Tour v492
CSCO
CISCO SYS INC
$121.50 -0.20%
$122.50 (+0.82%)🌙
as of 08/05 06:37 PM
8/5 18:37

Option Volume

Detail
Current (08/05) 42,250
Calls: 27,606 (65%)
Puts: 14,644 (35%)
Prior (08/04) 72,662
Calls: 38,916 (54%)
Puts: 33,746 (46%)
Current vs Prior -41.85%
Calls: -29.06% (Calls)
Puts: -56.61% (Puts)
Prior 7-Day Total 266,612
Calls: 149,468 (56%)
Puts: 117,144 (44%)
Prior 7-Day Average 38,087
Calls: 21,352 (56%)
Puts: 16,734 (44%)
Current vs Prior 7-Day Avg +10.93%
Calls: +29.29%
Puts: -12.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $20.32M
Calls: $14.89M (73%)
Puts: $5.43M (27%)
Prior (08/04) $26.20M
Calls: $18.55M (71%)
Puts: $7.66M (29%)
Current vs Prior -22.46%
Calls: -19.73%
Puts: -29.07%
Prior 7-Day Total $103.26M
Calls: $64.17M (62%)
Puts: $39.09M (38%)
Prior 7-Day Average $14.75M
Calls: $9.17M (62%)
Puts: $5.58M (38%)
Current vs Prior 7-Day Avg +37.74%
Calls: +62.40%
Puts: -2.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.53
Prior (08/04) 0.87
Current vs Prior -38.83%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -33.82%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 576,487
Calls: 354,995 (62%)
Puts: 221,492 (38%)
Prior (08/04) 553,261
Calls: 354,891 (64%)
Puts: 198,370 (36%)
Current vs Prior +4.20%
Prior 7-Day Total 3,476,439
Calls: 2,107,067 (61%)
Puts: 1,369,372 (39%)
Prior 7-Day Average 496,634
Calls: 301,009 (61%)
Puts: 195,624 (39%)
Current vs Prior 7-Day Avg +16.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.96% | 9.20%10.12% | 15.11%
Prior 3.72% | 9.92%10.87% | 15.39%
Current vs Prior -20.37% | -7.27%-6.85% | -1.78%
Prior 7-Day Avg 3.74% | 7.52%11.26% | 15.98%
Current vs 7-Day Avg -20.81% | +22.33%-10.06% | -5.42%
Prior 7-Day Eod 3.72% | 9.92%10.87% | 15.39%
Current vs 7-Day Eod -20.37% | -7.27%-6.85% | -1.78%
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 73% call dollar volume ($14.89M). Below-average activity with volume down 42% vs prior. Bullish P/C ratio of 0.53. P/C ratio dropping 39% - sentiment shifting bullish.

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 14 of results (avg 8.1%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Aug 214.755.10$4.937.1%690.47390
$120.00Sep 188.559.20$8.887.3%1560.569.5K
$130.00Sep 184.655.05$4.858.2%2860.385.5K
$113.00Aug 1410.2511.25$10.759.3%10.76--
$112.00Aug 1410.9012.00$11.459.6%20.8062
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 189.259.70$9.484.7%400.53529
$120.00Sep 186.657.00$6.835.1%290.442.8K
$140.00Sep 1819.3520.80$20.087.2%670.7753
$135.00Sep 1815.4516.80$16.138.4%10.7069
$115.00Sep 184.504.90$4.708.5%640.342.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.91, cheapest $0.83)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Aug 70.901.05$0.9815.3%7150.371.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 70.750.90$0.8318.1%2220.33256

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 85 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 720.6523.60$22.1313.3%10.9930
$104.00Aug 716.1519.65$17.9019.6%40.9919
$103.00Aug 717.5520.75$19.1516.7%10.9949
$110.00Aug 710.1513.60$11.8829.0%1930.98421
$114.00Aug 77.209.35$8.2826.0%1260.97311
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Aug 77.4510.65$9.0535.4%20.94--
$132.00Aug 78.4511.95$10.2034.3%20.92--
$145.00Sep 1822.8525.10$23.989.4%70.8376
$140.00Sep 1819.3520.80$20.087.2%670.7753
$124.00Aug 72.743.25$3.0017.0%140.7321

Most actively traded options today. High liquidity = easy entry/exit. 261 active (total vol 31.7K, top 3.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Aug 71.221.47$1.3518.5%3.6K0.473.7K
$140.00Aug 140.590.76$0.6825.0%2.3K0.11397
$127.00Aug 70.180.23$0.2123.8%1.2K0.10435
$130.00Aug 70.040.12$0.08100.0%1.1K0.043.4K
$126.00Aug 70.180.39$0.2972.4%1.1K0.14748
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Aug 71.131.31$1.2214.8%2.7K0.432.2K
$111.00Aug 70.020.17$0.10150.0%1.1K0.04149
$119.00Aug 70.480.66$0.5731.6%6790.24646
$104.00Aug 70.000.08$0.04200.0%4670.011.1K
$109.00Aug 140.841.50$1.1756.4%4160.15159

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 60.8%, max 157.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 7Sep 18116.6%45.4%157.0%113.2K
$145.00Aug 7Sep 18121.6%48.3%151.8%2041.6K
$100.00Aug 7Sep 18112.9%47.0%140.2%306.3K
$140.00Aug 7Sep 18109.8%48.4%126.8%1592.8K
$103.00Aug 7Sep 11106.9%50.2%112.9%249
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 7Sep 18116.6%45.4%157.0%1474.7K
$100.00Aug 7Sep 18112.9%47.0%140.2%3287.0K
$104.00Aug 7Sep 1198.4%44.1%123.3%4711.1K
$108.00Aug 7Aug 2892.7%53.3%73.9%2637
$107.00Aug 7Sep 485.4%53.8%59.0%18593

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 161 found (best R:R 14.38, avg 2.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$145.00Aug 21$0.34$4.66$0.3413.71$140.34
$140.00$142.00Aug 14$0.18$1.82$0.1810.11$140.18
$140.00$145.00Sep 4$0.46$4.54$0.469.87$140.46
$140.00$145.00Aug 28$0.52$4.48$0.528.62$140.52
$135.00$140.00Aug 28$0.73$4.27$0.735.85$135.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$102.00Aug 28$0.13$1.87$0.1314.38$103.87
$107.00$105.00Aug 21$0.21$1.79$0.218.52$106.79
$105.00$104.00Aug 7$0.12$0.88$0.127.33$104.88
$109.00$108.00Aug 21$0.12$0.88$0.127.33$108.88
$118.00$117.00Aug 7$0.13$0.87$0.136.69$117.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 193 found (best R:R 13.58, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$107.00Aug 21$6.52$6.52$0.4813.58$106.52
$100.00$112.00Aug 14$10.78$10.78$1.228.84$110.78
$110.00$113.00Aug 7$2.68$2.68$0.328.38$112.68
$100.00$105.00Sep 18$4.43$4.43$0.577.77$104.43
$105.00$110.00Sep 18$4.37$4.37$0.636.94$109.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$123.00Sep 11$1.83$1.83$0.1710.76$123.17
$131.00$124.00Aug 7$6.05$6.05$0.956.37$124.95
$115.00$114.00Sep 11$0.84$0.84$0.165.25$114.16
$123.00$122.00Sep 11$0.82$0.82$0.184.56$122.18
$140.00$135.00Sep 18$3.95$3.95$1.053.76$136.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $2.01, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Aug 7Aug 14$0.10112.9%79.3%
$145.00Aug 7Aug 21$0.51121.6%59.9%
$140.00Aug 7Aug 14$0.52109.8%70.4%
$134.00Aug 7Aug 14$0.87107.1%68.9%
$133.00Aug 7Aug 14$0.89110.1%69.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 14Aug 21$0.2073.7%61.8%
$103.00Aug 7Aug 14$0.29106.9%69.5%
$99.00Aug 21Aug 28$0.2957.6%56.3%
$100.00Aug 7Aug 14$0.31112.9%79.3%
$105.00Aug 7Aug 14$0.39116.6%71.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 2.52% of stock, avg 11.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$121.00Aug 7$1.84$1.22$3.06$117.94$124.062.52%
$122.00Aug 7$1.35$1.76$3.11$118.89$125.112.56%
$120.00Aug 7$2.49$0.83$3.32$116.68$123.322.73%
$123.00Aug 7$0.98$2.37$3.35$119.65$126.352.76%
$124.00Aug 7$0.66$3.00$3.66$120.34$127.663.01%
$119.00Aug 7$3.15$0.57$3.72$115.28$122.723.06%
$118.00Aug 7$4.28$0.38$4.66$113.34$122.663.84%
$117.00Aug 7$5.20$0.25$5.45$111.55$122.454.49%
$116.00Aug 7$5.80$0.16$5.96$110.04$121.964.91%
$115.00Aug 7$6.73$0.11$6.84$108.16$121.845.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.44% of stock, avg 6.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$126.00$117.00Aug 7$0.29$0.25$0.54$116.46$126.54
$126.00$118.00Aug 7$0.29$0.38$0.67$117.33$126.67
$125.00$117.00Aug 7$0.44$0.25$0.69$116.31$125.69
$125.00$118.00Aug 7$0.44$0.38$0.82$117.18$125.82
$126.00$119.00Aug 7$0.29$0.57$0.86$118.14$126.86
$124.00$117.00Aug 7$0.66$0.25$0.91$116.09$124.91
$125.00$119.00Aug 7$0.44$0.57$1.01$117.99$126.01
$124.00$118.00Aug 7$0.66$0.38$1.04$116.96$125.04
$126.00$120.00Aug 7$0.29$0.83$1.12$118.88$127.12
$123.00$117.00Aug 7$0.98$0.25$1.23$115.77$124.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 285 found (best R:R 24.00, avg credit $1.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
104/105117/120Sep 4$2.88$0.1224.00$102.12$119.88
104/105110/113Aug 7$2.80$0.2014.00$102.20$112.80
105/107117/120Sep 4$2.80$0.2014.00$104.20$119.80
108/109117/118Aug 14$0.90$0.109.00$108.10$117.90
108/109119/120Aug 14$0.90$0.109.00$108.10$119.90
110/111112/113Aug 14$0.90$0.109.00$110.10$112.90
109/110125/127Sep 11$1.79$0.218.52$108.21$126.79
99/100114/115Aug 21$0.89$0.118.09$99.11$114.89
113/114115/116Aug 21$0.89$0.118.09$113.11$115.89
106/107112/113Aug 14$0.88$0.127.33$106.12$112.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Sep 18$0.06$4.9482.33
$130.00$135.00$140.00Aug 21$0.15$4.8532.33
$116.00$120.00$124.00Sep 11$0.12$3.8832.33
$135.00$140.00$145.00Aug 28$0.21$4.7922.81
$135.00$140.00$145.00Sep 18$0.23$4.7720.74
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$106.00$107.00Aug 7$0.05$0.9519.00
$117.00$118.00$119.00Aug 7$0.06$0.9415.67
$120.00$121.00$122.00Aug 14$0.06$0.9415.67
$118.00$119.00$120.00Aug 7$0.07$0.9313.29
$121.00$122.00$123.00Aug 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. 91 found (best net $-0.67, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$112.001:2Aug 14-$0.67$11.33
$135.00$140.001:2Aug 21$0.00$5.00
$140.00$145.001:2Aug 7-$0.04$4.96
$140.00$145.001:2Aug 21-$0.27$4.73
$135.00$140.001:2Aug 7-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$125.001:2Sep 18-$2.83$7.17
$122.00$115.001:2Sep 4-$0.86$6.14
$105.00$100.001:2Sep 18-$0.33$4.67
$110.00$105.001:2Sep 18-$0.37$4.63
$115.00$110.001:2Sep 4-$0.96$4.04

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 5.47%, avg 2.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$122.00Sep 4$6.650.530.4%5.47%5.88%227
$123.00Sep 4$6.250.511.2%5.14%6.38%220
$125.00Sep 18$6.200.472.9%5.10%7.98%1873.3K
$124.00Sep 11$5.850.492.1%4.81%6.87%1003
$125.00Sep 11$5.850.482.9%4.81%7.70%357
$122.00Aug 28$5.800.510.4%4.77%5.19%4102
$122.00Aug 21$5.650.520.4%4.65%5.06%99227
$124.00Sep 4$5.500.482.1%4.53%6.58%1--
$123.00Aug 28$5.400.491.2%4.44%5.68%9356
$124.00Aug 28$5.350.472.1%4.40%6.46%7762

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 27,606
Total Puts 14,644
Put/Call Ratio 0.53
Net Difference 12,962

Prior's Put/Call Breakdown

Total Calls 38,916
Total Puts 33,746
Put/Call Ratio 0.87
Net Difference 5,170

Prior 7-Day Put/Call Summary

Total Calls 149,468
Total Puts 117,144
Average Put/Call Ratio 0.80
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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