Tour v394
CSCO
CISCO SYS INC
$112.76 +0.49%
$112.60 (-0.14%)🌙
as of 07/23 06:23 PM
7/23 18:23

Option Volume

Detail
Current (07/23) 21,834
Calls: 12,643 (58%)
Puts: 9,191 (42%)
Prior (07/22) 38,651
Calls: 26,758 (69%)
Puts: 11,893 (31%)
Current vs Prior -43.51%
Calls: -52.75% (Calls)
Puts: -22.72% (Puts)
Prior 7-Day Total 324,465
Calls: 183,064 (56%)
Puts: 141,401 (44%)
Prior 7-Day Average 46,352
Calls: 26,152 (56%)
Puts: 20,200 (44%)
Current vs Prior 7-Day Avg -52.90%
Calls: -51.66%
Puts: -54.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $7.61M
Calls: $4.23M (56%)
Puts: $3.38M (44%)
Prior (07/22) $9.30M
Calls: $5.27M (57%)
Puts: $4.04M (43%)
Current vs Prior -18.13%
Calls: -19.66%
Puts: -16.13%
Prior 7-Day Total $119.38M
Calls: $62.12M (52%)
Puts: $57.27M (48%)
Prior 7-Day Average $17.05M
Calls: $8.87M (52%)
Puts: $8.18M (48%)
Current vs Prior 7-Day Avg -55.35%
Calls: -52.33%
Puts: -58.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.73
Prior (07/22) 0.44
Current vs Prior +63.56%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -1.31%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/23) 504,584
Calls: 275,074 (55%)
Puts: 229,510 (45%)
Prior (07/22) 420,311
Calls: 247,695 (59%)
Puts: 172,616 (41%)
Current vs Prior +20.05%
Prior 7-Day Total 3,645,986
Calls: 2,222,456 (61%)
Puts: 1,423,530 (39%)
Prior 7-Day Average 520,855
Calls: 317,493 (61%)
Puts: 203,361 (39%)
Current vs Prior 7-Day Avg -3.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.31% | 5.19%11.87% | 16.89%
Prior 3.11% | 5.61%11.99% | 17.33%
Current vs Prior -25.58% | -7.45%-1.01% | -2.53%
Prior 7-Day Avg 3.61% | 5.87%6.81% | 16.19%
Current vs 7-Day Avg -35.91% | -11.57%+74.32% | +4.33%
Prior 7-Day Eod 3.11% | 5.61%11.99% | 17.33%
Current vs 7-Day Eod -25.58% | -7.45%-1.01% | -2.53%
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

Below-average activity with volume down 44% vs prior. P/C ratio rising 64% - increased hedging/bearish positioning. Rising open interest (up 20%) indicates new positions being established.

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 NEUTRAL
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 19 of results (avg 7.9%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 215.505.80$5.655.3%5920.472.2K
$109.00Aug 218.509.00$8.755.7%100.622
$116.00Aug 215.055.35$5.205.8%70.451.7K
$109.00Jul 314.905.25$5.086.9%60.7282
$124.00Aug 212.532.72$2.637.2%200.2818
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 214.454.80$4.637.6%20.3824
$119.00Aug 219.7010.50$10.107.9%50.62--
$116.00Aug 75.055.50$5.288.5%220.6247
$112.00Aug 215.606.10$5.858.5%100.4592
$114.00Aug 216.757.40$7.089.2%170.5075

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. 73 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Jul 249.8013.50$11.6531.8%81.00--
$95.00Jul 2416.6019.60$18.1016.6%20.9912
$100.00Jul 2410.8014.50$12.6529.2%130.9968
$102.00Jul 249.5012.55$11.0327.7%60.9812
$103.00Jul 247.8011.15$9.4835.3%90.9642
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 245.559.15$7.3549.0%1091.00--
$121.00Jul 246.9510.25$8.6038.4%1061.00--
$130.00Jul 3115.5519.25$17.4021.3%20.98--
$118.00Jul 244.157.25$5.7054.4%410.96--
$124.00Jul 3110.4513.30$11.8824.0%100.95108

Most actively traded options today. High liquidity = easy entry/exit. 236 active (total vol 12.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 240.000.10$0.05200.0%6930.041.9K
$115.00Aug 215.505.80$5.655.3%5920.472.2K
$135.00Aug 210.761.02$0.8929.2%3820.127.0K
$113.00Jul 240.831.05$0.9423.4%3540.47811
$115.00Jul 240.190.41$0.3073.3%3470.211.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 240.560.81$0.6936.2%1.0K0.37825
$113.00Aug 216.156.75$6.459.3%3820.489
$100.00Aug 211.711.99$1.8515.1%2780.194.2K
$110.00Jul 240.180.33$0.2657.7%2690.161.2K
$113.00Jul 240.981.26$1.1225.0%2380.53244

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 67.4%, max 310.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Jul 24Jul 31178.1%43.4%310.4%321
$128.00Jul 24Aug 28177.3%49.9%255.0%24
$103.00Jul 24Jul 31105.5%45.3%132.9%1042
$130.00Jul 24Aug 28101.6%50.3%101.8%29293
$105.00Jul 24Aug 783.4%41.4%101.2%3809
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Jul 24Aug 21178.1%50.5%252.8%164
$95.00Jul 24Aug 21138.2%56.0%146.8%25758
$102.00Jul 24Aug 21103.3%51.3%101.3%24379
$100.00Jul 24Aug 28100.5%53.1%89.3%16504
$105.00Jul 24Sep 483.4%49.8%67.4%21764

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 16.65, avg 2.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$131.00Aug 7$0.17$2.83$0.1716.65$128.17
$129.00$135.00Aug 14$0.49$5.51$0.4911.24$129.49
$122.00$125.00Aug 7$0.29$2.71$0.299.34$122.29
$129.00$130.00Aug 28$0.11$0.89$0.118.09$129.11
$130.00$135.00Aug 21$0.60$4.40$0.607.33$130.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$97.50$95.00Aug 21$0.27$2.23$0.278.26$97.23
$110.00$109.00Jul 24$0.11$0.89$0.118.09$109.89
$101.00$100.00Aug 28$0.11$0.89$0.118.09$100.89
$99.00$97.50Aug 21$0.17$1.33$0.177.82$98.83
$104.00$102.00Aug 7$0.23$1.77$0.237.70$103.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 159 found (best R:R 12.33, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$104.00$108.00Jul 31$3.63$3.63$0.379.81$107.63
$104.00$105.00Jul 24$0.85$0.85$0.155.67$104.85
$111.00$113.00Aug 14$1.70$1.70$0.305.67$112.70
$110.00$111.00Jul 24$0.73$0.73$0.272.70$110.73
$110.00$111.00Aug 7$0.73$0.73$0.272.70$110.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$124.00$120.00Jul 31$3.70$3.70$0.3012.33$120.30
$130.00$125.00Jul 31$4.60$4.60$0.4011.50$125.40
$123.00$120.00Aug 7$2.65$2.65$0.357.57$120.35
$101.00$100.00Aug 14$0.86$0.86$0.146.14$100.14
$135.00$130.00Aug 21$4.30$4.30$0.706.14$130.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $0.89, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 24Jul 31$0.06101.6%47.5%
$124.00Jul 24Jul 31$0.1170.7%37.9%
$123.00Jul 24Jul 31$0.1976.8%39.6%
$125.00Jul 24Jul 31$0.2376.1%46.7%
$122.00Jul 24Jul 31$0.2473.0%39.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Jul 31$0.10138.2%62.4%
$102.00Jul 24Jul 31$0.15103.3%45.1%
$100.00Jul 24Jul 31$0.16100.5%50.6%
$118.00Jul 24Jul 31$0.2551.6%38.9%
$124.00Jul 31Aug 7$0.2537.9%39.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 1.83% of stock, avg 8.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 24$0.94$1.12$2.06$110.94$115.061.83%
$112.00Jul 24$1.49$0.69$2.18$109.82$114.181.93%
$114.00Jul 24$0.55$1.72$2.27$111.73$116.272.01%
$111.00Jul 24$2.19$0.41$2.60$108.40$113.602.31%
$115.00Jul 24$0.30$2.46$2.76$112.24$117.762.45%
$110.00Jul 24$2.92$0.26$3.18$106.82$113.182.82%
$116.00Jul 24$0.13$3.66$3.79$112.21$119.793.36%
$109.00Jul 24$4.50$0.15$4.65$104.35$113.654.12%
$117.00Jul 24$0.08$4.65$4.73$112.27$121.734.19%
$108.00Jul 24$4.72$0.10$4.82$103.18$112.824.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.25% of stock, avg 5.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$116.00$109.00Jul 24$0.13$0.15$0.28$108.72$116.28
$116.00$110.00Jul 24$0.13$0.26$0.39$109.61$116.39
$115.00$109.00Jul 24$0.30$0.15$0.45$108.55$115.45
$128.00$109.00Jul 24$0.38$0.15$0.53$108.47$128.53
$116.00$111.00Jul 24$0.13$0.41$0.54$110.46$116.54
$115.00$110.00Jul 24$0.30$0.26$0.56$109.44$115.56
$128.00$110.00Jul 24$0.38$0.26$0.64$109.36$128.64
$114.00$109.00Jul 24$0.55$0.15$0.70$108.30$114.70
$115.00$111.00Jul 24$0.30$0.41$0.71$110.29$115.71
$128.00$111.00Jul 24$0.38$0.41$0.79$110.21$128.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 295 found (best R:R 39.00, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
96/98104/108Jul 31$3.90$0.1039.00$94.10$107.90
108/111128/129Aug 14$2.84$0.1617.75$108.16$130.84
110/111115/116Aug 7$0.90$0.109.00$110.10$115.90
111/112115/116Aug 7$0.90$0.109.00$111.10$115.90
102/103114/115Aug 21$0.90$0.109.00$102.10$114.90
105/106110/111Aug 21$0.90$0.109.00$105.10$110.90
106/107108/109Jul 31$0.89$0.118.09$106.11$108.89
108/109110/111Jul 31$0.89$0.118.09$108.11$110.89
101/102105/106Aug 7$0.89$0.118.09$101.11$105.89
104/105110/111Aug 7$0.89$0.118.09$104.11$110.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$116.00$117.00Jul 31$0.05$0.9519.00
$117.00$118.00$119.00Jul 24$0.06$0.9415.67
$112.00$113.00$114.00Aug 21$0.06$0.9415.67
$103.00$104.00$105.00Jul 24$0.08$0.9211.50
$114.00$115.00$116.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$107.00$108.00$109.00Jul 24$0.06$0.9415.67
$108.00$109.00$110.00Jul 24$0.06$0.9415.67
$116.00$117.00$118.00Jul 24$0.06$0.9415.67
$100.00$101.00$102.00Jul 31$0.07$0.9313.29
$108.00$109.00$110.00Jul 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. 83 found (best net $-0.26, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$128.001:2Aug 28-$0.26$7.74
$129.00$135.001:2Aug 14-$0.27$5.73
$130.00$135.001:2Aug 21-$0.29$4.71
$100.00$108.001:2Aug 14-$3.41$4.59
$130.00$135.001:2Jul 31-$1.65$3.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Jul 24-$0.02$4.98
$105.00$101.001:2Aug 28-$1.50$2.50
$95.00$92.501:2Aug 21-$0.53$1.97
$104.00$102.001:2Aug 7-$0.38$1.62
$97.50$95.001:2Aug 21-$0.88$1.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 5.72%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.00Aug 28$6.450.520.2%5.72%5.93%1--
$113.00Aug 21$6.150.520.2%5.45%5.67%58442
$113.00Aug 14$5.700.520.2%5.05%5.27%11142
$114.00Aug 21$5.500.501.1%4.88%5.98%36295
$115.00Aug 21$5.500.472.0%4.88%6.86%5922.2K
$114.00Aug 14$5.150.491.1%4.57%5.67%2--
$116.00Aug 21$5.050.452.9%4.48%7.35%71.7K
$115.00Aug 14$4.800.472.0%4.26%6.24%24217
$117.00Aug 21$4.450.433.8%3.95%7.71%616
$116.00Aug 14$4.200.462.9%3.72%6.60%141

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 12,643
Total Puts 9,191
Put/Call Ratio 0.73
Net Difference 3,452

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 183,064
Total Puts 141,401
Average Put/Call Ratio 0.74
Ratio Trend Rising

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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