Tour v536
ASML
ASML HLDG N V ADR
$1424.75 +5.02%
$1429.99 (+0.37%)🌙
as of 11/06 07:59 PM
◀ 11/6 18:11

Option Volume

Detail
ℹ
Current (11/06) 28,965
Calls: 12,536 (43%)
Puts: 16,429 (57%)
Prior (11/05) 48,347
Calls: 23,507 (49%)
Puts: 24,840 (51%)
Current vs Prior -40.09%
Calls: -46.67% (Calls)
Puts: -33.86% (Puts)
Prior 7-Day Total 141,189
Calls: 71,749 (51%)
Puts: 69,440 (49%)
Prior 7-Day Average 20,169
Calls: 10,249 (51%)
Puts: 9,920 (49%)
Current vs Prior 7-Day Avg +43.61%
Calls: +22.30%
Puts: +65.61%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $127.25M
Calls: $64.19M (50%)
Puts: $63.06M (50%)
Prior (11/05) $364.26M
Calls: $105.78M (29%)
Puts: $258.49M (71%)
Current vs Prior -65.07%
Calls: -39.32%
Puts: -75.60%
Prior 7-Day Total $843.11M
Calls: $362.54M (43%)
Puts: $480.57M (57%)
Prior 7-Day Average $120.44M
Calls: $51.79M (43%)
Puts: $68.65M (57%)
Current vs Prior 7-Day Avg +5.65%
Calls: +23.94%
Puts: -8.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.31
Prior (11/05) 1.06
Current vs Prior +24.02%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg +38.68%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 90,537
Calls: 41,713 (46%)
Puts: 48,824 (54%)
Prior (11/05) 97,510
Calls: 41,933 (43%)
Puts: 55,577 (57%)
Current vs Prior -7.15%
Prior 7-Day Total 533,000
Calls: 250,205 (47%)
Puts: 282,795 (53%)
Prior 7-Day Average 76,142
Calls: 35,743 (47%)
Puts: 40,399 (53%)
Current vs Prior 7-Day Avg +18.90%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 0.84% | 7.02%9.90% | 14.47%
Prior 4.31% | 8.36%11.12% | 15.55%
Current vs Prior +62.91% | +18.44%-11.00% | -6.99%
Prior 7-Day Avg 4.14% | 6.72%9.12% | 13.17%
Current vs 7-Day Avg +69.41% | +47.30%+8.55% | +9.86%
Prior 7-Day Eod 4.31% | 8.36%11.12% | 15.55%
Current vs 7-Day Eod +62.91% | +18.44%-11.00% | -6.99%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.14% | 24.50%
Calls: 22.39% | 21.48%
Puts: 13.90% | 27.52%
Prior 18.14% | 24.50%
Calls: 22.39% | 21.48%
Puts: 13.90% | 27.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.14% | 24.50%
Calls: 22.39% | 21.48%
Puts: 13.90% | 27.52%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 40% vs prior. Bearish P/C ratio of 1.31 indicates protective positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 188 of results (avg 7.1%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1160.00Nov 27269.50280.60$275.054.0%10.92--
$1300.00Dec 18173.90181.30$177.604.2%60.7296
$1260.00Dec 18202.10211.00$206.554.3%40.7762
$1340.00Dec 18148.10154.90$151.504.5%70.67--
$1220.00Nov 20211.80222.20$217.004.8%120.883
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1540.00Dec 18159.10164.90$162.003.6%130.64226
$1700.00Nov 20273.00283.10$278.053.6%50.95344
$1600.00Dec 18202.10210.40$206.254.0%140.73541
$1700.00Nov 13271.60283.00$277.304.1%10.98--
$1640.00Dec 18233.40243.50$238.454.2%30.78--

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. 254 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Nov 668.9081.70$75.3017.0%201.0018
$1370.00Nov 647.3062.20$54.7527.2%31.00--
$1375.00Nov 642.9056.50$49.7027.4%21.00--
$1380.00Nov 638.7051.60$45.1528.6%81.0017
$1385.00Nov 632.0046.20$39.1036.3%41.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1590.00Nov 6159.20171.00$165.107.1%471.0043
$1645.00Nov 6214.00227.80$220.906.2%21.002
$1667.50Nov 6236.90250.30$243.605.5%51.00--
$1495.00Nov 664.2077.00$70.6018.1%190.9943
$1505.00Nov 674.1088.00$81.0517.1%20.99--

Most actively traded options today. High liquidity = easy entry/exit. 643 active (total vol 19.3K, top 904)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Nov 60.000.80$0.40200.0%6860.03114
$1700.00Nov 60.004.90$2.45200.0%5230.04642
$1430.00Nov 60.004.90$2.45200.0%3960.32114
$1550.00Nov 137.409.80$8.6027.9%2610.1549
$1600.00Nov 133.205.00$4.1043.9%2410.08112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Nov 208.2011.50$9.8533.5%9040.10450
$1300.00Nov 1312.3013.30$12.807.8%8960.16349
$1250.00Nov 133.307.70$5.5080.0%5470.08264
$1200.00Nov 133.404.90$4.1536.1%3900.0621
$1300.00Nov 2021.7025.80$23.7517.3%3710.22445

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 87.4%, max 252.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1445.00Nov 6Dec 11187.6%53.3%252.3%4715
$1420.00Nov 6Dec 18128.7%49.5%160.1%86104
$1430.00Nov 6Dec 4112.0%55.4%102.1%400114
$1435.00Nov 6Nov 2796.7%55.2%75.2%7114
$1425.00Nov 6Nov 2776.3%53.5%42.7%14020
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1445.00Nov 6Nov 13187.6%62.1%202.1%6664
$1420.00Nov 6Dec 18128.7%49.5%160.1%216310
$1430.00Nov 6Dec 4112.0%55.4%102.1%263195
$1415.00Nov 6Nov 13100.3%64.0%56.7%6623
$1425.00Nov 6Dec 476.3%51.8%47.3%7364

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 392 found (best R:R 32.33, avg 5.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1600.00$1640.00Dec 11$5.80$34.20$5.8024%5.90$1605.80
$1410.00$1415.00Nov 6$2.50$2.50$2.50100%1.00$1412.50
$1340.00$1350.00Nov 27$4.65$5.35$4.6569%1.15$1344.65
$1500.00$1520.00Dec 18$5.65$14.35$5.6541%2.54$1505.65
$1460.00$1470.00Nov 20$2.25$7.75$2.2543%3.44$1462.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1280.00$1260.00Nov 20$0.60$19.40$0.6019%32.33$1279.40
$1480.00$1475.00Nov 13$0.45$4.55$0.4566%10.11$1479.55
$1480.00$1460.00Dec 18$8.10$11.90$8.1055%1.47$1471.90
$1420.00$1410.00Dec 4$2.15$7.85$2.1547%3.65$1417.85
$1435.00$1430.00Nov 6$1.35$3.65$1.3585%2.70$1433.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 308 found (best R:R 3.85, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1440.00$1460.00Dec 18$12.60$12.60$7.4049%1.70$1452.60
$1665.00$1670.00Nov 27$2.72$2.72$2.2889%1.19$1667.72
$1535.00$1540.00Nov 6$2.50$2.50$2.5088%1.00$1537.50
$1540.00$1550.00Nov 6$2.25$2.25$7.7593%0.29$1542.25
$1590.00$1595.00Dec 4$2.95$2.95$2.0577%1.44$1592.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1280.00$1275.00Nov 13$3.97$3.97$1.0386%3.85$1276.03
$1380.00$1270.00Dec 4$32.80$32.80$77.2061%0.42$1347.20
$1200.00$1190.00Nov 27$3.85$3.85$6.1588%0.63$1196.15
$1320.00$1310.00Nov 27$5.05$5.05$4.9573%1.02$1314.95
$1260.00$1250.00Nov 13$3.35$3.35$6.6589%0.50$1256.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $43.71, cheapest $43.12)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1420.00Nov 6Nov 13$43.82128.7%63.5%
$1430.00Nov 6Nov 13$44.55112.0%62.7%
$1425.00Nov 6Nov 13$46.8776.3%61.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1420.00Nov 6Nov 13$43.12128.7%63.5%
$1430.00Nov 6Nov 13$39.70112.0%62.7%
$1425.00Nov 6Nov 13$44.2276.3%61.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 149 found (cheapest 0.48% of stock, avg 9.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1425.00Nov 6$2.98$3.93$6.91$1418.09$1431.910.48%
$1420.00Nov 6$8.03$3.73$11.76$1408.24$1431.760.83%
$1435.00Nov 6$0.80$11.35$12.15$1422.85$1447.150.85%
$1430.00Nov 6$2.45$10.00$12.45$1417.55$1442.450.87%
$1415.00Nov 6$11.65$1.20$12.85$1402.15$1427.850.90%
$1410.00Nov 6$14.15$0.90$15.05$1394.95$1425.051.06%
$1440.00Nov 6$0.53$16.35$16.88$1423.12$1456.881.18%
$1405.00Nov 6$19.50$0.70$20.20$1384.80$1425.201.42%
$1445.00Nov 6$1.60$19.85$21.45$1423.55$1466.451.51%
$1400.00Nov 6$23.85$1.50$25.35$1374.65$1425.351.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.12% of stock, avg 7.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1435.00$1410.00Nov 6$0.80$0.90$1.70$1408.30$1436.70
$1435.00$1415.00Nov 6$0.80$1.20$2.00$1413.00$1437.00
$1435.00$1400.00Nov 6$0.80$1.50$2.30$1397.70$1437.30
$1445.00$1410.00Nov 6$1.60$0.90$2.50$1407.50$1447.50
$1445.00$1415.00Nov 6$1.60$1.20$2.80$1412.20$1447.80
$1435.00$1395.00Nov 6$0.80$2.20$3.00$1392.00$1438.00
$1445.00$1400.00Nov 6$1.60$1.50$3.10$1396.90$1448.10
$1460.00$1410.00Nov 6$2.55$0.90$3.45$1406.55$1463.45
$1445.00$1395.00Nov 6$1.60$2.20$3.80$1391.20$1448.80
$1460.00$1415.00Nov 6$2.55$1.20$3.75$1411.25$1463.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 209 found (best R:R 0.81, avg credit $4.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1300/13101485/1490Nov 6$4.47$5.5382%0.81$1305.53$1489.47
1300/13101520/1525Nov 6$3.82$6.1885%0.62$1306.18$1523.82
1385/13901485/1490Nov 6$3.25$1.7576%1.86$1386.75$1488.25
1140/11501520/1530Nov 20$5.65$4.3563%1.30$1144.35$1525.65
1300/13101490/1495Nov 6$2.79$7.2190%0.39$1307.21$1492.79
1370/13751485/1490Nov 6$2.50$2.5085%1.00$1372.50$1487.50
1300/13101465/1470Nov 6$3.37$6.6383%0.51$1306.63$1468.37
1180/11901520/1530Nov 20$5.65$4.3561%1.30$1184.35$1525.65
1350/13601485/1490Nov 6$3.50$6.5082%0.54$1356.50$1488.50
1380/13851485/1490Nov 6$2.50$2.5083%1.00$1382.50$1487.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 207 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1500.00$1520.00$1540.00Dec 18$0.10$19.906%199.00
$1320.00$1360.00$1400.00Nov 20$3.30$36.7017%11.12
$1400.00$1410.00$1420.00Nov 27$0.05$9.954%199.00
$1460.00$1465.00$1470.00Nov 6$0.15$4.8510%32.33
$1560.00$1570.00$1580.00Nov 20$0.10$9.904%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1405.00$1410.00$1415.00Nov 6$0.10$4.9010%49.00
$1180.00$1200.00$1220.00Dec 18$0.25$19.754%79.00
$1320.00$1340.00$1360.00Nov 20$0.70$19.308%27.57
$1300.00$1320.00$1340.00Nov 20$0.70$19.307%27.57
$1400.00$1410.00$1420.00Nov 27$0.20$9.804%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 149 found (best net $-23.30, 125 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1445.00$1515.001:2Dec 11-$23.30$46.70
$1600.00$1620.001:2Nov 6$0.00$20.00
$1435.00$1440.001:2Nov 6-$0.26$4.74
$1635.00$1645.001:2Nov 13-$0.35$9.65
$1460.00$1465.001:2Nov 6-$0.35$4.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1225.00$1205.001:2Nov 13-$0.95$19.05
$1415.00$1410.001:2Nov 6-$0.60$4.40
$1250.00$1200.001:2Nov 6-$0.03$49.97
$1410.00$1405.001:2Nov 6-$0.50$4.50
$1300.00$1290.001:2Nov 6-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 189 found (best yield 6.25%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1440.00Dec 18$89.000.511.1%6.25%7.32%1665
$1460.00Dec 18$78.100.482.5%5.48%7.96%90434
$1480.00Dec 18$69.600.453.9%4.89%8.76%553
$1520.00Dec 18$57.900.386.7%4.06%10.75%7770
$1500.00Dec 18$61.700.415.3%4.33%9.61%39462
$1540.00Dec 18$50.100.368.1%3.52%11.61%13150
$1445.00Dec 11$77.900.501.4%5.47%6.89%1--
$1560.00Dec 18$44.700.329.5%3.14%12.63%3--
$1570.00Dec 18$41.900.3110.2%2.94%13.14%5--
$1580.00Dec 18$36.900.3010.9%2.59%13.49%497

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 12,536
Total Puts 16,429
Put/Call Ratio 1.31
Net Difference -3,893

Prior's Put/Call Breakdown

Total Calls 23,507
Total Puts 24,840
Put/Call Ratio 1.06
Net Difference -1,333

Prior 7-Day Put/Call Summary

Total Calls 71,749
Total Puts 69,440
Average Put/Call Ratio 0.94
Ratio Trend Rising

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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