Tour v290
CBOE
CBOE GLOBAL MKTS INC
$248.99 +0.51%
$249.19 (+0.08%)🌙
as of 07/02 06:16 PM
7/2 18:16

Option Volume

Detail
Current (07/02) 3,545
Calls: 1,975 (56%)
Puts: 1,570 (44%)
Prior (07/01) 2,363
Calls: 1,101 (47%)
Puts: 1,262 (53%)
Current vs Prior +50.02%
Calls: +79.38% (Calls)
Puts: +24.41% (Puts)
Prior 7-Day Total 26,801
Calls: 13,953 (52%)
Puts: 12,848 (48%)
Prior 7-Day Average 3,828
Calls: 1,993 (52%)
Puts: 1,835 (48%)
Current vs Prior 7-Day Avg -7.41%
Calls: -0.92%
Puts: -14.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $2.87M
Calls: $2.05M (71%)
Puts: $819.3K (29%)
Prior (07/01) $1.75M
Calls: $867.9K (49%)
Puts: $885.6K (51%)
Current vs Prior +63.41%
Calls: +135.73%
Puts: -7.48%
Prior 7-Day Total $34.09M
Calls: $11.92M (35%)
Puts: $22.17M (65%)
Prior 7-Day Average $4.87M
Calls: $1.70M (35%)
Puts: $3.17M (65%)
Current vs Prior 7-Day Avg -41.17%
Calls: +20.18%
Puts: -74.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.79
Prior (07/01) 1.15
Current vs Prior -30.65%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -16.26%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/02) 14,691
Calls: 9,043 (62%)
Puts: 5,648 (38%)
Prior (07/01) 14,620
Calls: 8,183 (56%)
Puts: 6,437 (44%)
Current vs Prior +0.49%
Prior 7-Day Total 128,609
Calls: 73,369 (60%)
Puts: 48,134 (40%)
Prior 7-Day Average 18,372
Calls: 10,481 (60%)
Puts: 6,876 (40%)
Current vs Prior 7-Day Avg -20.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.20% | 4.86%6.51% | 14.18%
Prior 2.92% | 5.73%7.21% | 14.51%
Current vs Prior +66.50% | +13.50%-9.76% | -2.29%
Prior 7-Day Avg 3.82% | 6.32%8.15% | 14.83%
Current vs 7-Day Avg +27.31% | +2.98%-20.22% | -4.41%
Prior 7-Day Eod 2.92% | 5.73%-- | --
Current vs 7-Day Eod +66.50% | +13.50%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 72.74% | 18.34%
Calls: 90.58% | 20.00%
Puts: 54.90% | 16.67%
Prior 72.74% | 18.34%
Calls: 90.58% | 20.00%
Puts: 54.90% | 16.67%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 71.59% | 23.18%
Calls: 66.83% | 26.07%
Puts: 75.97% | 21.91%
Current vs 7-Day Avg +1.61% | -20.89%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($2.05M). Elevated premium activity with dollar volume up 63% vs prior. Above-average activity with volume up 50% vs prior. P/C ratio dropping 31% - 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 4 of results (avg 8.9%, best 7.7%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 247.3051.10$49.207.7%31.00--
$210.00Jul 237.5041.10$39.309.2%20.953
$210.00Jul 1738.2041.90$40.059.2%10.95--
$210.00Jul 1037.7041.40$39.559.4%20.98--
PUTS (0)
No puts meet the criteria

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. 38 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 247.3051.10$49.207.7%31.00--
$210.00Jul 1037.7041.40$39.559.4%20.98--
$210.00Jul 237.5041.10$39.309.2%20.953
$210.00Jul 1738.2041.90$40.059.2%10.95--
$235.00Jul 212.7016.10$14.4023.6%940.8891
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 23.907.20$5.5559.5%431.005
$280.00Jul 1729.3033.00$31.1511.9%30.97--
$257.50Jul 26.409.30$7.8536.9%110.9513
$267.50Jul 1017.3020.10$18.7015.0%10.91--
$265.00Jul 213.9017.20$15.5521.2%20.90--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 2.0K, top 280)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 107.1010.00$8.5533.9%1810.6635
$260.00Jul 100.952.15$1.5577.4%1030.22124
$235.00Jul 212.7016.10$14.4023.6%940.8891
$250.00Jul 20.001.50$0.75200.0%780.44159
$252.50Jul 20.001.35$0.68198.5%660.2622
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 20.001.60$0.80200.0%2800.15293
$245.00Jul 102.354.10$3.2254.3%2690.3523
$240.00Jul 101.002.95$1.9898.5%720.2317
$235.00Jul 100.251.65$0.95147.4%640.1368
$252.50Jul 21.454.70$3.08105.5%510.8130

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 883.4%, max 2525.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jul 2Jul 171418.0%54.0%2525.9%33
$235.00Jul 2Jul 17698.0%39.0%1689.7%95112
$262.50Jul 2Jul 10603.0%38.0%1486.8%4--
$240.00Jul 2Jul 24521.0%38.0%1271.1%1216
$270.00Jul 2Jul 17478.0%36.0%1227.8%13357
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 2Jul 17973.0%48.0%1927.1%19--
$235.00Jul 2Jul 31698.0%42.0%1561.9%454
$237.50Jul 2Jul 17610.0%38.0%1505.3%1387
$225.00Jul 2Aug 14618.0%43.0%1337.2%11--
$260.00Jul 2Jul 17524.0%38.0%1278.9%10278

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 25.32, avg 4.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$275.00Jul 17$0.28$4.72$0.2816.86$270.28
$262.50$270.00Jul 2$0.75$6.75$0.759.00$263.25
$275.00$280.00Jul 17$0.57$4.43$0.577.77$275.57
$265.00$270.00Jul 10$0.62$4.38$0.627.06$265.62
$262.50$265.00Jul 10$0.33$2.17$0.336.58$262.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Jul 17$0.38$9.62$0.3825.32$209.62
$220.00$215.00Jul 17$0.22$4.78$0.2221.73$219.78
$215.00$210.00Jul 17$0.23$4.77$0.2320.74$214.77
$215.00$205.00Jul 31$0.66$9.34$0.6614.15$214.34
$250.00$247.50Jul 2$0.18$2.32$0.1812.89$249.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 249.00, avg 5.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$235.00Jul 2$24.90$24.90$0.10249.00$234.90
$237.50$240.00Jul 2$2.35$2.35$0.1515.67$239.85
$210.00$240.00Jul 10$27.55$27.55$2.4511.24$237.55
$210.00$230.00Jul 17$18.35$18.35$1.6511.12$228.35
$230.00$235.00Jul 17$4.15$4.15$0.854.88$234.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$257.50$255.00Jul 2$2.30$2.30$0.2011.50$255.20
$280.00$270.00Jul 17$9.10$9.10$0.9010.11$270.90
$252.50$250.00Jul 2$2.15$2.15$0.356.14$250.35
$270.00$262.50Jul 17$6.35$6.35$1.155.52$263.65
$267.50$257.50Jul 10$8.25$8.25$1.754.71$259.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $2.29, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Jul 10Jul 17$0.2250.0%39.0%
$210.00Jul 2Jul 10$0.251418.0%61.0%
$280.00Jul 10Jul 17$0.3542.0%37.0%
$270.00Jul 2Jul 10$0.53478.0%38.0%
$262.50Jul 2Jul 10$0.73603.0%38.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Jul 2Jul 10$0.15698.0%38.0%
$210.00Jul 10Jul 17$0.3761.0%54.0%
$220.00Jul 2Jul 17$0.75973.0%48.0%
$200.00Jul 17Jul 24$0.8355.0%60.0%
$230.00Jul 2Jul 10$0.92459.0%47.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 0.67% of stock, avg 6.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$250.00Jul 2$0.75$0.93$1.68$248.32$251.680.67%
$247.50Jul 2$2.05$0.75$2.80$244.70$250.301.12%
$252.50Jul 2$0.68$3.08$3.76$248.74$256.261.51%
$245.00Jul 2$4.45$1.05$5.50$239.50$250.502.21%
$255.00Jul 2$0.20$5.55$5.75$249.25$260.752.31%
$240.00Jul 2$9.45$0.80$10.25$229.75$250.254.12%
$260.00Jul 2$0.80$10.55$11.35$248.65$271.354.56%
$250.00Jul 10$5.85$5.65$11.50$238.50$261.504.62%
$252.50Jul 10$4.75$6.95$11.70$240.80$264.204.70%
$255.00Jul 10$3.10$8.60$11.70$243.30$266.704.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 104 found (cheapest 0.38% of stock, avg 2.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$247.50Jul 2$0.20$0.75$0.95$246.55$255.95
$255.00$240.00Jul 2$0.20$0.80$1.00$239.00$256.00
$255.00$237.50Jul 2$0.20$0.80$1.00$236.50$256.00
$255.00$235.00Jul 2$0.20$0.80$1.00$234.00$256.00
$255.00$245.00Jul 2$0.20$1.05$1.25$243.75$256.25
$252.50$247.50Jul 2$0.68$0.75$1.43$246.07$253.93
$252.50$240.00Jul 2$0.68$0.80$1.48$238.52$253.98
$252.50$237.50Jul 2$0.68$0.80$1.48$236.02$253.98
$252.50$235.00Jul 2$0.68$0.80$1.48$233.52$253.98
$250.00$247.50Jul 2$0.75$0.75$1.50$246.00$251.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 148 found (best R:R 24.00, avg credit $2.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
248/250252/255Jul 10$2.40$0.1024.00$247.60$254.90
252/255258/260Jul 10$2.40$0.1024.00$252.60$259.90
235/238240/242Jul 17$2.33$0.1713.71$235.17$242.33
238/240242/248Jul 17$4.65$0.3513.29$235.35$247.15
238/240252/255Jul 17$2.30$0.2011.50$237.70$254.80
245/248255/258Jul 17$2.30$0.2011.50$245.20$257.30
232/235240/242Jul 17$2.27$0.239.87$232.73$242.27
258/268275/280Jul 10$8.95$1.058.52$258.55$283.95
242/245248/250Jul 2$2.22$0.287.93$242.78$249.72
210/215230/235Jul 17$4.38$0.627.06$210.62$234.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$257.50$260.00Jul 10$0.05$2.4549.00
$255.00$260.00$265.00Jul 31$0.25$4.7519.00
$265.00$275.00$285.00Jul 31$0.74$9.2612.51
$230.00$235.00$240.00Jul 17$0.45$4.5510.11
$235.00$237.50$240.00Jul 2$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$232.50$235.00$237.50Jul 17$0.06$2.4440.67
$220.00$225.00$230.00Jul 2$0.23$4.7720.74
$252.50$255.00$257.50Jul 10$0.20$2.3011.50
$250.00$252.50$255.00Jul 2$0.32$2.186.81
$250.00$252.50$255.00Jul 10$0.35$2.156.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-3.35, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$230.001:2Jul 17-$3.35$16.65
$275.00$285.001:2Jul 31-$0.47$9.53
$265.00$275.001:2Jul 31-$1.16$8.84
$240.00$250.001:2Jul 24-$2.60$7.40
$275.00$280.001:2Jul 17-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$225.001:2Aug 7-$0.50$14.50
$230.00$215.001:2Jul 10-$0.95$14.05
$230.00$220.001:2Jul 17-$0.10$9.90
$215.00$205.001:2Jul 31-$0.56$9.44
$245.00$235.001:2Jul 31-$2.05$7.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 3.17%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Jul 24$7.900.500.4%3.17%3.58%219
$255.00Jul 31$7.800.452.4%3.13%5.55%1--
$260.00Aug 7$7.700.414.4%3.09%7.51%2--
$250.00Jul 17$7.000.520.4%2.81%3.22%45318
$255.00Jul 24$5.900.422.4%2.37%4.78%6--
$260.00Jul 31$5.600.384.4%2.25%6.67%3--
$252.50Jul 17$5.500.461.4%2.21%3.62%2197
$255.00Jul 17$4.900.412.4%1.97%4.38%1234
$250.00Jul 10$4.300.510.4%1.73%2.13%741
$260.00Jul 24$4.000.344.4%1.61%6.03%242

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 1,975
Total Puts 1,570
Put/Call Ratio 0.79
Net Difference 405

Prior's Put/Call Breakdown

Total Calls 1,101
Total Puts 1,262
Put/Call Ratio 1.15
Net Difference -161

Prior 7-Day Put/Call Summary

Total Calls 13,953
Total Puts 12,848
Average Put/Call Ratio 0.95
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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