Tour v456
CSCO
CISCO SYS INC
$112.48 -2.68%
$112.61 (+0.12%)🌙
as of 07/29 06:29 PM
7/29 18:29

Option Volume

Detail
Current (07/29) 31,788
Calls: 17,345 (55%)
Puts: 14,443 (45%)
Prior (07/28) 27,520
Calls: 15,098 (55%)
Puts: 12,422 (45%)
Current vs Prior +15.51%
Calls: +14.88% (Calls)
Puts: +16.27% (Puts)
Prior 7-Day Total 197,575
Calls: 121,197 (61%)
Puts: 76,378 (39%)
Prior 7-Day Average 28,225
Calls: 17,313 (61%)
Puts: 10,911 (39%)
Current vs Prior 7-Day Avg +12.62%
Calls: +0.18%
Puts: +32.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $13.31M
Calls: $5.32M (40%)
Puts: $7.99M (60%)
Prior (07/28) $9.80M
Calls: $5.87M (60%)
Puts: $3.92M (40%)
Current vs Prior +35.84%
Calls: -9.49%
Puts: +103.72%
Prior 7-Day Total $71.02M
Calls: $44.70M (63%)
Puts: $26.32M (37%)
Prior 7-Day Average $10.15M
Calls: $6.39M (63%)
Puts: $3.76M (37%)
Current vs Prior 7-Day Avg +31.15%
Calls: -16.75%
Puts: +112.52%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 0.83
Prior (07/28) 0.82
Current vs Prior +1.21%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +26.46%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/29) 453,081
Calls: 261,791 (58%)
Puts: 191,290 (42%)
Prior (07/28) 516,893
Calls: 317,671 (61%)
Puts: 199,222 (39%)
Current vs Prior -12.35%
Prior 7-Day Total 3,180,388
Calls: 1,886,189 (59%)
Puts: 1,294,199 (41%)
Prior 7-Day Average 454,341
Calls: 269,455 (59%)
Puts: 184,885 (41%)
Current vs Prior 7-Day Avg -0.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.55% | 5.69%11.63% | 16.41%
Prior 3.73% | 5.84%11.53% | 16.21%
Current vs Prior -4.87% | -2.57%+0.83% | +1.27%
Prior 7-Day Avg 3.73% | 5.95%12.00% | 16.98%
Current vs 7-Day Avg -4.89% | -4.40%-3.12% | -3.33%
Prior 7-Day Eod 3.73% | 5.84%11.53% | 16.21%
Current vs 7-Day Eod -4.87% | -2.57%+0.83% | +1.27%
Sentiment BULLISHBEARISH

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 bearish flow with 60% put dollar volume ($7.99M).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
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 31 of results (avg 7.2%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 144.654.85$4.754.2%870.46317
$110.00Aug 217.557.90$7.734.5%80.601.8K
$115.00Aug 215.155.40$5.284.7%1710.472.7K
$113.00Aug 216.006.30$6.154.9%30.52--
$116.00Aug 214.704.95$4.835.2%1880.451.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 217.357.65$7.504.0%6640.532.0K
$113.00Aug 216.206.55$6.385.5%130.48389
$109.00Aug 214.404.65$4.535.5%120.3827
$116.00Aug 217.858.30$8.075.6%2110.5617
$106.00Aug 213.303.50$3.405.9%20.3139

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.77, cheapest $0.74)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 310.720.86$0.7917.7%2290.30789
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 310.680.80$0.7416.2%1930.272.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.68, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 3118.4521.55$20.0015.5%10.983
$90.00Aug 2122.6024.85$23.739.5%10.94--
$92.50Aug 2120.0522.55$21.3011.7%110.92--
$94.00Jul 3117.4520.55$19.0016.3%30.891
$95.00Jul 3116.6019.55$18.0816.3%20.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 318.5011.85$10.1832.9%10.9611
$124.00Jul 319.5012.80$11.1529.6%10.9698
$120.00Jul 315.558.35$6.9540.3%60.9433
$125.00Aug 711.0513.65$12.3521.1%40.9311
$123.00Aug 78.7011.85$10.2730.7%30.9114

Most actively traded options today. High liquidity = easy entry/exit. 234 active (total vol 20.7K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 310.030.10$0.07100.0%2.1K0.03459
$115.00Aug 71.711.98$1.8514.6%1.6K0.38636
$120.00Jul 310.060.20$0.13107.7%1.5K0.071.5K
$116.00Jul 310.480.67$0.5733.3%7310.23371
$120.00Aug 213.303.60$3.458.7%6560.3510.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Jul 310.490.61$0.5521.8%1.6K0.21746
$115.00Aug 217.357.65$7.504.0%6640.532.0K
$113.00Jul 311.792.07$1.9314.5%6560.53490
$114.00Jul 312.352.77$2.5616.4%5580.62497
$112.00Jul 311.351.57$1.4615.1%4980.44759

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 20.0%, max 73.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 31Sep 476.6%47.9%59.9%4--
$124.00Jul 31Sep 474.0%47.2%56.8%137397
$126.00Jul 31Sep 469.0%46.9%47.0%24274
$123.00Jul 31Sep 468.9%47.4%45.3%38764
$130.00Jul 31Sep 471.2%50.5%41.1%473.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 31Sep 4115.9%66.7%73.7%64384
$100.00Jul 31Sep 476.8%51.9%47.9%18345
$103.00Jul 31Sep 473.1%52.6%39.0%74403
$101.00Jul 31Aug 2871.0%54.5%30.3%420
$105.00Jul 31Sep 462.8%49.8%26.1%46559

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 37.46, avg 3.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.00$130.00Sep 4$0.29$2.71$0.299.34$127.29
$118.00$119.00Jul 31$0.10$0.90$0.109.00$118.10
$117.00$118.00Sep 4$0.10$0.90$0.109.00$117.10
$118.00$120.00Aug 14$0.24$1.76$0.247.33$118.24
$117.00$118.00Jul 31$0.13$0.87$0.136.69$117.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 7$0.13$4.87$0.1337.46$94.87
$98.00$93.00Jul 31$0.16$4.84$0.1630.25$97.84
$95.00$90.00Aug 14$0.23$4.77$0.2320.74$94.77
$95.00$92.50Aug 21$0.17$2.33$0.1713.71$94.83
$92.50$90.00Aug 21$0.20$2.30$0.2011.50$92.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 11.50, avg 1.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$110.00Aug 7$4.60$4.60$0.4011.50$109.60
$92.50$100.00Aug 21$6.45$6.45$1.056.14$98.95
$117.00$118.00Aug 14$0.85$0.85$0.155.67$117.85
$105.00$110.00Aug 14$3.90$3.90$1.103.55$108.90
$114.00$115.00Aug 14$0.78$0.78$0.223.55$114.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$123.00$120.00Aug 7$2.59$2.59$0.416.32$120.41
$118.00$117.00Jul 31$0.85$0.85$0.155.67$117.15
$117.00$116.00Jul 31$0.83$0.83$0.174.88$116.17
$119.00$118.00Aug 7$0.80$0.80$0.204.00$118.20
$114.00$113.00Aug 14$0.80$0.80$0.204.00$113.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $0.80, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 31Aug 7$0.0771.2%46.2%
$126.00Jul 31Aug 7$0.1369.0%43.1%
$127.00Jul 31Aug 7$0.1376.6%46.0%
$124.00Jul 31Aug 7$0.1674.0%42.2%
$125.00Jul 31Aug 7$0.1769.2%43.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 31Aug 7$0.0968.9%41.5%
$100.00Jul 31Aug 7$0.1276.8%46.3%
$101.00Jul 31Aug 7$0.1771.0%45.2%
$103.00Jul 31Aug 7$0.2373.1%43.8%
$102.00Jul 31Aug 7$0.2464.0%44.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 3.05% of stock, avg 9.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 31$1.50$1.93$3.43$109.57$116.433.05%
$112.00Jul 31$2.06$1.46$3.52$108.48$115.523.13%
$111.00Jul 31$2.60$1.06$3.66$107.34$114.663.25%
$114.00Jul 31$1.12$2.56$3.68$110.32$117.683.27%
$115.00Jul 31$0.79$3.19$3.98$111.02$118.983.54%
$110.00Jul 31$3.33$0.74$4.07$105.93$114.073.62%
$116.00Jul 31$0.57$3.95$4.52$111.48$120.524.02%
$109.00Jul 31$4.05$0.55$4.60$104.40$113.604.09%
$117.00Jul 31$0.39$4.78$5.17$111.83$122.174.60%
$112.00Aug 7$3.23$2.58$5.81$106.19$117.815.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.67% of stock, avg 6.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$108.00Jul 31$0.39$0.36$0.75$107.25$117.75
$116.00$108.00Jul 31$0.57$0.36$0.93$107.07$116.93
$117.00$109.00Jul 31$0.39$0.55$0.94$108.06$117.94
$116.00$109.00Jul 31$0.57$0.55$1.12$107.88$117.12
$117.00$110.00Jul 31$0.39$0.74$1.13$108.87$118.13
$115.00$108.00Jul 31$0.79$0.36$1.15$106.85$116.15
$116.00$110.00Jul 31$0.57$0.74$1.31$108.69$117.31
$115.00$109.00Jul 31$0.79$0.55$1.34$107.66$116.34
$117.00$111.00Jul 31$0.39$1.06$1.45$109.55$118.45
$114.00$108.00Jul 31$1.12$0.36$1.48$106.52$115.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 383 found (best R:R 17.52, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/95105/110Aug 7$4.73$0.2717.52$90.27$109.73
103/104105/110Aug 7$4.73$0.2717.52$99.27$109.73
106/108117/118Aug 14$1.82$0.1810.11$106.18$118.82
99/100110/111Aug 14$0.89$0.118.09$99.11$110.89
102/103109/110Aug 21$0.89$0.118.09$102.11$109.89
104/105109/110Aug 21$0.89$0.118.09$104.11$109.89
110/111112/113Jul 31$0.88$0.127.33$110.12$112.88
95/99105/110Aug 14$4.40$0.607.33$94.60$109.40
100/101112/113Aug 14$0.88$0.127.33$100.12$112.88
117/118123/124Sep 4$0.88$0.127.33$117.12$123.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$116.00$117.00Aug 7$0.06$0.9415.67
$125.00$126.00$127.00Aug 7$0.06$0.9415.67
$123.00$124.00$125.00Aug 21$0.06$0.9415.67
$124.00$125.00$126.00Aug 21$0.06$0.9415.67
$118.00$119.00$120.00Jul 31$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$92.50$95.00$97.50Aug 21$0.11$2.3921.73
$107.00$108.00$109.00Aug 7$0.05$0.9519.00
$102.00$103.00$104.00Aug 7$0.06$0.9415.67
$110.00$111.00$112.00Aug 7$0.06$0.9415.67
$107.00$108.00$109.00Jul 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. 84 found (best net $-0.06, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$118.00$123.001:2Sep 4-$1.32$3.68
$126.00$130.001:2Aug 21-$0.64$3.36
$111.00$116.001:2Sep 4-$2.87$2.13
$120.00$124.001:2Aug 28-$1.88$2.12
$128.00$130.001:2Aug 7-$0.02$1.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 28-$0.06$4.94
$100.00$95.001:2Aug 7-$0.16$4.84
$95.00$90.001:2Aug 14-$0.18$4.82
$95.00$90.001:2Sep 4-$0.81$4.19
$99.00$95.001:2Aug 14-$0.14$3.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 5.60%, avg 2.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.00Aug 28$6.300.530.5%5.60%6.06%66
$113.00Aug 21$6.000.520.5%5.33%5.80%3--
$114.00Aug 28$5.700.511.4%5.07%6.42%412
$114.00Aug 21$5.550.491.4%4.93%6.29%3346
$115.00Aug 28$5.250.482.2%4.67%6.91%477
$115.00Aug 21$5.150.472.2%4.58%6.82%1712.7K
$116.00Aug 28$5.150.463.1%4.58%7.71%357
$114.00Aug 14$4.950.491.4%4.40%5.75%21100
$117.00Aug 28$4.800.444.0%4.27%8.29%2--
$116.00Aug 21$4.700.453.1%4.18%7.31%1881.6K

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 17,345
Total Puts 14,443
Put/Call Ratio 0.83
Net Difference 2,902

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 121,197
Total Puts 76,378
Average Put/Call Ratio 0.66
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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