Tour v527
COF
CAPITAL ONE FINL COR
$208.30 +0.57%
$207.00 (-0.62%)🌙
as of 09/11 06:18 PM
9/11 18:18

Option Volume

Detail
Current (09/11) 11,402
Calls: 7,119 (62%)
Puts: 4,283 (38%)
Prior (09/10) 6,360
Calls: 3,051 (48%)
Puts: 3,309 (52%)
Current vs Prior +79.28%
Calls: +133.33% (Calls)
Puts: +29.43% (Puts)
Prior 7-Day Total 38,849
Calls: 23,035 (59%)
Puts: 15,814 (41%)
Prior 7-Day Average 5,549
Calls: 3,290 (59%)
Puts: 2,259 (41%)
Current vs Prior 7-Day Avg +105.45%
Calls: +116.34%
Puts: +89.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $3.75M
Calls: $1.53M (41%)
Puts: $2.22M (59%)
Prior (09/10) $4.94M
Calls: $1.84M (37%)
Puts: $3.10M (63%)
Current vs Prior -24.15%
Calls: -16.71%
Puts: -28.57%
Prior 7-Day Total $25.00M
Calls: $13.94M (56%)
Puts: $11.06M (44%)
Prior 7-Day Average $3.57M
Calls: $1.99M (56%)
Puts: $1.58M (44%)
Current vs Prior 7-Day Avg +4.92%
Calls: -23.09%
Puts: +40.24%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 0.60
Prior (09/10) 1.08
Current vs Prior -44.53%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -18.28%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 81,628
Calls: 48,828 (60%)
Puts: 32,800 (40%)
Prior (09/10) 91,874
Calls: 51,844 (56%)
Puts: 40,030 (44%)
Current vs Prior -11.15%
Prior 7-Day Total 618,311
Calls: 384,837 (62%)
Puts: 233,474 (38%)
Prior 7-Day Average 88,330
Calls: 54,976 (62%)
Puts: 33,353 (38%)
Current vs Prior 7-Day Avg -7.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.17% | 3.94%3.94% | 9.91%
Prior 2.44% | 4.39%4.39% | 10.16%
Current vs Prior +61.13% | +15.82%-10.41% | -2.46%
Prior 7-Day Avg 2.65% | 4.35%4.91% | 10.28%
Current vs 7-Day Avg +48.51% | +16.93%-19.87% | -3.59%
Prior 7-Day Eod 2.44% | 4.39%4.39% | 10.16%
Current vs 7-Day Eod +61.13% | +15.82%-10.41% | -2.46%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 8.47% | 9.63%
Calls: 10.17% | 10.81%
Puts: 6.78% | 8.45%
Prior 8.47% | 9.63%
Calls: 10.17% | 10.81%
Puts: 6.78% | 8.45%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.47% | 9.63%
Calls: 10.17% | 10.81%
Puts: 6.78% | 8.45%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Above-average activity with volume up 79% vs prior. Volume explosion - 105% above 7-day average (11,402 vs avg 5,549). Bullish P/C ratio of 0.60. P/C ratio dropping 45% - 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 BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 3 of results (avg 7.2%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1832.7034.70$33.705.9%30.9251
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Sep 2535.3038.00$36.657.4%10.90--
$245.00Sep 1835.3038.40$36.858.4%10.90--

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. 37 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Sep 112.054.80$3.4380.2%21.00--
$207.50Sep 110.051.50$0.78185.9%1451.0062
$175.00Sep 1832.7034.70$33.705.9%30.9251
$190.00Sep 2518.1020.20$19.1511.0%10.92--
$200.00Sep 188.5010.20$9.3518.2%40.86674
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Sep 115.407.80$6.6036.4%2260.96469
$230.00Sep 1820.5023.30$21.9012.8%20.96--
$212.50Sep 112.755.00$3.8858.0%220.94117
$220.00Sep 1810.9012.90$11.9016.8%1220.91726
$220.00Sep 1110.5013.50$12.0025.0%20.91--

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 9.7K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 182.352.85$2.6019.2%2.2K0.448.5K
$220.00Sep 180.300.50$0.4050.0%2.1K0.103.5K
$230.00Sep 180.050.30$0.18138.9%6630.045.4K
$222.50Sep 180.050.30$0.18138.9%4360.05373
$207.50Sep 110.051.50$0.78185.9%1451.0062
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Sep 180.751.35$1.0557.1%1.0K0.2229
$205.00Sep 181.452.00$1.7331.8%4610.32606
$195.00Sep 180.200.40$0.3066.7%4480.077.1K
$215.00Sep 115.407.80$6.6036.4%2260.96469
$220.00Sep 1810.9012.90$11.9016.8%1220.91726

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 1040.0%, max 2098.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Sep 11Sep 18631.2%28.7%2098.3%5674
$210.00Sep 11Oct 16191.3%29.1%558.0%68106
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Sep 11Oct 23191.3%33.9%463.6%86128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 71 found (best R:R 9.00, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$207.50$210.00Sep 11$0.25$2.25$0.25100%9.00$207.75
$202.50$207.50Sep 18$3.20$1.80$3.2078%0.56$205.70
$215.00$220.00Oct 9$1.13$3.87$1.1335%3.42$216.13
$220.00$225.00Oct 23$1.15$3.85$1.1533%3.35$221.15
$202.50$210.00Sep 25$4.25$3.25$4.2570%0.76$206.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$210.00Oct 9$2.50$2.50$2.5065%1.00$212.50
$215.00$210.00Oct 2$2.85$2.15$2.8567%0.75$212.15
$190.00$185.00Oct 16$0.40$4.60$0.4015%11.50$189.60
$200.00$197.50Sep 18$0.12$2.38$0.1214%19.83$199.88
$195.00$190.00Oct 2$0.43$4.57$0.4316%10.63$194.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.72, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$222.50$225.00Sep 11$1.05$1.05$1.4584%0.72$223.55
$232.50$235.00Sep 18$0.57$0.57$1.9391%0.30$233.07
$217.50$220.00Sep 11$0.72$0.72$1.7880%0.40$218.22
$220.00$230.00Oct 16$1.91$1.91$8.0972%0.24$221.91
$212.50$215.00Sep 25$1.05$1.05$1.4562%0.72$213.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$195.00Oct 2$2.57$2.57$7.4361%0.35$202.43
$190.00$185.00Oct 23$0.85$0.85$4.1581%0.20$189.15
$200.00$197.50Sep 25$0.57$0.57$1.9377%0.30$199.43
$207.50$205.00Sep 18$1.02$1.02$1.4856%0.69$206.48
$200.00$195.00Oct 23$1.47$1.47$3.5367%0.42$198.53

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 0.39% of stock, avg 5.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$207.50Sep 11$0.78$0.03$0.81$206.69$208.310.39%
$210.00Sep 11$0.53$1.65$2.18$207.82$212.181.05%
$205.00Sep 11$3.43$0.03$3.46$201.54$208.461.66%
$212.50Sep 11$0.08$3.88$3.96$208.54$216.461.90%
$215.00Sep 11$0.05$6.60$6.65$208.35$221.653.19%
$207.50Sep 18$3.95$2.75$6.70$200.80$214.203.22%
$210.00Sep 18$2.60$4.25$6.85$203.15$216.853.29%
$202.50Sep 18$7.15$1.05$8.20$194.30$210.703.94%
$215.00Sep 18$1.02$7.65$8.67$206.33$223.674.16%
$210.00Sep 25$4.10$5.35$9.45$200.55$219.454.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.27% of stock, avg 2.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$207.50Sep 11$0.53$0.03$0.56$206.94$210.56
$220.00$197.50Sep 18$0.40$0.48$0.88$196.62$220.88
$220.00$200.00Sep 18$0.40$0.60$1.00$199.00$221.00
$235.00$207.50Sep 11$1.08$0.03$1.11$206.39$236.11
$227.50$207.50Sep 11$1.08$0.03$1.11$206.39$228.61
$217.50$197.50Sep 18$0.63$0.48$1.11$196.39$218.61
$222.50$207.50Sep 11$1.08$0.03$1.11$206.39$223.61
$217.50$200.00Sep 18$0.63$0.60$1.23$198.77$218.73
$217.50$207.50Sep 11$1.10$0.03$1.13$206.37$218.63
$235.00$190.00Oct 2$0.33$0.90$1.23$188.77$236.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 0.43, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
195/198232/235Sep 18$0.75$1.7580%0.43$196.75$233.25
200/202232/235Sep 18$1.02$1.4869%0.69$201.48$233.52
202/205232/235Sep 18$1.25$1.2559%1.00$203.75$233.75
198/200232/235Sep 18$0.69$1.8177%0.38$199.31$233.19
198/200222/225Sep 25$0.92$1.5864%0.58$199.08$223.42
190/195232/235Sep 18$0.77$4.2384%0.18$194.23$233.27
198/200225/228Sep 25$0.69$1.8169%0.38$199.31$225.69
200/202222/225Sep 25$0.96$1.5457%0.62$201.54$223.46
195/198220/222Sep 18$0.40$2.1079%0.19$197.10$220.40
198/200220/222Sep 25$0.90$1.6059%0.56$199.10$220.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 3.10, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$1.46$8.5434%5.85
$215.00$220.00$225.00Oct 9$0.08$4.9218%61.50
$210.00$212.50$215.00Sep 18$0.16$2.3422%14.62
$215.00$220.00$225.00Oct 2$0.45$4.5520%10.11
$220.00$230.00$240.00Oct 16$1.14$8.8622%7.77
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$207.50$210.00$212.50Sep 11$0.61$1.8984%3.10
$205.00$210.00$215.00Oct 9$0.20$4.8024%24.00
$205.00$210.00$215.00Oct 2$0.35$4.6528%13.29
$210.00$220.00$230.00Oct 16$1.60$8.4034%5.25
$200.00$210.00$220.00Oct 16$2.25$7.7541%3.44

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 $-1.90, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$202.50$207.501:2Sep 18-$0.75$4.25
$215.00$220.001:2Oct 2-$0.45$4.55
$207.50$210.001:2Sep 11-$0.28$2.22
$220.00$225.001:2Oct 2-$0.10$4.90
$210.00$215.001:2Oct 9-$1.46$3.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Sep 18-$1.90$8.10
$245.00$230.001:2Sep 18-$6.95$8.05
$220.00$210.001:2Oct 16-$1.30$8.70
$220.00$212.501:2Sep 25-$1.30$6.20
$220.00$215.001:2Sep 11-$1.20$3.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 2.11%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Oct 23$4.400.335.6%2.11%7.73%820
$215.00Oct 23$5.300.413.2%2.54%5.76%523
$225.00Oct 23$3.100.278.0%1.49%9.51%310
$210.00Oct 16$5.900.480.8%2.83%3.65%2549
$220.00Oct 16$2.850.285.6%1.37%6.99%58509
$230.00Oct 23$1.800.2010.4%0.86%11.28%13--
$210.00Oct 9$5.200.470.8%2.50%3.31%1820
$235.00Oct 23$1.400.1512.8%0.67%13.49%778
$220.00Oct 9$2.300.265.6%1.10%6.72%525
$215.00Oct 9$2.950.353.2%1.42%4.63%63

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 7,119
Total Puts 4,283
Put/Call Ratio 0.60
Net Difference 2,836

Prior's Put/Call Breakdown

Total Calls 3,051
Total Puts 3,309
Put/Call Ratio 1.08
Net Difference -258

Prior 7-Day Put/Call Summary

Total Calls 23,035
Total Puts 15,814
Average Put/Call Ratio 0.74
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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