Tour v477
ADI
ANALOG DEVICES INC
$367.41 +0.20%
$365.00 (-0.66%)🌙
as of 07/31 06:09 PM
7/31 18:09

Option Volume

Detail
Current (07/31) 15,028
Calls: 7,751 (52%)
Puts: 7,277 (48%)
Prior (07/30) 10,271
Calls: 1,538 (15%)
Puts: 8,733 (85%)
Current vs Prior +46.31%
Calls: +403.97% (Calls)
Puts: -16.67% (Puts)
Prior 7-Day Total 65,322
Calls: 23,864 (37%)
Puts: 41,458 (63%)
Prior 7-Day Average 9,331
Calls: 3,409 (37%)
Puts: 5,922 (63%)
Current vs Prior 7-Day Avg +61.04%
Calls: +127.36%
Puts: +22.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $11.11M
Calls: $6.49M (58%)
Puts: $4.61M (42%)
Prior (07/30) $10.01M
Calls: $4.53M (45%)
Puts: $5.48M (55%)
Current vs Prior +10.94%
Calls: +43.26%
Puts: -15.80%
Prior 7-Day Total $68.82M
Calls: $31.32M (46%)
Puts: $37.50M (54%)
Prior 7-Day Average $9.83M
Calls: $4.47M (46%)
Puts: $5.36M (54%)
Current vs Prior 7-Day Avg +12.98%
Calls: +45.13%
Puts: -13.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.94
Prior (07/30) 5.68
Current vs Prior -83.47%
Prior 7-Day Average 2.03
Current vs Prior 7-Day Avg -53.68%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 101,374
Calls: 52,447 (52%)
Puts: 48,927 (48%)
Prior (07/30) 31,451
Calls: 14,655 (47%)
Puts: 16,796 (53%)
Current vs Prior +222.32%
Prior 7-Day Total 328,279
Calls: 170,381 (52%)
Puts: 157,898 (48%)
Prior 7-Day Average 46,897
Calls: 24,340 (52%)
Puts: 22,556 (48%)
Current vs Prior 7-Day Avg +116.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.15% | 6.41%12.08% | 17.41%
Prior 3.11% | 7.06%12.27% | 17.29%
Current vs Prior +106.16% | +26.39%-1.53% | +0.66%
Prior 7-Day Avg 4.88% | 8.09%13.22% | 18.31%
Current vs 7-Day Avg +31.45% | +10.30%-8.57% | -4.95%
Prior 7-Day Eod 3.11% | 7.06%12.27% | 17.29%
Current vs 7-Day Eod +106.16% | +26.39%-1.53% | +0.66%
Sentiment BEARISHBULLISH

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

P/C ratio dropping 83% - sentiment shifting bullish. Rising open interest (up 222%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 33 of results (avg 7.8%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 3166.1069.50$67.805.0%10.952
$305.00Sep 1167.8071.80$69.805.7%10.84--
$310.00Aug 2160.6064.30$62.455.9%--0.8818
$320.00Aug 2152.6056.00$54.306.3%--0.8432
$320.00Jul 3146.1049.40$47.756.9%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Jul 3168.1071.60$69.855.0%10.92--
$440.00Aug 2172.7076.50$74.605.1%--0.8713
$425.00Aug 755.7059.00$57.355.8%--0.95158
$420.00Aug 2155.0058.60$56.806.3%--0.8012
$380.00Aug 2829.3031.30$30.306.6%--0.5411

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 70.700.85$0.7719.5%30.066

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 73 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 3166.1069.50$67.805.0%10.952
$320.00Jul 3146.1049.40$47.756.9%10.93--
$325.00Aug 742.6045.90$44.257.5%10.92--
$310.00Aug 2160.6064.30$62.455.9%--0.8818
$327.50Aug 1442.8046.00$44.407.2%10.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Aug 755.7059.00$57.355.8%--0.95158
$380.00Jul 3110.6013.90$12.2526.9%20.9215
$437.50Jul 3168.1071.60$69.855.0%10.92--
$420.00Jul 3150.6054.10$52.356.7%--0.9214
$425.00Jul 3155.5059.30$57.406.6%20.92--

Most actively traded options today. High liquidity = easy entry/exit. 167 active (total vol 12.8K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 77.008.20$7.6015.8%8390.405
$385.00Aug 73.805.50$4.6536.6%8290.28132
$380.00Jul 310.000.70$0.35200.0%8260.091.2K
$387.50Jul 310.001.00$0.50200.0%8260.08862
$387.50Aug 72.954.10$3.5332.6%7880.2450
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 72.003.10$2.5543.1%1.6K0.1623
$340.00Jul 310.002.15$1.08199.1%1.6K0.101.8K
$360.00Aug 76.408.40$7.4027.0%8830.3826
$360.00Jul 310.001.40$0.70200.0%7870.161.3K
$362.50Aug 1411.9014.30$13.1018.3%1530.439

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 61 strikes (avg 882.4%, max 2515.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$430.00Jul 31Sep 41346.0%56.7%2274.5%12320
$425.00Jul 31Aug 211268.7%62.1%1944.2%21.1K
$420.00Jul 31Aug 281170.0%59.7%1860.7%1745
$320.00Jul 31Aug 211266.8%65.7%1827.9%132
$410.00Jul 31Sep 41024.0%56.9%1698.7%15035
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 31Aug 281716.0%65.6%2515.0%--59
$310.00Jul 31Aug 281490.2%63.9%2232.4%--68
$320.00Jul 31Sep 41266.8%59.9%2013.1%133
$425.00Jul 31Aug 71268.7%63.0%1912.5%2158
$420.00Jul 31Aug 211170.0%60.5%1834.1%--26

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 159 found (best R:R 39.54, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$405.00$410.00Aug 7$0.20$4.80$0.2024.00$405.20
$430.00$440.00Aug 14$0.42$9.58$0.4222.81$430.42
$367.50$370.00Jul 31$0.17$2.33$0.1713.71$367.67
$375.00$377.50Jul 31$0.17$2.33$0.1713.71$375.17
$420.00$430.00Aug 14$0.70$9.30$0.7013.29$420.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$300.00Aug 14$0.37$14.63$0.3739.54$314.63
$367.50$365.00Jul 31$0.13$2.37$0.1318.23$367.37
$325.00$322.50Aug 7$0.15$2.35$0.1515.67$324.85
$317.50$315.00Aug 7$0.18$2.32$0.1812.89$317.32
$335.00$332.50Aug 7$0.18$2.32$0.1812.89$334.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 183 found (best R:R 14.38, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$365.00Jul 31$2.27$2.27$0.239.87$364.77
$325.00$342.50Aug 7$15.75$15.75$1.759.00$340.75
$320.00$325.00Aug 21$4.20$4.20$0.805.25$324.20
$342.50$347.50Aug 7$4.15$4.15$0.854.88$346.65
$327.50$340.00Aug 14$10.35$10.35$2.154.81$337.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$425.00$395.00Aug 7$28.05$28.05$1.9514.38$396.95
$440.00$420.00Aug 21$17.80$17.80$2.208.09$422.20
$410.00$402.50Aug 14$6.45$6.45$1.056.14$403.55
$397.50$395.00Aug 21$2.10$2.10$0.405.25$395.40
$420.00$410.00Aug 21$8.25$8.25$1.754.71$411.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $5.04, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$430.00Jul 31Aug 7$0.071346.0%75.4%
$420.00Jul 31Aug 7$0.231170.0%67.7%
$402.50Jul 31Aug 7$0.30893.0%52.8%
$400.00Jul 31Aug 7$0.62847.8%53.4%
$395.00Jul 31Aug 7$1.05754.6%51.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 31Aug 7$0.091716.0%95.6%
$325.00Jul 31Aug 7$0.121155.2%64.7%
$330.00Jul 31Aug 7$0.501043.6%62.9%
$337.50Jul 31Aug 7$1.15875.3%59.1%
$315.00Aug 7Aug 14$1.1567.5%60.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 0.66% of stock, avg 9.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$367.50Jul 31$1.27$1.15$2.42$365.08$369.920.66%
$370.00Jul 31$1.10$2.28$3.38$366.62$373.380.92%
$365.00Jul 31$3.08$1.02$4.10$360.90$369.101.12%
$372.50Jul 31$0.80$4.70$5.50$367.00$378.001.50%
$362.50Jul 31$5.35$0.65$6.00$356.50$368.501.63%
$375.00Jul 31$1.05$7.15$8.20$366.80$383.202.23%
$360.00Jul 31$7.75$0.70$8.45$351.55$368.452.30%
$377.50Jul 31$0.88$9.85$10.73$366.77$388.232.92%
$357.50Jul 31$10.15$1.08$11.23$346.27$368.733.06%
$380.00Jul 31$0.35$12.25$12.60$367.40$392.603.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.39% of stock, avg 5.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$372.50$362.50Jul 31$0.80$0.65$1.45$361.05$373.95
$372.50$360.00Jul 31$0.80$0.70$1.50$358.50$374.00
$377.50$362.50Jul 31$0.88$0.65$1.53$360.97$379.03
$377.50$360.00Jul 31$0.88$0.70$1.58$358.42$379.08
$375.00$362.50Jul 31$1.05$0.65$1.70$360.80$376.70
$382.50$362.50Jul 31$1.08$0.65$1.73$360.77$384.23
$370.00$362.50Jul 31$1.10$0.65$1.75$360.75$371.75
$375.00$360.00Jul 31$1.05$0.70$1.75$358.25$376.75
$382.50$360.00Jul 31$1.08$0.70$1.78$358.22$384.28
$370.00$360.00Jul 31$1.10$0.70$1.80$358.20$371.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 314 found (best R:R 24.00, avg credit $4.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
305/310320/325Aug 21$4.80$0.2024.00$305.20$324.80
340/345350/355Aug 21$4.80$0.2024.00$340.20$354.80
295/300342/348Aug 7$4.79$0.2122.81$295.21$347.29
295/300325/342Aug 7$16.39$1.1114.77$283.61$341.39
320/322325/342Aug 7$16.03$1.4710.90$306.47$341.03
300/305320/325Aug 21$4.57$0.4310.63$300.43$324.57
310/312325/342Aug 7$15.96$1.5410.36$296.54$340.96
315/318325/342Aug 7$15.93$1.5710.15$301.57$340.93
325/330342/348Aug 7$4.53$0.479.64$325.47$347.03
330/335350/355Aug 21$4.50$0.509.00$330.50$354.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$372.50$375.00$377.50Aug 7$0.05$2.4549.00
$377.50$380.00$382.50Aug 21$0.05$2.4549.00
$420.00$430.00$440.00Aug 14$0.28$9.7234.71
$430.00$435.00$440.00Aug 21$0.19$4.8125.32
$360.00$362.50$365.00Jul 31$0.13$2.3718.23
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$315.00$320.00$325.00Aug 21$0.05$4.9599.00
$385.00$390.00$395.00Aug 7$0.10$4.9049.00
$345.00$347.50$350.00Aug 14$0.05$2.4549.00
$332.50$335.00$337.50Aug 7$0.07$2.4334.71
$335.00$337.50$340.00Aug 7$0.07$2.4334.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-1.25, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$365.001:2Aug 14-$0.85$24.15
$385.00$410.001:2Sep 4-$3.50$21.50
$360.00$385.001:2Sep 4-$7.55$17.45
$400.00$420.001:2Aug 28-$2.95$17.05
$410.00$430.001:2Sep 4-$3.00$17.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$425.00$395.001:2Aug 7-$1.25$28.75
$315.00$300.001:2Aug 14-$1.06$13.94
$370.00$350.001:2Aug 28-$6.35$13.65
$320.00$310.001:2Jul 31-$1.08$8.92
$310.00$300.001:2Aug 7-$1.32$8.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 5.42%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Aug 28$19.900.492.1%5.42%7.48%--33
$370.00Aug 21$19.500.520.7%5.31%6.01%772
$372.50Aug 21$18.400.501.4%5.01%6.39%62
$380.00Aug 28$17.600.463.4%4.79%8.22%1965
$385.00Sep 4$17.200.434.8%4.68%9.47%124
$375.00Aug 21$17.100.482.1%4.65%6.72%343
$377.50Aug 21$16.400.462.8%4.46%7.21%17
$380.00Aug 21$15.500.453.4%4.22%7.65%47233
$385.00Aug 28$15.000.424.8%4.08%8.87%1215
$382.50Aug 21$14.400.434.1%3.92%8.03%141

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 7,751
Total Puts 7,277
Put/Call Ratio 0.94
Net Difference 474

Prior's Put/Call Breakdown

Total Calls 1,538
Total Puts 8,733
Put/Call Ratio 5.68
Net Difference -7,195

Prior 7-Day Put/Call Summary

Total Calls 23,864
Total Puts 41,458
Average Put/Call Ratio 2.03
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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