Tour v381
CSCO
CISCO SYS INC
$112.18 +1.34%
$112.30 (+0.11%)🌙
as of 07/21 06:23 PM
7/21 18:23

Option Volume

Detail
Current (07/21) 26,194
Calls: 14,725 (56%)
Puts: 11,469 (44%)
Prior (07/20) 24,958
Calls: 16,927 (68%)
Puts: 8,031 (32%)
Current vs Prior +4.95%
Calls: -13.01% (Calls)
Puts: +42.81% (Puts)
Prior 7-Day Total 366,602
Calls: 211,112 (58%)
Puts: 155,490 (42%)
Prior 7-Day Average 52,371
Calls: 30,158 (58%)
Puts: 22,212 (42%)
Current vs Prior 7-Day Avg -49.98%
Calls: -51.18%
Puts: -48.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $9.39M
Calls: $5.19M (55%)
Puts: $4.20M (45%)
Prior (07/20) $14.04M
Calls: $10.48M (75%)
Puts: $3.56M (25%)
Current vs Prior -33.16%
Calls: -50.49%
Puts: +17.85%
Prior 7-Day Total $138.37M
Calls: $77.03M (56%)
Puts: $61.34M (44%)
Prior 7-Day Average $19.77M
Calls: $11.00M (56%)
Puts: $8.76M (44%)
Current vs Prior 7-Day Avg -52.51%
Calls: -52.83%
Puts: -52.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.78
Prior (07/20) 0.47
Current vs Prior +64.17%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +7.25%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 431,110
Calls: 260,680 (60%)
Puts: 170,430 (40%)
Prior (07/20) 432,198
Calls: 251,217 (58%)
Puts: 180,981 (42%)
Current vs Prior -0.25%
Prior 7-Day Total 3,911,349
Calls: 2,373,327 (61%)
Puts: 1,538,022 (39%)
Prior 7-Day Average 558,764
Calls: 339,046 (61%)
Puts: 219,717 (39%)
Current vs Prior 7-Day Avg -22.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.67% | 5.91%12.44% | 17.28%
Prior 4.33% | 6.41%12.76% | 18.26%
Current vs Prior -15.12% | -7.85%-2.51% | -5.37%
Prior 7-Day Avg 3.85% | 5.96%4.52% | 15.55%
Current vs 7-Day Avg -4.58% | -0.83%+175.10% | +11.12%
Prior 7-Day Eod 4.33% | 6.41%12.76% | 18.26%
Current vs 7-Day Eod -15.12% | -7.85%-2.51% | -5.37%
Sentiment BULLISHBULLISH

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
+
Add Card

🤖 AI Insights

P/C ratio rising 64% - increased hedging/bearish positioning. Call-heavy open interest (260,680 calls vs 170,430 puts) suggests bullish positioning.

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 NEUTRAL
Prior BULLISH
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 56 of results (avg 7.1%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 313.153.25$3.203.1%820.52184
$115.00Aug 215.555.80$5.684.4%230.472.1K
$112.00Aug 216.807.15$6.985.0%30.532
$112.00Aug 146.456.80$6.635.3%110.5437
$110.00Aug 217.808.25$8.035.6%840.581.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 217.958.20$8.073.1%60.531.8K
$117.00Aug 219.109.40$9.253.2%10.58--
$114.00Aug 217.357.60$7.483.3%10.5173
$113.00Aug 216.857.10$6.983.6%10.492
$112.00Aug 216.306.60$6.454.7%10.47--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.60, cheapest $0.06)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 310.050.06$0.0616.7%10.023.1K
$116.00Jul 240.470.57$0.5219.2%4600.21932
$120.00Jul 310.580.68$0.6315.9%2710.16793
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 240.430.51$0.4717.0%730.181.4K
$109.00Jul 240.610.73$0.6717.9%1250.24879
$110.00Jul 240.810.97$0.8918.0%1290.301.1K
$106.00Jul 310.881.07$0.9819.4%260.21190

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 69 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 715.6519.00$17.3319.3%20.9515
$100.00Jul 3110.6513.85$12.2526.1%110.94--
$95.00Aug 1416.4019.75$18.0818.5%10.89--
$105.00Jul 316.109.70$7.9045.6%30.8323
$97.50Aug 2115.3017.10$16.2011.1%70.831.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 248.4511.85$10.1533.5%11.00--
$121.00Jul 247.6010.85$9.2335.2%20.94--
$120.00Jul 247.658.20$7.936.9%210.94--
$123.00Aug 710.0513.40$11.7328.6%10.84--
$119.00Jul 317.258.40$7.8314.7%200.80--

Most actively traded options today. High liquidity = easy entry/exit. 239 active (total vol 16.6K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Jul 242.392.53$2.465.7%1.7K0.6195
$120.00Jul 240.060.13$0.1070.0%1.6K0.05975
$114.00Jul 312.142.44$2.2913.1%8900.4284
$116.00Jul 240.470.57$0.5219.2%4600.21932
$115.00Jul 240.670.85$0.7623.7%4420.281.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 215.405.80$5.607.1%8320.427.4K
$110.00Jul 311.902.13$2.0111.4%6550.37627
$112.00Jul 241.601.78$1.6910.7%4330.48320
$107.00Jul 310.941.29$1.1231.3%4170.24189
$111.00Jul 241.211.37$1.2912.4%3480.39252

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 29.9%, max 70.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Jul 24Jul 3167.4%44.8%50.6%12380
$123.00Jul 24Aug 2862.8%51.7%21.5%45210
$128.00Jul 24Aug 1462.3%56.5%10.3%2714
$124.00Jul 24Aug 2151.9%50.2%3.4%1534.5K
$107.00Jul 31Aug 742.0%41.7%0.9%533
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 24Aug 2892.6%54.2%70.8%18616
$100.00Jul 24Aug 2878.7%49.1%60.2%49599
$102.00Jul 24Aug 2881.2%51.8%56.8%138243
$95.00Jul 24Aug 2875.1%51.9%44.7%15111
$103.00Jul 24Aug 2170.9%52.5%35.1%64621

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 156 found (best R:R 21.73, avg 2.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$127.00Aug 7$0.16$1.84$0.1611.50$125.16
$117.00$118.00Jul 24$0.11$0.89$0.118.09$117.11
$123.00$124.00Jul 24$0.11$0.89$0.118.09$123.11
$121.00$122.00Jul 31$0.12$0.88$0.127.33$121.12
$117.00$118.00Aug 14$0.12$0.88$0.127.33$117.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 14$0.22$4.78$0.2221.73$94.78
$100.00$98.00Jul 24$0.13$1.87$0.1314.38$99.87
$99.00$95.00Aug 7$0.28$3.72$0.2813.29$98.72
$102.00$100.00Jul 24$0.19$1.81$0.199.53$101.81
$107.00$106.00Jul 24$0.10$0.90$0.109.00$106.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 182 found (best R:R 15.00, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$116.00$117.00Aug 14$0.88$0.88$0.127.33$116.88
$100.00$105.00Jul 31$4.35$4.35$0.656.69$104.35
$95.00$105.00Aug 7$8.58$8.58$1.426.04$103.58
$95.00$100.00Aug 14$4.23$4.23$0.775.49$99.23
$108.00$109.00Jul 24$0.84$0.84$0.165.25$108.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$122.00Aug 14$3.75$3.75$0.2515.00$122.25
$123.00$119.00Aug 7$3.73$3.73$0.2713.81$119.27
$120.00$116.00Jul 24$3.58$3.58$0.428.52$116.42
$121.00$120.00Aug 21$0.82$0.82$0.184.56$120.18
$115.00$114.00Jul 24$0.78$0.78$0.223.55$114.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $0.89, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 24Jul 31$0.0767.4%44.8%
$123.00Jul 24Jul 31$0.1362.8%39.4%
$125.00Jul 24Jul 31$0.1648.1%40.3%
$130.00Jul 31Aug 7$0.1742.6%41.6%
$124.00Jul 24Jul 31$0.1951.9%40.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Jul 24Jul 31$0.0781.2%46.3%
$100.00Jul 24Jul 31$0.1078.7%47.3%
$90.00Jul 24Jul 31$0.1192.6%69.1%
$119.00Jul 31Aug 7$0.1740.9%40.5%
$95.00Jul 24Jul 31$0.1975.1%60.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 3.21% of stock, avg 9.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 24$1.91$1.69$3.60$108.40$115.603.21%
$113.00Jul 24$1.44$2.21$3.65$109.35$116.653.25%
$111.00Jul 24$2.46$1.29$3.75$107.25$114.753.34%
$114.00Jul 24$1.10$2.87$3.97$110.03$117.973.54%
$110.00Jul 24$3.18$0.89$4.07$105.93$114.073.63%
$115.00Jul 24$0.76$3.65$4.41$110.59$119.413.93%
$109.00Jul 24$3.88$0.67$4.55$104.45$113.554.06%
$116.00Jul 24$0.52$4.35$4.87$111.13$120.874.34%
$108.00Jul 24$4.72$0.47$5.19$102.81$113.194.63%
$112.00Jul 31$3.20$2.90$6.10$105.90$118.105.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.73% of stock, avg 6.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$108.00Jul 24$0.35$0.47$0.82$107.18$117.82
$116.00$108.00Jul 24$0.52$0.47$0.99$107.01$116.99
$117.00$109.00Jul 24$0.35$0.67$1.02$107.98$118.02
$116.00$109.00Jul 24$0.52$0.67$1.19$107.81$117.19
$115.00$108.00Jul 24$0.76$0.47$1.23$106.77$116.23
$117.00$110.00Jul 24$0.35$0.89$1.24$108.76$118.24
$116.00$110.00Jul 24$0.52$0.89$1.41$108.59$117.41
$115.00$109.00Jul 24$0.76$0.67$1.43$107.57$116.43
$114.00$108.00Jul 24$1.10$0.47$1.57$106.43$115.57
$117.00$111.00Jul 24$0.35$1.29$1.64$109.36$118.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 330 found (best R:R 10.11, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
110/112113/114Aug 14$1.82$0.1810.11$110.18$114.82
100/101110/111Aug 21$0.90$0.109.00$100.10$110.90
105/106115/116Aug 21$0.90$0.109.00$105.10$115.90
111/112113/114Jul 31$0.89$0.118.09$111.11$113.89
106/107111/112Aug 7$0.89$0.118.09$106.11$111.89
103/104110/112Aug 14$1.77$0.237.70$102.23$111.77
101/102107/108Jul 31$0.88$0.127.33$101.12$107.88
107/108111/112Aug 7$0.88$0.127.33$107.12$111.88
110/111113/114Aug 7$0.88$0.127.33$110.12$113.88
110/111112/113Jul 24$0.87$0.136.69$110.13$112.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$123.00$125.00$127.00Aug 14$0.10$1.9019.00
$116.00$117.00$118.00Jul 24$0.06$0.9415.67
$107.00$108.00$109.00Jul 31$0.06$0.9415.67
$116.00$117.00$118.00Jul 31$0.06$0.9415.67
$109.00$110.00$111.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$100.00$102.00Jul 24$0.06$1.9432.33
$92.50$95.00$97.50Aug 21$0.08$2.4230.25
$102.00$103.00$104.00Jul 31$0.05$0.9519.00
$109.00$110.00$111.00Aug 21$0.05$0.9519.00
$90.00$95.00$100.00Aug 28$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-0.17, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Aug 7-$0.17$9.83
$100.00$109.001:2Aug 28-$3.13$5.87
$125.00$128.001:2Jul 24-$0.03$2.97
$126.00$130.001:2Aug 21-$1.05$2.95
$130.00$133.001:2Aug 7-$0.27$2.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$102.001:2Aug 28-$0.44$7.56
$95.00$90.001:2Jul 24$0.00$5.00
$95.00$90.001:2Jul 31-$0.03$4.97
$110.00$105.001:2Aug 14-$0.11$4.89
$100.00$95.001:2Aug 14-$0.13$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 75 found (best yield 5.30%, avg 1.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.00Aug 21$5.950.510.7%5.30%6.03%8441
$115.00Aug 21$5.550.472.5%4.95%7.46%232.1K
$114.00Aug 21$5.500.491.6%4.90%6.53%2204
$113.00Aug 14$5.400.510.7%4.81%5.54%8159
$115.00Aug 28$5.350.462.5%4.77%7.28%96
$115.00Aug 14$4.950.462.5%4.41%6.93%121113
$116.00Aug 21$4.800.443.4%4.28%7.68%21.7K
$117.00Aug 28$4.550.424.3%4.06%8.35%5--
$114.00Aug 14$4.300.481.6%3.83%5.46%45--
$117.00Aug 21$4.250.424.3%3.79%8.09%43

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 14,725
Total Puts 11,469
Put/Call Ratio 0.78
Net Difference 3,256

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 211,112
Total Puts 155,490
Average Put/Call Ratio 0.73
Ratio Trend Rising

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