Tour v536
ASML
ASML HLDG N V ADR
$1356.65 -9.33%
$1351.76 (-0.36%)🌙
as of 11/05 06:15 PM
◀ 11/5 18:15 ▶

Option Volume

Detail
ℹ
Current (11/05) 48,347
Calls: 23,507 (49%)
Puts: 24,840 (51%)
Prior (11/04) 16,621
Calls: 9,396 (57%)
Puts: 7,225 (43%)
Current vs Prior +190.88%
Calls: +150.18% (Calls)
Puts: +243.81% (Puts)
Prior 7-Day Total 104,271
Calls: 53,073 (51%)
Puts: 51,198 (49%)
Prior 7-Day Average 14,895
Calls: 7,581 (51%)
Puts: 7,314 (49%)
Current vs Prior 7-Day Avg +224.57%
Calls: +210.04%
Puts: +239.62%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $364.26M
Calls: $105.78M (29%)
Puts: $258.49M (71%)
Prior (11/04) $101.34M
Calls: $54.30M (54%)
Puts: $47.04M (46%)
Current vs Prior +259.45%
Calls: +94.81%
Puts: +449.46%
Prior 7-Day Total $525.71M
Calls: $280.44M (53%)
Puts: $245.27M (47%)
Prior 7-Day Average $75.10M
Calls: $40.06M (53%)
Puts: $35.04M (47%)
Current vs Prior 7-Day Avg +385.03%
Calls: +164.02%
Puts: +637.73%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.06
Prior (11/04) 0.77
Current vs Prior +37.42%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg +6.83%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 97,510
Calls: 41,933 (43%)
Puts: 55,577 (57%)
Prior (11/04) 77,161
Calls: 35,682 (46%)
Puts: 41,479 (54%)
Current vs Prior +26.37%
Prior 7-Day Total 501,189
Calls: 237,634 (47%)
Puts: 263,555 (53%)
Prior 7-Day Average 71,598
Calls: 33,947 (47%)
Puts: 37,650 (53%)
Current vs Prior 7-Day Avg +36.19%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.31% | 8.36%11.12% | 15.55%
Prior 3.63% | 6.40%8.41% | 12.89%
Current vs Prior +18.83% | +30.56%+32.25% | +20.67%
Prior 7-Day Avg 4.13% | 6.43%8.80% | 12.75%
Current vs 7-Day Avg +4.28% | +29.93%+26.40% | +21.98%
Prior 7-Day Eod 3.63% | 6.40%8.41% | 12.89%
Current vs 7-Day Eod +18.83% | +30.56%+32.25% | +20.67%
Sentiment BEARISHBEARISH

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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($258.49M). Massive premium surge with dollar volume up 259% vs prior. Dollar volume significantly above 7-day average (385% higher). Unusually high activity with volume up 191% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 142 of results (avg 7.0%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Dec 18279.20291.90$285.554.4%20.87--
$1180.00Dec 18213.70224.60$219.155.0%30.8030
$1170.00Nov 20201.30212.30$206.805.3%50.866
$1240.00Dec 18169.80180.90$175.356.3%40.7229
$1200.00Dec 4186.00198.80$192.406.7%10.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1600.00Nov 20242.40252.40$247.404.0%150.93446
$1620.00Dec 18270.70282.30$276.504.2%50.83569
$1600.00Nov 6237.60248.50$243.054.5%291.00130
$1625.00Nov 6260.90273.00$266.954.5%41.0025
$1610.00Dec 18262.00274.40$268.204.6%10.82--

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. 232 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Nov 676.4085.90$81.1511.7%20.90--
$1100.00Dec 18279.20291.90$285.554.4%20.87--
$1170.00Nov 20201.30212.30$206.805.3%50.866
$1300.00Nov 658.7072.70$65.7021.3%20.83--
$1210.00Nov 20166.60180.50$173.558.0%50.824
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1450.00Nov 687.60100.00$93.8013.2%2381.00358
$1455.00Nov 692.10104.20$98.1512.3%141.0021
$1460.00Nov 699.00109.70$104.3510.3%271.0043
$1465.00Nov 6101.00115.20$108.1013.1%91.0043
$1470.00Nov 6108.30119.80$114.0510.1%381.0063

Most actively traded options today. High liquidity = easy entry/exit. 580 active (total vol 26.3K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1550.00Nov 2010.1013.30$11.7027.4%1.9K0.1540
$1600.00Dec 1819.9030.00$24.9540.5%1.4K0.20299
$1500.00Nov 136.9012.30$9.6056.3%9320.1515
$1500.00Dec 1841.8054.00$47.9025.5%4970.33124
$1465.00Nov 1313.6024.30$18.9556.5%4930.25--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Dec 1833.9042.70$38.3023.0%9140.23612
$1200.00Nov 2018.9023.00$20.9519.6%8280.18180
$1240.00Nov 2026.0031.90$28.9520.4%6970.2469
$1320.00Nov 1335.8044.60$40.2021.9%6360.387
$1300.00Dec 1865.5076.10$70.8015.0%6140.37614

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 68.7%, max 92.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1420.00Nov 6Dec 18103.5%53.9%92.2%8532
$1360.00Nov 6Dec 1894.4%52.0%81.7%37151
$1380.00Nov 6Dec 1897.3%54.6%78.1%3614
$1300.00Nov 6Dec 1895.8%54.0%77.3%1897
$1400.00Nov 6Dec 1896.9%55.0%76.1%16839
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1420.00Nov 6Dec 18103.5%53.9%92.2%66302
$1330.00Nov 6Dec 4107.1%57.6%86.0%2753
$1360.00Nov 6Dec 1894.4%52.0%81.7%212303
$1410.00Nov 6Dec 4104.9%58.1%80.7%24111
$1380.00Nov 6Dec 1897.3%54.6%78.1%308839

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 353 found (best R:R 0.52, avg 5.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1200.00$1340.00Dec 4$92.10$47.90$92.1080%0.52$1292.10
$1380.00$1400.00Dec 18$7.60$12.40$7.6051%1.63$1387.60
$1350.00$1360.00Nov 13$3.25$6.75$3.2555%2.08$1353.25
$1360.00$1370.00Nov 27$3.10$6.90$3.1053%2.23$1363.10
$1310.00$1320.00Nov 6$5.70$4.30$5.7078%0.75$1315.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1475.00$1470.00Nov 6$2.95$2.05$2.95100%0.69$1472.05
$1510.00$1500.00Nov 27$5.70$4.30$5.7077%0.75$1504.30
$1385.00$1380.00Nov 6$1.45$3.55$1.4565%2.45$1383.55
$1280.00$1260.00Nov 27$4.10$15.90$4.1032%3.88$1275.90
$1340.00$1330.00Nov 27$2.50$7.50$2.5044%3.00$1337.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 281 found (best R:R 1.99, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1585.00$1590.00Dec 4$3.95$3.95$1.0581%3.76$1588.95
$1480.00$1485.00Nov 13$3.80$3.80$1.2079%3.17$1483.80
$1390.00$1400.00Dec 4$7.35$7.35$2.6552%2.77$1397.35
$1610.00$1615.00Nov 13$2.77$2.77$2.2392%1.24$1612.77
$1475.00$1490.00Dec 4$7.25$7.25$7.7566%0.94$1482.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1330.00$1320.00Nov 6$6.65$6.65$3.3566%1.99$1323.35
$1240.00$1220.00Nov 13$6.90$6.90$13.1079%0.53$1233.10
$1220.00$1200.00Dec 18$7.80$7.80$12.2074%0.64$1212.20
$1250.00$1210.00Dec 11$12.85$12.85$27.1571%0.47$1237.15
$1110.00$1090.00Dec 11$4.95$4.95$15.0586%0.33$1105.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $31.46, cheapest $52.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1370.00Nov 6Nov 27$52.45100.4%60.4%
$1385.00Nov 6Nov 13$25.60106.6%69.1%
$1340.00Nov 6Dec 4$62.1591.3%56.3%
$1375.00Nov 6Nov 13$27.40102.7%69.5%
$1380.00Nov 6Nov 13$27.4597.3%68.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1385.00Nov 6Nov 13$24.45106.6%69.1%
$1330.00Nov 6Nov 13$26.70107.1%71.7%
$1375.00Nov 6Nov 13$28.05102.7%69.5%
$1370.00Nov 6Nov 13$28.75100.4%69.1%
$1380.00Nov 6Nov 13$25.9597.3%68.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 3.86% of stock, avg 10.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1360.00Nov 6$25.30$27.00$52.30$1307.70$1412.303.86%
$1350.00Nov 6$31.45$22.00$53.45$1296.55$1403.453.94%
$1340.00Nov 6$38.15$16.30$54.45$1285.55$1394.454.01%
$1370.00Nov 6$22.35$32.50$54.85$1315.15$1424.854.04%
$1375.00Nov 6$20.90$35.75$56.65$1318.35$1431.654.18%
$1380.00Nov 6$17.55$39.15$56.70$1323.30$1436.704.18%
$1390.00Nov 6$14.15$44.30$58.45$1331.55$1448.454.31%
$1385.00Nov 6$18.15$40.60$58.75$1326.25$1443.754.33%
$1320.00Nov 6$51.05$9.90$60.95$1259.05$1380.954.49%
$1400.00Nov 6$11.15$51.95$63.10$1336.90$1463.104.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.77% of stock, avg 8.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1390.00$1320.00Nov 6$14.15$9.90$24.05$1295.95$1414.05
$1390.00$1310.00Nov 6$14.15$9.30$23.45$1286.55$1413.45
$1390.00$1330.00Nov 6$14.15$16.55$30.70$1299.30$1420.70
$1380.00$1320.00Nov 6$17.55$9.90$27.45$1292.55$1407.45
$1390.00$1340.00Nov 6$14.15$16.30$30.45$1309.55$1420.45
$1385.00$1320.00Nov 6$18.15$9.90$28.05$1291.95$1413.05
$1380.00$1310.00Nov 6$17.55$9.30$26.85$1283.15$1406.85
$1385.00$1310.00Nov 6$18.15$9.30$27.45$1282.55$1412.45
$1380.00$1340.00Nov 6$17.55$16.30$33.85$1306.15$1413.85
$1385.00$1340.00Nov 6$18.15$16.30$34.45$1305.55$1419.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 267 found (best R:R 24.00, avg credit $5.04)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1320/13301395/1400Nov 6$9.60$0.4034%24.00$1320.40$1404.60
1220/12301490/1500Dec 4$8.35$1.6544%5.06$1221.65$1498.35
1220/12301475/1490Dec 4$11.55$3.4541%3.35$1218.45$1486.55
1320/13301425/1430Nov 6$7.80$2.2047%3.55$1322.20$1432.80
1200/12201540/1560Dec 18$13.05$6.9547%1.88$1206.95$1553.05
1320/13301405/1410Nov 6$8.55$1.4538%5.90$1321.45$1413.55
1320/13301415/1420Nov 6$8.02$1.9843%4.05$1321.98$1423.02
1200/12201520/1540Dec 18$13.50$6.5044%2.08$1206.50$1533.50
1110/11201475/1490Dec 4$9.20$5.8053%1.59$1110.80$1484.20
1320/13301420/1425Nov 6$7.33$2.6745%2.75$1322.67$1427.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 199 found (best R:R 79.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1380.00$1400.00$1420.00Nov 20$0.25$19.759%79.00
$1280.00$1300.00$1320.00Nov 20$0.25$19.758%79.00
$1480.00$1500.00$1520.00Dec 18$0.10$19.905%199.00
$1350.00$1370.00$1390.00Dec 4$0.35$19.657%56.14
$1520.00$1540.00$1560.00Dec 18$0.45$19.556%43.44
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1520.00$1540.00$1560.00Dec 18$0.35$19.656%56.14
$1330.00$1350.00$1370.00Dec 4$0.50$19.507%39.00
$1400.00$1420.00$1440.00Nov 20$0.75$19.259%25.67
$1350.00$1360.00$1370.00Nov 6$0.50$9.5013%19.00
$1260.00$1280.00$1300.00Dec 18$0.55$19.456%35.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 101 found (best net $-8.20, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1200.00$1340.001:2Dec 4-$8.20$131.80
$1420.00$1490.001:2Dec 11-$21.05$48.95
$1475.00$1480.001:2Nov 6-$0.35$4.65
$1470.00$1475.001:2Nov 6-$0.95$4.05
$1540.00$1545.001:2Nov 6-$0.82$4.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1330.00$1320.001:2Nov 6-$3.25$6.75
$1220.00$1200.001:2Nov 6-$1.06$18.94
$1130.00$1100.001:2Nov 13-$2.15$27.85
$1260.00$1250.001:2Nov 6-$1.50$8.50
$1310.00$1300.001:2Nov 6-$2.86$7.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 184 found (best yield 7.29%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1360.00Dec 18$98.900.540.2%7.29%7.54%20149
$1380.00Dec 18$88.000.511.7%6.49%8.21%1213
$1400.00Dec 18$79.200.483.2%5.84%9.03%9428
$1420.00Dec 18$70.300.454.7%5.18%9.85%5032
$1440.00Dec 18$61.900.426.1%4.56%10.71%4138
$1460.00Dec 18$56.000.397.6%4.13%11.75%44725
$1380.00Dec 11$82.100.511.7%6.05%7.77%2--
$1480.00Dec 18$49.100.369.1%3.62%12.71%2139
$1400.00Dec 11$73.000.473.2%5.38%8.58%52
$1410.00Dec 11$68.000.463.9%5.01%8.94%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

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

Prior's Put/Call Breakdown

Total Calls 9,396
Total Puts 7,225
Put/Call Ratio 0.77
Net Difference 2,171

Prior 7-Day Put/Call Summary

Total Calls 53,073
Total Puts 51,198
Average Put/Call Ratio 0.99
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All