Tour v536
BSX
BOSTON SCIENTIFIC CO
$42.75 -4.23%
$42.80 (+0.12%)🌙
as of 11/06 06:14 PM
◀ 11/6 18:14

Option Volume

Detail
ℹ
Current (11/06) 15,993
Calls: 8,971 (56%)
Puts: 7,022 (44%)
Prior (11/05) 12,220
Calls: 5,291 (43%)
Puts: 6,929 (57%)
Current vs Prior +30.88%
Calls: +69.55% (Calls)
Puts: +1.34% (Puts)
Prior 7-Day Total 451,600
Calls: 316,545 (70%)
Puts: 135,055 (30%)
Prior 7-Day Average 64,514
Calls: 45,220 (70%)
Puts: 19,293 (30%)
Current vs Prior 7-Day Avg -75.21%
Calls: -80.16%
Puts: -63.60%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $3.27M
Calls: $1.38M (42%)
Puts: $1.89M (58%)
Prior (11/05) $8.98M
Calls: $1.24M (14%)
Puts: $7.74M (86%)
Current vs Prior -63.60%
Calls: +11.75%
Puts: -75.62%
Prior 7-Day Total $54.16M
Calls: $16.63M (31%)
Puts: $37.54M (69%)
Prior 7-Day Average $7.74M
Calls: $2.38M (31%)
Puts: $5.36M (69%)
Current vs Prior 7-Day Avg -57.76%
Calls: -41.87%
Puts: -64.79%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.78
Prior (11/05) 1.31
Current vs Prior -40.23%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -39.00%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 474,871
Calls: 273,623 (58%)
Puts: 201,248 (42%)
Prior (11/05) 475,761
Calls: 299,159 (63%)
Puts: 176,602 (37%)
Current vs Prior -0.19%
Prior 7-Day Total 4,262,386
Calls: 2,763,102 (65%)
Puts: 1,499,284 (35%)
Prior 7-Day Average 608,912
Calls: 394,728 (65%)
Puts: 214,183 (35%)
Current vs Prior 7-Day Avg -22.01%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.47% | 5.38%7.72% | 10.53%
Prior 3.88% | 6.07%7.57% | 10.78%
Current vs Prior +38.83% | +27.15%+1.95% | -2.31%
Prior 7-Day Avg 4.18% | 6.49%8.40% | 11.33%
Current vs 7-Day Avg +28.59% | +18.92%-8.06% | -7.12%
Prior 7-Day Eod 3.88% | 6.07%7.57% | 10.78%
Current vs 7-Day Eod +38.83% | +27.15%+1.95% | -2.31%
Sentiment BEARISHBEARISH

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 59.90% | 34.43%
Calls: 58.82% | 23.65%
Puts: 60.98% | 45.21%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 64% vs prior. P/C ratio dropping 40% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 9.2%, best 9.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 203.103.40$3.259.2%40.82703
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.80, cheapest $0.80)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Dec 180.750.85$0.8012.5%1090.242.4K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 59 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Nov 63.604.60$4.1024.4%10.973
$36.00Nov 66.607.60$7.1014.1%60.97--
$37.00Nov 65.606.60$6.1016.4%50.9714
$37.50Nov 65.106.10$5.6017.9%40.9730
$40.00Nov 61.653.60$2.6374.1%30.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Nov 62.353.50$2.9339.2%11.00--
$50.00Nov 66.407.40$6.9014.5%21.00--
$51.00Nov 67.408.40$7.9012.7%11.00--
$50.00Nov 206.507.90$7.2019.4%250.942.4K
$43.00Nov 60.150.35$0.2580.0%550.92236

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 11.3K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 200.050.15$0.10100.0%2.3K0.067.3K
$41.50Nov 131.702.20$1.9525.6%2710.7219
$45.50Nov 200.400.60$0.5040.0%2640.246.2K
$43.00Nov 60.000.15$0.08187.5%1790.39188
$43.50Nov 60.000.35$0.18194.4%1460.2998
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Nov 271.501.80$1.6518.2%1.0K0.5048
$40.00Nov 270.300.70$0.5080.0%1.0K0.21171
$43.50Nov 60.450.85$0.6561.5%7770.7627
$40.50Nov 130.150.30$0.2268.2%6450.179
$42.00Nov 130.550.80$0.6836.8%4770.37945

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 1165.0%, max 1717.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.50Nov 6Nov 20785.6%43.2%1717.0%2856.9K
$45.00Nov 6Dec 18688.4%39.4%1648.0%1013.5K
$44.00Nov 6Dec 11568.2%35.9%1482.3%77762
$44.50Nov 6Nov 20585.4%37.9%1444.6%33135
$43.50Nov 6Nov 20307.5%42.9%617.0%159314
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Nov 6Dec 18688.4%39.4%1648.0%41464
$44.00Nov 6Dec 11568.2%35.9%1482.3%99244
$41.50Nov 6Nov 20569.1%39.9%1325.0%71.5K
$44.50Nov 6Nov 13585.4%42.4%1282.0%142128
$43.50Nov 6Nov 20307.5%42.9%617.0%78527

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 2.12, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$41.00$42.00Nov 20$0.32$0.68$0.3271%2.12$41.32
$44.00$45.00Dec 4$0.16$0.84$0.1639%5.25$44.16
$42.00$43.00Nov 27$0.45$0.55$0.4560%1.22$42.45
$45.00$47.50Dec 18$0.60$1.90$0.6038%3.17$45.60
$42.50$45.00Dec 18$1.10$1.40$1.1055%1.27$43.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.50$45.00Nov 6$0.18$0.32$0.1885%1.78$45.32
$42.00$41.00Dec 4$0.13$0.87$0.1343%6.69$41.87
$44.50$44.00Nov 6$0.15$0.35$0.1581%2.33$44.35
$48.00$47.00Nov 27$0.65$0.35$0.6585%0.54$47.35
$40.00$38.00Dec 11$0.25$1.75$0.2526%7.00$39.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 3.00, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$43.00$44.00Dec 11$0.75$0.75$0.2549%3.00$43.75
$49.00$50.00Nov 13$0.25$0.25$0.7588%0.33$49.25
$46.50$47.00Nov 6$0.20$0.20$0.3086%0.67$46.70
$45.50$46.00Nov 6$0.20$0.20$0.3083%0.67$45.70
$49.00$50.00Dec 4$0.23$0.23$0.7784%0.30$49.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.50$35.00Dec 18$0.35$0.35$2.1584%0.16$37.15
$38.00$37.00Nov 20$0.20$0.20$0.8088%0.25$37.80
$42.50$42.00Nov 20$0.35$0.35$0.1555%2.33$42.15
$39.00$38.50Nov 20$0.17$0.17$0.3386%0.52$38.83
$42.00$41.50Nov 13$0.28$0.28$0.2263%1.27$41.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.75, cheapest $0.62)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.50Nov 6Nov 13$0.82266.8%39.6%
$43.00Nov 6Nov 13$0.8285.4%43.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.50Nov 6Nov 13$0.62266.8%39.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 0.77% of stock, avg 6.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$43.00Nov 6$0.08$0.25$0.33$42.67$43.330.77%
$42.50Nov 6$0.38$0.18$0.56$41.94$43.061.31%
$43.50Nov 6$0.18$0.65$0.83$42.67$44.331.94%
$42.00Nov 6$0.88$0.05$0.93$41.07$42.932.18%
$44.00Nov 6$0.33$1.25$1.58$42.42$45.583.70%
$44.50Nov 6$0.23$1.40$1.63$42.87$46.133.81%
$43.50Nov 13$0.63$1.30$1.93$41.57$45.434.51%
$42.50Nov 13$1.20$0.80$2.00$40.50$44.504.68%
$43.00Nov 13$0.90$1.10$2.00$41.00$45.004.68%
$44.00Nov 13$0.53$1.68$2.21$41.79$46.215.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.30% of stock, avg 3.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$43.00$42.00Nov 6$0.08$0.05$0.13$41.87$43.13
$43.50$42.00Nov 6$0.18$0.05$0.23$41.77$43.73
$43.00$42.50Nov 6$0.08$0.18$0.26$42.24$43.26
$45.00$42.00Nov 6$0.23$0.05$0.28$41.72$45.28
$44.50$42.00Nov 6$0.23$0.05$0.28$41.72$44.78
$43.50$42.50Nov 6$0.18$0.18$0.36$42.14$43.86
$43.00$41.50Nov 6$0.08$0.23$0.31$41.19$43.31
$49.00$38.00Nov 27$0.20$0.23$0.43$37.57$49.43
$43.50$41.50Nov 6$0.18$0.23$0.41$41.09$43.91
$44.00$42.00Nov 6$0.33$0.05$0.38$41.62$44.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 1.22, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
39/4049/50Dec 4$0.55$0.4556%1.22$39.45$49.55
42/4246/47Nov 6$0.33$0.1754%1.94$42.17$46.83
42/4246/46Nov 6$0.33$0.1751%1.94$42.17$45.83
40/4149/50Dec 4$0.58$0.4249%1.38$40.42$49.58
40/4148/49Nov 27$0.46$0.5455%0.85$40.54$48.46
41/4249/50Nov 13$0.40$0.6060%0.67$41.10$49.40
41/4244/44Nov 13$0.30$0.2040%1.50$41.20$44.30
39/4047/48Dec 4$0.47$0.5352%0.89$39.53$47.47
40/4146/47Dec 11$0.63$0.3736%1.70$40.37$46.63
40/4146/47Nov 27$0.50$0.5044%1.00$40.50$46.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 12.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Dec 18$0.18$2.3224%12.89
$46.00$47.00$48.00Nov 27$0.07$0.9310%13.29
$44.00$44.50$45.00Nov 13$0.05$0.4512%9.00
$43.00$43.50$44.00Nov 6$0.05$0.4510%9.00
$42.00$42.50$43.00Nov 6$0.20$0.3049%1.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$37.50$40.00Dec 18$0.14$2.3622%16.86
$40.00$42.50$45.00Dec 18$0.42$2.0834%4.95
$36.00$38.00$40.00Nov 27$0.14$1.8616%13.29
$41.00$42.00$43.00Nov 27$0.08$0.9219%11.50
$40.00$41.00$42.00Dec 11$0.07$0.9315%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 99 found (best net $-0.30, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$45.001:2Dec 18-$0.30$2.20
$40.00$41.501:2Nov 13-$0.50$1.00
$41.00$43.001:2Dec 4-$0.43$1.57
$45.00$47.501:2Dec 18-$0.20$2.30
$45.00$47.001:2Dec 4-$0.08$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$40.001:2Dec 18-$0.04$2.46
$45.00$42.501:2Dec 18-$0.60$1.90
$40.00$37.501:2Dec 18-$0.04$2.46
$44.00$43.501:2Nov 6-$0.05$0.45
$43.00$42.501:2Nov 6-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 2.92%, avg 1.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Dec 18$1.250.385.3%2.92%8.19%333.1K
$43.00Dec 11$1.950.510.6%4.56%5.15%83
$45.00Dec 11$1.150.375.3%2.69%7.95%2--
$47.50Dec 18$0.750.2411.1%1.75%12.87%1092.4K
$46.00Dec 11$0.850.317.6%1.99%9.59%313
$45.00Dec 4$0.900.335.3%2.11%7.37%6273
$43.00Nov 27$1.450.510.6%3.39%3.98%8548
$47.00Dec 11$0.500.249.9%1.17%11.11%26
$44.00Dec 11$0.900.422.9%2.11%5.03%3--
$47.00Dec 4$0.450.219.9%1.05%10.99%11--

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 8,971
Total Puts 7,022
Put/Call Ratio 0.78
Net Difference 1,949

Prior's Put/Call Breakdown

Total Calls 5,291
Total Puts 6,929
Put/Call Ratio 1.31
Net Difference -1,638

Prior 7-Day Put/Call Summary

Total Calls 316,545
Total Puts 135,055
Average Put/Call Ratio 1.28
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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