Tour v376
CAT
CATERPILLAR INC
$887.83 +2.72%
7/21 15:05

Option Volume

Detail
Current (07/21 3:05pm) 23,585
Calls: 10,289 (44%)
Puts: 13,296 (56%)
Prior (07/20) 24,643
Calls: 8,938 (36%)
Puts: 15,705 (64%)
Current vs Prior -4.29%
Calls: +15.12% (Calls)
Puts: -15.34% (Puts)
Prior 7-Day Total 200,875
Calls: 90,578 (45%)
Puts: 110,297 (55%)
Prior 7-Day Average 28,696
Calls: 12,939 (45%)
Puts: 15,756 (55%)
Current vs Prior 7-Day Avg -17.81%
Calls: -20.49%
Puts: -15.62%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 3:05pm) $62.00M
Calls: $40.44M (65%)
Puts: $21.55M (35%)
Prior (07/20) $52.58M
Calls: $18.57M (35%)
Puts: $34.00M (65%)
Current vs Prior +17.92%
Calls: +117.75%
Puts: -36.61%
Prior 7-Day Total $460.27M
Calls: $259.80M (56%)
Puts: $200.47M (44%)
Prior 7-Day Average $65.75M
Calls: $37.11M (56%)
Puts: $28.64M (44%)
Current vs Prior 7-Day Avg -5.71%
Calls: +8.97%
Puts: -24.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 3:05pm) 1.29
Prior (07/20) 1.76
Current vs Prior -26.46%
Prior 7-Day Average 1.40
Current vs Prior 7-Day Avg -7.65%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 3:05pm) 248,225
Calls: 121,588 (49%)
Puts: 126,637 (51%)
Prior (07/20) 235,467
Calls: 116,824 (50%)
Puts: 118,643 (50%)
Current vs Prior +5.42%
Prior 7-Day Total 1,950,861
Calls: 913,208 (47%)
Puts: 1,037,653 (53%)
Prior 7-Day Average 278,694
Calls: 130,458 (47%)
Puts: 148,236 (53%)
Current vs Prior 7-Day Avg -10.93%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.68% | 7.68%12.96% | 16.65%
Prior 0.90% | 6.14%0.90% | 13.89%
Current vs Prior +422.03% | +25.18%+1344.62% | +19.91%
Prior 7-Day Avg 2.79% | 6.18%3.85% | 13.75%
Current vs 7-Day Avg +67.94% | +24.32%+236.58% | +21.09%
Prior 7-Day Eod 0.90% | 6.14%13.28% | 17.04%
Current vs 7-Day Eod +422.03% | +25.18%-2.39% | -2.27%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 16.97% | 11.52%
Calls: 16.67% | 11.18%
Puts: 17.27% | 11.85%
Prior 71.65% | 14.33%
Calls: 65.17% | 15.50%
Puts: 78.13% | 13.16%
Current vs Prior -76.32% | -19.61%
Prior 7-Day Avg 29.38% | 11.24%
Calls: 27.38% | 9.90%
Puts: 31.37% | 12.57%
Current vs 7-Day Avg -42.23% | +2.53%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($40.44M). Bearish P/C ratio of 1.29 indicates protective positioning. P/C ratio dropping 26% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 223 of results (avg 7.6%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Aug 21176.20184.35$180.274.5%20.9060
$860.00Aug 2171.0074.45$72.724.7%--0.61155
$885.00Aug 2157.7560.60$59.184.8%490.5437
$740.00Aug 21158.70166.75$162.734.9%--0.87501
$825.00Aug 783.5587.85$85.705.0%20.742
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 21123.45128.55$126.004.0%60.75108
$965.00Aug 791.1094.90$93.004.1%30.7236
$900.00Aug 2159.1561.70$60.434.2%140.50639
$870.00Aug 2144.5546.50$45.534.3%630.42156
$880.00Aug 2149.1051.25$50.184.3%1380.45972

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.29, cheapest $0.29)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 240.270.30$0.2910.3%500.02707
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 205 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Jul 24134.35146.30$140.328.5%--0.9915
$775.00Jul 24111.45121.60$116.538.7%--0.9811
$780.00Jul 24105.25115.65$110.459.4%10.983
$730.00Jul 31157.85167.00$162.435.6%--0.9713
$795.00Jul 2492.2599.00$95.637.1%10.961
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$985.00Jul 2492.00100.20$96.108.5%11.0010
$990.00Jul 2497.00105.20$101.108.1%11.0038
$995.00Jul 24101.00112.45$106.7310.7%21.0025
$1000.00Jul 24104.55116.50$110.5310.8%--1.0010
$1005.00Jul 24109.55119.30$114.438.5%--1.0037

Most actively traded options today. High liquidity = easy entry/exit. 438 active (total vol 10.1K, top 936)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Jul 240.010.19$0.10180.0%9360.011.0K
$900.00Jul 2412.7515.20$13.9817.5%6810.42191
$905.00Jul 2410.9013.15$12.0318.7%5380.38144
$950.00Jul 241.952.85$2.4037.5%2020.11599
$970.00Jul 240.701.41$1.0667.0%1330.05159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$875.00Jul 2412.4514.10$13.2712.4%2130.38178
$880.00Aug 1444.9547.75$46.356.0%1780.4421
$880.00Aug 2149.1051.25$50.184.3%1380.45972
$840.00Jul 244.054.90$4.4719.0%1160.16132
$870.00Aug 735.7537.80$36.785.6%1150.4121

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 121 strikes (avg 20.0%, max 91.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1035.00Jul 24Aug 2886.9%51.8%67.9%--38
$1040.00Jul 24Aug 2888.1%52.9%66.5%247
$1025.00Jul 24Aug 2885.5%53.0%61.5%3231
$1065.00Jul 24Aug 1486.2%54.2%59.2%634
$1045.00Jul 24Aug 1485.1%54.0%57.7%123
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$745.00Jul 24Aug 14115.2%60.3%91.1%1737
$740.00Jul 24Aug 28104.4%55.0%89.7%4319
$730.00Jul 24Aug 2893.7%54.7%71.1%3074
$720.00Jul 24Aug 2892.3%55.1%67.5%11178
$725.00Jul 24Aug 1493.3%61.0%52.9%820

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 397 found (best R:R 40.67, avg 4.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1060.00$1065.00Jul 31$0.12$4.88$0.1240.67$1060.12
$1030.00$1035.00Jul 31$0.14$4.86$0.1434.71$1030.14
$990.00$995.00Jul 24$0.18$4.82$0.1826.78$990.18
$1055.00$1060.00Jul 24$0.19$4.81$0.1925.32$1055.19
$950.00$952.50Jul 24$0.10$2.40$0.1024.00$950.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$785.00$780.00Jul 24$0.14$4.86$0.1434.71$784.86
$755.00$750.00Jul 24$0.15$4.85$0.1532.33$754.85
$795.00$790.00Jul 24$0.17$4.83$0.1728.41$794.83
$775.00$770.00Jul 24$0.19$4.81$0.1925.32$774.81
$810.00$805.00Jul 24$0.19$4.81$0.1925.32$809.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 506 found (best R:R 99.00, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$730.00$760.00Jul 31$29.70$29.70$0.3099.00$759.70
$780.00$795.00Jul 24$14.82$14.82$0.1882.33$794.82
$800.00$820.00Jul 24$19.18$19.18$0.8223.39$819.18
$790.00$795.00Jul 31$4.77$4.77$0.2320.74$794.77
$750.00$775.00Jul 24$23.79$23.79$1.2119.66$773.79
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1010.00$1005.00Jul 31$4.82$4.82$0.1826.78$1005.18
$942.50$940.00Jul 31$2.35$2.35$0.1515.67$940.15
$1045.00$1040.00Jul 31$4.65$4.65$0.3513.29$1040.35
$1060.00$1015.00Aug 7$41.46$41.46$3.5411.71$1018.54
$977.50$975.00Jul 24$2.30$2.30$0.2011.50$975.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 125 found (avg debit $7.21, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1065.00Jul 24Jul 31$0.3286.2%52.7%
$1040.00Jul 24Jul 31$0.3688.1%51.9%
$1055.00Jul 24Jul 31$0.4184.3%52.1%
$1060.00Jul 24Jul 31$0.5777.9%53.0%
$1035.00Jul 24Jul 31$0.6186.9%53.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$740.00Jul 24Jul 31$0.79104.4%65.0%
$720.00Jul 24Jul 31$0.9592.3%68.0%
$1010.00Jul 24Jul 31$1.0263.9%52.7%
$730.00Jul 24Jul 31$1.0793.7%66.5%
$725.00Jul 24Jul 31$1.3493.3%70.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 197 found (cheapest 4.27% of stock, avg 11.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$895.00Jul 24$16.52$21.38$37.90$857.10$932.904.27%
$900.00Jul 24$13.98$24.65$38.63$861.37$938.634.35%
$885.00Jul 24$21.60$17.30$38.90$846.10$923.904.38%
$890.00Jul 24$19.00$19.98$38.98$851.02$928.984.39%
$880.00Jul 24$24.45$14.90$39.35$840.65$919.354.43%
$905.00Jul 24$12.03$28.08$40.11$864.89$945.114.52%
$910.00Jul 24$10.43$30.23$40.66$869.34$950.664.58%
$875.00Jul 24$27.53$13.27$40.80$834.20$915.804.60%
$870.00Jul 24$31.00$11.40$42.40$827.60$912.404.78%
$915.00Jul 24$8.88$33.53$42.41$872.59$957.414.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.28% of stock, avg 8.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$915.00$870.00Jul 24$8.88$11.40$20.28$849.72$935.28
$910.00$870.00Jul 24$10.43$11.40$21.83$848.17$931.83
$915.00$875.00Jul 24$8.88$13.27$22.15$852.85$937.15
$905.00$870.00Jul 24$12.03$11.40$23.43$846.57$928.43
$910.00$875.00Jul 24$10.43$13.27$23.70$851.30$933.70
$915.00$880.00Jul 24$8.88$14.90$23.78$856.22$938.78
$905.00$875.00Jul 24$12.03$13.27$25.30$849.70$930.30
$910.00$880.00Jul 24$10.43$14.90$25.33$854.67$935.33
$900.00$870.00Jul 24$13.98$11.40$25.38$844.62$925.38
$915.00$885.00Jul 24$8.88$17.30$26.18$858.82$941.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 437 found (best R:R 186.50, avg credit $8.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
720/722730/760Jul 31$29.84$0.16186.50$692.66$759.84
730/740800/820Jul 24$19.74$0.2675.92$720.26$819.74
740/745750/775Jul 24$24.63$0.3766.57$720.37$774.63
720/730760/770Aug 21$9.80$0.2049.00$720.20$769.80
740/745795/800Jul 24$4.89$0.1144.45$740.11$799.89
740/745840/845Jul 24$4.89$0.1144.45$740.11$844.89
745/750800/805Jul 31$4.89$0.1144.45$745.11$804.89
790/795820/825Jul 31$4.88$0.1240.67$790.12$824.88
760/785800/825Aug 28$24.37$0.6338.68$760.63$824.37
730/740750/775Jul 24$24.35$0.6537.46$715.65$774.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 220 found (best R:R 249.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$905.00$910.00$915.00Jul 24$0.05$4.9599.00
$850.00$855.00$860.00Jul 24$0.07$4.9370.43
$920.00$925.00$930.00Jul 24$0.07$4.9370.43
$885.00$890.00$895.00Jul 31$0.07$4.9370.43
$1000.00$1005.00$1010.00Aug 14$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$930.00$950.00$970.00Aug 28$0.08$19.92249.00
$890.00$895.00$900.00Aug 14$0.05$4.9599.00
$1020.00$1040.00$1060.00Aug 21$0.21$19.7994.24
$890.00$895.00$900.00Jul 31$0.06$4.9482.33
$805.00$810.00$815.00Jul 24$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 117 found (best net $-24.12, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$750.00$825.001:2Aug 7-$24.12$50.88
$1025.00$1045.001:2Aug 14-$5.44$14.56
$1040.00$1060.001:2Aug 21-$7.47$12.53
$1020.00$1040.001:2Aug 21-$8.48$11.52
$1000.00$1020.001:2Aug 21-$10.88$9.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$785.00$760.001:2Aug 28-$9.70$15.30
$775.00$760.001:2Aug 7-$5.19$9.81
$780.00$765.001:2Aug 14-$7.83$7.17
$730.00$720.001:2Aug 7-$2.87$7.13
$725.00$720.001:2Jul 24-$0.09$4.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 162 found (best yield 6.53%, avg 2.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$890.00Aug 28$58.000.530.2%6.53%6.78%22
$890.00Aug 21$53.850.530.2%6.07%6.31%14350
$905.00Aug 28$52.850.491.9%5.95%7.89%14
$895.00Aug 21$52.700.510.8%5.94%6.74%46
$910.00Aug 28$50.700.482.5%5.71%8.21%--20
$890.00Aug 14$50.400.530.2%5.68%5.92%218
$900.00Aug 21$50.400.501.4%5.68%7.05%77789
$905.00Aug 21$48.150.491.9%5.42%7.36%293
$915.00Aug 28$46.600.473.1%5.25%8.31%916
$910.00Aug 21$46.100.472.5%5.19%7.69%--61

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 10,289
Total Puts 13,296
Put/Call Ratio 1.29
Net Difference -3,007

Prior's Put/Call Breakdown

Total Calls 8,938
Total Puts 15,705
Put/Call Ratio 1.76
Net Difference -6,767

Prior 7-Day Put/Call Summary

Total Calls 90,578
Total Puts 110,297
Average Put/Call Ratio 1.40
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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