Tour v422
DELL
DELL TECHNOLOGIES IN C
$426.91 -2.42%
$422.70 (-0.99%)🌙
as of 07/27 06:25 PM
7/27 18:25

Option Volume

Detail
Current (07/27) 44,095
Calls: 20,196 (46%)
Puts: 23,899 (54%)
Prior (07/24) 96,295
Calls: 35,962 (37%)
Puts: 60,333 (63%)
Current vs Prior -54.21%
Calls: -43.84% (Calls)
Puts: -60.39% (Puts)
Prior 7-Day Total 519,682
Calls: 240,385 (46%)
Puts: 279,297 (54%)
Prior 7-Day Average 74,240
Calls: 34,340 (46%)
Puts: 39,899 (54%)
Current vs Prior 7-Day Avg -40.61%
Calls: -41.19%
Puts: -40.10%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $76.38M
Calls: $48.42M (63%)
Puts: $27.96M (37%)
Prior (07/24) $103.62M
Calls: $57.22M (55%)
Puts: $46.39M (45%)
Current vs Prior -26.29%
Calls: -15.39%
Puts: -39.73%
Prior 7-Day Total $800.21M
Calls: $461.43M (58%)
Puts: $338.78M (42%)
Prior 7-Day Average $114.32M
Calls: $65.92M (58%)
Puts: $48.40M (42%)
Current vs Prior 7-Day Avg -33.19%
Calls: -26.55%
Puts: -42.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 1.18
Prior (07/24) 1.68
Current vs Prior -29.47%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg +0.37%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 242,171
Calls: 133,680 (55%)
Puts: 108,491 (45%)
Prior (07/24) 276,008
Calls: 146,990 (53%)
Puts: 129,018 (47%)
Current vs Prior -12.26%
Prior 7-Day Total 1,964,566
Calls: 1,110,485 (57%)
Puts: 854,081 (43%)
Prior 7-Day Average 280,652
Calls: 158,640 (57%)
Puts: 122,011 (43%)
Current vs Prior 7-Day Avg -13.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.48% | 12.41%17.75% | 28.47%
Prior 8.89% | 12.74%18.53% | 28.53%
Current vs Prior -4.58% | -2.58%-4.19% | -0.23%
Prior 7-Day Avg 7.00% | 11.93%14.73% | 27.25%
Current vs 7-Day Avg +21.11% | +4.04%+20.51% | +4.48%
Prior 7-Day Eod 8.89% | 12.74%18.53% | 28.53%
Current vs 7-Day Eod -4.58% | -2.58%-4.19% | -0.23%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.80% | 4.33%
Calls: 6.38% | 4.06%
Puts: 5.23% | 4.61%
Prior 5.80% | 4.33%
Calls: 6.38% | 4.06%
Puts: 5.23% | 4.61%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 5.10% | 4.23%
Calls: 4.33% | 4.37%
Puts: 5.89% | 4.10%
Current vs 7-Day Avg +13.66% | +2.43%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($48.42M). Below-average activity with volume down 54% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio dropping 29% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 228 of results (avg 6.6%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2157.5559.70$58.633.7%100.70549
$370.00Aug 2171.2073.90$72.553.7%50.77160
$400.00Aug 1446.8048.60$47.703.8%300.67--
$380.00Aug 2868.0070.80$69.404.0%10.72--
$440.00Aug 2131.5532.85$32.204.0%1520.491.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 2192.2094.30$93.252.3%30.76--
$500.00Aug 2184.1086.35$85.232.6%20.73162
$505.00Aug 2188.0090.55$89.282.9%80.74--
$455.00Aug 2152.1553.75$52.953.0%20.57--
$400.00Aug 2124.0024.75$24.383.1%1660.341.3K

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

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Jul 310.871.00$0.9413.8%6890.041.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 123 found (avg delta 0.65, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$342.50Jul 3183.2086.85$85.034.3%11.00--
$360.00Jul 3166.3070.05$68.185.5%330.9321
$370.00Jul 3157.7060.80$59.255.2%30.9010
$372.50Jul 3154.7058.60$56.656.9%20.901
$350.00Aug 778.4582.55$80.505.1%10.894
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$507.50Jul 3179.4583.15$81.304.6%10.96--
$510.00Jul 3181.8584.95$83.403.7%20.9612
$505.00Jul 3177.0580.15$78.603.9%40.944
$492.50Jul 3165.2068.90$67.055.5%10.921
$510.00Aug 2192.2094.30$93.252.3%30.76--

Most actively traded options today. High liquidity = easy entry/exit. 378 active (total vol 24.7K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 311.001.19$1.1017.3%1.1K0.061.6K
$405.00Jul 3129.7532.10$30.937.6%1.0K0.71178
$410.00Jul 3125.8027.90$26.857.8%1.0K0.6796
$450.00Jul 317.958.95$8.4511.8%5330.32603
$460.00Jul 315.506.55$6.0317.4%5000.25580
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Jul 315.356.10$5.7313.1%1.0K0.21245
$350.00Jul 310.551.00$0.7857.7%7850.04799
$355.00Jul 310.871.00$0.9413.8%6890.041.5K
$370.00Jul 311.782.18$1.9820.2%5680.09502
$380.00Jul 312.813.25$3.0314.5%5640.13631

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 83 strikes (avg 14.2%, max 30.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Jul 31Aug 21107.4%87.2%23.2%3621
$370.00Jul 31Aug 21106.0%86.9%21.9%8170
$380.00Jul 31Aug 28103.2%85.6%20.5%325
$417.50Jul 31Aug 2198.8%83.7%18.1%23235
$390.00Jul 31Aug 21100.4%85.1%18.0%19641
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Jul 31Aug 28113.4%87.1%30.2%152324
$365.00Jul 31Aug 28107.4%86.7%23.9%129384
$372.50Jul 31Aug 21105.0%85.9%22.2%30116
$382.50Jul 31Aug 21103.2%85.6%20.5%62384
$377.50Jul 31Aug 21103.3%85.9%20.3%3973

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 312 found (best R:R 24.00, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$497.50$500.00Jul 31$0.12$2.38$0.1219.83$497.62
$482.50$485.00Jul 31$0.15$2.35$0.1515.67$482.65
$495.00$497.50Jul 31$0.16$2.34$0.1614.63$495.16
$492.50$495.00Jul 31$0.16$2.34$0.1614.62$492.66
$490.00$492.50Jul 31$0.18$2.32$0.1812.89$490.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$357.50$355.00Jul 31$0.10$2.40$0.1024.00$357.40
$355.00$352.50Jul 31$0.13$2.37$0.1318.23$354.87
$360.00$357.50Jul 31$0.15$2.35$0.1515.67$359.85
$367.50$365.00Jul 31$0.18$2.32$0.1812.89$367.32
$362.50$360.00Jul 31$0.20$2.30$0.2011.50$362.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 357 found (best R:R 25.92, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$342.50$360.00Jul 31$16.85$16.85$0.6525.92$359.35
$382.50$385.00Jul 31$2.27$2.27$0.239.87$384.77
$387.50$390.00Jul 31$2.25$2.25$0.259.00$389.75
$360.00$370.00Jul 31$8.93$8.93$1.078.35$368.93
$380.00$382.50Jul 31$2.23$2.23$0.278.26$382.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$505.00$492.50Jul 31$11.55$11.55$0.9512.16$493.45
$492.50$460.00Jul 31$28.60$28.60$3.907.33$463.90
$510.00$507.50Jul 31$2.10$2.10$0.405.25$507.90
$440.00$437.50Aug 21$2.08$2.08$0.424.95$437.92
$505.00$500.00Aug 21$4.05$4.05$0.954.26$500.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 84 found (avg debit $7.39, cheapest $2.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Jul 31Aug 7$3.3996.3%87.2%
$505.00Jul 31Aug 7$3.5298.5%86.5%
$360.00Jul 31Aug 7$3.77107.4%92.4%
$500.00Jul 31Aug 7$4.0396.1%86.6%
$495.00Jul 31Aug 7$4.4096.1%86.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Jul 31Aug 7$2.20113.4%94.4%
$350.00Jul 31Aug 7$2.57111.3%93.7%
$355.00Jul 31Aug 7$3.01108.7%93.2%
$360.00Jul 31Aug 7$3.41107.4%92.4%
$365.00Jul 31Aug 7$3.81107.4%92.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 8.09% of stock, avg 15.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$422.50Jul 31$19.45$15.08$34.53$387.97$457.038.09%
$427.50Jul 31$17.08$17.60$34.68$392.82$462.188.12%
$430.00Jul 31$15.83$18.85$34.68$395.32$464.688.12%
$425.00Jul 31$18.60$16.27$34.87$390.13$459.878.17%
$420.00Jul 31$21.20$13.80$35.00$385.00$455.008.20%
$432.50Jul 31$14.73$20.30$35.03$397.47$467.538.21%
$417.50Jul 31$22.13$12.98$35.11$382.39$452.618.22%
$435.00Jul 31$13.85$21.63$35.48$399.52$470.488.31%
$437.50Jul 31$12.77$23.05$35.82$401.68$473.328.39%
$440.00Jul 31$11.50$24.53$36.03$403.97$476.038.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 5.73% of stock, avg 13.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$417.50Jul 31$11.50$12.98$24.48$393.02$464.48
$440.00$420.00Jul 31$11.50$13.80$25.30$394.70$465.30
$437.50$417.50Jul 31$12.77$12.98$25.75$391.75$463.25
$437.50$420.00Jul 31$12.77$13.80$26.57$393.43$464.07
$440.00$422.50Jul 31$11.50$15.08$26.58$395.92$466.58
$435.00$417.50Jul 31$13.85$12.98$26.83$390.67$461.83
$435.00$420.00Jul 31$13.85$13.80$27.65$392.35$462.65
$432.50$417.50Jul 31$14.73$12.98$27.71$389.79$460.21
$440.00$425.00Jul 31$11.50$16.27$27.77$397.23$467.77
$437.50$422.50Jul 31$12.77$15.08$27.85$394.65$465.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 477 found (best R:R 40.67, avg credit $4.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
415/420435/440Sep 4$4.88$0.1240.67$415.12$439.88
358/360388/390Jul 31$2.40$0.1024.00$357.60$389.90
365/370380/385Aug 7$4.80$0.2024.00$365.20$384.80
352/355388/390Jul 31$2.38$0.1219.83$352.62$389.88
358/360380/382Jul 31$2.38$0.1219.83$357.62$382.38
368/370372/375Jul 31$2.38$0.1219.83$367.62$374.88
360/365380/385Aug 7$4.75$0.2519.00$360.25$384.75
355/358382/385Jul 31$2.37$0.1318.23$355.13$384.87
360/362372/375Jul 31$2.37$0.1318.23$360.13$374.87
362/365372/375Jul 31$2.37$0.1318.23$362.63$374.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 134 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$485.00$490.00Aug 28$0.07$4.9370.43
$455.00$457.50$460.00Jul 31$0.05$2.4549.00
$480.00$485.00$490.00Aug 14$0.10$4.9049.00
$465.00$470.00$475.00Aug 14$0.11$4.8944.45
$420.00$425.00$430.00Aug 28$0.11$4.8944.45
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$405.00$410.00Aug 28$0.05$4.9599.00
$345.00$350.00$355.00Aug 7$0.08$4.9261.50
$350.00$355.00$360.00Sep 4$0.08$4.9261.50
$440.00$445.00$450.00Aug 28$0.09$4.9154.56
$450.00$455.00$460.00Jul 31$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. 42 found (best net $-9.85, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$500.001:2Sep 4-$18.51$11.49
$500.00$510.001:2Aug 14-$6.12$3.88
$490.00$500.001:2Aug 14-$7.46$2.54
$505.00$507.501:2Jul 31-$0.36$2.14
$507.50$510.001:2Jul 31-$0.71$1.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$492.50$460.001:2Jul 31-$9.85$22.65
$350.00$345.001:2Aug 7-$2.31$2.69
$355.00$350.001:2Aug 7-$2.75$2.25
$347.50$345.001:2Jul 31-$0.56$1.94
$350.00$347.501:2Jul 31-$0.62$1.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 118 found (best yield 11.72%, avg 4.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Sep 4$50.050.560.7%11.72%12.45%25--
$435.00Sep 4$47.850.541.9%11.21%13.10%3--
$440.00Sep 4$45.700.533.1%10.70%13.77%29
$445.00Sep 4$43.250.514.2%10.13%14.37%1--
$450.00Sep 4$41.250.505.4%9.66%15.07%24
$430.00Aug 28$39.900.540.7%9.35%10.07%651
$465.00Sep 4$36.300.458.9%8.50%17.43%1--
$440.00Aug 28$35.400.503.1%8.29%11.36%8079
$430.00Aug 21$35.250.530.7%8.26%8.98%47453
$470.00Sep 4$34.650.4410.1%8.12%18.21%4--

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 20,196
Total Puts 23,899
Put/Call Ratio 1.18
Net Difference -3,703

Prior's Put/Call Breakdown

Total Calls 35,962
Total Puts 60,333
Put/Call Ratio 1.68
Net Difference -24,371

Prior 7-Day Put/Call Summary

Total Calls 240,385
Total Puts 279,297
Average Put/Call Ratio 1.18
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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