Tour v528
ASML
ASML HLDG N V ADR
$1711.32 +1.87%
$1715.00 (+0.21%)🌙
as of 09/21 06:10 PM
9/21 18:10

Option Volume

Detail
Current (09/21) 16,794
Calls: 8,099 (48%)
Puts: 8,695 (52%)
Prior (09/18) 19,085
Calls: 10,197 (53%)
Puts: 8,888 (47%)
Current vs Prior -12.00%
Calls: -20.57% (Calls)
Puts: -2.17% (Puts)
Prior 7-Day Total 132,272
Calls: 60,175 (45%)
Puts: 72,097 (55%)
Prior 7-Day Average 18,896
Calls: 8,596 (45%)
Puts: 10,299 (55%)
Current vs Prior 7-Day Avg -11.12%
Calls: -5.79%
Puts: -15.58%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $71.93M
Calls: $39.99M (56%)
Puts: $31.94M (44%)
Prior (09/18) $73.98M
Calls: $48.46M (65%)
Puts: $25.53M (35%)
Current vs Prior -2.77%
Calls: -17.47%
Puts: +25.13%
Prior 7-Day Total $686.96M
Calls: $291.74M (42%)
Puts: $395.23M (58%)
Prior 7-Day Average $98.14M
Calls: $41.68M (42%)
Puts: $56.46M (58%)
Current vs Prior 7-Day Avg -26.70%
Calls: -4.05%
Puts: -43.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 1.07
Prior (09/18) 0.87
Current vs Prior +23.17%
Prior 7-Day Average 1.26
Current vs Prior 7-Day Avg -14.81%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 53,352
Calls: 25,745 (48%)
Puts: 27,607 (52%)
Prior (09/18) 74,689
Calls: 31,463 (42%)
Puts: 43,226 (58%)
Current vs Prior -28.57%
Prior 7-Day Total 506,528
Calls: 225,537 (45%)
Puts: 280,991 (55%)
Prior 7-Day Average 72,361
Calls: 32,219 (45%)
Puts: 40,141 (55%)
Current vs Prior 7-Day Avg -26.27%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.75% | 5.93%9.74% | 14.88%
Prior 4.45% | 6.36%0.63% | 10.42%
Current vs Prior -15.68% | -6.79%+1440.81% | +42.78%
Prior 7-Day Avg 3.45% | 5.64%3.34% | 10.99%
Current vs 7-Day Avg +8.67% | +5.25%+191.80% | +35.34%
Prior 7-Day Eod 4.45% | 6.36%0.63% | 10.42%
Current vs 7-Day Eod -15.68% | -6.79%+1440.81% | +42.78%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 25.87% | 23.50%
Calls: 20.29% | 29.37%
Puts: 31.45% | 17.63%
Prior 25.87% | 23.50%
Calls: 20.29% | 29.37%
Puts: 31.45% | 17.63%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.54% | 20.49%
Calls: 18.70% | 24.54%
Puts: 30.38% | 16.42%
Current vs 7-Day Avg +5.44% | +14.71%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.07. Declining open interest (down 29%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 118 of results (avg 7.2%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1705.00Oct 1687.4091.00$89.204.0%320.54--
$1490.00Oct 16236.20246.50$241.354.3%40.8812
$1660.00Oct 16112.10117.00$114.554.3%110.63--
$1500.00Oct 16227.60237.70$232.654.3%20.8833
$1480.00Oct 16244.40255.40$249.904.4%20.8935
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$2000.00Oct 16290.00300.30$295.153.5%20.8673
$1980.00Oct 16271.90282.10$277.003.7%90.8533
$2040.00Oct 16327.10340.00$333.553.9%120.8917
$1960.00Oct 16254.10264.20$259.153.9%130.8446
$1680.00Oct 1662.8065.50$64.154.2%250.41254

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. 143 found (avg delta 0.69, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1495.00Sep 25214.40226.90$220.655.7%40.996
$1500.00Sep 25209.50220.40$214.955.1%10.99--
$1490.00Sep 25219.40230.30$224.854.8%70.9925
$1550.00Sep 25160.10171.40$165.756.8%20.982
$1570.00Sep 25138.80150.50$144.658.1%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1835.00Sep 25118.50132.70$125.6011.3%10.93--
$1830.00Sep 25113.90127.20$120.5511.0%10.92--
$1815.00Sep 25100.00110.20$105.109.7%10.89--
$2040.00Oct 16327.10340.00$333.553.9%120.8917
$2000.00Oct 16290.00300.30$295.153.5%20.8673

Most actively traded options today. High liquidity = easy entry/exit. 550 active (total vol 12.1K, top 456)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1960.00Oct 1617.2018.50$17.857.3%3200.1685
$1850.00Sep 251.403.30$2.3580.9%2950.0725
$1950.00Sep 250.200.45$0.3375.8%2840.0137
$1870.00Sep 251.051.70$1.3847.1%2540.0424
$1875.00Sep 250.951.80$1.3861.6%2350.0443
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Oct 95.006.90$5.9531.9%4560.0878
$1560.00Sep 250.751.75$1.2580.0%3280.0483
$1600.00Sep 252.303.20$2.7532.7%3270.07253
$1555.00Sep 250.601.35$0.9876.5%2710.0369
$1500.00Sep 250.200.60$0.40100.0%2100.01141

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 6.1%, max 13.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1635.00Sep 25Oct 945.4%40.6%11.8%3356
$1790.00Sep 25Oct 945.7%42.7%7.0%11533
$1670.00Sep 25Oct 244.5%41.7%6.7%1359
$1785.00Sep 25Oct 945.2%42.6%6.0%3341
$1730.00Sep 25Oct 944.3%42.1%5.3%23228
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1655.00Sep 25Oct 947.4%41.7%13.6%1827
$1635.00Sep 25Oct 945.4%40.6%11.8%1111
$1645.00Sep 25Oct 245.4%41.1%10.6%2898
$1685.00Sep 25Oct 943.0%40.4%6.3%3220
$1735.00Sep 25Oct 944.3%41.7%6.3%638

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 386 found (best R:R 0.93, avg 8.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1640.00$1690.00Oct 23$25.95$24.05$25.9565%0.93$1665.95
$1960.00$2000.00Oct 23$2.75$37.25$2.7518%13.55$1962.75
$1725.00$1795.00Oct 30$28.25$41.75$28.2551%1.48$1753.25
$1900.00$1935.00Oct 23$4.35$30.65$4.3525%7.05$1904.35
$1800.00$1820.00Oct 16$4.30$15.70$4.3037%3.65$1804.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1660.00$1650.00Oct 16$0.50$9.50$0.5037%19.00$1659.50
$1450.00$1400.00Oct 23$1.30$48.70$1.3010%37.46$1448.70
$1725.00$1720.00Oct 9$0.15$4.85$0.1551%32.33$1724.85
$1735.00$1730.00Sep 25$1.00$4.00$1.0060%4.00$1734.00
$1685.00$1680.00Oct 2$0.15$4.85$0.1540%32.33$1684.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 327 found (best R:R 0.66, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1995.00$2000.00Oct 9$2.35$2.35$2.6592%0.89$1997.35
$1920.00$1925.00Oct 9$2.30$2.30$2.7085%0.85$1922.30
$1820.00$1825.00Oct 2$2.60$2.60$2.4078%1.08$1822.60
$1850.00$1900.00Oct 23$14.90$14.90$35.1068%0.42$1864.90
$1775.00$1790.00Oct 2$5.95$5.95$9.0567%0.66$1780.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1390.00$1380.00Oct 23$3.97$3.97$6.0393%0.66$1386.03
$1560.00$1550.00Oct 23$5.60$5.60$4.4077%1.27$1554.40
$1650.00$1640.00Oct 16$6.55$6.55$3.4564%1.90$1643.45
$1710.00$1700.00Oct 30$7.55$7.55$2.4553%3.08$1702.45
$1640.00$1635.00Oct 9$4.25$4.25$0.7570%5.67$1635.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $19.38, cheapest $17.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1695.00Sep 25Oct 2$17.6045.9%41.2%
$1700.00Sep 25Oct 2$18.2545.5%41.2%
$1675.00Sep 25Oct 2$13.9543.7%39.9%
$1685.00Sep 25Oct 2$16.4043.0%39.8%
$1740.00Sep 25Oct 2$16.1544.4%41.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1700.00Sep 25Oct 2$17.0545.5%41.2%
$1715.00Sep 25Oct 9$28.8544.0%40.1%
$1675.00Sep 25Oct 2$15.5043.7%39.9%
$1690.00Sep 25Oct 2$16.6543.3%39.9%
$1685.00Sep 25Oct 2$16.5043.0%39.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 92 found (cheapest 3.60% of stock, avg 7.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1710.00Sep 25$32.85$28.75$61.60$1648.40$1771.603.60%
$1715.00Sep 25$30.35$31.40$61.75$1653.25$1776.753.61%
$1705.00Sep 25$35.45$26.50$61.95$1643.05$1766.953.62%
$1720.00Sep 25$28.00$34.00$62.00$1658.00$1782.003.62%
$1690.00Sep 25$44.05$20.20$64.25$1625.75$1754.253.75%
$1700.00Sep 25$38.20$25.90$64.10$1635.90$1764.103.75%
$1722.50Sep 25$26.90$37.80$64.70$1657.80$1787.203.78%
$1735.00Sep 25$21.95$43.10$65.05$1669.95$1800.053.80%
$1695.00Sep 25$41.45$23.95$65.40$1629.60$1760.403.82%
$1740.00Sep 25$20.10$45.85$65.95$1674.05$1805.953.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.58% of stock, avg 6.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1730.00$1690.00Sep 25$23.90$20.20$44.10$1645.90$1774.10
$1727.50$1690.00Sep 25$25.00$20.20$45.20$1644.80$1772.70
$1730.00$1695.00Sep 25$23.90$23.95$47.85$1647.15$1777.85
$1730.00$1700.00Sep 25$23.90$25.90$49.80$1650.20$1779.80
$1725.00$1690.00Sep 25$26.05$20.20$46.25$1643.75$1771.25
$1727.50$1695.00Sep 25$25.00$23.95$48.95$1646.05$1776.45
$1727.50$1700.00Sep 25$25.00$25.90$50.90$1649.10$1778.40
$1730.00$1705.00Sep 25$23.90$26.50$50.40$1654.60$1780.40
$1722.50$1690.00Sep 25$26.90$20.20$47.10$1642.90$1769.60
$1727.50$1705.00Sep 25$25.00$26.50$51.50$1653.50$1779.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 1.82, avg credit $6.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1490/14951790/1795Oct 9$3.23$1.7758%1.82$1491.77$1793.23
1410/14201950/1960Oct 30$4.25$5.7567%0.74$1415.75$1954.25
1395/14001790/1795Oct 9$2.60$2.4062%1.08$1397.40$1792.60
1495/15001790/1795Oct 9$2.55$2.4558%1.04$1497.45$1792.55
1510/15151790/1795Oct 9$2.60$2.4057%1.08$1512.40$1792.60
1515/15201790/1795Oct 9$2.45$2.5556%0.96$1517.55$1792.45
1380/13901850/1900Oct 23$18.87$31.1361%0.61$1371.13$1868.87
1390/14001840/1860Oct 16$6.55$13.4564%0.49$1393.45$1846.55
1440/14501790/1795Oct 9$3.07$6.9361%0.44$1446.93$1793.07
1370/13801840/1860Oct 16$6.10$13.9065%0.44$1373.90$1846.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 171 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$2000.00$2020.00$2040.00Oct 16$0.10$19.902%199.00
$1880.00$1900.00$1920.00Oct 16$0.35$19.655%56.14
$1850.00$1860.00$1870.00Oct 2$0.10$9.903%99.00
$1760.00$1765.00$1770.00Sep 25$0.05$4.954%99.00
$1770.00$1775.00$1780.00Sep 25$0.05$4.954%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1510.00$1520.00$1530.00Oct 16$0.05$9.952%199.00
$1490.00$1500.00$1510.00Oct 16$0.05$9.952%199.00
$1540.00$1550.00$1560.00Oct 16$0.10$9.903%99.00
$1520.00$1530.00$1540.00Oct 16$0.10$9.902%99.00
$1470.00$1480.00$1490.00Oct 16$0.10$9.902%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 187 found (best net $-7.45, 186 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1815.00$1920.001:2Oct 30-$7.45$97.55
$1920.00$1925.001:2Sep 25-$0.17$4.83
$1950.00$1980.001:2Sep 25-$0.43$29.57
$1995.00$2000.001:2Sep 25-$0.15$4.85
$1945.00$1950.001:2Sep 25-$0.23$4.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1800.00$1710.001:2Oct 30-$46.95$43.05
$1390.00$1380.001:2Oct 23-$0.31$9.69
$1460.00$1450.001:2Sep 25-$0.03$9.97
$1485.00$1480.001:2Sep 25-$0.01$4.99
$1430.00$1425.001:2Sep 25-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 143 found (best yield 3.61%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1815.00Oct 30$61.800.396.1%3.61%9.67%1026
$1795.00Oct 30$67.600.414.9%3.95%8.84%2--
$1725.00Oct 30$93.400.510.8%5.46%6.26%1--
$1720.00Oct 30$95.700.520.5%5.59%6.10%2--
$1750.00Oct 23$75.100.472.3%4.39%6.65%1--
$1760.00Oct 23$70.000.452.8%4.09%6.93%1--
$1715.00Oct 23$89.200.520.2%5.21%5.43%11
$1765.00Oct 23$66.400.443.1%3.88%7.02%413
$1770.00Oct 23$64.900.433.4%3.79%7.22%410
$1740.00Oct 23$76.000.481.7%4.44%6.12%617

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 8,099
Total Puts 8,695
Put/Call Ratio 1.07
Net Difference -596

Prior's Put/Call Breakdown

Total Calls 10,197
Total Puts 8,888
Put/Call Ratio 0.87
Net Difference 1,309

Prior 7-Day Put/Call Summary

Total Calls 60,175
Total Puts 72,097
Average Put/Call Ratio 1.26
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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