Tour v533
EEM
iShares MSCI Emerging Markets ETF
$61.10 -0.02%
$61.25 (+0.25%)🌙
as of 11/03 06:10 PM
◀ 11/3 18:10 ▶

Option Volume

Detail
ℹ
Current (11/03) 34,429
Calls: 11,601 (34%)
Puts: 22,828 (66%)
Prior (11/02) 45,115
Calls: 20,201 (45%)
Puts: 24,914 (55%)
Current vs Prior -23.69%
Calls: -42.57% (Calls)
Puts: -8.37% (Puts)
Prior 7-Day Total 260,595
Calls: 65,302 (25%)
Puts: 195,293 (75%)
Prior 7-Day Average 37,227
Calls: 9,328 (25%)
Puts: 27,899 (75%)
Current vs Prior 7-Day Avg -7.52%
Calls: +24.36%
Puts: -18.18%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $5.27M
Calls: $442.2K (8%)
Puts: $4.83M (92%)
Prior (11/02) $2.97M
Calls: $1.09M (37%)
Puts: $1.88M (63%)
Current vs Prior +77.31%
Calls: -59.42%
Puts: +156.46%
Prior 7-Day Total $19.62M
Calls: $3.82M (19%)
Puts: $15.80M (81%)
Prior 7-Day Average $2.80M
Calls: $545.2K (19%)
Puts: $2.26M (81%)
Current vs Prior 7-Day Avg +88.07%
Calls: -18.88%
Puts: +113.90%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.97
Prior (11/02) 1.23
Current vs Prior +59.55%
Prior 7-Day Average 2.36
Current vs Prior 7-Day Avg -16.76%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 2,362,697
Calls: 893,894 (38%)
Puts: 1,468,803 (62%)
Prior (11/02) 544,166
Calls: 134,892 (25%)
Puts: 409,274 (75%)
Current vs Prior +334.19%
Prior 7-Day Total 3,863,007
Calls: 992,669 (26%)
Puts: 2,870,338 (74%)
Prior 7-Day Average 551,858
Calls: 141,809 (26%)
Puts: 410,048 (74%)
Current vs Prior 7-Day Avg +328.13%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.11% | 4.53%5.65% | 8.43%
Prior 3.34% | 4.93%5.87% | 8.82%
Current vs Prior -6.85% | -7.96%-3.88% | -4.44%
Prior 7-Day Avg 2.99% | 4.37%5.94% | 8.65%
Current vs 7-Day Avg +3.87% | +3.85%-4.97% | -2.59%
Prior 7-Day Eod 3.34% | 4.93%5.87% | 8.82%
Current vs 7-Day Eod -6.85% | -7.96%-3.88% | -4.44%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 8.29% | 10.55%
Calls: 8.16% | 6.81%
Puts: 8.43% | 14.29%
Prior 17.23% | 7.35%
Calls: 14.05% | 8.59%
Puts: 20.41% | 6.11%
Current vs Prior -51.89% | +43.54%
Prior 7-Day Avg 25.75% | 9.20%
Calls: 18.65% | 8.79%
Puts: 32.85% | 9.61%
Current vs 7-Day Avg -67.80% | +14.67%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 92% of dollar volume in puts ($4.83M) vs calls ($442.2K). Elevated premium activity with dollar volume up 77% vs prior. Dollar volume significantly above 7-day average (88% higher). Extreme bearish P/C ratio of 1.97 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 37 of results (avg 7.1%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 2011.0511.35$11.202.7%--1.0049
$56.00Nov 64.955.25$5.105.9%20.9797
$57.00Nov 64.054.30$4.186.0%10.98--
$57.00Nov 204.454.75$4.606.5%20.8511
$58.00Nov 203.653.90$3.786.6%--0.7852
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Nov 610.7511.05$10.902.8%70.99--
$70.50Nov 69.309.60$9.453.2%30.99--
$66.50Nov 65.305.55$5.434.6%10.9838
$71.50Nov 610.2510.75$10.504.8%30.99--
$65.00Nov 204.054.25$4.154.8%60.838.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.62, cheapest $0.51)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Nov 130.460.55$0.5117.6%--0.2831
$65.00Nov 200.300.36$0.3318.2%1.0K0.174.2K
$62.50Nov 130.610.72$0.6716.4%110.33500
$64.50Nov 200.380.44$0.4114.6%5230.20442
$62.00Nov 130.780.90$0.8414.3%210.39110
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Nov 130.500.58$0.5414.8%1.1K0.26188
$60.00Nov 130.760.89$0.8315.7%--0.36783
$59.00Nov 200.730.87$0.8017.5%20.295.2K
$59.50Nov 200.861.03$0.9517.9%10.33293

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 119 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 66.007.00$6.5015.4%11.002
$50.00Nov 2011.0511.35$11.202.7%--1.0049
$51.00Nov 209.7511.25$10.5014.3%--1.00781
$52.00Nov 208.359.50$8.9312.9%--1.00375
$57.00Nov 64.054.30$4.186.0%10.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.50Nov 610.2510.75$10.504.8%30.99--
$72.00Nov 610.7511.05$10.902.8%70.99--
$72.50Nov 610.8011.55$11.186.7%90.99--
$73.00Nov 611.2012.05$11.637.3%20.99--
$70.50Nov 69.309.60$9.453.2%30.99--

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 33.7K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Nov 200.050.09$0.0757.1%2.6K0.053.0K
$65.00Nov 130.070.18$0.1384.6%2.4K0.10174
$67.00Nov 130.030.12$0.08112.5%2.4K0.05115
$65.00Nov 200.300.36$0.3318.2%1.0K0.174.2K
$62.00Dec 181.772.05$1.9114.7%1.0K0.4554.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Nov 202.542.72$2.636.8%5.8K0.6727.0K
$58.00Dec 181.221.48$1.3519.3%4.1K0.3129.4K
$65.00Dec 184.405.20$4.8016.7%3.0K0.7482.8K
$60.00Dec 181.822.28$2.0522.4%3.0K0.4271.2K
$58.00Nov 130.330.41$0.3721.6%2.5K0.1812.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 23.5%, max 50.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.50Nov 6Dec 1834.3%22.7%50.8%131.2K
$61.00Nov 6Dec 1836.8%26.9%37.1%32.1K
$60.00Nov 6Dec 1838.9%28.8%34.8%--19.0K
$63.00Nov 6Dec 1834.3%28.0%22.4%5409.2K
$61.50Nov 6Dec 1835.4%29.3%20.6%151.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.50Nov 6Dec 1834.3%22.7%50.8%81.5K
$59.00Nov 6Dec 1841.1%29.4%39.8%2367.4K
$61.00Nov 6Dec 1836.8%26.9%37.1%368.9K
$60.00Nov 6Dec 1838.9%28.8%34.8%3.0K72.9K
$63.00Nov 6Dec 1834.3%28.0%22.4%31821.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 2.33, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$56.00$57.00Dec 18$0.30$0.70$0.3080%2.33$56.30
$52.00$53.00Dec 18$0.58$0.42$0.5893%0.72$52.58
$63.50$64.00Dec 11$0.10$0.40$0.1035%4.00$63.60
$63.00$63.50Dec 4$0.11$0.39$0.1137%3.55$63.11
$59.00$59.50Nov 20$0.29$0.21$0.2971%0.72$59.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$69.00$68.50Dec 18$0.13$0.37$0.1390%2.85$68.87
$67.50$67.00Nov 20$0.20$0.30$0.2094%1.50$67.30
$72.50$72.00Nov 6$0.28$0.22$0.2899%0.79$72.22
$65.50$65.00Nov 20$0.25$0.25$0.2586%1.00$65.25
$64.50$64.00Nov 27$0.20$0.30$0.2076%1.50$64.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 71 found (best R:R 1.27, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$72.50$73.00Nov 20$0.28$0.28$0.2290%1.27$72.78
$66.00$66.50Nov 6$0.26$0.26$0.2487%1.08$66.26
$64.00$67.00Dec 11$0.73$0.73$2.2768%0.32$64.73
$66.00$66.50Dec 18$0.17$0.17$0.3380%0.52$66.17
$61.50$63.50Dec 11$0.91$0.91$1.0951%0.83$62.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$58.00$57.00Dec 4$0.41$0.41$0.5974%0.69$57.59
$56.50$56.00Nov 20$0.15$0.15$0.3585%0.43$56.35
$58.00$57.50Nov 20$0.18$0.18$0.3278%0.56$57.82
$56.00$55.00Dec 18$0.26$0.26$0.7479%0.35$55.74
$50.00$49.00Dec 18$0.13$0.13$0.8793%0.15$49.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.58, cheapest $0.44)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.00Nov 6Nov 13$0.4436.8%30.4%
$61.50Nov 6Nov 13$0.4835.4%31.8%
$62.00Nov 6Nov 13$0.4534.3%30.9%
$59.50Nov 20Dec 18$0.7431.3%29.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.00Nov 6Nov 13$0.4436.8%30.4%
$61.50Nov 6Nov 13$0.4335.4%31.8%
$62.00Nov 6Nov 13$0.3534.3%30.9%
$59.50Nov 20Dec 18$0.9131.3%29.3%
$60.50Nov 20Dec 18$1.0029.6%28.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 87 found (cheapest 2.65% of stock, avg 7.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$61.50Nov 6$0.60$1.02$1.62$59.88$63.122.65%
$61.00Nov 6$0.88$0.75$1.63$59.37$62.632.67%
$62.00Nov 6$0.39$1.32$1.71$60.29$63.712.80%
$60.00Nov 6$1.52$0.40$1.92$58.08$61.923.14%
$62.50Nov 6$0.26$1.67$1.93$60.57$64.433.16%
$63.00Nov 6$0.16$2.11$2.27$60.73$65.273.72%
$61.00Nov 13$1.32$1.19$2.51$58.49$63.514.11%
$62.00Nov 13$0.84$1.67$2.51$59.49$64.514.11%
$59.00Nov 6$2.32$0.20$2.52$56.48$61.524.12%
$61.50Nov 13$1.08$1.45$2.53$58.97$64.034.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.36% of stock, avg 3.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.00$57.00Nov 6$0.16$0.06$0.22$56.78$63.22
$63.00$58.00Nov 6$0.16$0.12$0.28$57.72$63.28
$66.00$57.00Nov 6$0.27$0.06$0.33$56.67$66.33
$63.00$59.00Nov 6$0.16$0.20$0.36$58.64$63.36
$62.50$57.00Nov 6$0.26$0.06$0.32$56.68$62.82
$66.00$58.00Nov 6$0.27$0.12$0.39$57.61$66.39
$62.50$58.00Nov 6$0.26$0.12$0.38$57.62$62.88
$66.00$59.00Nov 6$0.27$0.20$0.47$58.53$66.47
$62.50$59.00Nov 6$0.26$0.20$0.46$58.54$62.96
$62.00$57.00Nov 6$0.39$0.06$0.45$56.55$62.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 67 found (best R:R 1.44, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
49/5064/64Dec 18$0.59$0.4158%1.44$49.41$64.09
55/5664/64Dec 18$0.72$0.2844%2.57$55.28$64.22
57/5864/65Dec 4$0.71$0.2943%2.45$57.29$64.71
52/5364/64Dec 18$0.58$0.4253%1.38$52.42$64.08
56/5664/64Nov 20$0.32$0.1857%1.78$56.18$63.82
58/5864/64Nov 20$0.35$0.1549%2.33$57.65$63.85
53/5464/64Dec 18$0.59$0.4150%1.44$53.41$64.09
58/5866/66Dec 18$0.33$0.1749%1.94$57.67$66.33
58/5965/66Dec 4$0.35$0.1545%2.33$58.65$65.35
56/5764/64Dec 18$0.68$0.3239%2.13$56.32$64.18

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$59.00$60.00$61.00Nov 6$0.16$0.8433%5.25
$62.00$63.00$64.00Nov 27$0.07$0.9317%13.29
$59.00$60.00$61.00Nov 13$0.14$0.8623%6.14
$61.00$61.50$62.00Nov 6$0.07$0.4321%6.14
$61.50$62.00$62.50Nov 20$0.05$0.4510%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$59.00$60.00$61.00Nov 13$0.07$0.9322%13.29
$59.00$60.00$61.00Nov 6$0.15$0.8531%5.67
$59.00$60.00$61.00Nov 27$0.08$0.9217%11.50
$57.00$58.00$59.00Nov 27$0.06$0.9412%15.67
$58.00$59.00$60.00Nov 27$0.08$0.9214%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-0.46, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.00$59.001:2Nov 6-$0.46$1.54
$61.50$63.501:2Dec 11-$0.32$1.68
$60.00$61.001:2Nov 6-$0.24$0.76
$59.00$60.001:2Nov 6-$0.72$0.28
$56.00$58.001:2Nov 13-$1.78$0.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$60.001:2Nov 6-$0.05$0.95
$60.00$59.001:2Nov 6$0.00$1.00
$58.00$57.001:2Dec 4-$0.13$0.87
$58.00$57.001:2Nov 6$0.00$1.00
$55.00$50.001:2Nov 6-$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 3.27%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$61.50Dec 18$2.000.480.7%3.27%3.93%--1.4K
$61.50Dec 11$1.990.490.7%3.26%3.91%--50
$62.00Dec 18$1.770.451.5%2.90%4.37%1.0K54.5K
$63.00Dec 18$1.380.383.1%2.26%5.37%5127.9K
$63.50Dec 18$1.200.353.9%1.96%5.89%--280
$61.50Dec 4$1.820.490.7%2.98%3.63%--46
$63.50Dec 11$1.140.353.9%1.87%5.79%1--
$62.00Dec 4$1.550.451.5%2.54%4.01%--932
$64.00Dec 11$0.970.324.8%1.59%6.33%1--
$64.50Dec 18$0.850.295.6%1.39%6.96%1254

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 11,601
Total Puts 22,828
Put/Call Ratio 1.97
Net Difference -11,227

Prior's Put/Call Breakdown

Total Calls 20,201
Total Puts 24,914
Put/Call Ratio 1.23
Net Difference -4,713

Prior 7-Day Put/Call Summary

Total Calls 65,302
Total Puts 195,293
Average Put/Call Ratio 2.36
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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