Tour v452
CSCO
CISCO SYS INC
$115.58 +0.88%
$115.81 (+0.20%)🌙
as of 07/28 06:27 PM
7/28 18:27

Option Volume

Detail
Current (07/28) 27,520
Calls: 15,098 (55%)
Puts: 12,422 (45%)
Prior (07/27) 27,089
Calls: 15,175 (56%)
Puts: 11,914 (44%)
Current vs Prior +1.59%
Calls: -0.51% (Calls)
Puts: +4.26% (Puts)
Prior 7-Day Total 221,037
Calls: 133,235 (60%)
Puts: 87,802 (40%)
Prior 7-Day Average 31,576
Calls: 19,033 (60%)
Puts: 12,543 (40%)
Current vs Prior 7-Day Avg -12.85%
Calls: -20.68%
Puts: -0.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $9.80M
Calls: $5.87M (60%)
Puts: $3.92M (40%)
Prior (07/27) $9.88M
Calls: $6.08M (62%)
Puts: $3.80M (38%)
Current vs Prior -0.90%
Calls: -3.46%
Puts: +3.18%
Prior 7-Day Total $78.39M
Calls: $48.59M (62%)
Puts: $29.81M (38%)
Prior 7-Day Average $11.20M
Calls: $6.94M (62%)
Puts: $4.26M (38%)
Current vs Prior 7-Day Avg -12.53%
Calls: -15.38%
Puts: -7.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.82
Prior (07/27) 0.79
Current vs Prior +4.80%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +23.46%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/28) 516,893
Calls: 317,671 (61%)
Puts: 199,222 (39%)
Prior (07/27) 444,507
Calls: 258,405 (58%)
Puts: 186,102 (42%)
Current vs Prior +16.28%
Prior 7-Day Total 3,229,726
Calls: 1,910,523 (59%)
Puts: 1,319,203 (41%)
Prior 7-Day Average 461,389
Calls: 272,931 (59%)
Puts: 188,457 (41%)
Current vs Prior 7-Day Avg +12.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.73% | 5.84%11.53% | 16.21%
Prior 4.26% | 6.28%11.57% | 16.45%
Current vs Prior -12.45% | -7.07%-0.35% | -1.50%
Prior 7-Day Avg 3.92% | 6.10%10.55% | 16.83%
Current vs 7-Day Avg -4.92% | -4.28%+9.33% | -3.72%
Prior 7-Day Eod 4.26% | 6.28%11.57% | 16.45%
Current vs 7-Day Eod -12.45% | -7.07%-0.35% | -1.50%
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

Call-heavy open interest (317,671 calls vs 199,222 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 30 of results (avg 7.7%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 219.5510.00$9.784.6%430.661.8K
$116.00Aug 216.156.55$6.356.3%920.521.6K
$114.00Aug 217.107.60$7.356.8%60.57346
$119.00Aug 214.855.20$5.037.0%40.4539
$115.00Aug 216.557.05$6.807.4%490.542.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 215.906.20$6.055.0%940.462.0K
$116.00Aug 216.356.70$6.535.4%180.481
$120.00Aug 218.408.95$8.686.3%30.583.3K
$114.00Aug 215.355.75$5.557.2%870.4391
$119.00Aug 217.758.35$8.057.5%60.569

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.81, cheapest $0.73)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Jul 310.680.77$0.7312.3%2.5K0.262.0K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Jul 310.800.97$0.8919.1%920.28468

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 72 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 3119.0522.50$20.7816.6%10.99--
$96.00Jul 3117.9021.50$19.7018.3%10.99--
$105.00Jul 319.3512.60$10.9829.6%320.9729
$94.00Jul 3119.8523.50$21.6816.8%20.97--
$100.00Jul 3113.9016.40$15.1516.5%10.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Jul 3111.2013.80$12.5020.8%10.96--
$129.00Jul 3111.5515.15$13.3527.0%10.95--
$121.00Jul 314.707.40$6.0544.6%20.86--
$120.00Jul 314.306.40$5.3539.3%20.81--
$119.00Jul 313.654.50$4.0820.8%80.75193

Most actively traded options today. High liquidity = easy entry/exit. 240 active (total vol 16.9K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Jul 310.680.77$0.7312.3%2.5K0.262.0K
$118.00Jul 310.951.17$1.0620.8%1.9K0.331.6K
$120.00Jul 310.410.61$0.5139.2%5120.201.4K
$116.00Jul 311.621.98$1.8020.0%3890.48294
$115.00Jul 312.112.32$2.229.5%3390.57784
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 210.480.88$0.6858.8%7330.08764
$114.00Jul 310.981.37$1.1833.1%5950.35644
$110.00Aug 71.001.14$1.0713.1%5740.23626
$111.00Jul 310.390.63$0.5147.1%4650.18369
$110.00Jul 310.270.47$0.3754.1%4330.132.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 29.6%, max 93.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 31Sep 494.7%49.0%93.3%2--
$100.00Jul 31Aug 2191.9%57.0%61.4%2--
$129.00Jul 31Aug 2869.9%51.3%36.1%13330
$135.00Jul 31Sep 461.4%47.1%30.4%23489
$128.00Aug 14Aug 2864.4%51.0%26.2%11--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 31Sep 499.7%55.5%79.7%362
$100.00Jul 31Sep 491.9%51.5%78.3%110346
$95.00Jul 31Aug 2894.7%54.4%74.1%854
$102.00Jul 31Aug 2182.6%54.3%52.1%35703
$103.00Jul 31Aug 2173.9%55.9%32.3%17417

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 29.77, avg 3.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.00$130.00Aug 7$0.14$2.86$0.1420.43$127.14
$133.00$135.00Aug 7$0.14$1.86$0.1413.29$133.14
$130.00$135.00Aug 14$0.37$4.63$0.3712.51$130.37
$121.00$122.00Jul 31$0.11$0.89$0.118.09$121.11
$129.00$130.00Jul 31$0.11$0.89$0.118.09$129.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Jul 31$0.13$3.87$0.1329.77$98.87
$99.00$95.00Aug 7$0.18$3.82$0.1821.22$98.82
$99.00$97.50Aug 21$0.15$1.35$0.159.00$98.85
$107.00$106.00Aug 7$0.12$0.88$0.127.33$106.88
$108.00$107.00Aug 7$0.12$0.88$0.127.33$107.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 24.00, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.50$100.00Aug 21$2.40$2.40$0.1024.00$99.90
$94.00$95.00Jul 31$0.90$0.90$0.109.00$94.90
$105.00$110.00Aug 7$4.40$4.40$0.607.33$109.40
$95.00$97.50Aug 21$2.15$2.15$0.356.14$97.15
$110.00$112.00Jul 31$1.70$1.70$0.305.67$111.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$128.00$121.00Jul 31$6.45$6.45$0.5511.73$121.55
$101.00$100.00Aug 14$0.88$0.88$0.127.33$100.12
$129.00$128.00Jul 31$0.85$0.85$0.155.67$128.15
$111.00$110.00Aug 14$0.77$0.77$0.233.35$110.23
$125.00$122.00Aug 21$2.30$2.30$0.703.29$122.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.94, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 31Aug 7$0.1653.9%43.2%
$131.00Jul 31Aug 7$0.1650.6%44.9%
$132.00Jul 31Aug 7$0.1953.3%48.6%
$126.00Jul 31Aug 7$0.2164.3%41.8%
$105.00Jul 31Aug 7$0.2756.7%47.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Jul 31Aug 7$0.0899.7%58.8%
$102.00Jul 31Aug 7$0.1182.6%50.2%
$103.00Jul 31Aug 7$0.1473.9%47.1%
$104.00Jul 31Aug 7$0.1871.5%46.2%
$106.00Jul 31Aug 7$0.3459.6%44.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 3.29% of stock, avg 9.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 31$2.22$1.58$3.80$111.20$118.803.29%
$116.00Jul 31$1.80$2.09$3.89$112.11$119.893.37%
$117.00Jul 31$1.36$2.68$4.04$112.96$121.043.50%
$114.00Jul 31$2.89$1.18$4.07$109.93$118.073.52%
$118.00Jul 31$1.06$3.35$4.41$113.59$122.413.82%
$113.00Jul 31$3.58$0.89$4.47$108.53$117.473.87%
$119.00Jul 31$0.73$4.08$4.81$114.19$123.814.16%
$112.00Jul 31$4.33$0.70$5.03$106.97$117.034.35%
$120.00Jul 31$0.51$5.35$5.86$114.14$125.865.07%
$115.00Aug 7$3.47$2.80$6.27$108.73$121.275.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.88% of stock, avg 6.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$111.00Jul 31$0.51$0.51$1.02$109.98$121.02
$120.00$112.00Jul 31$0.51$0.70$1.21$110.79$121.21
$119.00$111.00Jul 31$0.73$0.51$1.24$109.76$120.24
$120.00$113.00Jul 31$0.51$0.89$1.40$111.60$121.40
$119.00$112.00Jul 31$0.73$0.70$1.43$110.57$120.43
$118.00$111.00Jul 31$1.06$0.51$1.57$109.43$119.57
$119.00$113.00Jul 31$0.73$0.89$1.62$111.38$120.62
$120.00$114.00Jul 31$0.51$1.18$1.69$112.31$121.69
$118.00$112.00Jul 31$1.06$0.70$1.76$110.24$119.76
$117.00$111.00Jul 31$1.36$0.51$1.87$109.13$118.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 223 found (best R:R 10.90, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/99105/110Aug 7$4.58$0.4210.90$94.42$109.58
103/104107/110Aug 14$2.72$0.289.71$101.28$109.72
104/105110/111Aug 7$0.90$0.109.00$104.10$110.90
109/110111/112Aug 7$0.90$0.109.00$109.10$111.90
110/111113/114Aug 7$0.90$0.109.00$110.10$113.90
105/106113/114Aug 21$0.90$0.109.00$105.10$113.90
106/107111/112Aug 28$0.90$0.109.00$106.10$111.90
106/107110/111Aug 7$0.89$0.118.09$106.11$110.89
107/108110/111Aug 7$0.89$0.118.09$107.11$110.89
109/110113/114Aug 7$0.89$0.118.09$109.11$113.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$121.00$122.00Jul 31$0.05$0.9519.00
$112.00$113.00$114.00Jul 31$0.06$0.9415.67
$119.00$120.00$121.00Jul 31$0.06$0.9415.67
$118.00$119.00$120.00Aug 7$0.06$0.9415.67
$124.00$125.00$126.00Aug 14$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$102.00$103.00$104.00Jul 31$0.05$0.9519.00
$114.00$115.00$116.00Aug 7$0.05$0.9519.00
$117.00$118.00$119.00Jul 31$0.06$0.9415.67
$102.00$103.00$104.00Aug 7$0.06$0.9415.67
$112.00$113.00$114.00Aug 7$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. 79 found (best net $-1.91, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$113.00$120.001:2Sep 4-$1.91$5.09
$130.00$135.001:2Aug 28-$0.23$4.77
$130.00$135.001:2Sep 4-$0.39$4.61
$130.00$135.001:2Aug 14-$0.57$4.43
$130.00$135.001:2Aug 21-$0.58$4.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$99.00$95.001:2Aug 28-$0.24$3.76
$105.00$101.001:2Aug 28-$0.89$3.11
$97.50$95.001:2Aug 21-$0.33$2.17
$95.00$92.501:2Aug 21-$0.58$1.92
$102.00$100.001:2Jul 31-$0.13$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 5.32%, avg 2.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$116.00Aug 21$6.150.520.4%5.32%5.68%921.6K
$116.00Aug 28$6.100.520.4%5.28%5.64%850
$117.00Aug 28$5.650.501.2%4.89%6.12%2--
$117.00Aug 21$5.450.491.2%4.72%5.94%1327
$118.00Aug 28$5.200.472.1%4.50%6.59%1--
$117.00Aug 14$5.150.481.2%4.46%5.68%815
$118.00Aug 21$5.100.472.1%4.41%6.51%683
$119.00Aug 21$4.850.453.0%4.20%7.16%439
$116.00Aug 14$4.750.500.4%4.11%4.47%372
$119.00Aug 28$4.750.453.0%4.11%7.07%110

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 15,098
Total Puts 12,422
Put/Call Ratio 0.82
Net Difference 2,676

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 133,235
Total Puts 87,802
Average Put/Call Ratio 0.67
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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