M
Calls: $5.59M (45%)
Puts: $6.94M (55%)
Current vs Prior 7-Day Avg -38.41%
Calls: +7.42%
Puts: -75.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.57
Prior (07/24) 1.30
Current vs Prior -56.45%
Prior 7-Day Average 1.35
Current vs Prior 7-Day Avg -57.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 89,133
Calls: 47,873 (54%)
Puts: 41,260 (46%)
Prior (07/24) 32,452
Calls: 14,697 (45%)
Puts: 17,755 (55%)
Current vs Prior +174.66%
Prior 7-Day Total 518,723
Calls: 280,312 (54%)
Puts: 238,411 (46%)
Prior 7-Day Average 74,103
Calls: 40,044 (54%)
Puts: 34,058 (46%)
Current vs Prior 7-Day Avg +20.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.39% | 8.23%12.96% | 18.10%
Prior 6.13% | 8.65%13.18% | 18.21%
Current vs Prior -12.07% | -4.83%-1.64% | -0.60%
Prior 7-Day Avg 5.68% | 8.83%10.77% | 18.44%
Current vs 7-Day Avg -5.13% | -6.79%+20.31% | -1.85%
Prior 7-Day Eod 6.13% | 8.65%13.18% | 18.21%
Current vs 7-Day Eod -12.07% | -4.83%-1.64% | -0.60%
Sentiment BULLISHBULLISH

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

Strong bullish conviction with 78% of dollar volume in calls ($6.01M) vs puts ($1.71M). Below-average activity with volume down 76% vs prior. Bullish P/C ratio of 0.57. P/C ratio dropping 56% - sentiment shifting bullish.

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 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 28 of results (avg 7.5%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2142.1044.50$43.305.5%--0.7420
$320.00Aug 2157.6061.00$59.305.7%--0.8332
$310.00Aug 2165.5069.40$67.455.8%--0.8718
$355.00Aug 2132.0034.50$33.257.5%1220.65--
$322.50Jul 3148.3052.10$50.207.6%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 2169.5072.60$71.054.4%10.8413
$437.50Jul 3163.6066.90$65.255.1%10.93--
$435.00Sep 468.0071.60$69.805.2%40.78--
$420.00Aug 2152.9055.80$54.355.3%--0.7612
$430.00Sep 463.7067.60$65.655.9%20.76--

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. 64 found (avg delta 0.66, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$322.50Jul 3148.3052.10$50.207.6%10.92--
$310.00Aug 2165.5069.40$67.455.8%--0.8718
$320.00Aug 2157.6061.00$59.305.7%--0.8332
$340.00Aug 2142.1044.50$43.305.5%--0.7420
$355.00Aug 723.4026.50$24.9512.4%30.7042
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Jul 3163.6066.90$65.255.1%10.93--
$420.00Jul 3146.2049.50$47.856.9%10.9318
$425.00Jul 3151.1054.40$52.756.3%10.931
$425.00Aug 752.0055.40$53.706.3%10.91158
$405.00Jul 3132.1035.20$33.659.2%--0.9127

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 2.6K, top 246)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 315.306.70$6.0023.3%2460.38969
$377.50Jul 316.407.80$7.1019.7%2260.4218
$370.00Jul 319.3011.60$10.4522.0%1260.545
$440.00Aug 70.052.15$1.10190.9%1220.07194
$355.00Aug 2132.0034.50$33.257.5%1220.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$377.50Jul 3111.4013.30$12.3515.4%1700.5833
$370.00Jul 317.909.20$8.5515.2%1420.461.1K
$300.00Aug 212.604.30$3.4549.3%1300.10137
$360.00Aug 2116.0018.80$17.4016.1%1190.391.4K
$372.50Jul 318.8010.40$9.6016.7%560.5033

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 18.1%, max 68.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$435.00Jul 31Aug 2897.9%58.1%68.6%119
$430.00Jul 31Aug 2192.4%58.8%57.0%2533
$425.00Jul 31Aug 2186.7%59.5%45.7%11.1K
$420.00Jul 31Aug 2876.6%58.8%30.4%639
$402.50Jul 31Aug 759.9%55.1%8.7%--64
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 31Aug 28105.1%63.1%66.5%--66
$425.00Jul 31Aug 786.7%53.8%61.1%2159
$320.00Jul 31Aug 21101.0%65.6%54.0%1198
$325.00Jul 31Aug 2193.8%64.7%44.9%440
$300.00Jul 31Aug 2893.5%64.6%44.7%2652

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 164 found (best R:R 49.00, avg 4.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$440.00$445.00Aug 21$0.10$4.90$0.1049.00$440.10
$430.00$435.00Aug 7$0.20$4.80$0.2024.00$430.20
$405.00$407.50Jul 31$0.13$2.37$0.1318.23$405.13
$412.50$415.00Jul 31$0.15$2.35$0.1515.67$412.65
$425.00$430.00Aug 7$0.32$4.68$0.3214.62$425.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$317.50$310.00Jul 31$0.32$7.18$0.3222.44$317.18
$330.00$327.50Jul 31$0.12$2.38$0.1219.83$329.88
$352.50$350.00Jul 31$0.15$2.35$0.1515.67$352.35
$320.00$300.00Aug 7$1.23$18.77$1.2315.26$318.77
$335.00$332.50Jul 31$0.16$2.34$0.1614.63$334.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 188 found (best R:R 49.00, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$322.50$365.00Jul 31$36.65$36.65$5.856.26$359.15
$310.00$320.00Aug 21$8.15$8.15$1.854.41$318.15
$320.00$340.00Aug 21$16.00$16.00$4.004.00$336.00
$350.00$355.00Aug 21$3.55$3.55$1.452.45$353.55
$365.00$367.50Aug 21$1.75$1.75$0.752.33$366.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$425.00$420.00Jul 31$4.90$4.90$0.1049.00$420.10
$420.00$405.00Jul 31$14.20$14.20$0.8017.75$405.80
$405.00$400.00Jul 31$4.55$4.55$0.4510.11$400.45
$400.00$395.00Jul 31$4.35$4.35$0.656.69$395.65
$425.00$395.00Aug 7$25.10$25.10$4.905.12$399.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $5.22, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Jul 31Aug 7$0.1986.7%53.8%
$440.00Aug 7Aug 14$0.6862.0%53.8%
$420.00Jul 31Aug 7$0.8376.6%53.8%
$415.00Jul 31Aug 7$1.9860.6%55.3%
$410.00Jul 31Aug 7$2.2561.0%54.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 31Aug 7$0.3593.5%67.6%
$325.00Jul 31Aug 7$0.4393.8%60.7%
$320.00Jul 31Aug 7$0.50101.0%66.2%
$425.00Jul 31Aug 7$0.9586.7%53.8%
$330.00Jul 31Aug 7$1.9577.5%64.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 5.11% of stock, avg 10.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Jul 31$10.45$8.55$19.00$351.00$389.005.11%
$367.50Jul 31$11.95$7.10$19.05$348.45$386.555.12%
$375.00Jul 31$8.30$10.95$19.25$355.75$394.255.18%
$377.50Jul 31$7.10$12.35$19.45$358.05$396.955.23%
$380.00Jul 31$6.00$13.50$19.50$360.50$399.505.24%
$365.00Jul 31$13.55$6.35$19.90$345.10$384.905.35%
$382.50Jul 31$4.95$15.40$20.35$362.15$402.855.47%
$385.00Jul 31$4.20$17.15$21.35$363.65$406.355.74%
$390.00Jul 31$2.98$20.75$23.73$366.27$413.736.38%
$395.00Jul 31$2.05$24.75$26.80$368.20$421.807.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.58% of stock, avg 6.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$362.50Jul 31$4.20$5.40$9.60$352.90$394.60
$382.50$362.50Jul 31$4.95$5.40$10.35$352.15$392.85
$385.00$365.00Jul 31$4.20$6.35$10.55$354.45$395.55
$445.00$310.00Aug 28$5.10$5.45$10.55$299.45$455.55
$382.50$365.00Jul 31$4.95$6.35$11.30$353.70$393.80
$385.00$367.50Jul 31$4.20$7.10$11.30$356.20$396.30
$380.00$362.50Jul 31$6.00$5.40$11.40$351.10$391.40
$382.50$367.50Jul 31$4.95$7.10$12.05$355.45$394.55
$435.00$310.00Aug 28$6.85$5.45$12.30$297.70$447.30
$380.00$365.00Jul 31$6.00$6.35$12.35$352.65$392.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 374 found (best R:R 49.00, avg credit $3.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/345350/355Aug 21$4.90$0.1049.00$340.10$354.90
345/350355/360Aug 21$4.80$0.2024.00$345.20$359.80
330/335350/355Aug 21$4.75$0.2519.00$330.25$354.75
370/375390/395Aug 14$4.55$0.4510.11$370.45$394.55
370/375380/385Aug 14$4.50$0.509.00$370.50$384.50
325/330350/355Aug 21$4.50$0.509.00$325.50$354.50
360/365375/380Aug 14$4.45$0.558.09$360.55$379.45
320/325350/355Aug 21$4.45$0.558.09$320.55$354.45
355/365375/385Aug 28$8.85$1.157.70$356.15$383.85
308/310365/368Jul 31$2.20$0.307.33$307.80$367.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$430.00$435.00$440.00Aug 21$0.05$4.9599.00
$420.00$425.00$430.00Aug 7$0.09$4.9154.56
$377.50$380.00$382.50Jul 31$0.05$2.4549.00
$425.00$430.00$435.00Aug 7$0.12$4.8840.67
$392.50$395.00$397.50Jul 31$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 21$0.05$4.9599.00
$327.50$330.00$332.50Jul 31$0.05$2.4549.00
$352.50$355.00$357.50Jul 31$0.05$2.4549.00
$372.50$375.00$377.50Jul 31$0.05$2.4549.00
$375.00$377.50$380.00Aug 7$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 76 found (best net $-3.50, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$420.001:2Aug 28-$4.60$15.40
$420.00$435.001:2Aug 28-$3.80$11.20
$420.00$430.001:2Aug 14-$2.18$7.82
$435.00$445.001:2Aug 28-$3.35$6.65
$402.50$410.001:2Aug 7-$1.55$5.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$425.00$395.001:2Aug 7-$3.50$26.50
$315.00$300.001:2Aug 14-$0.42$14.58
$360.00$345.001:2Aug 14-$2.95$12.05
$330.00$320.001:2Aug 14-$2.10$7.90
$310.00$300.001:2Aug 21-$2.50$7.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 73 found (best yield 6.35%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Aug 28$23.600.520.8%6.35%7.18%--33
$372.50Aug 21$22.100.530.2%5.94%6.11%1--
$375.00Aug 21$20.800.510.8%5.59%6.43%--40
$385.00Sep 4$20.300.463.5%5.46%8.98%5--
$385.00Aug 28$19.100.463.5%5.14%8.66%511
$380.00Aug 21$18.600.482.2%5.00%7.18%28176
$382.50Aug 21$18.500.462.9%4.97%7.83%339
$372.50Aug 14$16.800.520.2%4.52%4.68%3--
$385.00Aug 21$16.600.453.5%4.46%7.99%--27
$387.50Aug 21$15.600.434.2%4.19%8.39%--50

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 2,320
Total Puts 1,318
Put/Call Ratio 0.57
Net Difference 1,002

Prior's Put/Call Breakdown

Total Calls 6,485
Total Puts 8,460
Put/Call Ratio 1.30
Net Difference -1,975

Prior 7-Day Put/Call Summary

Total Calls 31,740
Total Puts 45,019
Average Put/Call Ratio 1.35
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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