Tour v528
DELL
DELL TECHNOLOGIES IN C
$575.31 +1.28%
$575.00 (-0.05%)🌙
as of 09/21 06:22 PM
9/21 18:22

Option Volume

Detail
Current (09/21) 88,425
Calls: 45,897 (52%)
Puts: 42,528 (48%)
Prior (09/18) 200,783
Calls: 87,345 (44%)
Puts: 113,438 (56%)
Current vs Prior -55.96%
Calls: -47.45% (Calls)
Puts: -62.51% (Puts)
Prior 7-Day Total 1,466,685
Calls: 708,912 (48%)
Puts: 757,773 (52%)
Prior 7-Day Average 209,526
Calls: 101,273 (48%)
Puts: 108,253 (52%)
Current vs Prior 7-Day Avg -57.80%
Calls: -54.68%
Puts: -60.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $160.41M
Calls: $101.75M (63%)
Puts: $58.67M (37%)
Prior (09/18) $297.28M
Calls: $192.24M (65%)
Puts: $105.04M (35%)
Current vs Prior -46.04%
Calls: -47.07%
Puts: -44.15%
Prior 7-Day Total $1.92B
Calls: $1.24B (64%)
Puts: $681.42M (36%)
Prior 7-Day Average $274.16M
Calls: $176.82M (64%)
Puts: $97.35M (36%)
Current vs Prior 7-Day Avg -41.49%
Calls: -42.46%
Puts: -39.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.93
Prior (09/18) 1.30
Current vs Prior -28.65%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -14.24%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/21) 327,394
Calls: 137,521 (42%)
Puts: 189,873 (58%)
Prior (09/18) 474,484
Calls: 223,682 (47%)
Puts: 250,802 (53%)
Current vs Prior -31.00%
Prior 7-Day Total 3,028,265
Calls: 1,357,916 (45%)
Puts: 1,670,349 (55%)
Prior 7-Day Average 432,609
Calls: 193,988 (45%)
Puts: 238,621 (55%)
Current vs Prior 7-Day Avg -24.32%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 5.59% | 8.51%12.78% | 21.16%
Prior 6.44% | 9.07%0.89% | 13.74%
Current vs Prior -13.22% | -6.09%+1328.57% | +54.04%
Prior 7-Day Avg 4.99% | 8.45%5.44% | 15.42%
Current vs 7-Day Avg +12.09% | +0.81%+134.83% | +37.20%
Prior 7-Day Eod 6.44% | 9.07%0.89% | 13.74%
Current vs 7-Day Eod -13.22% | -6.09%+1328.57% | +54.04%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.79% | 3.75%
Calls: 9.39% | 5.12%
Puts: 2.20% | 2.37%
Prior 5.79% | 3.75%
Calls: 9.39% | 5.12%
Puts: 2.20% | 2.37%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 4.25% | 5.55%
Calls: 5.37% | 5.55%
Puts: 3.13% | 5.55%
Current vs 7-Day Avg +36.28% | -32.38%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($101.75M). Below-average activity with volume down 56% vs prior. P/C ratio dropping 29% - sentiment shifting bullish. Declining open interest (down 31%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
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 BEARISH
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 377 of results (avg 5.1%, best 0.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1650.0550.75$50.401.4%400.641.2K
$540.00Oct 1656.2057.00$56.601.4%340.691.4K
$555.00Oct 1647.1547.95$47.551.7%30.62--
$567.50Sep 2519.7520.10$19.931.8%2980.59285
$535.00Oct 1659.2560.35$59.801.8%150.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Oct 1685.3586.15$85.750.9%8270.7547
$577.50Sep 2516.3016.50$16.401.2%6020.51189
$635.00Oct 1673.5574.50$74.031.3%30.70--
$580.00Oct 1637.5038.00$37.751.3%1620.49245
$600.00Oct 1649.1549.85$49.501.4%210.5792

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.96, cheapest $0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$645.00Sep 250.880.95$0.927.6%1860.0692
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Sep 250.961.02$0.996.1%3550.06449

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 212 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Sep 25109.30112.90$111.103.2%11.0096
$470.00Sep 25103.90107.90$105.903.8%190.99--
$482.50Sep 2591.9095.45$93.683.8%10.99--
$480.00Sep 2594.3598.30$96.324.1%20.9973
$472.50Sep 25101.40105.40$103.403.9%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$665.00Sep 2587.9091.05$89.483.5%61.005
$680.00Sep 25102.60106.10$104.353.4%11.00--
$682.50Sep 25105.05108.60$106.823.3%31.00--
$690.00Sep 25112.55116.95$114.753.8%21.00--
$690.00Oct 2113.60116.95$115.282.9%10.941

Most actively traded options today. High liquidity = easy entry/exit. 564 active (total vol 62.4K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 256.406.70$6.554.6%5.6K0.282.0K
$575.00Sep 2515.5515.95$15.752.5%2.6K0.52899
$580.00Sep 2513.2513.65$13.453.0%2.6K0.47751
$650.00Sep 250.700.88$0.7922.8%1.7K0.05832
$590.00Sep 259.459.80$9.633.6%1.7K0.37503
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Sep 2514.9515.25$15.102.0%1.3K0.48297
$550.00Sep 255.655.90$5.784.3%1.2K0.24674
$530.00Sep 252.152.26$2.215.0%9400.11378
$570.00Sep 2512.6013.00$12.803.1%9330.43594
$540.00Sep 253.553.75$3.655.5%8970.171.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 61 strikes (avg 7.4%, max 11.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Sep 25Oct 2366.1%59.7%10.9%15495
$552.50Sep 25Oct 265.3%59.4%10.0%2093
$557.50Sep 25Oct 1665.1%59.2%9.9%4589
$550.00Sep 25Oct 2365.5%59.7%9.7%90944
$567.50Sep 25Oct 1664.7%59.0%9.6%317285
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$537.50Sep 25Oct 266.4%59.8%11.1%78965
$540.00Sep 25Oct 3066.1%59.7%10.8%9131.1K
$552.50Sep 25Oct 265.3%59.4%10.0%183321
$550.00Sep 25Oct 3065.5%59.6%9.9%1.2K755
$557.50Sep 25Oct 1665.1%59.2%9.9%169118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 403 found (best R:R 0.61, avg 3.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$545.00Oct 30$15.55$9.45$15.5573%0.61$535.55
$545.00$560.00Oct 30$8.07$6.93$8.0765%0.86$553.07
$650.00$660.00Oct 30$1.87$8.13$1.8731%4.35$651.87
$660.00$670.00Oct 23$1.38$8.62$1.3826%6.25$661.38
$545.00$550.00Oct 23$2.43$2.57$2.4366%1.06$547.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$565.00$562.50Oct 2$0.52$1.98$0.5241%3.81$564.48
$577.50$575.00Oct 2$0.80$1.70$0.8049%2.12$576.70
$582.50$580.00Oct 2$1.02$1.48$1.0253%1.45$581.48
$557.50$555.00Oct 2$0.63$1.87$0.6336%2.97$556.87
$545.00$542.50Oct 2$0.45$2.05$0.4528%4.56$544.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 307 found (best R:R 1.00, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$667.50$670.00Sep 25$0.40$0.40$2.1096%0.19$667.90
$682.50$685.00Sep 25$0.28$0.28$2.2298%0.13$682.78
$637.50$640.00Oct 2$0.67$0.67$1.8382%0.37$638.17
$577.50$580.00Oct 2$1.48$1.48$1.0250%1.45$578.98
$610.00$612.50Oct 2$0.95$0.95$1.5569%0.61$610.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$545.00$540.00Oct 30$2.50$2.50$2.5065%1.00$542.50
$565.00$555.00Oct 30$4.78$4.78$5.2258%0.92$560.22
$500.00$495.00Oct 9$1.25$1.25$3.7587%0.33$498.75
$495.00$490.00Oct 30$1.53$1.53$3.4780%0.44$493.47
$525.00$520.00Oct 30$1.98$1.98$3.0271%0.66$523.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $8.50, cheapest $14.52)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$557.50Sep 25Oct 9$14.5265.1%58.7%
$570.00Sep 25Oct 2$8.8064.9%58.8%
$565.00Sep 25Oct 2$8.4364.7%58.9%
$572.50Sep 25Oct 2$8.8364.4%58.9%
$567.50Sep 25Oct 2$8.4764.7%59.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$570.00Sep 25Oct 2$8.0064.9%58.8%
$565.00Sep 25Oct 2$7.9064.7%58.9%
$572.50Sep 25Oct 2$8.2064.4%58.9%
$557.50Sep 25Oct 2$7.6565.1%59.6%
$567.50Sep 25Oct 2$8.2064.7%59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 149 found (cheapest 5.36% of stock, avg 10.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$575.00Sep 25$15.75$15.10$30.85$544.15$605.855.36%
$572.50Sep 25$17.05$13.88$30.93$541.57$603.435.38%
$577.50Sep 25$14.58$16.40$30.98$546.52$608.485.38%
$570.00Sep 25$18.40$12.80$31.20$538.80$601.205.42%
$580.00Sep 25$13.45$17.80$31.25$548.75$611.255.43%
$567.50Sep 25$19.93$11.65$31.58$535.92$599.085.49%
$582.50Sep 25$12.40$19.25$31.65$550.85$614.155.50%
$565.00Sep 25$21.35$10.60$31.95$533.05$596.955.55%
$585.00Sep 25$11.38$20.78$32.16$552.84$617.165.59%
$562.50Sep 25$22.73$9.63$32.36$530.14$594.865.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.66% of stock, avg 9.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$587.50$565.00Sep 25$10.43$10.60$21.03$543.97$608.53
$587.50$567.50Sep 25$10.43$11.65$22.08$545.42$609.58
$585.00$565.00Sep 25$11.38$10.60$21.98$543.02$606.98
$585.00$567.50Sep 25$11.38$11.65$23.03$544.47$608.03
$587.50$570.00Sep 25$10.43$12.80$23.23$546.77$610.73
$585.00$570.00Sep 25$11.38$12.80$24.18$545.82$609.18
$582.50$565.00Sep 25$12.40$10.60$23.00$542.00$605.50
$582.50$567.50Sep 25$12.40$11.65$24.05$543.45$606.55
$582.50$570.00Sep 25$12.40$12.80$25.20$544.80$607.70
$587.50$572.50Sep 25$10.43$13.88$24.31$548.19$611.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 0.80, avg credit $1.78)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
465/468595/598Sep 25$1.11$1.3966%0.80$466.39$596.11
485/488595/598Sep 25$1.02$1.4865%0.69$486.48$596.02
502/505595/598Sep 25$1.04$1.4664%0.71$503.96$596.04
465/468598/600Sep 25$0.92$1.5868%0.58$466.58$598.42
465/468600/602Sep 25$0.86$1.6470%0.52$466.64$600.86
505/508595/598Sep 25$1.02$1.4863%0.69$506.48$596.02
470/472595/598Sep 25$0.93$1.5766%0.59$471.57$595.93
510/512595/598Sep 25$1.02$1.4863%0.69$511.48$596.02
465/468592/595Sep 25$0.97$1.5364%0.63$466.53$593.47
498/500595/598Sep 25$0.94$1.5665%0.60$499.06$595.94

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 221 found (best R:R 31.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$670.00$680.00$690.00Oct 16$0.13$9.874%75.92
$565.00$570.00$575.00Oct 23$0.08$4.924%61.50
$520.00$525.00$530.00Oct 16$0.09$4.914%54.56
$670.00$675.00$680.00Oct 9$0.05$4.952%99.00
$625.00$630.00$635.00Oct 16$0.08$4.923%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$640.00$652.50$665.00Sep 25$0.38$12.128%31.89
$490.00$500.00$510.00Oct 16$0.22$9.786%44.45
$575.00$580.00$585.00Oct 23$0.07$4.934%70.43
$535.00$540.00$545.00Oct 23$0.08$4.924%61.50
$470.00$480.00$490.00Oct 16$0.24$9.765%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-0.01, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$677.501:2Sep 25-$0.11$2.39
$672.50$675.001:2Sep 25-$0.15$2.35
$685.00$687.501:2Sep 25-$0.14$2.36
$662.50$665.001:2Sep 25-$0.18$2.32
$677.50$680.001:2Sep 25-$0.21$2.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$487.50$485.001:2Sep 25-$0.01$2.49
$485.00$482.501:2Sep 25-$0.01$2.49
$477.50$475.001:2Sep 25-$0.02$2.48
$495.00$490.001:2Sep 25-$0.21$4.79
$480.00$477.501:2Sep 25-$0.15$2.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 153 found (best yield 5.54%, avg 2.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$610.00Oct 30$31.850.436.0%5.54%11.57%2--
$615.00Oct 30$30.350.416.9%5.28%12.17%1--
$620.00Oct 30$28.700.407.8%4.99%12.76%535
$595.00Oct 30$37.100.483.4%6.45%9.87%2--
$590.00Oct 30$39.150.492.5%6.81%9.36%8--
$600.00Oct 30$35.050.464.3%6.09%10.38%56153
$585.00Oct 30$41.300.511.7%7.18%8.86%1641
$605.00Oct 30$33.050.445.2%5.74%10.91%2--
$580.00Oct 30$43.500.530.8%7.56%8.38%1437
$630.00Oct 30$25.550.379.5%4.44%13.95%880

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 45,897
Total Puts 42,528
Put/Call Ratio 0.93
Net Difference 3,369

Prior's Put/Call Breakdown

Total Calls 87,345
Total Puts 113,438
Put/Call Ratio 1.30
Net Difference -26,093

Prior 7-Day Put/Call Summary

Total Calls 708,912
Total Puts 757,773
Average Put/Call Ratio 1.08
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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