Tour v366
CSCO
CISCO SYS INC
$110.70 -1.11%
$110.56 (-0.13%)🌙
as of 07/20 06:22 PM
7/20 18:22

Option Volume

Detail
Current (07/20) 24,958
Calls: 16,927 (68%)
Puts: 8,031 (32%)
Prior (07/17) 50,982
Calls: 27,136 (53%)
Puts: 23,846 (47%)
Current vs Prior -51.05%
Calls: -37.62% (Calls)
Puts: -66.32% (Puts)
Prior 7-Day Total 416,902
Calls: 241,049 (58%)
Puts: 175,853 (42%)
Prior 7-Day Average 59,557
Calls: 34,435 (58%)
Puts: 25,121 (42%)
Current vs Prior 7-Day Avg -58.09%
Calls: -50.84%
Puts: -68.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $14.04M
Calls: $10.48M (75%)
Puts: $3.56M (25%)
Prior (07/17) $17.17M
Calls: $9.76M (57%)
Puts: $7.41M (43%)
Current vs Prior -18.20%
Calls: +7.43%
Puts: -51.94%
Prior 7-Day Total $145.19M
Calls: $83.56M (58%)
Puts: $61.63M (42%)
Prior 7-Day Average $20.74M
Calls: $11.94M (58%)
Puts: $8.80M (42%)
Current vs Prior 7-Day Avg -32.29%
Calls: -12.18%
Puts: -59.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.47
Prior (07/17) 0.88
Current vs Prior -46.01%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -36.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 432,198
Calls: 251,217 (58%)
Puts: 180,981 (42%)
Prior (07/17) 566,231
Calls: 342,005 (60%)
Puts: 224,226 (40%)
Current vs Prior -23.67%
Prior 7-Day Total 4,039,815
Calls: 2,457,085 (61%)
Puts: 1,582,730 (39%)
Prior 7-Day Average 577,116
Calls: 351,012 (61%)
Puts: 226,104 (39%)
Current vs Prior 7-Day Avg -25.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.33% | 6.41%12.76% | 18.26%
Prior 5.07% | 6.89%1.36% | 15.19%
Current vs Prior -14.72% | -6.88%+840.00% | +20.21%
Prior 7-Day Avg 3.56% | 5.74%3.40% | 15.14%
Current vs 7-Day Avg +21.65% | +11.74%+275.77% | +20.60%
Prior 7-Day Eod 5.07% | 6.89%1.36% | 15.19%
Current vs 7-Day Eod -14.72% | -6.88%+840.00% | +20.21%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 3.50% | 4.75%
Calls: 4.55% | 3.04%
Puts: 2.44% | 6.45%
Prior 3.50% | 4.75%
Calls: 4.55% | 3.04%
Puts: 2.44% | 6.45%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 3.50% | 4.75%
Calls: 4.55% | 3.04%
Puts: 2.44% | 6.45%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($10.48M). Below-average activity with volume down 51% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (16,927 calls vs 8,031 puts). P/C ratio dropping 46% - 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 BULLISH
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 50 of results (avg 7.7%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 217.257.55$7.404.1%1030.561.9K
$115.00Aug 215.055.30$5.184.8%1680.442.0K
$130.00Aug 211.421.50$1.465.5%1.0K0.179.4K
$125.00Aug 212.192.33$2.266.2%3230.244.1K
$110.00Aug 74.604.90$4.756.3%680.5521
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 216.106.35$6.234.0%1350.457.3K
$120.00Aug 2112.0012.60$12.304.9%210.673.3K
$115.00Aug 218.859.35$9.105.5%590.561.9K
$113.00Jul 314.404.65$4.535.5%70.59349
$111.00Aug 74.154.40$4.285.8%100.4953

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.70, cheapest $0.53)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 240.490.58$0.5317.0%2080.18829
$114.00Jul 240.881.02$0.9514.7%1320.29465
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 240.510.62$0.5619.6%1650.181.3K
$107.00Jul 240.710.81$0.7613.2%360.23772

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 2419.4022.90$21.1516.5%71.00--
$95.00Jul 2414.4017.90$16.1521.7%90.996
$104.00Jul 245.609.10$7.3547.6%40.8920
$95.00Aug 1415.9519.35$17.6519.3%20.86--
$105.00Jul 245.958.30$7.1333.0%40.8647
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 2410.1513.75$11.9530.1%11.0047
$124.00Jul 2411.2015.10$13.1529.7%11.005
$121.00Jul 248.2511.80$10.0335.4%100.9571
$130.00Aug 717.2521.25$19.2520.8%50.94--
$120.00Jul 248.1510.80$9.4828.0%360.94186

Most actively traded options today. High liquidity = easy entry/exit. 241 active (total vol 13.6K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Aug 214.705.15$4.939.1%1.7K0.42--
$130.00Aug 211.421.50$1.465.5%1.0K0.179.4K
$120.00Jul 240.110.15$0.1330.8%5350.06860
$113.00Aug 215.556.55$6.0516.5%4490.49--
$115.00Jul 240.570.78$0.6830.9%3360.221.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 241.641.85$1.7512.0%8920.43375
$112.00Jul 242.672.90$2.798.2%2770.58193
$112.00Jul 313.804.05$3.936.4%2270.54375
$109.00Jul 241.221.44$1.3316.5%1690.36933
$106.00Jul 240.510.62$0.5619.6%1650.181.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 17.4%, max 89.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Jul 24Aug 790.6%47.8%89.5%6--
$129.00Jul 24Aug 1481.9%57.1%43.5%355
$130.00Jul 24Aug 2863.8%51.1%25.0%95113
$126.00Jul 24Aug 2159.1%52.3%13.0%5766
$100.00Aug 14Aug 2160.3%53.8%12.2%729
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 24Aug 2175.8%56.1%35.2%201.1K
$95.00Jul 24Aug 2162.5%54.6%14.5%47776
$101.00Jul 24Aug 2159.2%53.5%10.8%18--
$116.00Jul 24Jul 3148.1%43.9%9.6%10485
$100.00Jul 24Aug 2853.5%52.5%1.9%49463

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 49.00, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$117.00$118.00Jul 24$0.11$0.89$0.118.09$117.11
$129.00$130.00Jul 24$0.12$0.88$0.127.33$129.12
$119.00$120.00Jul 31$0.12$0.88$0.127.33$119.12
$127.00$128.00Jul 31$0.12$0.88$0.127.33$127.12
$120.00$121.00Aug 7$0.12$0.88$0.127.33$120.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Jul 31$0.10$4.90$0.1049.00$94.90
$99.00$90.00Aug 7$0.45$8.55$0.4519.00$98.55
$99.00$97.00Jul 31$0.12$1.88$0.1215.67$98.88
$101.00$100.00Jul 24$0.11$0.89$0.118.09$100.89
$92.50$90.00Aug 21$0.29$2.21$0.297.62$92.21

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 169 found (best R:R 44.00, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$104.00Jul 24$8.80$8.80$0.2044.00$103.80
$106.00$107.00Aug 7$0.88$0.88$0.127.33$106.88
$110.00$111.00Aug 14$0.85$0.85$0.155.67$110.85
$95.00$100.00Aug 14$4.02$4.02$0.984.10$99.02
$108.00$109.00Jul 24$0.70$0.70$0.302.33$108.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$119.00Aug 7$9.85$9.85$1.158.57$120.15
$117.00$116.00Jul 31$0.85$0.85$0.155.67$116.15
$125.00$122.00Aug 21$2.55$2.55$0.455.67$122.45
$116.00$115.00Jul 24$0.82$0.82$0.184.56$115.18
$115.00$114.00Aug 21$0.82$0.82$0.184.56$114.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $0.85, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Aug 14Aug 21$0.1060.3%53.8%
$132.00Jul 24Aug 7$0.1390.6%47.8%
$126.00Jul 24Jul 31$0.1459.1%44.8%
$130.00Jul 24Jul 31$0.1463.8%51.8%
$127.00Jul 24Jul 31$0.1662.1%48.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Jul 24Jul 31$0.1175.8%63.3%
$125.00Aug 21Aug 28$0.1751.7%50.8%
$95.00Jul 24Jul 31$0.2062.5%55.0%
$100.00Jul 24Jul 31$0.2953.5%45.3%
$99.00Jul 31Aug 7$0.3546.8%44.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 3.87% of stock, avg 9.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.00Jul 24$2.03$2.25$4.28$106.72$115.283.87%
$110.00Jul 24$2.54$1.75$4.29$105.71$114.293.88%
$112.00Jul 24$1.61$2.79$4.40$107.60$116.403.97%
$109.00Jul 24$3.15$1.33$4.48$104.52$113.484.05%
$113.00Jul 24$1.26$3.35$4.61$108.39$117.614.16%
$108.00Jul 24$3.85$1.02$4.87$103.13$112.874.40%
$114.00Jul 24$0.95$4.15$5.10$108.90$119.104.61%
$115.00Jul 24$0.68$4.88$5.56$109.44$120.565.02%
$116.00Jul 24$0.53$5.70$6.23$109.77$122.235.63%
$117.00Jul 24$0.40$6.13$6.53$110.47$123.535.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 1.12% of stock, avg 6.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$106.00Jul 24$0.68$0.56$1.24$104.76$116.24
$115.00$107.00Jul 24$0.68$0.76$1.44$105.56$116.44
$114.00$106.00Jul 24$0.95$0.56$1.51$104.49$115.51
$114.00$107.00Jul 24$0.95$0.76$1.71$105.29$115.71
$115.00$108.00Jul 24$0.68$1.02$1.70$106.30$116.70
$113.00$106.00Jul 24$1.26$0.56$1.82$104.18$114.82
$114.00$108.00Jul 24$0.95$1.02$1.97$106.03$115.97
$113.00$107.00Jul 24$1.26$0.76$2.02$104.98$115.02
$115.00$109.00Jul 24$0.68$1.33$2.01$106.99$117.01
$112.00$106.00Jul 24$1.61$0.56$2.17$103.83$114.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 336 found (best R:R 10.43, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/119122/125Aug 28$3.65$0.3510.43$115.35$125.65
102/104110/112Aug 21$1.81$0.199.53$102.19$111.81
99/100108/109Aug 21$0.90$0.109.00$99.10$108.90
105/106116/117Aug 21$0.90$0.109.00$105.10$116.90
108/109112/113Jul 31$0.89$0.118.09$108.11$112.89
106/107109/110Jul 31$0.88$0.127.33$106.12$109.88
108/109111/112Aug 7$0.88$0.127.33$108.12$111.88
108/109112/113Aug 7$0.88$0.127.33$108.12$112.88
100/101114/115Aug 21$0.88$0.127.33$100.12$114.88
115/119120/122Aug 28$3.50$0.507.00$115.50$123.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$121.00$122.00Jul 31$0.05$0.9519.00
$120.00$121.00$122.00Jul 24$0.06$0.9415.67
$113.00$114.00$115.00Jul 31$0.06$0.9415.67
$125.00$126.00$127.00Jul 31$0.06$0.9415.67
$111.00$112.00$113.00Jul 24$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$92.50$95.00Aug 21$0.08$2.4230.25
$106.00$107.00$108.00Jul 24$0.06$0.9415.67
$92.50$95.00$97.50Aug 21$0.16$2.3414.62
$102.00$103.00$104.00Jul 24$0.07$0.9313.29
$102.00$103.00$104.00Jul 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-1.33, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$112.00$120.001:2Aug 28-$1.33$6.67
$100.00$108.001:2Aug 14-$2.73$5.27
$125.00$130.001:2Aug 28-$0.97$4.03
$126.00$130.001:2Aug 21-$0.79$3.21
$105.00$108.001:2Jul 24-$0.57$2.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 24$0.00$5.00
$95.00$90.001:2Jul 31-$0.02$4.98
$95.00$90.001:2Aug 14-$0.02$4.98
$105.00$100.001:2Aug 28-$1.54$3.46
$98.00$95.001:2Jul 24-$0.01$2.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 87 found (best yield 5.74%, avg 1.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.00Aug 28$6.350.521.2%5.74%6.91%1--
$112.00Aug 21$5.800.511.2%5.24%6.41%2--
$111.00Aug 14$5.700.520.3%5.15%5.42%4--
$113.00Aug 21$5.550.492.1%5.01%7.09%449--
$112.00Aug 14$5.450.491.2%4.92%6.10%4--
$114.00Aug 21$5.450.473.0%4.92%7.90%204--
$113.00Aug 14$5.350.472.1%4.83%6.91%6156
$115.00Aug 21$5.050.443.9%4.56%8.45%1682.0K
$114.00Aug 14$5.000.463.0%4.52%7.50%1641
$116.00Aug 21$4.700.424.8%4.25%9.03%1.7K--

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 16,927
Total Puts 8,031
Put/Call Ratio 0.47
Net Difference 8,896

Prior's Put/Call Breakdown

Total Calls 27,136
Total Puts 23,846
Put/Call Ratio 0.88
Net Difference 3,290

Prior 7-Day Put/Call Summary

Total Calls 241,049
Total Puts 175,853
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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