Tour v388
CSCO
CISCO SYS INC
$112.21 +0.03%
$112.38 (+0.15%)🌙
as of 07/22 07:02 PM
7/22 19:02

Option Volume

Detail
Current (07/22) 38,651
Calls: 26,758 (69%)
Puts: 11,893 (31%)
Prior (07/21) 26,194
Calls: 14,725 (56%)
Puts: 11,469 (44%)
Current vs Prior +47.56%
Calls: +81.72% (Calls)
Puts: +3.70% (Puts)
Prior 7-Day Total 322,303
Calls: 178,106 (55%)
Puts: 144,197 (45%)
Prior 7-Day Average 46,043
Calls: 25,443 (55%)
Puts: 20,599 (45%)
Current vs Prior 7-Day Avg -16.06%
Calls: +5.17%
Puts: -42.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $9.30M
Calls: $5.27M (57%)
Puts: $4.04M (43%)
Prior (07/21) $9.39M
Calls: $5.19M (55%)
Puts: $4.20M (45%)
Current vs Prior -0.93%
Calls: +1.44%
Puts: -3.85%
Prior 7-Day Total $126.76M
Calls: $66.05M (52%)
Puts: $60.70M (48%)
Prior 7-Day Average $18.11M
Calls: $9.44M (52%)
Puts: $8.67M (48%)
Current vs Prior 7-Day Avg -48.64%
Calls: -44.20%
Puts: -53.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.44
Prior (07/21) 0.78
Current vs Prior -42.94%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -42.23%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 420,311
Calls: 247,695 (59%)
Puts: 172,616 (41%)
Prior (07/21) 431,110
Calls: 260,680 (60%)
Puts: 170,430 (40%)
Current vs Prior -2.50%
Prior 7-Day Total 3,759,960
Calls: 2,291,563 (61%)
Puts: 1,468,397 (39%)
Prior 7-Day Average 537,137
Calls: 327,366 (61%)
Puts: 209,771 (39%)
Current vs Prior 7-Day Avg -21.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.11% | 5.61%11.99% | 17.33%
Prior 3.67% | 5.91%12.44% | 17.28%
Current vs Prior -15.31% | -5.15%-3.68% | +0.33%
Prior 7-Day Avg 3.76% | 5.94%5.69% | 15.85%
Current vs 7-Day Avg -17.36% | -5.60%+110.61% | +9.36%
Prior 7-Day Eod 3.67% | 5.91%12.44% | 17.28%
Current vs 7-Day Eod -15.31% | -5.15%-3.68% | +0.33%
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
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🤖 AI Insights

Extreme bullish P/C ratio of 0.44 - heavy call buying (26,758 calls vs 11,893 puts). P/C ratio dropping 43% - 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 BULLISH
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 34 of results (avg 7.3%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 216.256.50$6.383.9%130.51442
$109.00Aug 218.308.65$8.484.1%10.611
$115.00Aug 215.355.60$5.484.6%1500.472.1K
$119.00Aug 213.854.05$3.955.1%10.3718
$117.00Aug 214.554.80$4.685.3%190.426
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 218.609.10$8.855.6%10.58--
$109.00Aug 214.654.95$4.806.2%10.39--
$117.00Jul 315.505.90$5.707.0%50.73--
$120.00Aug 2110.6511.50$11.087.7%40.653.3K
$115.00Jul 243.103.35$3.237.7%140.76496

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. 79 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 248.5512.40$10.4836.7%50.99--
$100.00Jul 2410.4514.35$12.4031.5%10.96--
$103.00Jul 247.5011.40$9.4541.3%10.94--
$101.00Jul 249.4513.35$11.4034.2%50.94--
$103.00Jul 318.0011.80$9.9038.4%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 246.7010.55$8.6344.6%21.0071
$122.00Jul 247.7011.55$9.6340.0%21.0013
$127.00Jul 2412.7016.65$14.6826.9%11.00--
$128.00Jul 2413.7017.55$15.6324.6%11.00--
$132.00Jul 2417.7021.60$19.6519.8%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 250 active (total vol 17.0K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 240.050.10$0.0862.5%3.5K0.041.8K
$121.00Aug 142.193.10$2.6534.3%9050.3023
$114.00Jul 240.740.91$0.8320.5%7100.34503
$120.00Aug 213.503.80$3.658.2%6020.3510.3K
$125.00Aug 212.282.41$2.345.6%4430.264.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 241.191.43$1.3118.3%6690.46590
$109.00Jul 311.271.64$1.4625.3%5420.31244
$100.00Aug 211.882.06$1.979.1%5140.204.2K
$108.00Jul 240.190.34$0.2755.6%4660.131.4K
$92.50Aug 210.750.95$0.8523.5%3490.10417

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 40.9%, max 152.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 24Aug 7112.7%44.6%152.5%652
$132.00Jul 24Jul 31117.3%54.8%114.1%372
$127.00Jul 24Aug 782.9%42.6%94.7%6234
$100.00Jul 24Aug 2196.7%52.1%85.8%71.5K
$103.00Jul 24Jul 3177.5%43.4%78.7%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 24Aug 28107.2%52.4%104.5%7619
$95.00Jul 24Aug 2893.3%52.0%79.6%1362
$104.00Jul 24Aug 2172.5%50.9%42.6%37289
$105.00Jul 24Aug 2168.0%50.0%35.9%2673.0K
$103.00Jul 24Aug 1477.5%58.8%31.7%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 59.00, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$124.00Jul 24$0.10$0.90$0.109.00$123.10
$129.00$130.00Aug 28$0.11$0.89$0.118.09$129.11
$116.00$117.00Jul 24$0.12$0.88$0.127.33$116.12
$127.00$128.00Aug 7$0.12$0.88$0.127.33$127.12
$122.00$123.00Aug 28$0.12$0.88$0.127.33$122.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$96.00$90.00Jul 31$0.10$5.90$0.1059.00$95.90
$100.00$95.00Aug 7$0.28$4.72$0.2816.86$99.72
$95.00$90.00Aug 14$0.28$4.72$0.2816.86$94.72
$92.50$90.00Aug 21$0.18$2.32$0.1812.89$92.32
$103.00$101.00Aug 7$0.19$1.81$0.199.53$102.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 167 found (best R:R 13.89, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$110.00Jul 24$6.53$6.53$0.4713.89$109.53
$116.00$117.00Aug 14$0.81$0.81$0.194.26$116.81
$100.00$101.00Aug 14$0.80$0.80$0.204.00$100.80
$113.00$114.00Aug 14$0.79$0.79$0.213.76$113.79
$100.00$105.00Aug 21$3.78$3.78$1.223.10$103.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$121.00Aug 14$4.22$4.22$0.785.41$121.78
$113.00$112.00Aug 21$0.82$0.82$0.184.56$112.18
$121.00$120.00Aug 28$0.82$0.82$0.184.56$120.18
$120.00$119.00Aug 28$0.80$0.80$0.204.00$119.20
$122.00$117.00Aug 7$3.95$3.95$1.053.76$118.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $0.84, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 24Jul 31$0.0769.8%42.6%
$127.00Jul 24Jul 31$0.1182.9%46.9%
$125.00Jul 24Jul 31$0.1254.6%39.5%
$131.00Jul 24Aug 7$0.12112.7%44.6%
$123.00Jul 24Jul 31$0.1574.9%41.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$118.00Jul 24Jul 31$0.0846.6%40.3%
$95.00Jul 24Aug 7$0.1193.3%44.0%
$103.00Jul 24Jul 31$0.1977.5%43.4%
$100.00Jul 31Aug 7$0.1948.4%42.2%
$102.00Jul 24Jul 31$0.2761.3%45.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 2.66% of stock, avg 9.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 24$1.67$1.31$2.98$109.02$114.982.66%
$113.00Jul 24$1.20$1.82$3.02$109.98$116.022.69%
$111.00Jul 24$2.22$0.92$3.14$107.86$114.142.80%
$114.00Jul 24$0.83$2.49$3.32$110.68$117.322.96%
$110.00Jul 24$2.92$0.62$3.54$106.46$113.543.15%
$115.00Jul 24$0.55$3.23$3.78$111.22$118.783.37%
$116.00Jul 24$0.33$3.95$4.28$111.72$120.283.81%
$117.00Jul 24$0.21$4.97$5.18$111.82$122.184.62%
$112.00Jul 31$3.11$2.67$5.78$106.22$117.785.15%
$113.00Jul 31$2.61$3.18$5.79$107.21$118.795.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.43% of stock, avg 6.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$108.00Jul 24$0.21$0.27$0.48$107.52$117.48
$116.00$108.00Jul 24$0.33$0.27$0.60$107.40$116.60
$117.00$109.00Jul 24$0.21$0.39$0.60$108.40$117.60
$116.00$109.00Jul 24$0.33$0.39$0.72$108.28$116.72
$115.00$108.00Jul 24$0.55$0.27$0.82$107.18$115.82
$117.00$110.00Jul 24$0.21$0.62$0.83$109.17$117.83
$115.00$109.00Jul 24$0.55$0.39$0.94$108.06$115.94
$116.00$110.00Jul 24$0.33$0.62$0.95$109.05$116.95
$114.00$108.00Jul 24$0.83$0.27$1.10$106.90$115.10
$117.00$111.00Jul 24$0.21$0.92$1.13$109.87$118.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 335 found (best R:R 10.11, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
102/103111/113Aug 14$1.82$0.1810.11$101.18$112.82
108/109113/114Aug 7$0.90$0.109.00$108.10$113.90
109/110113/114Aug 7$0.90$0.109.00$109.10$113.90
113/114115/116Jul 24$0.89$0.118.09$113.11$115.89
110/111112/113Jul 31$0.89$0.118.09$110.11$112.89
102/103118/120Aug 14$1.77$0.237.70$101.23$119.77
109/110112/113Jul 31$0.87$0.136.69$109.13$112.87
95/100101/108Aug 14$6.03$0.976.22$93.97$107.03
110/111113/114Jul 31$0.86$0.146.14$110.14$113.86
112/113114/115Jul 31$0.86$0.146.14$112.14$114.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$112.00$115.00$118.00Aug 28$0.14$2.8620.43
$127.00$128.00$129.00Aug 7$0.05$0.9519.00
$114.00$115.00$116.00Jul 24$0.06$0.9415.67
$117.00$118.00$119.00Jul 24$0.06$0.9415.67
$128.00$130.00$132.00Jul 31$0.12$1.8815.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$92.50$95.00Aug 21$0.09$2.4126.78
$90.00$95.00$100.00Aug 7$0.22$4.7821.73
$92.50$95.00$97.50Aug 21$0.12$2.3819.83
$106.00$107.00$108.00Jul 31$0.05$0.9519.00
$109.00$110.00$111.00Aug 21$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-0.01, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$108.001:2Aug 14-$3.49$3.51
$126.00$130.001:2Aug 21-$0.83$3.17
$124.00$128.001:2Aug 28-$1.00$3.00
$128.00$130.001:2Jul 31$0.00$2.00
$128.00$130.001:2Jul 24-$0.01$1.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$95.001:2Jul 24-$0.01$6.99
$95.00$90.001:2Jul 24$0.00$5.00
$95.00$90.001:2Aug 7-$0.01$4.99
$95.00$90.001:2Aug 28-$0.05$4.95
$95.00$90.001:2Aug 14-$0.25$4.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 5.57%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.00Aug 21$6.250.510.7%5.57%6.27%13442
$113.00Aug 14$5.350.500.7%4.77%5.47%61167
$115.00Aug 21$5.350.472.5%4.77%7.25%1502.1K
$114.00Aug 21$5.300.491.6%4.72%6.32%93205
$115.00Aug 28$5.200.472.5%4.63%7.12%50--
$116.00Aug 21$4.950.453.4%4.41%7.79%111.7K
$115.00Aug 14$4.750.452.5%4.23%6.72%6216
$117.00Aug 21$4.550.424.3%4.05%8.32%196
$114.00Aug 14$4.350.471.6%3.88%5.47%791
$118.00Aug 21$4.150.405.2%3.70%8.86%7--

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 26,758
Total Puts 11,893
Put/Call Ratio 0.44
Net Difference 14,865

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 178,106
Total Puts 144,197
Average Put/Call Ratio 0.77
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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