Tour v381
BSX
BOSTON SCIENTIFIC CO
$43.19 -1.33%
$43.25 (+0.14%)🌙
as of 07/21 06:17 PM
7/21 18:17

Option Volume

Detail
Current (07/21) 15,602
Calls: 9,222 (59%)
Puts: 6,380 (41%)
Prior (07/20) 17,756
Calls: 9,333 (53%)
Puts: 8,423 (47%)
Current vs Prior -12.13%
Calls: -1.19% (Calls)
Puts: -24.26% (Puts)
Prior 7-Day Total 267,929
Calls: 135,180 (50%)
Puts: 132,749 (50%)
Prior 7-Day Average 38,275
Calls: 19,311 (50%)
Puts: 18,964 (50%)
Current vs Prior 7-Day Avg -59.24%
Calls: -52.25%
Puts: -66.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $2.81M
Calls: $1.61M (57%)
Puts: $1.21M (43%)
Prior (07/20) $5.81M
Calls: $1.54M (27%)
Puts: $4.27M (73%)
Current vs Prior -51.61%
Calls: +4.13%
Puts: -71.76%
Prior 7-Day Total $66.00M
Calls: $20.38M (31%)
Puts: $45.62M (69%)
Prior 7-Day Average $9.43M
Calls: $2.91M (31%)
Puts: $6.52M (69%)
Current vs Prior 7-Day Avg -70.16%
Calls: -44.78%
Puts: -81.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.69
Prior (07/20) 0.90
Current vs Prior -23.34%
Prior 7-Day Average 1.53
Current vs Prior 7-Day Avg -54.83%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 379,947
Calls: 245,842 (65%)
Puts: 134,105 (35%)
Prior (07/20) 417,979
Calls: 275,928 (66%)
Puts: 142,051 (34%)
Current vs Prior -9.10%
Prior 7-Day Total 3,575,617
Calls: 2,501,716 (70%)
Puts: 1,073,901 (30%)
Prior 7-Day Average 510,802
Calls: 357,388 (70%)
Puts: 153,414 (30%)
Current vs Prior 7-Day Avg -25.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.01% | 9.19%13.34% | 16.09%
Prior 4.41% | 10.42%14.01% | 15.95%
Current vs Prior -9.16% | -11.77%-4.77% | +0.91%
Prior 7-Day Avg 4.13% | 7.60%4.97% | 13.92%
Current vs 7-Day Avg -3.01% | +21.00%+168.42% | +15.56%
Prior 7-Day Eod 4.41% | 10.42%14.01% | 15.95%
Current vs 7-Day Eod -9.16% | -11.77%-4.77% | +0.91%
Sentiment BULLISHBULLISH

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

Light premium activity with dollar volume down 52% vs prior. Bullish P/C ratio of 0.69. P/C ratio dropping 23% - sentiment shifting bullish. Call-heavy open interest (245,842 calls vs 134,105 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 15 of results (avg 8.4%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Jul 312.102.25$2.176.9%20.5456
$41.00Aug 213.804.10$3.957.6%10.65--
$39.50Aug 214.705.10$4.908.2%10.73--
$36.00Aug 217.408.10$7.759.0%10.88--
$35.00Aug 218.309.10$8.709.2%30.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 213.603.80$3.705.4%310.575.2K
$40.50Aug 211.501.60$1.556.5%90.32110
$42.50Aug 212.302.50$2.408.3%30.43--
$42.50Jul 311.651.80$1.738.7%160.426
$43.50Aug 212.753.00$2.888.7%20.49--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.81, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Jul 240.750.90$0.8318.1%740.54114
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 210.700.85$0.7719.5%670.1911
$40.00Jul 310.750.90$0.8318.1%4560.251.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 48 found (avg delta 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 242.853.40$3.1317.6%170.94226
$38.00Jul 244.805.90$5.3520.6%40.933
$37.00Jul 245.806.80$6.3015.9%10.924
$40.50Jul 242.453.60$3.0338.0%10.92--
$38.50Jul 244.305.30$4.8020.8%60.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 246.207.40$6.8017.6%10.98--
$49.00Jul 245.306.20$5.7515.7%40.972
$48.00Jul 244.205.20$4.7021.3%10.94--
$46.00Jul 242.453.30$2.8829.5%40.90106
$50.00Jul 316.508.20$7.3523.1%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 142 active (total vol 10.3K, top 4.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.650.80$0.7320.5%4.3K0.204.7K
$44.00Jul 240.350.45$0.4025.0%2430.34219
$45.00Jul 240.100.20$0.1566.7%1900.163.0K
$43.50Jul 240.500.65$0.5726.3%1670.43245
$43.00Jul 240.750.90$0.8318.1%740.54114
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 211.251.40$1.3311.3%1.2K0.2922.0K
$43.00Jul 240.550.75$0.6530.8%7960.4613.6K
$43.50Jul 311.252.35$1.8061.1%7860.5115
$40.00Jul 310.750.90$0.8318.1%4560.251.5K
$40.00Aug 70.951.55$1.2548.0%3010.28--

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 60.5%, max 247.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Jul 24Aug 21194.7%56.0%247.6%6--
$36.00Jul 24Aug 21175.0%56.7%208.9%24
$49.50Jul 24Aug 21155.5%55.2%181.8%9--
$47.00Jul 24Aug 21112.4%54.7%105.5%10--
$48.00Jul 31Aug 2875.6%51.1%48.0%5123
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 24Aug 2880.4%53.3%50.7%2--
$39.00Jul 31Aug 2178.4%54.2%44.8%22118
$39.50Jul 31Aug 2174.9%54.7%36.7%12514
$37.00Jul 31Aug 2872.9%53.9%35.2%11723
$38.00Jul 31Aug 2170.7%54.5%29.7%7596

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 12.33, avg 2.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$51.00Aug 28$0.42$2.58$0.426.14$48.42
$47.00$50.00Aug 7$0.48$2.52$0.485.25$47.48
$50.00$51.00Aug 21$0.18$0.82$0.184.56$50.18
$40.00$40.50Jul 24$0.10$0.40$0.104.00$40.10
$44.50$45.00Jul 24$0.10$0.40$0.104.00$44.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$37.00$35.00Aug 7$0.15$1.85$0.1512.33$36.85
$39.00$37.00Aug 14$0.15$1.85$0.1512.33$38.85
$37.00$36.00Aug 21$0.10$0.90$0.109.00$36.90
$36.00$35.00Aug 21$0.15$0.85$0.155.67$35.85
$39.00$37.00Aug 7$0.32$1.68$0.325.25$38.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 10.11, avg 1.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$36.00$39.50Aug 21$2.85$2.85$0.654.38$38.85
$42.00$42.50Jul 24$0.37$0.37$0.132.85$42.37
$41.00$42.00Jul 24$0.73$0.73$0.272.70$41.73
$39.50$41.00Aug 21$0.95$0.95$0.551.73$40.45
$40.00$42.00Jul 31$1.25$1.25$0.751.67$41.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$46.00Jul 24$1.82$1.82$0.1810.11$46.18
$51.00$47.00Aug 7$3.60$3.60$0.409.00$47.40
$50.00$45.00Jul 31$4.15$4.15$0.854.88$45.85
$42.00$41.50Aug 21$0.40$0.40$0.104.00$41.60
$46.00$45.00Jul 24$0.78$0.78$0.223.55$45.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $0.89, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 31Aug 7$0.1274.6%63.8%
$49.00Jul 31Aug 14$0.2770.5%54.2%
$51.00Jul 31Aug 21$0.3075.9%54.4%
$47.00Jul 24Jul 31$0.33112.4%75.5%
$48.00Jul 31Aug 21$0.4575.6%54.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Aug 7Aug 14$0.0570.0%63.1%
$36.00Aug 14Aug 21$0.1558.0%56.7%
$37.00Jul 31Aug 7$0.1672.9%64.1%
$38.00Jul 31Aug 21$0.4470.7%54.5%
$38.50Jul 31Aug 21$0.5068.8%53.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 3.40% of stock, avg 10.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$43.50Jul 24$0.57$0.90$1.47$42.03$44.973.40%
$43.00Jul 24$0.83$0.65$1.48$41.52$44.483.43%
$42.50Jul 24$1.13$0.43$1.56$40.94$44.063.61%
$44.00Jul 24$0.40$1.23$1.63$42.37$45.633.77%
$44.50Jul 24$0.25$1.42$1.67$42.83$46.173.87%
$42.00Jul 24$1.50$0.28$1.78$40.22$43.784.12%
$45.00Jul 24$0.15$2.10$2.25$42.75$47.255.21%
$41.00Jul 24$2.23$0.10$2.33$38.67$43.335.39%
$46.00Jul 24$0.10$2.88$2.98$43.02$48.986.90%
$40.00Jul 24$3.13$0.05$3.18$36.82$43.187.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 0.81% of stock, avg 5.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$44.50$41.00Jul 24$0.25$0.10$0.35$40.65$44.85
$44.50$41.50Jul 24$0.25$0.15$0.40$41.10$44.90
$44.00$41.00Jul 24$0.40$0.10$0.50$40.50$44.50
$44.50$42.00Jul 24$0.25$0.28$0.53$41.47$45.03
$44.00$41.50Jul 24$0.40$0.15$0.55$40.95$44.55
$47.00$41.00Jul 24$0.50$0.10$0.60$40.40$47.60
$47.00$41.50Jul 24$0.50$0.15$0.65$40.85$47.65
$49.50$41.00Jul 24$0.55$0.10$0.65$40.35$50.15
$43.50$41.00Jul 24$0.57$0.10$0.67$40.33$44.17
$44.00$42.00Jul 24$0.40$0.28$0.68$41.32$44.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 6.69, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
39/4044/45Aug 14$0.87$0.136.69$39.13$44.87
36/3743/44Aug 14$0.86$0.146.14$36.14$43.86
38/3942/43Jul 31$0.85$0.155.67$38.15$42.85
42/4444/45Aug 7$0.85$0.155.67$42.65$44.85
42/4246/46Jul 31$0.40$0.104.00$42.10$46.40
39/4042/42Aug 21$0.40$0.104.00$39.10$42.40
40/4142/42Aug 21$0.40$0.104.00$40.60$42.40
37/3840/41Aug 21$1.17$0.333.55$36.83$40.67
40/4045/46Aug 21$0.39$0.113.55$40.11$45.39
37/3841/42Aug 21$0.77$0.233.35$37.23$41.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 10.76, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$44.00$44.50$45.00Jul 24$0.05$0.459.00
$43.00$44.00$45.00Aug 7$0.12$0.887.33
$42.00$42.50$43.00Jul 24$0.07$0.436.14
$47.50$48.00$48.50Aug 21$0.07$0.436.14
$43.00$43.50$44.00Jul 24$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$37.00$39.00Aug 7$0.17$1.8310.76
$49.00$49.50$50.00Jul 24$0.05$0.459.00
$36.00$37.00$38.00Aug 21$0.12$0.887.33
$42.00$42.50$43.00Jul 24$0.07$0.436.14
$41.00$41.50$42.00Jul 24$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-1.20, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$51.001:2Aug 28-$0.31$2.69
$45.00$47.001:2Aug 7-$0.23$1.77
$36.00$39.501:2Aug 21-$2.05$1.45
$50.00$51.001:2Jul 31-$0.17$0.83
$50.00$51.001:2Aug 21-$0.37$0.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.00$47.001:2Aug 7-$1.20$2.80
$50.00$46.001:2Aug 21-$1.25$2.75
$39.00$37.001:2Aug 7-$0.06$1.94
$37.00$35.001:2Aug 7-$0.08$1.92
$39.00$37.001:2Aug 14-$0.40$1.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 5.09%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$44.00Aug 21$2.200.481.9%5.09%6.97%16--
$44.00Aug 14$2.000.481.9%4.63%6.51%2--
$44.50Aug 21$1.950.463.0%4.51%7.55%52
$45.00Aug 21$1.850.434.2%4.28%8.47%404.5K
$44.00Aug 7$1.800.471.9%4.17%6.04%274
$45.00Aug 14$1.650.424.2%3.82%8.01%798
$45.50Aug 21$1.650.405.3%3.82%9.17%326
$44.00Jul 31$1.600.461.9%3.70%5.58%9192
$46.00Aug 21$1.500.386.5%3.47%9.98%69
$45.00Aug 7$1.450.414.2%3.36%7.55%20535

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 9,222
Total Puts 6,380
Put/Call Ratio 0.69
Net Difference 2,842

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 135,180
Total Puts 132,749
Average Put/Call Ratio 1.53
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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