Tour v388
BSX
BOSTON SCIENTIFIC CO
$42.97 -0.51%
$43.03 (+0.14%)🌙
as of 07/22 06:48 PM
7/22 18:48

Option Volume

Detail
Current (07/22) 13,658
Calls: 9,053 (66%)
Puts: 4,605 (34%)
Prior (07/21) 15,602
Calls: 9,222 (59%)
Puts: 6,380 (41%)
Current vs Prior -12.46%
Calls: -1.83% (Calls)
Puts: -27.82% (Puts)
Prior 7-Day Total 257,718
Calls: 136,670 (53%)
Puts: 121,048 (47%)
Prior 7-Day Average 36,816
Calls: 19,524 (53%)
Puts: 17,292 (47%)
Current vs Prior 7-Day Avg -62.90%
Calls: -53.63%
Puts: -73.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $5.20M
Calls: $3.80M (73%)
Puts: $1.40M (27%)
Prior (07/21) $2.81M
Calls: $1.61M (57%)
Puts: $1.21M (43%)
Current vs Prior +84.91%
Calls: +136.31%
Puts: +16.39%
Prior 7-Day Total $62.72M
Calls: $20.92M (33%)
Puts: $41.80M (67%)
Prior 7-Day Average $8.96M
Calls: $2.99M (33%)
Puts: $5.97M (67%)
Current vs Prior 7-Day Avg -41.94%
Calls: +27.10%
Puts: -76.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.51
Prior (07/21) 0.69
Current vs Prior -26.47%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -60.76%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 477,821
Calls: 329,535 (69%)
Puts: 148,286 (31%)
Prior (07/21) 379,947
Calls: 245,842 (65%)
Puts: 134,105 (35%)
Current vs Prior +25.76%
Prior 7-Day Total 3,441,461
Calls: 2,396,144 (70%)
Puts: 1,045,317 (30%)
Prior 7-Day Average 491,637
Calls: 342,306 (70%)
Puts: 149,331 (30%)
Current vs Prior 7-Day Avg -2.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.37% | 8.96%12.87% | 16.17%
Prior 4.01% | 9.19%13.34% | 16.09%
Current vs Prior -15.76% | -2.53%-3.50% | +0.51%
Prior 7-Day Avg 4.04% | 7.94%6.21% | 14.31%
Current vs 7-Day Avg -16.44% | +12.89%+107.24% | +13.06%
Prior 7-Day Eod 4.01% | 9.19%13.34% | 16.09%
Current vs 7-Day Eod -15.76% | -2.53%-3.50% | +0.51%
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

Moderately bullish flow with 73% call dollar volume ($3.80M). Elevated premium activity with dollar volume up 85% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 26% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 25 of results (avg 7.7%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.851.95$1.905.3%660.424.5K
$43.50Aug 212.452.60$2.535.9%590.515
$35.00Jul 247.708.20$7.956.3%20.966
$44.00Aug 212.202.35$2.286.6%50.4761
$42.00Aug 72.803.00$2.906.9%20.59--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Aug 212.552.65$2.603.8%140.474
$43.00Aug 72.202.35$2.286.6%280.4732
$43.50Aug 212.803.00$2.906.9%20.502
$45.00Aug 213.603.90$3.758.0%180.585.2K
$43.00Aug 142.352.55$2.458.2%30.4721

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.82, cheapest $0.68)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.650.70$0.687.4%1770.198.6K
$47.00Jul 310.650.75$0.7014.3%140.25240
$42.50Jul 240.800.95$0.8817.0%20.64--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 310.750.90$0.8318.1%340.251.2K
$38.00Aug 210.750.90$0.8318.1%1690.2075
$43.50Jul 240.800.95$0.8817.0%170.63--
$38.50Aug 210.851.00$0.9316.1%2260.2230

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 54 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Jul 244.705.20$4.9510.1%40.98--
$36.00Jul 246.707.20$6.957.2%50.975
$35.00Jul 247.708.20$7.956.3%20.966
$39.00Jul 243.704.20$3.9512.7%90.9516
$40.00Jul 242.703.20$2.9516.9%70.94228
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 242.853.40$3.1317.6%10.97--
$50.00Jul 246.807.60$7.2011.1%10.94--
$47.00Jul 243.804.40$4.1014.6%10.94--
$45.50Jul 242.252.90$2.5825.2%20.92--
$45.00Jul 241.752.40$2.0831.2%180.91230

Most actively traded options today. High liquidity = easy entry/exit. 152 active (total vol 4.0K, top 373)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 310.851.25$1.0538.1%3730.32577
$50.00Aug 210.650.70$0.687.4%1770.198.6K
$43.00Jul 240.500.70$0.6033.3%1640.51--
$43.00Aug 212.652.85$2.757.3%1450.53103
$44.00Jul 240.200.30$0.2540.0%1390.27426
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Aug 211.001.15$1.0813.9%2320.2410
$38.50Aug 210.851.00$0.9316.1%2260.2230
$39.50Aug 211.001.25$1.1322.1%2210.2679
$37.00Jul 310.150.30$0.2268.2%2070.09114
$38.00Aug 210.750.90$0.8318.1%1690.2075

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 51.1%, max 175.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.50Jul 24Aug 21152.9%55.5%175.3%65
$36.00Jul 24Aug 21134.0%57.1%134.5%65
$50.00Jul 24Aug 21122.1%55.4%120.3%1788.8K
$47.50Jul 24Aug 21112.5%54.6%106.1%4147
$51.00Jul 31Aug 21101.7%55.0%84.7%16107
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Jul 24Aug 2887.8%51.2%71.3%389
$39.00Jul 24Aug 2881.9%52.9%54.8%84--
$35.00Jul 31Aug 2176.1%56.5%34.7%61.4K
$37.00Jul 31Aug 2176.1%57.0%33.4%220225
$36.00Jul 31Aug 2175.0%57.1%31.2%5745

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 8.38, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$50.00Jul 31$0.15$0.85$0.155.67$49.15
$47.00$50.00Aug 7$0.45$2.55$0.455.67$47.45
$50.00$51.00Aug 21$0.15$0.85$0.155.67$50.15
$48.00$50.00Aug 14$0.37$1.63$0.374.41$48.37
$47.00$48.00Jul 31$0.20$0.80$0.204.00$47.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$35.00Aug 7$0.32$2.68$0.328.38$37.68
$39.00$38.00Aug 14$0.13$0.87$0.136.69$38.87
$36.00$35.00Aug 21$0.15$0.85$0.155.67$35.85
$37.00$36.00Aug 21$0.18$0.82$0.184.56$36.82
$42.50$42.00Aug 7$0.10$0.40$0.104.00$42.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 4.71, avg 0.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$43.00$43.50Jul 31$0.38$0.38$0.123.17$43.38
$40.00$41.00Aug 21$0.75$0.75$0.253.00$40.75
$41.50$42.00Jul 24$0.35$0.35$0.152.33$41.85
$42.00$42.50Jul 24$0.35$0.35$0.152.33$42.35
$40.00$41.00Aug 7$0.70$0.70$0.302.33$40.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$46.00Aug 7$1.65$1.65$0.354.71$46.35
$44.50$44.00Jul 24$0.37$0.37$0.132.85$44.13
$46.50$45.00Aug 21$1.10$1.10$0.402.75$45.40
$44.00$43.50Jul 24$0.35$0.35$0.152.33$43.65
$45.00$44.00Jul 31$0.70$0.70$0.302.33$44.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $0.93, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.1575.0%62.0%
$50.00Jul 24Jul 31$0.17122.1%73.9%
$49.00Jul 31Aug 21$0.3076.8%51.5%
$48.00Jul 24Jul 31$0.4587.8%74.2%
$46.50Jul 31Aug 21$0.5575.5%54.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 24Jul 31$0.0580.9%75.0%
$35.00Jul 31Aug 7$0.1076.1%67.6%
$38.50Jul 31Aug 7$0.3071.6%66.2%
$38.00Jul 24Jul 31$0.3287.8%75.5%
$36.00Jul 31Aug 21$0.3275.0%57.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 2.72% of stock, avg 9.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$43.00Jul 24$0.60$0.57$1.17$41.83$44.172.72%
$42.50Jul 24$0.88$0.38$1.26$41.24$43.762.93%
$43.50Jul 24$0.38$0.88$1.26$42.24$44.762.93%
$42.00Jul 24$1.23$0.20$1.43$40.57$43.433.33%
$44.00Jul 24$0.25$1.23$1.48$42.52$45.483.44%
$41.50Jul 24$1.58$0.15$1.73$39.77$43.234.03%
$44.50Jul 24$0.13$1.60$1.73$42.77$46.234.03%
$41.00Jul 24$2.03$0.10$2.13$38.87$43.134.96%
$45.00Jul 24$0.08$2.08$2.16$42.84$47.165.03%
$40.50Jul 24$2.48$0.05$2.53$37.97$43.035.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 0.42% of stock, avg 6.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$41.00Jul 24$0.08$0.10$0.18$40.82$45.18
$44.50$41.00Jul 24$0.13$0.10$0.23$40.77$44.73
$45.00$41.50Jul 24$0.08$0.15$0.23$41.27$45.23
$44.50$41.50Jul 24$0.13$0.15$0.28$41.22$44.78
$45.00$42.00Jul 24$0.08$0.20$0.28$41.72$45.28
$47.50$41.00Jul 24$0.20$0.10$0.30$40.70$47.80
$44.50$42.00Jul 24$0.13$0.20$0.33$41.67$44.83
$44.00$41.00Jul 24$0.25$0.10$0.35$40.65$44.35
$47.50$41.50Jul 24$0.20$0.15$0.35$41.15$47.85
$44.00$41.50Jul 24$0.25$0.15$0.40$41.10$44.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 157 found (best R:R 9.00, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
44/4547/48Jul 31$0.90$0.109.00$44.10$47.90
38/3840/41Aug 7$0.88$0.127.33$37.62$40.88
42/4346/47Aug 28$0.88$0.127.33$42.12$46.88
40/4041/42Aug 21$0.87$0.136.69$39.63$41.87
44/4549/50Jul 31$0.85$0.155.67$44.15$49.85
38/3840/41Aug 21$0.85$0.155.67$37.65$40.85
44/4546/47Jul 31$0.83$0.174.88$44.17$47.33
40/4144/45Jul 31$0.82$0.184.56$40.18$44.82
44/4546/46Jul 31$0.82$0.184.56$44.18$46.32
42/4243/44Aug 7$0.40$0.104.00$41.60$43.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$44.50$45.00$45.50Jul 24$0.05$0.459.00
$47.00$48.00$49.00Jul 31$0.10$0.909.00
$44.50$45.00$45.50Aug 21$0.05$0.459.00
$42.50$43.00$43.50Jul 24$0.06$0.447.33
$42.00$42.50$43.00Jul 24$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$40.50$41.00Jul 24$0.05$0.459.00
$38.00$38.50$39.00Aug 21$0.05$0.459.00
$41.00$41.50$42.00Jul 31$0.06$0.447.33
$42.00$42.50$43.00Jul 31$0.07$0.436.14
$40.50$41.00$41.50Aug 21$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.05, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$50.001:2Aug 14-$0.06$1.94
$48.00$50.001:2Jul 24-$0.11$1.89
$44.00$46.001:2Aug 7-$0.50$1.50
$46.00$47.501:2Jul 24-$0.37$1.13
$49.00$50.001:2Jul 31-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.00$40.001:2Aug 14-$0.05$2.95
$42.00$39.001:2Aug 28-$0.18$2.82
$40.00$38.501:2Aug 7-$0.26$1.24
$40.00$39.001:2Jul 24-$0.05$0.95
$49.50$47.001:2Jul 24-$1.60$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 6.17%, avg 2.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$43.00Aug 21$2.650.530.1%6.17%6.24%145103
$43.50Aug 21$2.450.511.2%5.70%6.94%595
$43.00Aug 14$2.400.540.1%5.59%5.66%179
$43.00Aug 7$2.250.530.1%5.24%5.31%688
$44.00Aug 21$2.200.472.4%5.12%7.52%561
$43.50Aug 7$2.050.501.2%4.77%6.00%1--
$43.00Jul 31$1.950.530.1%4.54%4.61%958
$44.50Aug 21$1.850.453.6%4.31%7.87%2--
$45.00Aug 21$1.850.424.7%4.31%9.03%664.5K
$44.00Aug 7$1.800.472.4%4.19%6.59%1673

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 9,053
Total Puts 4,605
Put/Call Ratio 0.51
Net Difference 4,448

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 136,670
Total Puts 121,048
Average Put/Call Ratio 1.30
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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