Tour v472
CSCO
CISCO SYS INC
$113.56 +0.96%
$112.69 (-0.77%)🌙
as of 07/30 06:33 PM
7/30 18:33

Option Volume

Detail
Current (07/30) 28,979
Calls: 13,839 (48%)
Puts: 15,140 (52%)
Prior (07/29) 31,788
Calls: 17,345 (55%)
Puts: 14,443 (45%)
Current vs Prior -8.84%
Calls: -20.21% (Calls)
Puts: +4.83% (Puts)
Prior 7-Day Total 204,405
Calls: 121,615 (59%)
Puts: 82,790 (41%)
Prior 7-Day Average 29,200
Calls: 17,373 (59%)
Puts: 11,827 (41%)
Current vs Prior 7-Day Avg -0.76%
Calls: -20.34%
Puts: +28.01%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $13.75M
Calls: $7.43M (54%)
Puts: $6.32M (46%)
Prior (07/29) $13.31M
Calls: $5.32M (40%)
Puts: $7.99M (60%)
Current vs Prior +3.36%
Calls: +39.79%
Puts: -20.87%
Prior 7-Day Total $70.28M
Calls: $39.53M (56%)
Puts: $30.75M (44%)
Prior 7-Day Average $10.04M
Calls: $5.65M (56%)
Puts: $4.39M (44%)
Current vs Prior 7-Day Avg +36.99%
Calls: +31.58%
Puts: +43.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 1.09
Prior (07/29) 0.83
Current vs Prior +31.38%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +54.16%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 520,597
Calls: 306,210 (59%)
Puts: 214,387 (41%)
Prior (07/29) 453,081
Calls: 261,791 (58%)
Puts: 191,290 (42%)
Current vs Prior +14.90%
Prior 7-Day Total 3,201,271
Calls: 1,896,763 (59%)
Puts: 1,304,508 (41%)
Prior 7-Day Average 457,324
Calls: 270,966 (59%)
Puts: 186,358 (41%)
Current vs Prior 7-Day Avg +13.84%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.40% | 4.94%11.14% | 15.89%
Prior 3.55% | 5.69%11.63% | 16.41%
Current vs Prior -32.48% | -13.18%-4.21% | -3.15%
Prior 7-Day Avg 3.62% | 5.85%11.84% | 16.71%
Current vs 7-Day Avg -33.80% | -15.53%-5.92% | -4.90%
Prior 7-Day Eod 3.55% | 5.69%11.63% | 16.41%
Current vs 7-Day Eod -32.48% | -13.18%-4.21% | -3.15%
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

Slightly bearish P/C ratio of 1.09. P/C ratio rising 31% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 24 of results (avg 8.0%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 216.306.70$6.506.2%360.54477
$114.00Aug 215.806.20$6.006.7%280.52346
$115.00Aug 215.355.75$5.557.2%3810.492.7K
$105.00Aug 2110.8511.75$11.308.0%30.74845
$118.00Aug 214.104.45$4.288.2%640.41135
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 214.104.35$4.225.9%1910.388.4K
$119.00Aug 218.709.25$8.986.1%20.6124
$120.00Aug 219.359.95$9.656.2%570.633.3K
$113.00Aug 215.405.75$5.586.3%60.46394
$116.00Aug 216.907.40$7.157.0%150.54205

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. 78 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 3116.8019.40$18.1014.4%91.003
$98.00Jul 3113.7517.30$15.5322.9%151.003
$102.00Jul 319.7513.30$11.5330.8%21.00--
$103.00Jul 318.8512.30$10.5832.6%11.00--
$96.00Jul 3115.7518.70$17.2317.1%140.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 315.858.25$7.0534.0%21.00--
$121.00Jul 315.809.20$7.5045.3%1141.00--
$124.00Jul 318.8012.20$10.5032.4%1411.00--
$119.00Jul 314.856.45$5.6528.3%310.96--
$122.00Jul 316.8010.20$8.5040.0%270.95--

Most actively traded options today. High liquidity = easy entry/exit. 236 active (total vol 14.9K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 310.010.04$0.03100.0%1.5K0.021.3K
$115.00Aug 215.355.75$5.557.2%3810.492.7K
$118.00Jul 310.010.15$0.08175.0%3170.071.3K
$121.00Jul 310.010.03$0.02100.0%2910.022.6K
$118.00Aug 70.841.08$0.9625.0%2910.26242
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 310.100.26$0.1888.9%1.3K0.122.9K
$108.00Jul 310.040.09$0.0771.4%5980.04607
$104.00Aug 70.160.33$0.2568.0%4440.07774
$103.00Aug 211.562.48$2.0245.5%3660.2118
$112.00Jul 310.370.57$0.4742.6%3310.27862

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 57.8%, max 475.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Jul 31Aug 28291.5%50.7%475.1%3--
$128.00Jul 31Sep 4135.9%48.3%181.1%533545
$100.00Jul 31Aug 21118.0%56.5%108.8%101.5K
$104.00Jul 31Aug 788.2%42.7%106.3%2--
$130.00Jul 31Sep 496.7%50.9%90.1%520
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 31Sep 11118.0%48.4%144.1%59344
$104.00Jul 31Aug 2188.2%56.0%57.5%1394
$122.00Jul 31Aug 2186.5%55.2%56.7%281
$105.00Jul 31Sep 1174.2%49.4%50.3%36551
$103.00Jul 31Aug 2174.0%55.4%33.4%440421

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 129 found (best R:R 27.57, avg 3.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$130.00Aug 7$0.14$3.86$0.1427.57$126.14
$128.00$130.00Sep 4$0.10$1.90$0.1019.00$128.10
$128.00$130.00Jul 31$0.13$1.87$0.1314.38$128.13
$121.00$122.00Aug 21$0.10$0.90$0.109.00$121.10
$121.00$122.00Aug 7$0.11$0.89$0.118.09$121.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$107.00$106.00Aug 7$0.12$0.88$0.127.33$106.88
$95.00$92.50Aug 21$0.30$2.20$0.307.33$94.70
$102.00$101.00Aug 28$0.13$0.87$0.136.69$101.87
$99.00$95.00Aug 14$0.53$3.47$0.536.55$98.47
$97.50$95.00Aug 21$0.34$2.16$0.346.35$97.16

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 158 found (best R:R 14.38, avg 1.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$92.50$97.50Aug 21$4.56$4.56$0.4410.36$97.06
$95.00$96.00Jul 31$0.87$0.87$0.136.69$95.87
$104.00$105.00Jul 31$0.87$0.87$0.136.69$104.87
$97.50$100.00Aug 21$2.09$2.09$0.415.10$99.59
$100.00$109.00Aug 14$7.27$7.27$1.734.20$107.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$119.00$117.00Jul 31$1.87$1.87$0.1314.38$117.13
$118.00$117.00Aug 14$0.85$0.85$0.155.67$117.15
$121.00$120.00Aug 14$0.85$0.85$0.155.67$120.15
$122.00$121.00Aug 21$0.83$0.83$0.174.88$121.17
$114.00$113.00Aug 14$0.78$0.78$0.223.55$113.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.96, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 31Aug 7$0.06102.0%37.4%
$125.00Jul 31Aug 7$0.0971.1%36.6%
$124.00Jul 31Aug 7$0.1665.7%37.7%
$126.00Jul 31Aug 7$0.1681.9%43.3%
$122.00Jul 31Aug 7$0.1786.5%36.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 31Aug 7$0.08118.0%49.2%
$103.00Jul 31Aug 7$0.1974.0%43.9%
$104.00Jul 31Aug 7$0.2188.2%42.7%
$105.00Jul 31Aug 7$0.2974.2%42.0%
$119.00Jul 31Aug 7$0.3056.1%37.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 1.91% of stock, avg 8.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$114.00Jul 31$0.92$1.25$2.17$111.83$116.171.91%
$113.00Jul 31$1.47$0.77$2.24$110.76$115.241.97%
$115.00Jul 31$0.57$1.88$2.45$112.55$117.452.16%
$112.00Jul 31$2.19$0.47$2.66$109.34$114.662.34%
$116.00Jul 31$0.32$2.59$2.91$113.09$118.912.56%
$117.00Jul 31$0.17$3.78$3.95$113.05$120.953.48%
$110.00Jul 31$4.12$0.18$4.30$105.70$114.303.79%
$109.00Jul 31$4.85$0.13$4.98$104.02$113.984.39%
$113.00Aug 7$2.94$2.13$5.07$107.93$118.074.46%
$114.00Aug 7$2.41$2.67$5.08$108.92$119.084.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.26% of stock, avg 5.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$109.00Jul 31$0.17$0.13$0.30$108.70$117.30
$117.00$110.00Jul 31$0.17$0.18$0.35$109.65$117.35
$117.00$111.00Jul 31$0.17$0.27$0.44$110.56$117.44
$116.00$109.00Jul 31$0.32$0.13$0.45$108.55$116.45
$116.00$110.00Jul 31$0.32$0.18$0.50$109.50$116.50
$116.00$111.00Jul 31$0.32$0.27$0.59$110.41$116.59
$117.00$112.00Jul 31$0.17$0.47$0.64$111.36$117.64
$115.00$109.00Jul 31$0.57$0.13$0.70$108.30$115.70
$115.00$110.00Jul 31$0.57$0.18$0.75$109.25$115.75
$116.00$112.00Jul 31$0.32$0.47$0.79$111.21$116.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 226 found (best R:R 21.73, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
92/9598/100Aug 21$2.39$0.1121.73$92.61$99.89
105/106110/111Aug 21$0.90$0.109.00$105.10$110.90
105/106115/116Aug 21$0.90$0.109.00$105.10$115.90
108/109112/113Aug 21$0.90$0.109.00$108.10$112.90
111/112113/114Aug 7$0.89$0.118.09$111.11$113.89
107/108112/113Aug 21$0.89$0.118.09$107.11$112.89
109/110113/114Aug 14$0.88$0.127.33$109.12$113.88
95/99100/109Aug 14$7.80$1.206.50$91.20$107.80
110/111112/113Aug 7$0.86$0.146.14$110.14$112.86
106/107109/110Aug 7$0.85$0.155.67$106.15$109.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$101.00$102.00$103.00Jul 31$0.05$0.9519.00
$128.00$129.00$130.00Aug 14$0.05$0.9519.00
$113.00$114.00$115.00Aug 21$0.05$0.9519.00
$116.00$117.00$118.00Jul 31$0.06$0.9415.67
$118.00$119.00$120.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$106.00$107.00Aug 7$0.06$0.9415.67
$106.00$107.00$108.00Aug 7$0.06$0.9415.67
$109.00$110.00$111.00Aug 7$0.06$0.9415.67
$110.00$111.00$112.00Aug 7$0.06$0.9415.67
$114.00$115.00$116.00Aug 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. 72 found (best net $-0.21, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$109.001:2Aug 14-$0.21$8.79
$130.00$135.001:2Aug 21-$0.09$4.91
$130.00$135.001:2Aug 28-$0.34$4.66
$126.00$130.001:2Aug 21-$0.86$3.14
$130.00$135.001:2Jul 31-$2.13$2.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$111.00$105.001:2Aug 28-$0.51$5.49
$99.00$95.001:2Aug 7-$0.02$3.98
$99.00$95.001:2Aug 14-$0.11$3.89
$99.00$95.001:2Sep 4-$0.37$3.63
$105.00$100.001:2Sep 4-$1.69$3.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 5.59%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$114.00Aug 28$6.350.520.4%5.59%5.98%1--
$114.00Aug 21$5.800.520.4%5.11%5.49%28346
$115.00Aug 21$5.350.491.3%4.71%5.98%3812.7K
$114.00Sep 11$5.250.520.4%4.62%5.01%2--
$117.00Aug 28$5.050.463.0%4.45%7.48%1--
$115.00Aug 14$4.750.481.3%4.18%5.45%52353
$116.00Aug 21$4.650.462.1%4.09%6.24%271.6K
$114.00Aug 14$4.600.500.4%4.05%4.44%4494
$117.00Aug 21$4.450.443.0%3.92%6.95%8116
$116.00Aug 14$4.350.452.1%3.83%5.98%1277

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 13,839
Total Puts 15,140
Put/Call Ratio 1.09
Net Difference -1,301

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 121,615
Total Puts 82,790
Average Put/Call Ratio 0.71
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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