Tour v422
CAT
CATERPILLAR INC
$873.28 -1.74%
$872.91 (-0.04%)🌙
as of 07/27 06:03 PM
7/27 18:03

Option Volume

Detail
Current (07/27) 31,693
Calls: 13,671 (43%)
Puts: 18,022 (57%)
Prior (07/24) 24,826
Calls: 8,877 (36%)
Puts: 15,949 (64%)
Current vs Prior +27.66%
Calls: +54.00% (Calls)
Puts: +13.00% (Puts)
Prior 7-Day Total 201,704
Calls: 73,779 (37%)
Puts: 127,925 (63%)
Prior 7-Day Average 28,814
Calls: 10,539 (37%)
Puts: 18,275 (63%)
Current vs Prior 7-Day Avg +9.99%
Calls: +29.71%
Puts: -1.38%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $76.34M
Calls: $33.18M (43%)
Puts: $43.16M (57%)
Prior (07/24) $52.10M
Calls: $21.20M (41%)
Puts: $30.90M (59%)
Current vs Prior +46.52%
Calls: +56.50%
Puts: +39.68%
Prior 7-Day Total $460.11M
Calls: $229.96M (50%)
Puts: $230.15M (50%)
Prior 7-Day Average $65.73M
Calls: $32.85M (50%)
Puts: $32.88M (50%)
Current vs Prior 7-Day Avg +16.14%
Calls: +0.99%
Puts: +31.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 1.32
Prior (07/24) 1.80
Current vs Prior -26.63%
Prior 7-Day Average 1.98
Current vs Prior 7-Day Avg -33.32%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 244,332
Calls: 118,945 (49%)
Puts: 125,387 (51%)
Prior (07/24) 124,935
Calls: 49,083 (39%)
Puts: 75,852 (61%)
Current vs Prior +95.57%
Prior 7-Day Total 1,575,125
Calls: 732,098 (46%)
Puts: 843,027 (54%)
Prior 7-Day Average 225,017
Calls: 104,585 (46%)
Puts: 120,432 (54%)
Current vs Prior 7-Day Avg +8.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.77% | 10.14%11.86% | 15.79%
Prior 5.76% | 9.69%12.24% | 16.11%
Current vs Prior +0.12% | +4.60%-3.10% | -1.96%
Prior 7-Day Avg 4.43% | 7.73%9.53% | 15.74%
Current vs 7-Day Avg +30.39% | +31.13%+24.44% | +0.35%
Prior 7-Day Eod 5.76% | 9.69%12.24% | 16.11%
Current vs 7-Day Eod +0.12% | +4.60%-3.10% | -1.96%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.16% | 8.12%
Calls: 8.61% | 8.77%
Puts: 15.71% | 7.48%
Prior 36.87% | 12.47%
Calls: 37.06% | 17.83%
Puts: 36.67% | 7.11%
Current vs Prior -67.02% | -34.88%
Prior 7-Day Avg 31.14% | 12.72%
Calls: 30.50% | 15.14%
Puts: 31.77% | 10.30%
Current vs 7-Day Avg -60.95% | -36.16%
Liquidity Expensive
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🤖 AI Insights

Bearish P/C ratio of 1.32 indicates protective positioning. P/C ratio dropping 27% - sentiment shifting bullish. Rising open interest (up 96%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 121 of results (avg 8.2%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Aug 21166.05173.80$169.934.6%--0.9178
$700.00Aug 21173.00183.45$178.235.9%--0.9148
$720.00Aug 21154.95164.75$159.856.1%10.9060
$730.00Aug 21146.30156.00$151.156.4%--0.88287
$855.00Aug 750.4553.90$52.186.6%470.591
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1025.00Jul 31148.30157.35$152.825.9%--0.9923
$960.00Sep 4109.55116.30$112.936.0%20.68--
$1020.00Jul 31144.00153.05$148.536.1%20.9916
$1020.00Aug 21150.75160.35$155.556.2%--0.8557
$1010.00Aug 28145.90155.40$150.656.3%--0.8012

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 215 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Jul 31137.00147.40$142.207.3%--1.0013
$760.00Jul 31107.00118.45$112.7310.2%--0.9413
$775.00Jul 3196.00104.20$100.108.2%10.936
$780.00Jul 3191.0098.15$94.587.6%--0.9312
$730.00Aug 7141.00151.20$146.107.0%--0.9211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1035.00Jul 31158.00169.00$163.506.7%--0.9921
$1040.00Jul 31163.05174.00$168.536.5%--0.9937
$1025.00Jul 31148.30157.35$152.825.9%--0.9923
$1015.00Jul 31138.55148.75$143.657.1%20.9919
$1020.00Jul 31144.00153.05$148.536.1%20.9916

Most actively traded options today. High liquidity = easy entry/exit. 504 active (total vol 14.6K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Jul 3111.3512.85$12.1012.4%9650.33122
$930.00Jul 313.805.05$4.4328.2%4950.16494
$880.00Jul 3118.8022.15$20.4816.4%4850.4741
$1000.00Jul 310.180.35$0.2763.0%3560.011.6K
$950.00Jul 311.053.25$2.15102.3%1460.09684
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$830.00Jul 317.459.40$8.4323.1%1.3K0.231.9K
$840.00Jul 319.8511.95$10.9019.3%1.3K0.281.6K
$835.00Jul 318.3010.75$9.5325.7%5080.25837
$790.00Jul 312.203.30$2.7540.0%4730.09281
$800.00Jul 312.623.80$3.2136.8%1650.10288

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 125 strikes (avg 22.8%, max 63.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1045.00Jul 31Aug 2873.4%52.0%41.2%363
$1030.00Jul 31Sep 470.8%51.6%37.2%373
$730.00Jul 31Aug 2180.3%59.3%35.4%--300
$850.00Jul 31Sep 467.8%50.6%34.0%3927
$845.00Jul 31Sep 468.4%51.1%33.8%1725
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Jul 31Aug 2896.2%58.7%63.7%4987
$710.00Jul 31Sep 492.4%56.6%63.3%815
$720.00Jul 31Sep 486.0%55.9%53.7%2313
$740.00Jul 31Sep 484.2%55.7%51.1%2160
$725.00Jul 31Aug 2884.7%57.6%47.1%1459

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 407 found (best R:R 44.45, avg 4.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$960.00$965.00Jul 31$0.11$4.89$0.1144.45$960.11
$1005.00$1010.00Jul 31$0.11$4.89$0.1144.45$1005.11
$975.00$980.00Jul 31$0.12$4.88$0.1240.67$975.12
$1015.00$1020.00Aug 28$0.13$4.87$0.1337.46$1015.13
$1010.00$1015.00Jul 31$0.14$4.86$0.1434.71$1010.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$720.00$715.00Jul 31$0.12$4.88$0.1240.67$719.88
$780.00$775.00Jul 31$0.12$4.88$0.1240.67$779.88
$745.00$740.00Aug 14$0.13$4.87$0.1337.46$744.87
$705.00$700.00Aug 14$0.15$4.85$0.1532.33$704.85
$755.00$750.00Jul 31$0.18$4.82$0.1826.78$754.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 520 found (best R:R 55.60, avg 2.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$730.00$760.00Jul 31$29.47$29.47$0.5355.60$759.47
$800.00$805.00Jul 31$4.90$4.90$0.1049.00$804.90
$905.00$907.50Aug 14$2.39$2.39$0.1121.73$907.39
$810.00$815.00Jul 31$4.60$4.60$0.4011.50$814.60
$730.00$745.00Aug 7$13.47$13.47$1.538.80$743.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$970.00$965.00Jul 31$4.90$4.90$0.1049.00$965.10
$1025.00$1015.00Aug 7$9.80$9.80$0.2049.00$1015.20
$1020.00$1015.00Jul 31$4.88$4.88$0.1240.67$1015.12
$990.00$985.00Aug 7$4.85$4.85$0.1532.33$985.15
$945.00$940.00Jul 31$4.80$4.80$0.2024.00$940.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 128 found (avg debit $11.89, cheapest $1.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1045.00Jul 31Aug 7$1.9273.4%63.3%
$1040.00Jul 31Aug 7$2.1866.8%62.9%
$1035.00Jul 31Aug 7$2.5665.2%63.6%
$1030.00Jul 31Aug 7$2.8670.8%64.5%
$1025.00Jul 31Aug 7$3.0163.8%63.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$700.00Jul 31Aug 7$1.3896.2%74.0%
$715.00Jul 31Aug 7$1.9284.3%71.2%
$705.00Jul 31Aug 7$2.0094.1%76.7%
$710.00Jul 31Aug 7$2.2092.4%76.1%
$1015.00Jul 31Aug 7$2.5361.0%63.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 203 found (cheapest 5.49% of stock, avg 12.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$875.00Jul 31$23.10$24.85$47.95$827.05$922.955.49%
$870.00Jul 31$25.55$22.67$48.22$821.78$918.225.52%
$880.00Jul 31$20.48$27.83$48.31$831.69$928.315.53%
$885.00Jul 31$17.98$30.55$48.53$836.47$933.535.56%
$865.00Jul 31$28.78$20.10$48.88$816.12$913.885.60%
$860.00Jul 31$30.70$18.25$48.95$811.05$908.955.61%
$887.50Jul 31$17.02$32.00$49.02$838.48$936.525.61%
$892.50Jul 31$14.85$34.70$49.55$842.95$942.055.67%
$890.00Jul 31$15.83$33.78$49.61$840.39$939.615.68%
$855.00Jul 31$33.80$16.23$50.03$804.97$905.035.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.35% of stock, avg 8.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$892.50$850.00Jul 31$14.85$14.40$29.25$820.75$921.75
$890.00$850.00Jul 31$15.83$14.40$30.23$819.77$920.23
$892.50$855.00Jul 31$14.85$16.23$31.08$823.92$923.58
$887.50$850.00Jul 31$17.02$14.40$31.42$818.58$918.92
$890.00$855.00Jul 31$15.83$16.23$32.06$822.94$922.06
$885.00$850.00Jul 31$17.98$14.40$32.38$817.62$917.38
$892.50$860.00Jul 31$14.85$18.25$33.10$826.90$925.60
$887.50$855.00Jul 31$17.02$16.23$33.25$821.75$920.75
$890.00$860.00Jul 31$15.83$18.25$34.08$825.92$924.08
$885.00$855.00Jul 31$17.98$16.23$34.21$820.79$919.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 458 found (best R:R 89.91, avg credit $7.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
725/728730/760Jul 31$29.67$0.3389.91$697.83$759.67
715/720730/760Jul 31$29.59$0.4172.17$690.41$759.59
780/790820/830Aug 21$9.76$0.2440.67$780.24$829.76
715/720730/745Aug 7$14.59$0.4135.59$705.41$744.59
785/790870/875Sep 4$4.85$0.1532.33$785.15$874.85
735/740810/815Jul 31$4.84$0.1630.25$735.16$814.84
785/790860/865Sep 4$4.82$0.1826.78$785.18$864.82
710/720730/740Aug 21$9.61$0.3924.64$710.39$739.61
725/728810/815Jul 31$4.80$0.2024.00$722.70$814.80
745/748810/815Jul 31$4.80$0.2024.00$742.70$814.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 226 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$760.00$780.00$800.00Aug 21$0.10$19.90199.00
$720.00$730.00$740.00Aug 21$0.07$9.93141.86
$1030.00$1035.00$1040.00Aug 7$0.09$4.9154.56
$975.00$980.00$985.00Aug 14$0.09$4.9154.56
$1035.00$1040.00$1045.00Jul 31$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1000.00$1020.00$1040.00Aug 21$0.13$19.87152.85
$720.00$725.00$730.00Aug 14$0.05$4.9599.00
$775.00$780.00$785.00Aug 14$0.07$4.9370.43
$860.00$865.00$870.00Aug 21$0.07$4.9370.43
$950.00$955.00$960.00Jul 31$0.09$4.9154.56

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 $-14.85, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$890.00$940.001:2Sep 4-$14.85$35.15
$785.00$845.001:2Sep 4-$37.40$22.60
$1000.00$1030.001:2Sep 4-$8.49$21.51
$1020.00$1040.001:2Aug 21-$3.50$16.50
$1000.00$1020.001:2Aug 21-$6.72$13.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$740.00$720.001:2Sep 4-$7.31$12.69
$710.00$700.001:2Aug 21-$3.90$6.10
$720.00$710.001:2Aug 21-$4.42$5.58
$730.00$720.001:2Aug 21-$5.13$4.87
$720.00$715.001:2Jul 31-$0.15$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 173 found (best yield 6.41%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$875.00Sep 4$56.000.530.2%6.41%6.61%1--
$890.00Sep 4$49.000.491.9%5.61%7.53%21
$885.00Aug 28$47.000.491.3%5.38%6.72%25
$880.00Aug 21$44.000.510.8%5.04%5.81%2341
$875.00Aug 14$42.600.520.2%4.88%5.08%105
$887.50Aug 21$42.450.481.6%4.86%6.49%2--
$885.00Aug 21$42.000.491.3%4.81%6.15%285
$895.00Aug 28$42.000.472.5%4.81%7.30%12
$880.00Aug 14$41.850.500.8%4.79%5.56%56
$900.00Aug 28$41.200.463.1%4.72%7.78%510

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 13,671
Total Puts 18,022
Put/Call Ratio 1.32
Net Difference -4,351

Prior's Put/Call Breakdown

Total Calls 8,877
Total Puts 15,949
Put/Call Ratio 1.80
Net Difference -7,072

Prior 7-Day Put/Call Summary

Total Calls 73,779
Total Puts 127,925
Average Put/Call Ratio 1.98
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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