Tour v477
CSCO
CISCO SYS INC
$115.99 +2.14%
$115.97 (-0.02%)🌙
as of 07/31 06:24 PM
7/31 18:24

Option Volume

Detail
Current (07/31) 44,702
Calls: 28,339 (63%)
Puts: 16,363 (37%)
Prior (07/30) 28,979
Calls: 13,839 (48%)
Puts: 15,140 (52%)
Current vs Prior +54.26%
Calls: +104.78% (Calls)
Puts: +8.08% (Puts)
Prior 7-Day Total 207,190
Calls: 120,729 (58%)
Puts: 86,461 (42%)
Prior 7-Day Average 29,598
Calls: 17,247 (58%)
Puts: 12,351 (42%)
Current vs Prior 7-Day Avg +51.03%
Calls: +64.31%
Puts: +32.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $16.15M
Calls: $10.56M (65%)
Puts: $5.59M (35%)
Prior (07/30) $13.75M
Calls: $7.43M (54%)
Puts: $6.32M (46%)
Current vs Prior +17.46%
Calls: +42.18%
Puts: -11.59%
Prior 7-Day Total $74.65M
Calls: $41.77M (56%)
Puts: $32.87M (44%)
Prior 7-Day Average $10.66M
Calls: $5.97M (56%)
Puts: $4.70M (44%)
Current vs Prior 7-Day Avg +51.50%
Calls: +77.04%
Puts: +19.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.58
Prior (07/30) 1.09
Current vs Prior -47.22%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -23.49%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 503,051
Calls: 299,194 (59%)
Puts: 203,857 (41%)
Prior (07/30) 520,597
Calls: 306,210 (59%)
Puts: 214,387 (41%)
Current vs Prior -3.37%
Prior 7-Day Total 3,290,758
Calls: 1,942,293 (59%)
Puts: 1,348,465 (41%)
Prior 7-Day Average 470,108
Calls: 277,470 (59%)
Puts: 192,637 (41%)
Current vs Prior 7-Day Avg +7.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.22% | 4.57%11.16% | 15.56%
Prior 2.40% | 4.94%11.14% | 15.89%
Current vs Prior +90.77% | +109.42%+0.23% | -2.10%
Prior 7-Day Avg 3.44% | 5.71%11.65% | 16.52%
Current vs 7-Day Avg +32.99% | +81.19%-4.20% | -5.78%
Prior 7-Day Eod 2.40% | 4.94%11.14% | 15.89%
Current vs 7-Day Eod +90.77% | +109.42%+0.23% | -2.10%
Sentiment BEARISHBEARISH

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 65% call dollar volume ($10.56M). Dollar volume significantly above 7-day average (51% higher). Above-average activity with volume up 54% vs prior. Bullish P/C ratio of 0.58.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 38 of results (avg 7.4%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 215.655.85$5.753.5%2460.50123
$109.00Aug 2110.1510.60$10.384.3%6000.7013
$110.00Aug 76.406.75$6.585.3%3250.85128
$120.00Aug 214.404.65$4.535.5%5320.4310.3K
$116.00Aug 216.106.45$6.285.6%1310.531.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 216.356.60$6.483.9%1350.50136
$120.00Aug 218.008.35$8.184.3%510.573.4K
$122.00Aug 219.209.65$9.434.8%50.622
$113.00Aug 214.404.65$4.535.5%60.40398
$114.00Aug 214.805.10$4.956.1%140.42226

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.94, cheapest $0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 70.871.01$0.9414.9%6110.27463
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 88 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 3119.4522.10$20.7812.8%31.004
$102.00Jul 3112.5516.15$14.3525.1%41.001
$103.00Jul 3111.5515.15$13.3527.0%41.00--
$105.00Jul 319.3513.10$11.2333.4%291.0033
$106.00Jul 318.5511.60$10.0730.3%11.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 312.854.55$3.7045.9%21.00--
$121.00Jul 314.156.20$5.1839.6%11.00--
$123.00Jul 316.108.30$7.2030.6%11.00--
$124.00Jul 316.609.30$7.9534.0%11.00--
$117.00Jul 310.281.23$0.76125.0%860.88155

Most actively traded options today. High liquidity = easy entry/exit. 269 active (total vol 26.7K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Aug 72.302.55$2.4210.3%1.4K0.51265
$124.00Aug 70.250.39$0.3243.8%1.3K0.11450
$135.00Aug 281.191.55$1.3726.3%1.2K0.1769
$122.00Aug 70.440.56$0.5024.0%9550.17389
$116.00Jul 310.050.23$0.14128.6%9250.51790
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 215.305.65$5.486.4%1.4K0.452.6K
$114.00Jul 310.000.53$0.27196.3%1.2K0.20675
$110.00Aug 213.203.50$3.359.0%8520.328.4K
$100.00Aug 210.961.11$1.0414.4%6720.124.0K
$95.00Aug 210.380.55$0.4736.2%5180.061.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 798.8%, max 3390.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$128.00Jul 31Sep 41332.7%48.6%2643.4%2268
$109.00Jul 31Sep 111036.2%45.8%2160.1%46--
$129.00Jul 31Aug 141091.1%62.8%1638.2%81330
$125.00Jul 31Aug 28867.7%51.6%1582.4%56741
$100.00Jul 31Aug 21938.4%57.0%1546.9%331.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$101.00Jul 31Sep 41736.6%49.8%3390.7%419
$104.00Jul 31Aug 281479.2%51.4%2777.7%35327
$109.00Jul 31Aug 281036.2%51.7%1904.6%151.5K
$100.00Jul 31Sep 11938.4%50.2%1769.7%101
$95.00Jul 31Aug 28932.9%56.9%1540.3%1055

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 143 found (best R:R 29.77, avg 3.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$132.00$135.00Aug 14$0.19$2.81$0.1914.79$132.19
$124.00$125.00Aug 7$0.10$0.90$0.109.00$124.10
$123.00$124.00Aug 7$0.11$0.89$0.118.09$123.11
$129.00$130.00Aug 7$0.13$0.87$0.136.69$129.13
$130.00$135.00Aug 28$0.68$4.32$0.686.35$130.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Aug 7$0.13$3.87$0.1329.77$98.87
$99.00$95.00Aug 28$0.26$3.74$0.2614.38$98.74
$117.00$116.00Aug 14$0.10$0.90$0.109.00$116.90
$100.00$99.00Aug 21$0.10$0.90$0.109.00$99.90
$97.50$95.00Aug 21$0.27$2.23$0.278.26$97.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 176 found (best R:R 13.71, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 7$4.66$4.66$0.3413.71$104.66
$120.00$121.00Sep 4$0.90$0.90$0.109.00$120.90
$107.00$108.00Jul 31$0.88$0.88$0.127.33$107.88
$117.00$118.00Aug 14$0.88$0.88$0.127.33$117.88
$106.00$107.00Jul 31$0.87$0.87$0.136.69$106.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$133.00$122.00Aug 7$10.05$10.05$0.9510.58$122.95
$114.00$113.00Aug 14$0.78$0.78$0.223.55$113.22
$121.00$120.00Aug 7$0.76$0.76$0.243.17$120.24
$124.00$123.00Jul 31$0.75$0.75$0.253.00$123.25
$96.00$95.00Jul 31$0.74$0.74$0.262.85$95.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.07, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Aug 14Aug 21$0.0767.1%56.0%
$126.00Jul 31Aug 7$0.15415.6%38.3%
$100.00Jul 31Aug 7$0.20938.4%52.3%
$110.00Jul 31Aug 7$0.28282.7%38.4%
$124.00Jul 31Aug 7$0.31343.3%38.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 31Aug 7$0.09496.2%40.9%
$106.00Jul 31Aug 7$0.17453.5%42.9%
$107.00Jul 31Aug 7$0.18410.9%39.9%
$108.00Jul 31Aug 7$0.25401.5%39.2%
$121.00Jul 31Aug 7$0.30229.1%37.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 0.24% of stock, avg 9.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.00Jul 31$0.14$0.14$0.28$115.72$116.280.24%
$117.00Jul 31$0.06$0.76$0.82$116.18$117.820.71%
$115.00Jul 31$1.27$0.01$1.28$113.72$116.281.10%
$114.00Jul 31$2.09$0.27$2.36$111.64$116.362.03%
$113.00Jul 31$3.43$0.01$3.44$109.56$116.442.97%
$120.00Jul 31$0.01$3.70$3.71$116.29$123.713.20%
$112.00Jul 31$4.13$0.01$4.14$107.86$116.143.57%
$116.00Aug 7$2.42$2.33$4.75$111.25$120.754.10%
$117.00Aug 7$1.97$2.84$4.81$112.19$121.814.15%
$115.00Aug 7$2.97$1.85$4.82$110.18$119.824.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 0.17% of stock, avg 5.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$116.00Jul 31$0.06$0.14$0.20$115.80$117.20
$117.00$114.00Jul 31$0.06$0.27$0.33$113.67$117.33
$129.00$116.00Jul 31$0.47$0.14$0.61$115.39$129.61
$125.00$116.00Jul 31$0.50$0.14$0.64$115.36$125.64
$129.00$114.00Jul 31$0.47$0.27$0.74$113.26$129.74
$125.00$114.00Jul 31$0.50$0.27$0.77$113.23$125.77
$117.00$109.00Jul 31$0.06$1.07$1.13$107.87$118.13
$117.00$104.00Jul 31$0.06$1.07$1.13$102.87$118.13
$117.00$101.00Jul 31$0.06$1.06$1.12$99.88$118.12
$128.00$116.00Jul 31$1.07$0.14$1.21$114.79$129.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 235 found (best R:R 22.81, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/99100/105Aug 7$4.79$0.2122.81$94.21$104.79
95/98100/105Aug 21$4.62$0.3812.16$92.88$104.62
98/99100/105Aug 21$4.55$0.4510.11$94.45$104.55
112/113114/115Aug 7$0.90$0.109.00$112.10$114.90
103/104113/114Aug 14$0.90$0.109.00$103.10$113.90
109/110112/113Aug 7$0.89$0.118.09$109.11$112.89
99/100113/114Aug 14$0.89$0.118.09$99.11$113.89
108/109115/116Aug 14$0.89$0.118.09$108.11$115.89
102/103112/113Aug 7$0.88$0.127.33$102.12$112.88
108/109112/113Aug 7$0.88$0.127.33$108.12$112.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Aug 7$0.05$0.9519.00
$105.00$106.00$107.00Aug 7$0.06$0.9415.67
$117.00$118.00$119.00Aug 21$0.06$0.9415.67
$115.00$116.00$117.00Aug 21$0.07$0.9313.29
$123.00$124.00$125.00Aug 21$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Aug 28$0.05$0.9519.00
$106.00$107.00$108.00Aug 7$0.06$0.9415.67
$114.00$115.00$116.00Aug 21$0.06$0.9415.67
$100.00$101.00$102.00Aug 7$0.07$0.9313.29
$114.00$115.00$116.00Aug 7$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. 76 found (best net $-0.32, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$109.00$120.001:2Sep 11-$0.32$10.68
$105.00$113.001:2Aug 28-$3.10$4.90
$130.00$135.001:2Aug 21-$0.34$4.66
$130.00$135.001:2Aug 28-$0.69$4.31
$121.00$127.001:2Sep 4-$1.76$4.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$99.00$95.001:2Aug 28-$0.53$3.47
$125.00$119.001:2Aug 14-$2.55$3.45
$98.00$95.001:2Aug 14-$0.07$2.93
$100.00$96.001:2Jul 31-$1.45$2.55
$97.50$95.001:2Aug 21-$0.20$2.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 5.43%, avg 2.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$116.00Aug 28$6.300.530.0%5.43%5.44%1157
$116.00Aug 21$6.100.530.0%5.26%5.27%1311.6K
$117.00Aug 28$6.050.510.9%5.22%6.09%5811
$117.00Sep 4$5.800.510.9%5.00%5.87%15
$117.00Aug 21$5.650.500.9%4.87%5.74%246123
$118.00Aug 28$5.500.491.7%4.74%6.47%50215
$116.00Aug 14$5.350.520.0%4.61%4.62%1378
$118.00Aug 21$5.150.471.7%4.44%6.17%145191
$120.00Sep 4$5.150.453.5%4.44%7.90%32
$117.00Aug 14$5.000.500.9%4.31%5.18%4126

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 28,339
Total Puts 16,363
Put/Call Ratio 0.58
Net Difference 11,976

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 120,729
Total Puts 86,461
Average Put/Call Ratio 0.75
Ratio Trend Falling

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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