Tour v533
BSX
BOSTON SCIENTIFIC CO
$43.50 -1.85%
$43.45 (-0.11%)🌙
as of 11/03 06:19 PM
◀ 11/3 18:19 ▶

Option Volume

Detail
ℹ
Current (11/03) 6,343
Calls: 3,114 (49%)
Puts: 3,229 (51%)
Prior (11/02) 231,018
Calls: 224,705 (97%)
Puts: 6,313 (3%)
Current vs Prior -97.25%
Calls: -98.61% (Calls)
Puts: -48.85% (Puts)
Prior 7-Day Total 485,188
Calls: 351,726 (72%)
Puts: 133,462 (28%)
Prior 7-Day Average 69,312
Calls: 50,246 (72%)
Puts: 19,066 (28%)
Current vs Prior 7-Day Avg -90.85%
Calls: -93.80%
Puts: -83.06%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $1.65M
Calls: $650.1K (39%)
Puts: $998.3K (61%)
Prior (11/02) $5.48M
Calls: $2.75M (50%)
Puts: $2.73M (50%)
Current vs Prior -69.93%
Calls: -76.35%
Puts: -63.47%
Prior 7-Day Total $64.91M
Calls: $19.99M (31%)
Puts: $44.92M (69%)
Prior 7-Day Average $9.27M
Calls: $2.86M (31%)
Puts: $6.42M (69%)
Current vs Prior 7-Day Avg -82.22%
Calls: -77.23%
Puts: -84.44%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.04
Prior (11/02) 0.03
Current vs Prior +3590.85%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg +9.70%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 471,367
Calls: 277,670 (59%)
Puts: 193,697 (41%)
Prior (11/02) 723,316
Calls: 508,706 (70%)
Puts: 214,610 (30%)
Current vs Prior -34.83%
Prior 7-Day Total 4,705,151
Calls: 3,271,633 (70%)
Puts: 1,433,518 (30%)
Prior 7-Day Average 672,164
Calls: 467,376 (70%)
Puts: 204,788 (30%)
Current vs Prior 7-Day Avg -29.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.56% | 6.05%7.54% | 11.26%
Prior 5.08% | 6.43%8.30% | 11.46%
Current vs Prior -29.81% | -5.98%-9.19% | -1.72%
Prior 7-Day Avg 6.41% | 8.33%10.09% | 12.58%
Current vs 7-Day Avg -44.44% | -27.38%-25.26% | -10.47%
Prior 7-Day Eod 5.08% | 6.43%8.30% | 11.46%
Current vs 7-Day Eod -29.81% | -5.98%-9.19% | -1.72%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 59.90% | 34.43%
Calls: 58.82% | 23.65%
Puts: 60.98% | 45.21%
Prior 59.90% | 34.43%
Calls: 58.82% | 23.65%
Puts: 60.98% | 45.21%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.20% | 29.07%
Calls: 49.01% | 23.55%
Puts: 57.40% | 34.60%
Current vs 7-Day Avg +12.59% | +18.44%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($998.3K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 97% vs prior. Slightly bearish P/C ratio of 1.04.

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 BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8 of results (avg 7.5%, best 5.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Dec 183.003.20$3.106.5%210.60730
$45.00Dec 181.801.95$1.888.0%600.443.2K
$40.00Dec 184.504.90$4.708.5%1080.76--
$38.50Nov 135.005.50$5.259.5%210.946
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Dec 181.751.85$1.805.6%1150.405.4K
$45.00Nov 202.352.50$2.426.2%130.628.4K
$45.00Dec 183.003.20$3.106.5%10.564.1K
$45.50Nov 202.602.85$2.739.2%10.662.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.76, cheapest $0.65)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Nov 60.600.70$0.6515.4%820.41841
$47.00Nov 270.600.70$0.6515.4%20.25--
$46.00Nov 270.851.00$0.9316.1%180.33--
$50.00Dec 180.550.65$0.6016.7%1140.1925.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 130.700.85$0.7719.5%60.36--
$40.00Dec 180.851.00$0.9316.1%810.2449.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Nov 68.209.70$8.9516.8%41.00--
$36.00Nov 67.107.90$7.5010.7%71.0015
$37.50Nov 65.606.70$6.1517.9%20.94--
$37.00Nov 66.107.00$6.5513.7%30.949
$39.50Nov 63.804.70$4.2521.2%50.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 63.104.40$3.7534.7%40.95--
$48.00Nov 63.804.90$4.3525.3%30.94--
$50.00Nov 206.006.90$6.4514.0%30.94--
$49.00Nov 64.905.90$5.4018.5%10.93--
$47.00Nov 62.903.80$3.3526.9%80.93--

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 3.2K, top 182)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 60.200.40$0.3066.7%1820.24415
$46.00Nov 60.100.15$0.1338.5%1610.122.1K
$50.00Dec 180.550.65$0.6016.7%1140.1925.1K
$40.00Dec 184.504.90$4.708.5%1080.76--
$45.50Nov 60.150.25$0.2050.0%840.18681
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Dec 180.150.25$0.2050.0%1490.0729.1K
$38.50Nov 200.100.20$0.1566.7%1260.0869
$42.50Dec 181.751.85$1.805.6%1150.405.4K
$40.00Dec 180.851.00$0.9316.1%810.2449.5K
$37.00Nov 200.000.15$0.08187.5%710.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 39.6%, max 112.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.00Nov 6Dec 1181.6%39.5%106.6%242
$44.00Nov 6Dec 458.1%41.7%39.4%89873
$42.50Nov 6Dec 1852.8%38.3%38.0%22730
$45.00Nov 6Dec 1855.0%40.7%35.3%2423.6K
$43.00Nov 6Dec 450.2%38.6%30.1%71188
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.00Nov 6Dec 481.6%38.4%112.5%31739
$41.50Nov 6Nov 2060.0%42.5%41.2%51.9K
$42.50Nov 6Dec 1852.8%38.3%38.0%1475.6K
$45.00Nov 6Dec 1855.0%40.7%35.3%204.5K
$42.00Nov 6Dec 452.3%39.4%32.7%531.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 0.54, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$43.50Nov 20$2.27$1.23$2.2783%0.54$42.27
$41.00$43.00Dec 4$1.05$0.95$1.0573%0.90$42.05
$40.00$40.50Nov 13$0.20$0.30$0.2088%1.50$40.20
$39.00$39.50Nov 13$0.25$0.25$0.2592%1.00$39.25
$40.00$42.50Dec 18$1.60$0.90$1.6076%0.56$41.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$48.00$47.50Nov 13$0.30$0.20$0.3090%0.67$47.70
$46.00$45.50Nov 6$0.30$0.20$0.3088%0.67$45.70
$42.00$41.00Nov 27$0.17$0.83$0.1734%4.88$41.83
$45.50$45.00Nov 13$0.27$0.23$0.2772%0.85$45.23
$45.00$44.50Nov 20$0.25$0.25$0.2562%1.00$44.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 43 found (best R:R 1.27, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$44.50$45.00Nov 13$0.27$0.27$0.2360%1.17$44.77
$48.50$50.00Nov 20$0.18$0.18$1.3285%0.14$48.68
$45.00$49.00Dec 4$1.00$1.00$3.0058%0.33$46.00
$45.00$45.50Nov 13$0.18$0.18$0.3266%0.56$45.18
$44.00$44.50Nov 6$0.20$0.20$0.3059%0.67$44.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$38.50Nov 20$0.28$0.28$0.2285%1.27$38.72
$41.00$40.50Nov 6$0.28$0.28$0.2280%1.27$40.72
$36.00$35.00Nov 20$0.23$0.23$0.7791%0.30$35.77
$43.00$42.00Nov 27$0.55$0.55$0.4557%1.22$42.45
$41.00$40.00Nov 27$0.35$0.35$0.6573%0.54$40.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.59, cheapest $1.62)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.50Nov 6Dec 18$1.6252.8%38.3%
$44.00Nov 6Nov 13$0.4358.1%46.7%
$43.00Nov 6Nov 13$0.4050.2%44.1%
$44.50Nov 6Nov 13$0.5556.3%51.0%
$43.50Nov 6Nov 13$0.5550.5%46.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.00Nov 6Nov 13$0.5058.1%46.7%
$42.50Nov 6Nov 13$0.3452.8%41.9%
$43.00Nov 6Nov 13$0.4850.2%44.1%
$44.50Nov 6Nov 13$0.4556.3%51.0%
$43.50Nov 6Nov 13$0.5350.5%46.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 3.56% of stock, avg 7.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$43.50Nov 6$0.75$0.80$1.55$41.95$45.053.56%
$44.00Nov 6$0.65$1.05$1.70$42.30$45.703.91%
$43.00Nov 6$1.15$0.57$1.72$41.28$44.723.95%
$44.50Nov 6$0.45$1.45$1.90$42.60$46.404.37%
$42.50Nov 6$1.48$0.43$1.91$40.59$44.414.39%
$45.00Nov 6$0.30$1.78$2.08$42.92$47.084.78%
$42.00Nov 6$1.83$0.28$2.11$39.89$44.114.85%
$45.50Nov 6$0.20$2.15$2.35$43.15$47.855.40%
$46.00Nov 6$0.13$2.45$2.58$43.42$48.585.93%
$43.00Nov 13$1.55$1.05$2.60$40.40$45.605.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 124 found (cheapest 1.03% of stock, avg 3.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.50$41.50Nov 6$0.20$0.25$0.45$41.05$45.95
$45.50$42.00Nov 6$0.20$0.28$0.48$41.52$45.98
$45.00$41.50Nov 6$0.30$0.25$0.55$40.95$45.55
$45.00$42.00Nov 6$0.30$0.28$0.58$41.42$45.58
$45.50$41.00Nov 6$0.20$0.38$0.58$40.42$46.08
$49.00$38.00Nov 27$0.38$0.20$0.58$37.42$49.58
$45.00$41.00Nov 6$0.30$0.38$0.68$40.32$45.68
$45.50$42.50Nov 6$0.20$0.43$0.63$41.87$46.13
$45.00$42.50Nov 6$0.30$0.43$0.73$41.77$45.73
$44.50$42.00Nov 6$0.45$0.28$0.73$41.27$45.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 3.17, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3947/48Nov 20$0.38$0.1262%3.17$38.62$47.38
35/3648/50Nov 20$0.41$1.0976%0.38$35.59$48.91
41/4245/46Nov 13$0.33$0.1741%1.94$41.17$45.33
40/4146/47Nov 27$0.63$0.3740%1.70$40.37$46.63
40/4045/46Nov 13$0.28$0.2250%1.27$40.22$45.28
35/3647/48Nov 20$0.33$0.6768%0.49$35.67$47.33
42/4245/46Nov 13$0.33$0.1736%1.94$41.67$45.33
41/4246/46Nov 13$0.27$0.2347%1.17$41.23$45.77
38/3948/50Nov 20$0.46$1.0469%0.44$38.54$48.96
40/4046/46Nov 13$0.22$0.2856%0.79$40.28$45.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 5.58, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Dec 18$0.38$2.1232%5.58
$45.00$47.50$50.00Dec 18$0.32$2.1825%6.81
$42.50$45.00$47.50Dec 18$0.42$2.0831%4.95
$43.00$44.00$45.00Dec 4$0.08$0.9215%11.50
$44.50$45.00$45.50Nov 6$0.05$0.4515%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Dec 18$0.43$2.0732%4.81
$43.00$45.00$47.00Dec 4$0.29$1.7129%5.90
$35.00$37.50$40.00Dec 18$0.23$2.2718%9.87
$37.50$40.00$42.50Dec 18$0.39$2.1127%5.41
$42.50$43.00$43.50Nov 6$0.09$0.4119%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-0.22, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.00$45.001:2Nov 27-$0.22$1.78
$42.50$45.001:2Dec 18-$0.66$1.84
$45.00$47.501:2Dec 18-$0.28$2.22
$47.50$50.001:2Dec 18-$0.12$2.38
$40.00$42.501:2Dec 18-$1.50$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Dec 18-$0.50$2.00
$42.50$40.001:2Dec 18-$0.06$2.44
$45.00$43.001:2Nov 27-$0.52$1.48
$45.00$43.001:2Dec 4-$0.64$1.36
$40.00$38.001:2Dec 11-$0.16$1.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 4.14%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Dec 18$1.800.443.5%4.14%7.59%603.2K
$47.50Dec 18$1.000.309.2%2.30%11.49%232.1K
$44.00Dec 4$1.750.491.1%4.02%5.17%732
$45.00Dec 4$1.350.423.5%3.10%6.55%2219
$50.00Dec 18$0.550.1914.9%1.26%16.21%11425.1K
$45.00Nov 27$1.150.413.5%2.64%6.09%3--
$46.00Nov 27$0.850.335.8%1.95%7.70%18--
$43.50Nov 20$1.600.530.0%3.68%3.68%1214
$44.00Nov 20$1.350.481.1%3.10%4.25%22--
$44.50Nov 20$1.150.432.3%2.64%4.94%3--

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 3,114
Total Puts 3,229
Put/Call Ratio 1.04
Net Difference -115

Prior's Put/Call Breakdown

Total Calls 224,705
Total Puts 6,313
Put/Call Ratio 0.03
Net Difference 218,392

Prior 7-Day Put/Call Summary

Total Calls 351,726
Total Puts 133,462
Average Put/Call Ratio 0.95
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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