Tour v381
DELL
DELL TECHNOLOGIES IN C
$404.15 +6.01%
$426.00 (+5.41%)🌙
as of 07/21 06:25 PM
7/21 18:25

Option Volume

Detail
Current (07/21) 38,188
Calls: 17,194 (45%)
Puts: 20,994 (55%)
Prior (07/20) 45,078
Calls: 21,152 (47%)
Puts: 23,926 (53%)
Current vs Prior -15.28%
Calls: -18.71% (Calls)
Puts: -12.25% (Puts)
Prior 7-Day Total 529,918
Calls: 276,527 (52%)
Puts: 253,391 (48%)
Prior 7-Day Average 75,702
Calls: 39,503 (52%)
Puts: 36,198 (48%)
Current vs Prior 7-Day Avg -49.56%
Calls: -56.48%
Puts: -42.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $92.70M
Calls: $32.53M (35%)
Puts: $60.17M (65%)
Prior (07/20) $106.02M
Calls: $56.44M (53%)
Puts: $49.58M (47%)
Current vs Prior -12.56%
Calls: -42.37%
Puts: +21.36%
Prior 7-Day Total $938.64M
Calls: $587.08M (63%)
Puts: $351.55M (37%)
Prior 7-Day Average $134.09M
Calls: $83.87M (63%)
Puts: $50.22M (37%)
Current vs Prior 7-Day Avg -30.87%
Calls: -61.22%
Puts: +19.81%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.22
Prior (07/20) 1.13
Current vs Prior +7.94%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg +30.21%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 226,242
Calls: 133,518 (59%)
Puts: 92,724 (41%)
Prior (07/20) 233,301
Calls: 125,152 (54%)
Puts: 108,149 (46%)
Current vs Prior -3.03%
Prior 7-Day Total 2,109,660
Calls: 1,240,706 (59%)
Puts: 868,954 (41%)
Prior 7-Day Average 301,380
Calls: 177,243 (59%)
Puts: 124,136 (41%)
Current vs Prior 7-Day Avg -24.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.14% | 11.96%19.62% | 29.49%
Prior 8.58% | 12.85%20.43% | 30.19%
Current vs Prior -16.84% | -6.95%-3.96% | -2.31%
Prior 7-Day Avg 7.50% | 12.00%7.95% | 23.38%
Current vs 7-Day Avg -4.86% | -0.31%+146.89% | +26.15%
Prior 7-Day Eod 8.58% | 12.85%20.43% | 30.19%
Current vs 7-Day Eod -16.84% | -6.95%-3.96% | -2.31%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.58% | 4.15%
Calls: 2.79% | 4.60%
Puts: 6.38% | 3.71%
Prior 4.58% | 4.15%
Calls: 2.79% | 4.60%
Puts: 6.38% | 3.71%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 4.58% | 4.15%
Calls: 2.79% | 4.60%
Puts: 6.38% | 3.71%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($60.17M). Bearish P/C ratio of 1.22 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 248 of results (avg 6.2%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Aug 2148.4049.85$49.133.0%90.6318
$395.00Aug 2143.2044.55$43.883.1%110.598
$372.50Aug 2155.5557.35$56.453.2%40.68--
$365.00Aug 2863.7565.95$64.853.4%10.69--
$370.00Aug 2156.8558.85$57.853.5%70.69--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 2159.4060.85$60.132.4%30.59--
$430.00Aug 2152.9054.35$53.632.7%30.55272
$450.00Aug 757.7059.40$58.552.9%10.696
$445.00Aug 754.1055.70$54.902.9%10.67--
$455.00Aug 2169.3071.35$70.322.9%50.64--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.96, cheapest $0.96)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 240.861.05$0.9619.8%6110.071.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 141 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 2467.6071.35$69.475.4%11.00--
$337.50Jul 2465.1568.25$66.704.6%21.003
$345.00Jul 2457.9561.00$59.485.1%30.944
$350.00Jul 2453.2056.30$54.755.7%50.9341
$362.50Jul 2441.7044.90$43.307.4%10.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Jul 2460.5063.60$62.055.0%30.9526
$457.50Jul 2453.3556.55$54.955.8%20.9373
$450.00Jul 2446.4549.30$47.886.0%20.89128
$447.50Jul 2444.1047.25$45.686.9%40.8816
$445.00Jul 2441.9045.05$43.477.2%280.8746

Most actively traded options today. High liquidity = easy entry/exit. 390 active (total vol 19.4K, top 915)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 241.581.75$1.6710.2%8800.11925
$460.00Jul 240.861.05$0.9619.8%6110.071.0K
$405.00Jul 2412.5013.90$13.2010.6%5020.50387
$410.00Jul 2410.4011.40$10.909.2%4990.45662
$395.00Jul 3127.2529.20$28.236.9%4880.5970
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Jul 242.853.30$3.0814.6%9150.151.5K
$380.00Jul 244.755.30$5.0310.9%8910.23419
$350.00Jul 240.961.04$1.008.0%8740.06633
$390.00Jul 247.458.45$7.9512.6%5520.331.0K
$400.00Jul 2411.3012.00$11.656.0%3140.44504

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 95 strikes (avg 14.3%, max 31.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Jul 24Aug 28108.0%84.8%27.4%44
$350.00Jul 24Aug 28105.5%85.0%24.1%641
$480.00Jul 24Aug 28100.8%82.7%21.9%85506
$365.00Jul 24Aug 28101.2%83.4%21.4%218
$375.00Jul 24Aug 2899.7%83.0%20.2%1546
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 24Aug 28113.7%86.4%31.5%96520
$330.00Jul 24Aug 28111.3%85.4%30.4%230810
$335.00Jul 24Aug 28111.8%85.8%30.3%249343
$340.00Jul 24Aug 28109.3%85.6%27.7%2731.4K
$345.00Jul 24Aug 28108.0%84.8%27.4%122299

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 312 found (best R:R 21.73, avg 2.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$462.50$465.00Jul 24$0.11$2.39$0.1121.73$462.61
$460.00$462.50Jul 24$0.12$2.38$0.1219.83$460.12
$457.50$460.00Jul 24$0.14$2.36$0.1416.86$457.64
$455.00$457.50Jul 24$0.15$2.35$0.1515.67$455.15
$480.00$482.50Jul 24$0.16$2.34$0.1614.63$480.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$337.50Jul 24$0.13$2.37$0.1318.23$339.87
$355.00$352.50Jul 24$0.13$2.37$0.1318.23$354.87
$352.50$350.00Jul 24$0.16$2.34$0.1614.63$352.34
$327.50$325.00Jul 24$0.16$2.34$0.1614.62$327.34
$350.00$347.50Jul 24$0.17$2.33$0.1713.71$349.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 367 found (best R:R 25.79, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$337.50$345.00Jul 24$7.22$7.22$0.2825.79$344.72
$345.00$350.00Jul 24$4.73$4.73$0.2717.52$349.73
$350.00$362.50Jul 24$11.45$11.45$1.0510.90$361.45
$362.50$365.00Jul 24$2.20$2.20$0.307.33$364.70
$372.50$375.00Jul 24$2.10$2.10$0.405.25$374.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$465.00$457.50Jul 24$7.10$7.10$0.4017.75$457.90
$457.50$450.00Jul 24$7.07$7.07$0.4316.44$450.43
$440.00$437.50Jul 31$2.29$2.29$0.2110.90$437.71
$447.50$445.00Jul 24$2.21$2.21$0.297.62$445.29
$450.00$447.50Jul 24$2.20$2.20$0.307.33$447.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 95 found (avg debit $7.62, cheapest $1.97)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Aug 14Aug 21$2.5789.7%86.6%
$480.00Jul 24Jul 31$2.86100.8%85.7%
$475.00Jul 24Jul 31$3.4295.2%86.0%
$470.00Jul 24Jul 31$3.8195.9%85.7%
$472.50Jul 24Jul 31$3.9386.8%86.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 24Jul 31$1.97113.7%95.3%
$330.00Jul 24Jul 31$2.38111.3%94.7%
$335.00Jul 24Jul 31$2.81111.8%94.5%
$337.50Jul 24Jul 31$3.11107.8%94.2%
$340.00Jul 24Jul 31$3.23109.3%93.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 129 found (cheapest 6.79% of stock, avg 14.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$405.00Jul 24$13.20$14.25$27.45$377.55$432.456.79%
$407.50Jul 24$11.83$15.65$27.48$380.02$434.986.80%
$400.00Jul 24$15.90$11.65$27.55$372.45$427.556.82%
$402.50Jul 24$14.60$12.95$27.55$374.95$430.056.82%
$410.00Jul 24$10.90$16.83$27.73$382.27$437.736.86%
$412.50Jul 24$9.80$18.23$28.03$384.47$440.536.94%
$397.50Jul 24$17.50$10.70$28.20$369.30$425.706.98%
$415.00Jul 24$8.77$19.70$28.47$386.53$443.477.04%
$395.00Jul 24$18.80$9.80$28.60$366.40$423.607.08%
$392.50Jul 24$20.33$8.80$29.13$363.37$421.637.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 4.39% of stock, avg 12.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$417.50$395.00Jul 24$7.95$9.80$17.75$377.25$435.25
$415.00$395.00Jul 24$8.77$9.80$18.57$376.43$433.57
$417.50$397.50Jul 24$7.95$10.70$18.65$378.85$436.15
$415.00$397.50Jul 24$8.77$10.70$19.47$378.03$434.47
$412.50$395.00Jul 24$9.80$9.80$19.60$375.40$432.10
$417.50$400.00Jul 24$7.95$11.65$19.60$380.40$437.10
$415.00$400.00Jul 24$8.77$11.65$20.42$379.58$435.42
$412.50$397.50Jul 24$9.80$10.70$20.50$377.00$433.00
$410.00$395.00Jul 24$10.90$9.80$20.70$374.30$430.70
$417.50$402.50Jul 24$7.95$12.95$20.90$381.60$438.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 459 found (best R:R 61.50, avg credit $3.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
325/328338/345Jul 24$7.38$0.1261.50$320.12$344.88
325/328345/350Jul 24$4.89$0.1144.45$322.61$349.89
345/350365/370Aug 21$4.88$0.1240.67$345.12$369.88
370/375380/385Aug 7$4.87$0.1337.46$370.13$384.87
338/340345/350Jul 24$4.86$0.1434.71$335.14$349.86
360/365380/385Aug 21$4.85$0.1532.33$360.15$384.85
350/355360/365Aug 21$4.84$0.1630.25$350.16$364.84
370/375380/385Aug 14$4.82$0.1826.78$370.18$384.82
345/350380/385Aug 21$4.80$0.2024.00$345.20$384.80
330/332362/365Jul 24$2.38$0.1219.83$330.12$364.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 137 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$435.00$440.00$445.00Aug 21$0.05$4.9599.00
$470.00$475.00$480.00Aug 21$0.08$4.9261.50
$340.00$350.00$360.00Aug 21$0.17$9.8357.82
$440.00$445.00$450.00Aug 28$0.09$4.9154.56
$445.00$450.00$455.00Aug 21$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$430.00$440.00$450.00Aug 21$0.19$9.8151.63
$337.50$340.00$342.50Jul 24$0.05$2.4549.00
$387.50$390.00$392.50Jul 24$0.05$2.4549.00
$395.00$397.50$400.00Jul 24$0.05$2.4549.00
$350.00$355.00$360.00Aug 21$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-12.82, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$380.001:2Aug 14-$12.82$37.18
$465.00$467.501:2Jul 24-$0.07$2.43
$480.00$482.501:2Jul 24-$0.10$2.40
$475.00$480.001:2Jul 31-$2.73$2.27
$475.00$477.501:2Jul 24-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$425.001:2Aug 28-$19.90$30.10
$340.00$330.001:2Aug 7-$3.96$6.04
$335.00$325.001:2Aug 14-$6.01$3.99
$330.00$325.001:2Jul 31-$1.72$3.28
$335.00$330.001:2Jul 31-$2.07$2.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 116 found (best yield 10.34%, avg 3.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$405.00Aug 28$41.800.550.2%10.34%10.55%325
$405.00Aug 21$38.450.550.2%9.51%9.72%281
$407.50Aug 21$37.150.540.8%9.19%10.02%5--
$410.00Aug 21$36.300.531.4%8.98%10.43%29552
$420.00Aug 28$35.450.493.9%8.77%12.69%134
$412.50Aug 21$34.850.522.1%8.62%10.69%1--
$415.00Aug 21$33.900.512.7%8.39%11.07%1--
$405.00Aug 14$33.350.540.2%8.25%8.46%546
$420.00Aug 21$32.050.493.9%7.93%11.85%81787
$430.00Aug 28$31.550.466.4%7.81%14.20%2--

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 17,194
Total Puts 20,994
Put/Call Ratio 1.22
Net Difference -3,800

Prior's Put/Call Breakdown

Total Calls 21,152
Total Puts 23,926
Put/Call Ratio 1.13
Net Difference -2,774

Prior 7-Day Put/Call Summary

Total Calls 276,527
Total Puts 253,391
Average Put/Call Ratio 0.94
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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