Tour v366
BSX
BOSTON SCIENTIFIC CO
$43.77 -0.59%
$44.05 (+0.64%)🌙
as of 07/20 06:16 PM
7/20 18:16

Option Volume

Detail
Current (07/20) 17,756
Calls: 9,333 (53%)
Puts: 8,423 (47%)
Prior (07/17) 22,138
Calls: 12,715 (57%)
Puts: 9,423 (43%)
Current vs Prior -19.79%
Calls: -26.60% (Calls)
Puts: -10.61% (Puts)
Prior 7-Day Total 276,933
Calls: 130,351 (47%)
Puts: 146,582 (53%)
Prior 7-Day Average 39,561
Calls: 18,621 (47%)
Puts: 20,940 (53%)
Current vs Prior 7-Day Avg -55.12%
Calls: -49.88%
Puts: -59.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $5.81M
Calls: $1.54M (27%)
Puts: $4.27M (73%)
Prior (07/17) $10.52M
Calls: $4.23M (40%)
Puts: $6.29M (60%)
Current vs Prior -44.74%
Calls: -63.48%
Puts: -32.17%
Prior 7-Day Total $75.21M
Calls: $20.18M (27%)
Puts: $55.03M (73%)
Prior 7-Day Average $10.74M
Calls: $2.88M (27%)
Puts: $7.86M (73%)
Current vs Prior 7-Day Avg -45.89%
Calls: -46.45%
Puts: -45.69%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 0.90
Prior (07/17) 0.74
Current vs Prior +21.78%
Prior 7-Day Average 2.11
Current vs Prior 7-Day Avg -57.20%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 417,979
Calls: 275,928 (66%)
Puts: 142,051 (34%)
Prior (07/17) 557,553
Calls: 386,949 (69%)
Puts: 170,604 (31%)
Current vs Prior -25.03%
Prior 7-Day Total 3,728,525
Calls: 2,641,997 (71%)
Puts: 1,086,528 (29%)
Prior 7-Day Average 532,646
Calls: 377,428 (71%)
Puts: 155,218 (29%)
Current vs Prior 7-Day Avg -21.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.41% | 10.42%14.01% | 15.95%
Prior 5.16% | 11.13%1.43% | 13.22%
Current vs Prior -14.47% | -6.39%+878.82% | +20.64%
Prior 7-Day Avg 3.94% | 6.89%3.75% | 13.63%
Current vs 7-Day Avg +11.97% | +51.28%+273.90% | +16.99%
Prior 7-Day Eod 5.16% | 11.13%1.43% | 13.22%
Current vs 7-Day Eod -14.47% | -6.39%+878.82% | +20.64%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 24.29% | 23.21%
Calls: 20.00% | 16.13%
Puts: 28.57% | 30.30%
Prior 24.29% | 23.21%
Calls: 20.00% | 16.13%
Puts: 28.57% | 30.30%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.29% | 23.21%
Calls: 20.00% | 16.13%
Puts: 28.57% | 30.30%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($4.27M). Call-heavy open interest (275,928 calls vs 142,051 puts) suggests bullish positioning. Declining open interest (down 25%) indicates positions being closed.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
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 6 of results (avg 8.1%, best 6.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Jul 312.502.70$2.607.7%20.5957
$45.00Aug 212.202.40$2.308.7%1.4K0.463.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 213.203.40$3.306.1%90.545.2K
$46.50Jul 313.603.90$3.758.0%20.66--
$46.00Aug 73.503.80$3.658.2%20.61--
$44.50Jul 312.402.65$2.539.9%50.535

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.851.00$0.9316.1%2200.234.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Jul 240.851.00$0.9316.1%1390.533.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.50Jul 245.206.00$5.6014.3%10.98--
$39.00Jul 244.705.50$5.1015.7%30.98--
$38.00Jul 245.706.50$6.1013.1%40.97--
$39.50Jul 243.805.40$4.6034.8%10.96--
$40.00Jul 243.704.60$4.1521.7%30.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.50Jul 244.104.90$4.5017.8%21.00--
$50.00Jul 245.506.40$5.9515.1%81.00--
$48.00Jul 243.904.40$4.1512.0%60.9525
$47.00Jul 242.803.40$3.1019.4%120.91--
$46.50Jul 242.352.90$2.6320.9%40.8716

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 11.1K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.202.40$2.308.7%1.4K0.463.7K
$45.00Jul 240.300.45$0.3839.5%8950.292.7K
$49.00Aug 210.951.35$1.1534.8%4630.28--
$45.50Jul 240.200.35$0.2853.6%4430.23178
$46.00Jul 240.150.30$0.2268.2%4260.18338
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Jul 240.400.55$0.4831.3%1.7K0.3415.1K
$43.00Jul 311.601.85$1.7314.5%1.0K0.4176
$41.50Jul 310.951.25$1.1027.3%6020.30--
$40.00Aug 211.051.20$1.1313.3%4290.2621.9K
$41.50Aug 211.451.90$1.6726.9%1460.34--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 37.3%, max 115.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.00Jul 24Aug 28116.3%53.9%115.8%3--
$49.00Jul 24Aug 21103.1%57.2%80.2%483160
$38.00Jul 24Aug 2877.6%50.4%54.0%9--
$48.50Jul 31Aug 2168.8%48.8%41.1%97
$42.00Jul 31Aug 2171.5%51.4%38.9%29161
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Jul 31Aug 2878.3%48.9%60.1%1245
$38.00Jul 24Aug 2877.6%50.4%54.0%33
$37.00Jul 31Aug 2874.2%51.7%43.6%55
$38.50Jul 31Aug 2173.9%51.8%42.7%6--
$50.00Jul 24Aug 2163.3%56.7%11.7%165.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 8.09, avg 2.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$50.00Aug 7$0.11$0.89$0.118.09$49.11
$50.00$51.00Jul 31$0.12$0.88$0.127.33$50.12
$50.00$52.00Aug 28$0.25$1.75$0.257.00$50.25
$50.00$51.00Aug 7$0.14$0.86$0.146.14$50.14
$51.00$52.00Aug 14$0.17$0.83$0.174.88$51.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.50$37.00Jul 31$0.21$1.29$0.216.14$38.29
$38.00$37.00Aug 28$0.15$0.85$0.155.67$37.85
$43.50$43.00Jul 31$0.10$0.40$0.104.00$43.40
$40.00$39.00Aug 14$0.20$0.80$0.204.00$39.80
$41.00$40.00Aug 14$0.22$0.78$0.223.55$40.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 5.67, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.50$46.00Aug 21$0.39$0.39$0.113.55$45.89
$37.50$40.00Jul 31$1.85$1.85$0.652.85$39.35
$42.50$43.00Jul 24$0.35$0.35$0.152.33$42.85
$41.00$42.00Jul 31$0.70$0.70$0.302.33$41.70
$42.00$42.50Jul 31$0.35$0.35$0.152.33$42.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$49.00Jul 24$0.85$0.85$0.155.67$49.15
$44.00$43.50Jul 31$0.40$0.40$0.104.00$43.60
$46.50$46.00Jul 31$0.40$0.40$0.104.00$46.10
$48.00$47.00Jul 31$0.80$0.80$0.204.00$47.20
$50.00$47.00Aug 21$2.25$2.25$0.753.00$47.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $0.88, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Jul 31Aug 7$0.1072.4%60.8%
$49.00Jul 24Jul 31$0.19103.1%71.6%
$48.50Jul 31Aug 7$0.3568.8%64.7%
$50.00Jul 24Jul 31$0.4263.3%72.9%
$39.00Jul 24Aug 21$0.4557.9%52.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.50Jul 31Aug 21$0.3073.9%51.8%
$46.00Jul 31Aug 7$0.3069.9%64.0%
$39.00Jul 24Jul 31$0.4257.9%70.2%
$38.00Jul 24Aug 14$0.4877.6%55.8%
$48.00Jul 24Jul 31$0.6053.0%71.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 3.84% of stock, avg 10.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$43.50Jul 24$1.00$0.68$1.68$41.82$45.183.84%
$44.00Jul 24$0.75$0.93$1.68$42.32$45.683.84%
$43.00Jul 24$1.30$0.48$1.78$41.22$44.784.07%
$44.50Jul 24$0.57$1.23$1.80$42.70$46.304.11%
$42.50Jul 24$1.65$0.30$1.95$40.55$44.454.46%
$45.00Jul 24$0.38$1.60$1.98$43.02$46.984.52%
$46.50Jul 24$0.15$2.63$2.78$43.72$49.286.35%
$47.00Jul 24$0.10$3.10$3.20$43.80$50.207.31%
$45.00Jul 31$1.15$2.68$3.83$41.17$48.838.75%
$43.50Jul 31$2.33$1.83$4.16$39.34$47.669.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.85% of stock, avg 6.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$46.00$41.50Jul 24$0.22$0.15$0.37$41.13$46.37
$46.00$42.00Jul 24$0.22$0.20$0.42$41.58$46.42
$45.50$41.50Jul 24$0.28$0.15$0.43$41.07$45.93
$45.50$42.00Jul 24$0.28$0.20$0.48$41.52$45.98
$46.00$42.50Jul 24$0.22$0.30$0.52$41.98$46.52
$45.00$41.50Jul 24$0.38$0.15$0.53$40.97$45.53
$45.00$42.00Jul 24$0.38$0.20$0.58$41.42$45.58
$45.50$42.50Jul 24$0.28$0.30$0.58$41.92$46.08
$45.00$42.50Jul 24$0.38$0.30$0.68$41.82$45.68
$46.00$43.00Jul 24$0.22$0.48$0.70$42.30$46.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 9.71, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
37/3840/41Jul 31$1.36$0.149.71$37.14$41.36
40/4143/44Aug 14$0.90$0.109.00$40.10$43.90
42/4344/45Aug 7$0.89$0.118.09$42.11$44.89
39/4043/44Aug 14$0.88$0.127.33$39.12$43.88
41/4244/45Aug 7$0.87$0.136.69$41.13$44.87
40/4149/50Aug 14$0.87$0.136.69$40.13$49.87
38/4040/42Aug 21$1.30$0.206.50$38.70$41.80
40/4041/42Jul 31$0.86$0.146.14$39.14$41.86
39/4049/50Aug 14$0.85$0.155.67$39.15$49.85
42/4345/46Aug 14$0.85$0.155.67$42.15$45.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$39.00$39.50$40.00Jul 24$0.05$0.459.00
$47.00$47.50$48.00Jul 24$0.05$0.459.00
$50.00$51.00$52.00Aug 21$0.13$0.876.69
$43.50$44.00$44.50Jul 24$0.07$0.436.14
$43.50$44.00$44.50Aug 21$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$42.00$43.00$44.00Aug 7$0.06$0.9415.67
$40.00$40.50$41.00Jul 24$0.05$0.459.00
$43.00$43.50$44.00Jul 24$0.05$0.459.00
$43.50$44.00$44.50Jul 24$0.05$0.459.00
$44.00$44.50$45.00Jul 24$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-1.35, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.001:2Jul 24-$0.37$1.63
$48.00$50.001:2Aug 28-$0.45$1.55
$50.00$52.001:2Aug 28-$0.50$1.50
$45.00$47.001:2Aug 7-$0.56$1.44
$46.00$48.001:2Aug 14-$0.57$1.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.00$44.001:2Aug 28-$1.35$1.65
$41.00$39.001:2Aug 28-$0.49$1.51
$38.50$37.001:2Jul 31-$0.01$1.49
$44.00$42.001:2Aug 21-$0.67$1.33
$40.00$38.501:2Aug 21-$0.33$1.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.83%, avg 2.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$44.00Aug 21$2.550.520.5%5.83%6.35%45--
$44.50Aug 21$2.350.491.7%5.37%7.04%2--
$44.00Aug 7$2.250.520.5%5.14%5.67%2253
$44.00Aug 14$2.200.510.5%5.03%5.55%23--
$45.00Aug 21$2.200.462.8%5.03%7.84%1.4K3.7K
$44.00Jul 31$1.950.510.5%4.46%4.98%14186
$45.50Aug 21$1.900.444.0%4.34%8.29%26--
$45.00Aug 7$1.800.462.8%4.11%6.92%20527
$45.00Aug 14$1.800.462.8%4.11%6.92%598
$46.50Aug 21$1.600.396.2%3.66%9.89%10--

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 9,333
Total Puts 8,423
Put/Call Ratio 0.90
Net Difference 910

Prior's Put/Call Breakdown

Total Calls 12,715
Total Puts 9,423
Put/Call Ratio 0.74
Net Difference 3,292

Prior 7-Day Put/Call Summary

Total Calls 130,351
Total Puts 146,582
Average Put/Call Ratio 2.11
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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