Tour v536
AVAV
AEROVIRONMENT INC
$112.76 +10.46%
$112.75 (-0.01%)🌙
as of 11/06 07:58 PM
◀ 11/6 18:04

Option Volume

Detail
ℹ
Current (11/06) 5,175
Calls: 2,992 (58%)
Puts: 2,183 (42%)
Prior (11/05) 7,847
Calls: 3,944 (50%)
Puts: 3,903 (50%)
Current vs Prior -34.05%
Calls: -24.14% (Calls)
Puts: -44.07% (Puts)
Prior 7-Day Total 39,614
Calls: 27,243 (69%)
Puts: 12,371 (31%)
Prior 7-Day Average 5,659
Calls: 3,891 (69%)
Puts: 1,767 (31%)
Current vs Prior 7-Day Avg -8.56%
Calls: -23.12%
Puts: +23.52%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $5.43M
Calls: $2.20M (41%)
Puts: $3.23M (59%)
Prior (11/05) $7.87M
Calls: $1.86M (24%)
Puts: $6.01M (76%)
Current vs Prior -31.02%
Calls: +18.11%
Puts: -46.27%
Prior 7-Day Total $34.96M
Calls: $15.71M (45%)
Puts: $19.25M (55%)
Prior 7-Day Average $4.99M
Calls: $2.24M (45%)
Puts: $2.75M (55%)
Current vs Prior 7-Day Avg +8.68%
Calls: -1.92%
Puts: +17.33%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.73
Prior (11/05) 0.99
Current vs Prior -26.27%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg +46.54%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 75,097
Calls: 46,022 (61%)
Puts: 29,075 (39%)
Prior (11/05) 74,314
Calls: 44,927 (60%)
Puts: 29,387 (40%)
Current vs Prior +1.05%
Prior 7-Day Total 476,829
Calls: 287,407 (60%)
Puts: 189,422 (40%)
Prior 7-Day Average 68,118
Calls: 41,058 (60%)
Puts: 27,060 (40%)
Current vs Prior 7-Day Avg +10.24%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.06% | 10.40%12.64% | 25.23%
Prior 6.32% | 10.97%16.95% | 26.35%
Current vs Prior +64.64% | +15.18%-25.43% | -4.26%
Prior 7-Day Avg 6.67% | 9.50%12.93% | 23.89%
Current vs 7-Day Avg +55.91% | +33.09%-2.23% | +5.59%
Prior 7-Day Eod 6.32% | 10.97%16.95% | 26.35%
Current vs 7-Day Eod +64.64% | +15.18%-25.43% | -4.26%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.27% | 17.73%
Calls: 5.61% | 11.46%
Puts: 30.93% | 24.00%
Prior 18.27% | 17.73%
Calls: 5.61% | 11.46%
Puts: 30.93% | 24.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.27% | 17.73%
Calls: 5.61% | 11.46%
Puts: 30.93% | 24.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

P/C ratio dropping 26% - sentiment shifting bullish. Call-heavy open interest (46,022 calls vs 29,075 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 1 of results (avg 9.0%, best 9.0%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 2018.1019.80$18.959.0%280.80616

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. 118 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 69.9016.30$13.1048.9%121.0011
$102.00Nov 67.9014.10$11.0056.4%31.0020
$104.00Nov 64.6012.80$8.7094.3%61.0021
$108.00Nov 63.209.10$6.1595.9%171.009
$109.00Nov 60.808.60$4.70166.0%31.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Nov 618.4025.10$21.7530.8%10.981
$127.00Nov 610.4018.40$14.4055.6%70.976
$117.00Nov 60.909.00$4.95163.6%70.8914
$134.00Nov 1318.5025.80$22.1533.0%20.885
$135.00Nov 2019.0027.50$23.2536.6%20.87297

Most actively traded options today. High liquidity = easy entry/exit. 204 active (total vol 3.6K, top 310)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 200.503.20$1.85145.9%3100.20967
$130.00Dec 184.208.80$6.5070.8%3000.36336
$135.00Nov 200.501.50$1.00100.0%1000.13591
$115.00Nov 133.504.40$3.9522.8%700.444
$110.00Nov 60.808.00$4.40163.6%661.00128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Nov 206.5012.90$9.7066.0%2330.6016
$112.00Nov 60.001.00$0.50200.0%1600.5314
$113.00Nov 60.004.70$2.35200.0%1440.6621
$100.00Nov 201.502.70$2.1057.1%1030.20216
$110.00Nov 60.001.60$0.80200.0%610.34145

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 1608.2%, max 3576.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$134.00Nov 6Nov 272693.2%73.3%3576.1%278
$132.00Nov 6Nov 202562.1%72.4%3439.4%16216
$128.00Nov 6Nov 272284.7%68.5%3235.1%493
$131.00Nov 6Nov 202494.7%74.8%3233.9%1118
$133.00Nov 6Dec 42628.2%83.6%3042.6%2223
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Nov 6Dec 182426.1%79.4%2956.6%15536
$99.00Nov 6Dec 112198.2%87.1%2425.0%711
$98.00Nov 6Nov 132306.6%92.3%2399.9%511
$101.00Nov 6Dec 111980.6%80.1%2373.8%135
$120.00Nov 6Dec 181650.3%78.3%2006.4%42371

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 1.86, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$105.00Nov 20$1.75$3.25$1.7580%1.86$101.75
$105.00$110.00Dec 18$2.00$3.00$2.0067%1.50$107.00
$110.00$115.00Dec 18$1.80$3.20$1.8061%1.78$111.80
$125.00$130.00Dec 18$0.85$4.15$0.8541%4.88$125.85
$112.00$115.00Dec 4$0.60$2.40$0.6054%4.00$112.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$133.00Nov 20$0.60$1.40$0.6087%2.33$134.40
$115.00$114.00Nov 6$0.10$0.90$0.1076%9.00$114.90
$120.00$117.00Dec 4$1.00$2.00$1.0057%2.00$119.00
$122.00$120.00Nov 27$0.65$1.35$0.6564%2.08$121.35
$135.00$130.00Dec 4$3.25$1.75$3.2575%0.54$131.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 2.33, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$120.00Dec 18$3.50$3.50$1.5045%2.33$118.50
$115.00$117.00Dec 4$1.65$1.65$0.3550%4.71$116.65
$132.00$133.00Nov 13$0.82$0.82$0.1882%4.56$132.82
$124.00$125.00Nov 20$0.88$0.88$0.1273%7.33$124.88
$121.00$122.00Nov 13$0.75$0.75$0.2572%3.00$121.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$98.00$95.00Nov 6$2.10$2.10$0.9080%2.33$95.90
$105.00$102.00Nov 27$1.62$1.62$1.3868%1.17$103.38
$103.00$95.00Dec 4$2.60$2.60$5.4069%0.48$100.40
$105.00$100.00Nov 20$1.88$1.88$3.1269%0.60$103.12
$105.00$100.00Dec 18$2.10$2.10$2.9066%0.72$102.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $2.41, cheapest $2.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Nov 6Nov 13$0.231560.4%85.0%
$118.00Nov 6Nov 13$0.731467.1%88.5%
$111.00Nov 6Nov 13$1.351205.2%84.6%
$112.00Nov 6Nov 13$4.27704.3%85.4%
$113.00Nov 6Nov 13$3.63424.9%79.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Nov 6Nov 13$2.251650.3%85.5%
$119.00Nov 6Nov 13$2.401560.4%85.0%
$118.00Nov 6Nov 13$2.601467.1%88.5%
$107.00Nov 6Nov 13$0.201302.0%80.0%
$111.00Nov 6Nov 20$4.851205.2%76.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 2.42% of stock, avg 11.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Nov 6$2.23$0.50$2.73$109.27$114.732.42%
$113.00Nov 6$0.90$2.35$3.25$109.75$116.252.88%
$114.00Nov 6$0.50$3.98$4.48$109.52$118.483.97%
$115.00Nov 6$0.63$4.08$4.71$110.29$119.714.18%
$109.00Nov 6$4.70$0.40$5.10$103.90$114.104.52%
$117.00Nov 6$0.20$4.95$5.15$111.85$122.154.57%
$110.00Nov 6$4.40$0.80$5.20$104.80$115.204.61%
$111.00Nov 6$4.35$1.10$5.45$105.55$116.454.83%
$108.00Nov 6$6.15$0.13$6.28$101.72$114.285.57%
$118.00Nov 6$2.45$5.70$8.15$109.85$126.157.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 168 found (cheapest 1.51% of stock, avg 9.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$110.00Nov 6$0.90$0.80$1.70$108.30$114.70
$113.00$111.00Nov 6$0.90$1.10$2.00$109.00$115.00
$118.00$110.00Nov 6$2.45$0.80$3.25$106.75$121.25
$119.00$110.00Nov 6$2.45$0.80$3.25$106.75$122.25
$120.00$110.00Nov 6$2.45$0.80$3.25$106.75$123.25
$121.00$110.00Nov 6$2.45$0.80$3.25$106.75$124.25
$113.00$107.00Nov 6$0.90$2.45$3.35$103.65$116.35
$113.00$106.00Nov 6$0.90$2.45$3.35$102.65$116.35
$113.00$105.00Nov 6$0.90$2.45$3.35$101.65$116.35
$118.00$111.00Nov 6$2.45$1.10$3.55$107.45$121.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 5.38, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/98115/117Nov 6$2.53$0.4755%5.38$95.47$117.53
102/105125/128Nov 27$2.90$0.1037%29.00$102.10$127.90
105/107121/122Nov 13$1.75$0.2540%7.00$105.25$122.75
105/107123/124Nov 13$1.57$0.4345%3.65$105.43$124.57
100/101123/124Nov 13$0.80$0.2059%4.00$100.20$123.80
102/103124/125Nov 13$0.80$0.2058%4.00$102.20$124.80
101/102123/124Nov 13$0.80$0.2057%4.00$101.20$123.80
102/103127/128Nov 13$0.75$0.2560%3.00$102.25$127.75
102/103119/120Nov 13$0.86$0.1444%6.14$102.14$119.86
102/105134/135Nov 27$1.80$1.2050%1.50$103.20$135.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Dec 18$0.20$4.8012%24.00
$109.00$110.00$111.00Nov 6$0.25$0.7544%3.00
$116.00$117.00$118.00Nov 20$0.06$0.944%15.67
$132.00$133.00$134.00Nov 20$0.05$0.951%19.00
$119.00$120.00$121.00Nov 13$0.12$0.884%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Dec 18$0.10$4.9012%49.00
$105.00$110.00$115.00Nov 27$0.45$4.5519%10.11
$108.00$109.00$110.00Nov 6$0.13$0.8724%6.69
$105.00$110.00$115.00Dec 18$0.35$4.6512%13.29
$115.00$116.00$117.00Nov 6$0.13$0.8712%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.40, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$125.001:2Dec 4-$1.45$6.55
$110.00$117.001:2Nov 27-$3.10$3.90
$111.00$112.001:2Nov 6-$0.11$0.89
$113.00$114.001:2Nov 6-$0.10$0.90
$104.00$112.001:2Dec 4-$4.90$3.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$120.001:2Nov 6-$0.40$6.60
$103.00$95.001:2Dec 4-$0.60$7.40
$105.00$100.001:2Nov 20-$0.22$4.78
$110.00$109.001:2Nov 6$0.00$1.00
$114.00$113.001:2Nov 6-$0.72$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 9.93%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$11.200.552.0%9.93%11.92%1223
$130.00Dec 18$4.200.3615.3%3.72%19.01%300336
$125.00Dec 18$5.100.4110.8%4.52%15.38%7150
$120.00Dec 18$6.500.486.4%5.76%12.19%9164
$135.00Dec 18$3.300.2919.7%2.93%22.65%1552
$122.00Dec 11$5.700.418.2%5.05%13.25%2--
$120.00Dec 11$6.000.446.4%5.32%11.74%346
$118.00Dec 11$6.700.474.7%5.94%10.59%--40
$125.00Dec 11$4.200.3810.8%3.72%14.58%141
$115.00Dec 11$7.500.502.0%6.65%8.64%4--

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 2,992
Total Puts 2,183
Put/Call Ratio 0.73
Net Difference 809

Prior's Put/Call Breakdown

Total Calls 3,944
Total Puts 3,903
Put/Call Ratio 0.99
Net Difference 41

Prior 7-Day Put/Call Summary

Total Calls 27,243
Total Puts 12,371
Average Put/Call Ratio 0.50
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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