Tour v366
CBOE
CBOE GLOBAL MKTS INC
$278.21 +1.76%
$278.75 (+0.19%)🌙
as of 07/20 06:17 PM
7/20 18:17

Option Volume

Detail
Current (07/20) 920
Calls: 594 (65%)
Puts: 326 (35%)
Prior (07/17) 3,426
Calls: 2,211 (65%)
Puts: 1,215 (35%)
Current vs Prior -73.15%
Calls: -73.13% (Calls)
Puts: -73.17% (Puts)
Prior 7-Day Total 15,493
Calls: 8,198 (53%)
Puts: 7,295 (47%)
Prior 7-Day Average 2,213
Calls: 1,171 (53%)
Puts: 1,042 (47%)
Current vs Prior 7-Day Avg -58.43%
Calls: -49.28%
Puts: -68.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $1.01M
Calls: $812.7K (81%)
Puts: $195.4K (19%)
Prior (07/17) $2.80M
Calls: $1.98M (71%)
Puts: $816.9K (29%)
Current vs Prior -63.98%
Calls: -58.99%
Puts: -76.08%
Prior 7-Day Total $14.13M
Calls: $10.26M (73%)
Puts: $3.87M (27%)
Prior 7-Day Average $2.02M
Calls: $1.47M (73%)
Puts: $553.3K (27%)
Current vs Prior 7-Day Avg -50.06%
Calls: -44.53%
Puts: -64.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.55
Prior (07/17) 0.55
Current vs Prior -0.13%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -52.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 11,293
Calls: 7,669 (68%)
Puts: 3,624 (32%)
Prior (07/17) 16,038
Calls: 8,544 (53%)
Puts: 7,494 (47%)
Current vs Prior -29.59%
Prior 7-Day Total 125,622
Calls: 71,588 (57%)
Puts: 54,034 (43%)
Prior 7-Day Average 17,946
Calls: 10,226 (57%)
Puts: 7,719 (43%)
Current vs Prior 7-Day Avg -37.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.19% | 7.35%10.37% | 14.23%
Prior 5.08% | 8.06%1.28% | 12.31%
Current vs Prior -17.63% | -8.86%+710.09% | +15.65%
Prior 7-Day Avg 3.68% | 5.89%3.47% | 12.45%
Current vs 7-Day Avg +13.78% | +24.86%+198.49% | +14.28%
Prior 7-Day Eod 5.08% | 8.06%1.28% | 12.31%
Current vs 7-Day Eod -17.63% | -8.86%+710.09% | +15.65%
Sentiment BULLISHBEARISH

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 72.74% | 18.34%
Calls: 90.58% | 20.00%
Puts: 54.90% | 16.67%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($812.7K) vs puts ($195.4K). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 73% vs prior. Bullish P/C ratio of 0.55.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 6 of results (avg 8.6%, best 7.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 2434.2037.00$35.607.9%10.921
$265.00Jul 3117.0018.40$17.707.9%10.7345
$235.00Jul 3142.3046.00$44.158.4%20.94--
$240.00Aug 738.0041.80$39.909.5%10.911
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Aug 720.2022.10$21.159.0%50.705
$265.00Aug 146.306.90$6.609.1%10.31--

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. 19 found (avg delta 0.73, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Jul 3142.3046.00$44.158.4%20.94--
$242.50Jul 2434.2037.00$35.607.9%10.921
$240.00Aug 738.0041.80$39.909.5%10.911
$257.50Jul 2419.6022.50$21.0513.8%10.903
$260.00Jul 2417.1020.10$18.6016.1%10.8941
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Aug 720.2022.10$21.159.0%50.705
$290.00Aug 716.6018.60$17.6011.4%50.646
$280.00Jul 245.706.60$6.1514.6%10.55--

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 515, top 41)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 242.202.75$2.4822.2%410.3169
$295.00Jul 240.451.85$1.15121.7%400.1528
$330.00Aug 210.902.55$1.7395.4%320.10--
$300.00Aug 215.006.10$5.5519.8%280.28216
$300.00Jul 240.001.45$0.73198.6%240.1010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 241.752.15$1.9520.5%230.25231
$262.50Jul 240.651.45$1.0576.2%130.1417
$255.00Jul 240.001.05$0.53198.1%100.07--
$257.50Jul 240.001.75$0.88198.9%100.105
$250.00Aug 213.204.10$3.6524.7%100.18445

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 38.1%, max 123.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 24Aug 2878.0%39.8%96.0%226
$305.00Jul 24Aug 2158.9%40.1%46.9%6--
$325.00Jul 31Aug 2156.5%41.2%37.2%2--
$300.00Jul 24Aug 2155.6%40.7%36.6%52226
$270.00Jul 24Aug 2143.9%38.9%12.9%10577
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 24Aug 21101.0%45.1%123.8%718
$245.00Jul 24Aug 2183.6%44.2%89.1%6104
$250.00Jul 24Aug 2174.3%42.4%75.2%13461
$260.00Jul 24Aug 2155.0%41.3%33.3%823
$255.00Jul 24Aug 1457.7%44.0%31.1%11--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 40.67, avg 5.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$305.00Jul 24$0.23$4.77$0.2320.74$300.23
$295.00$300.00Jul 24$0.42$4.58$0.4210.90$295.42
$295.00$325.00Jul 31$2.88$27.12$2.889.42$297.88
$300.00$330.00Aug 7$3.00$27.00$3.009.00$303.00
$305.00$310.00Aug 21$0.58$4.42$0.587.62$305.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$235.00Aug 7$0.12$4.88$0.1240.67$239.88
$262.50$260.00Jul 31$0.10$2.40$0.1024.00$262.40
$250.00$235.00Jul 31$0.70$14.30$0.7020.43$249.30
$262.50$260.00Jul 24$0.15$2.35$0.1515.67$262.35
$255.00$250.00Jul 31$0.43$4.57$0.4310.63$254.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 32.33, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$242.50$257.50Jul 24$14.55$14.55$0.4532.33$257.05
$235.00$265.00Jul 31$26.45$26.45$3.557.45$261.45
$265.00$270.00Jul 24$4.05$4.05$0.954.26$269.05
$260.00$262.50Jul 24$2.00$2.00$0.504.00$262.00
$240.00$270.00Aug 7$23.90$23.90$6.103.92$263.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$295.00$290.00Aug 7$3.55$3.55$1.452.45$291.45
$272.50$270.00Aug 21$1.65$1.65$0.851.94$270.85
$290.00$270.00Aug 7$10.55$10.55$9.451.12$279.45
$280.00$277.50Jul 24$1.30$1.30$1.201.08$278.70
$275.00$270.00Aug 28$2.25$2.25$2.750.82$272.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $3.05, cheapest $0.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Aug 7Aug 21$0.9348.8%44.0%
$325.00Jul 31Aug 21$1.0356.5%41.2%
$295.00Jul 24Jul 31$2.4353.4%49.2%
$310.00Jul 24Aug 21$2.7278.0%41.5%
$300.00Jul 24Aug 7$3.0755.6%45.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 24Aug 7$0.27101.0%50.4%
$235.00Jul 31Aug 7$0.3863.5%54.4%
$250.00Jul 24Jul 31$0.6874.3%53.1%
$255.00Jul 24Jul 31$1.3557.7%50.0%
$245.00Jul 24Aug 14$2.0083.6%48.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 3.72% of stock, avg 7.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$277.50Jul 24$5.50$4.85$10.35$267.15$287.853.72%
$280.00Jul 24$4.35$6.15$10.50$269.50$290.503.77%
$275.00Jul 24$6.90$3.75$10.65$264.35$285.653.83%
$270.00Jul 24$10.10$1.95$12.05$257.95$282.054.33%
$265.00Jul 24$14.15$1.13$15.28$249.72$280.285.49%
$262.50Jul 24$16.60$1.05$17.65$244.85$280.156.34%
$260.00Jul 24$18.60$0.90$19.50$240.50$279.507.01%
$270.00Jul 31$14.20$5.65$19.85$250.15$289.857.13%
$257.50Jul 24$21.05$0.88$21.93$235.57$279.437.88%
$270.00Aug 7$16.00$7.05$23.05$246.95$293.058.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 0.88% of stock, avg 3.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$265.00Jul 24$1.33$1.13$2.46$262.54$292.46
$287.50$265.00Jul 24$1.80$1.13$2.93$262.07$290.43
$290.00$267.50Jul 24$1.33$1.58$2.91$264.59$292.91
$290.00$270.00Jul 24$1.33$1.95$3.28$266.72$293.28
$330.00$250.00Aug 7$0.80$2.53$3.33$246.67$333.33
$287.50$267.50Jul 24$1.80$1.58$3.38$264.12$290.88
$285.00$265.00Jul 24$2.48$1.13$3.61$261.39$288.61
$287.50$270.00Jul 24$1.80$1.95$3.75$266.25$291.25
$285.00$267.50Jul 24$2.48$1.58$4.06$263.44$289.06
$330.00$255.00Aug 7$0.80$3.25$4.05$250.95$334.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 113 found (best R:R 15.67, avg credit $3.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/258260/262Jul 24$2.35$0.1515.67$255.15$262.35
255/260265/270Jul 31$4.70$0.3015.67$255.30$269.70
255/258265/270Jul 24$4.40$0.607.33$253.10$269.40
275/278280/282Jul 24$2.15$0.356.14$275.35$282.15
278/280282/285Jul 24$2.12$0.385.58$277.88$284.62
260/262265/270Jul 24$4.20$0.805.25$258.30$269.20
250/255265/270Jul 31$3.93$1.073.67$251.07$268.93
255/260272/278Jul 31$3.85$1.153.35$256.15$276.35
275/278282/285Jul 24$1.92$0.583.31$275.58$284.42
265/268275/278Jul 24$1.85$0.652.85$265.65$276.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 25.32, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$295.00$300.00$305.00Jul 24$0.19$4.8125.32
$277.50$280.00$282.50Jul 24$0.10$2.4024.00
$287.50$290.00$292.50Jul 24$0.12$2.3819.83
$290.00$292.50$295.00Jul 31$0.13$2.3718.23
$282.50$285.00$287.50Jul 24$0.14$2.3616.86
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$257.50$260.00Aug 7$0.11$2.3921.73
$257.50$260.00$262.50Jul 24$0.13$2.3718.23
$240.00$245.00$250.00Jul 24$0.29$4.7116.24
$250.00$260.00$270.00Aug 21$0.60$9.4015.67
$275.00$277.50$280.00Jul 24$0.20$2.3011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.05, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Aug 7-$1.10$8.90
$242.50$257.501:2Jul 24-$6.50$8.50
$280.00$290.001:2Aug 7-$2.50$7.50
$270.00$280.001:2Aug 7-$5.00$5.00
$300.00$305.001:2Jul 24-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$235.001:2Jul 31-$0.05$14.95
$235.00$225.001:2Jul 31-$0.81$9.19
$240.00$230.001:2Jul 24-$0.82$9.18
$265.00$255.001:2Aug 14-$1.10$8.90
$260.00$250.001:2Aug 21-$1.30$8.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 3.45%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 7$9.600.490.6%3.45%4.09%29
$280.00Jul 31$7.900.490.6%2.84%3.48%105
$282.50Jul 31$7.000.451.5%2.52%4.06%11
$285.00Jul 31$5.900.412.4%2.12%4.56%1516
$290.00Aug 7$5.700.364.2%2.05%6.29%3--
$300.00Aug 21$5.000.287.8%1.80%9.63%28216
$290.00Jul 31$4.300.334.2%1.55%5.78%668
$302.50Aug 21$4.200.278.7%1.51%10.24%4--
$280.00Jul 24$3.900.450.6%1.40%2.05%19117
$292.50Jul 31$3.600.295.1%1.29%6.43%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 594
Total Puts 326
Put/Call Ratio 0.55
Net Difference 268

Prior's Put/Call Breakdown

Total Calls 2,211
Total Puts 1,215
Put/Call Ratio 0.55
Net Difference 996

Prior 7-Day Put/Call Summary

Total Calls 8,198
Total Puts 7,295
Average Put/Call Ratio 1.15
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All