Tour v422
CSCO
CISCO SYS INC
$114.57 +0.35%
$114.62 (+0.04%)🌙
as of 07/27 06:23 PM
7/27 18:23

Option Volume

Detail
Current (07/27) 27,089
Calls: 15,175 (56%)
Puts: 11,914 (44%)
Prior (07/24) 31,329
Calls: 19,871 (63%)
Puts: 11,458 (37%)
Current vs Prior -13.53%
Calls: -23.63% (Calls)
Puts: +3.98% (Puts)
Prior 7-Day Total 271,656
Calls: 151,947 (56%)
Puts: 119,709 (44%)
Prior 7-Day Average 38,808
Calls: 21,706 (56%)
Puts: 17,101 (44%)
Current vs Prior 7-Day Avg -30.20%
Calls: -30.09%
Puts: -30.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $9.88M
Calls: $6.08M (62%)
Puts: $3.80M (38%)
Prior (07/24) $10.99M
Calls: $7.57M (69%)
Puts: $3.42M (31%)
Current vs Prior -10.07%
Calls: -19.69%
Puts: +11.27%
Prior 7-Day Total $100.71M
Calls: $53.05M (53%)
Puts: $47.66M (47%)
Prior 7-Day Average $14.39M
Calls: $7.58M (53%)
Puts: $6.81M (47%)
Current vs Prior 7-Day Avg -31.30%
Calls: -19.72%
Puts: -44.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.79
Prior (07/24) 0.58
Current vs Prior +36.16%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +6.23%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/27) 444,507
Calls: 258,405 (58%)
Puts: 186,102 (42%)
Prior (07/24) 430,785
Calls: 275,447 (64%)
Puts: 155,338 (36%)
Current vs Prior +3.19%
Prior 7-Day Total 3,435,276
Calls: 2,055,942 (60%)
Puts: 1,379,334 (40%)
Prior 7-Day Average 490,753
Calls: 293,706 (60%)
Puts: 197,047 (40%)
Current vs Prior 7-Day Avg -9.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.26% | 6.28%11.57% | 16.45%
Prior 4.69% | 6.42%11.85% | 16.42%
Current vs Prior -9.27% | -2.12%-2.34% | +0.18%
Prior 7-Day Avg 3.65% | 5.94%9.24% | 16.63%
Current vs 7-Day Avg +16.55% | +5.71%+25.30% | -1.09%
Prior 7-Day Eod 4.69% | 6.42%11.85% | 16.42%
Current vs 7-Day Eod -9.27% | -2.12%-2.34% | +0.18%
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

Moderately bullish flow with 62% call dollar volume ($6.08M). P/C ratio rising 36% - increased hedging/bearish 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 29 of results (avg 8.2%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 74.104.35$4.225.9%300.59103
$119.00Jul 310.630.67$0.656.2%1.9K0.22549
$112.00Aug 74.654.95$4.806.2%90.6425
$115.00Aug 216.106.50$6.306.3%3480.522.6K
$113.00Jul 313.003.20$3.106.5%2480.62416
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Aug 73.754.00$3.886.4%50.5665
$115.00Aug 216.256.70$6.486.9%3110.481.8K
$125.00Aug 2112.4013.30$12.857.0%10.71--
$116.00Jul 312.763.00$2.888.3%1090.5960
$135.00Aug 2120.4022.30$21.358.9%40.88148

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.73, cheapest $0.48)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 310.450.50$0.4810.4%6290.171.2K
$119.00Jul 310.630.67$0.656.2%1.9K0.22549
$118.00Jul 310.860.93$0.907.8%1.4K0.28470
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 310.620.69$0.6610.6%2.0K0.201.3K
$95.00Aug 210.740.87$0.8116.0%110.09765
$111.00Jul 310.820.95$0.8914.6%450.25361

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 3120.2023.70$21.9515.9%60.97--
$94.00Jul 3119.3522.70$21.0315.9%20.97--
$95.00Jul 3118.2021.10$19.6514.8%10.97--
$100.00Jul 3113.4016.00$14.7017.7%10.97--
$99.00Jul 3114.3017.00$15.6517.3%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 3116.1518.65$17.4014.4%11.00--
$125.00Jul 319.8011.70$10.7517.7%10.94--
$133.00Jul 3117.6519.65$18.6510.7%10.93--
$135.00Aug 2120.4022.30$21.358.9%40.88148
$120.00Jul 315.207.05$6.1330.2%10.83--

Most actively traded options today. High liquidity = easy entry/exit. 228 active (total vol 16.5K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Jul 310.630.67$0.656.2%1.9K0.22549
$118.00Jul 310.860.93$0.907.8%1.4K0.28470
$120.00Jul 310.450.50$0.4810.4%6290.171.2K
$111.00Aug 75.255.85$5.5510.8%4840.6982
$115.00Aug 216.106.50$6.306.3%3480.522.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 310.620.69$0.6610.6%2.0K0.201.3K
$110.00Aug 214.004.50$4.2511.8%8350.367.9K
$114.00Jul 311.722.03$1.8816.5%7060.45410
$115.00Aug 216.256.70$6.486.9%3110.481.8K
$108.00Aug 212.973.70$3.3421.9%3060.3156

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 23.9%, max 77.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 31Aug 21100.6%57.6%74.6%2--
$135.00Jul 31Sep 473.9%48.5%52.3%17501
$127.00Jul 31Aug 2866.9%51.6%29.7%20234
$107.00Jul 31Aug 752.9%42.3%25.0%1344
$109.00Aug 14Aug 2162.7%53.3%17.6%5120
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 31Aug 28100.6%56.7%77.3%652
$99.00Jul 31Sep 479.7%51.8%54.0%659
$100.00Jul 31Aug 2873.5%53.1%38.6%50466
$101.00Jul 31Aug 2871.1%54.9%29.6%1418
$117.00Jul 31Aug 745.7%41.4%10.4%11151

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 127 found (best R:R 14.38, avg 2.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.00$130.00Aug 14$0.24$2.76$0.2411.50$127.24
$121.00$122.00Jul 31$0.10$0.90$0.109.00$121.10
$125.00$126.00Aug 7$0.11$0.89$0.118.09$125.11
$123.00$124.00Aug 21$0.11$0.89$0.118.09$123.11
$130.00$135.00Aug 14$0.57$4.43$0.577.77$130.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Aug 7$0.26$3.74$0.2614.38$98.74
$95.00$92.50Aug 21$0.18$2.32$0.1812.89$94.82
$107.00$106.00Jul 31$0.10$0.90$0.109.00$106.90
$107.00$106.00Aug 7$0.12$0.88$0.127.33$106.88
$101.00$100.00Aug 14$0.12$0.88$0.127.33$100.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 159 found (best R:R 19.00, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$106.00Jul 31$5.57$5.57$0.4312.95$105.57
$95.00$96.00Jul 31$0.90$0.90$0.109.00$95.90
$95.00$103.00Aug 21$7.13$7.13$0.878.20$102.13
$120.00$121.00Aug 14$0.86$0.86$0.146.14$120.86
$115.00$116.00Aug 28$0.82$0.82$0.184.56$115.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$132.00$125.00Jul 31$6.65$6.65$0.3519.00$125.35
$125.00$120.00Jul 31$4.62$4.62$0.3812.16$120.38
$116.00$115.00Aug 14$0.88$0.88$0.127.33$115.12
$135.00$130.00Aug 21$4.40$4.40$0.607.33$130.60
$130.00$125.00Aug 21$4.10$4.10$0.904.56$125.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.85, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 31Aug 7$0.1444.2%42.3%
$126.00Jul 31Aug 7$0.1849.2%38.1%
$128.00Jul 31Aug 7$0.1846.1%40.4%
$125.00Jul 31Aug 7$0.2748.3%38.9%
$132.00Jul 31Aug 7$0.3949.0%56.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 31Aug 7$0.1073.5%49.2%
$101.00Jul 31Aug 7$0.1071.1%47.4%
$102.00Jul 31Aug 7$0.2261.3%47.0%
$99.00Jul 31Aug 7$0.2379.7%58.8%
$103.00Jul 31Aug 7$0.2857.0%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 3.75% of stock, avg 10.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 31$1.97$2.33$4.30$110.70$119.303.75%
$114.00Jul 31$2.55$1.88$4.43$109.57$118.433.87%
$116.00Jul 31$1.57$2.88$4.45$111.55$120.453.88%
$113.00Jul 31$3.10$1.44$4.54$108.46$117.543.96%
$117.00Jul 31$1.19$3.55$4.74$112.26$121.744.14%
$112.00Jul 31$3.85$1.12$4.97$107.03$116.974.34%
$119.00Jul 31$0.65$4.97$5.62$113.38$124.624.91%
$110.00Jul 31$5.32$0.66$5.98$104.02$115.985.22%
$116.00Aug 7$2.64$3.88$6.52$109.48$122.525.69%
$114.00Aug 7$3.70$2.87$6.57$107.43$120.575.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 1.14% of stock, avg 6.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$110.00Jul 31$0.65$0.66$1.31$108.69$120.31
$119.00$111.00Jul 31$0.65$0.89$1.54$109.46$120.54
$118.00$110.00Jul 31$0.90$0.66$1.56$108.44$119.56
$119.00$112.00Jul 31$0.65$1.12$1.77$110.23$120.77
$118.00$111.00Jul 31$0.90$0.89$1.79$109.21$119.79
$117.00$110.00Jul 31$1.19$0.66$1.85$108.15$118.85
$118.00$112.00Jul 31$0.90$1.12$2.02$109.98$120.02
$117.00$111.00Jul 31$1.19$0.89$2.08$108.92$119.08
$119.00$113.00Jul 31$0.65$1.44$2.09$110.91$121.09
$116.00$110.00Jul 31$1.57$0.66$2.23$107.77$118.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 36.50, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/99100/109Aug 14$8.76$0.2436.50$90.24$108.76
107/109115/116Aug 14$1.84$0.1611.50$107.16$116.84
104/105110/111Aug 7$0.89$0.118.09$104.11$110.89
100/101114/115Aug 28$0.89$0.118.09$100.11$114.89
107/109113/114Aug 14$1.77$0.237.70$107.23$114.77
108/109112/113Jul 31$0.88$0.127.33$108.12$112.88
110/111112/113Aug 7$0.88$0.127.33$110.12$112.88
111/112113/114Aug 7$0.88$0.127.33$111.12$113.88
112/113115/116Aug 7$0.88$0.127.33$112.12$115.88
105/106113/114Aug 14$0.88$0.127.33$105.12$113.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$120.00$121.00Aug 7$0.05$0.9519.00
$112.00$113.00$114.00Aug 7$0.06$0.9415.67
$118.00$119.00$120.00Aug 21$0.06$0.9415.67
$118.00$119.00$120.00Jul 31$0.08$0.9211.50
$115.00$116.00$117.00Aug 7$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$101.00$102.00$103.00Jul 31$0.05$0.9519.00
$100.00$101.00$102.00Aug 7$0.05$0.9519.00
$103.00$104.00$105.00Jul 31$0.06$0.9415.67
$105.00$106.00$107.00Jul 31$0.06$0.9415.67
$109.00$110.00$111.00Jul 31$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-0.93, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$109.001:2Aug 14-$1.90$7.10
$103.00$112.001:2Aug 28-$2.69$6.31
$130.00$135.001:2Aug 28-$0.01$4.99
$130.00$135.001:2Aug 21-$0.12$4.88
$130.00$135.001:2Aug 14-$0.13$4.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$116.001:2Aug 14-$0.93$8.07
$100.00$95.001:2Aug 28-$0.52$4.48
$125.00$120.001:2Jul 31-$1.51$3.49
$113.00$108.001:2Aug 28-$2.05$2.95
$132.00$125.001:2Jul 31-$4.10$2.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 5.85%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Sep 4$6.700.520.4%5.85%6.22%1--
$115.00Aug 28$6.250.520.4%5.46%5.83%1364
$115.00Aug 21$6.100.520.4%5.32%5.70%3482.6K
$116.00Aug 21$5.750.491.2%5.02%6.27%241.6K
$116.00Aug 28$5.650.501.2%4.93%6.18%5013
$115.00Aug 14$5.600.530.4%4.89%5.26%58251
$117.00Aug 21$5.300.472.1%4.63%6.75%721
$118.00Aug 21$4.900.453.0%4.28%7.27%3065
$118.00Aug 28$4.900.453.0%4.28%7.27%200--
$117.00Aug 14$4.500.482.1%3.93%6.05%1010

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 15,175
Total Puts 11,914
Put/Call Ratio 0.79
Net Difference 3,261

Prior's Put/Call Breakdown

Total Calls 19,871
Total Puts 11,458
Put/Call Ratio 0.58
Net Difference 8,413

Prior 7-Day Put/Call Summary

Total Calls 151,947
Total Puts 119,709
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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