Tour v536
EEM
iShares MSCI Emerging Markets ETF
$59.33 +2.20%
$59.38 (+0.08%)🌙
as of 11/06 06:05 PM
◀ 11/6 18:05

Option Volume

Detail
ℹ
Current (11/06) 225,663
Calls: 13,244 (6%)
Puts: 212,419 (94%)
Prior (11/05) 127,564
Calls: 39,594 (31%)
Puts: 87,970 (69%)
Current vs Prior +76.90%
Calls: -66.55% (Calls)
Puts: +141.47% (Puts)
Prior 7-Day Total 411,829
Calls: 93,653 (23%)
Puts: 318,176 (77%)
Prior 7-Day Average 58,832
Calls: 13,379 (23%)
Puts: 45,453 (77%)
Current vs Prior 7-Day Avg +283.57%
Calls: -1.01%
Puts: +367.33%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $19.94M
Calls: $960.4K (5%)
Puts: $18.98M (95%)
Prior (11/05) $24.85M
Calls: $4.82M (19%)
Puts: $20.03M (81%)
Current vs Prior -19.75%
Calls: -80.09%
Puts: -5.21%
Prior 7-Day Total $49.45M
Calls: $7.53M (15%)
Puts: $41.92M (85%)
Prior 7-Day Average $7.06M
Calls: $1.08M (15%)
Puts: $5.99M (85%)
Current vs Prior 7-Day Avg +182.32%
Calls: -10.68%
Puts: +216.98%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 16.04
Prior (11/05) 2.22
Current vs Prior +621.89%
Prior 7-Day Average 3.21
Current vs Prior 7-Day Avg +400.30%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 2,443,060
Calls: 958,610 (39%)
Puts: 1,484,450 (61%)
Prior (11/05) 2,413,307
Calls: 929,112 (38%)
Puts: 1,484,195 (62%)
Current vs Prior +1.23%
Prior 7-Day Total 8,268,253
Calls: 2,935,358 (36%)
Puts: 5,332,895 (64%)
Prior 7-Day Average 1,181,179
Calls: 419,336 (36%)
Puts: 761,842 (64%)
Current vs Prior 7-Day Avg +106.83%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.89% | 4.42%5.65% | 8.98%
Prior 3.01% | 5.50%6.25% | 9.39%
Current vs Prior +46.48% | +2.75%-9.70% | -4.31%
Prior 7-Day Avg 2.88% | 4.51%5.78% | 8.75%
Current vs 7-Day Avg +53.23% | +25.08%-2.39% | +2.71%
Prior 7-Day Eod 3.01% | 5.50%6.25% | 9.39%
Current vs 7-Day Eod +46.48% | +2.75%-9.70% | -4.31%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 39.13% | 10.89%
Calls: 44.44% | 11.63%
Puts: 33.82% | 10.14%
Prior 65.45% | 22.40%
Calls: 90.00% | 23.60%
Puts: 40.91% | 21.19%
Current vs Prior -40.21% | -51.38%
Prior 7-Day Avg 26.38% | 11.96%
Calls: 24.66% | 11.24%
Puts: 28.09% | 12.67%
Current vs 7-Day Avg +48.36% | -8.91%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 95% of dollar volume in puts ($18.98M) vs calls ($960.4K). Dollar volume significantly above 7-day average (182% higher). Above-average activity with volume up 77% vs prior. Volume explosion - 284% above 7-day average (225,663 vs avg 58,832).

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 16 of results (avg 8.2%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Nov 202.652.88$2.768.3%40.6845
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Nov 68.008.50$8.256.1%360.99--
$65.00Nov 205.555.90$5.736.1%250.948.1K
$63.50Nov 204.254.55$4.406.8%120.87787
$62.50Nov 203.403.65$3.537.1%20.805.8K
$64.50Dec 45.305.70$5.507.3%20.821

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.71, cheapest $0.42)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Nov 130.710.84$0.7716.9%2390.40207
$61.00Nov 200.730.89$0.8119.8%1520.34370
$65.00Dec 180.460.56$0.5119.6%1220.1780.5K
$64.00Dec 180.650.75$0.7014.3%1730.2232.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Nov 130.380.46$0.4219.0%1010.231.1K
$58.00Nov 130.590.69$0.6415.6%7010.3310.9K
$59.00Nov 130.871.04$0.9617.7%8210.461.6K
$56.50Nov 200.610.73$0.6717.9%1490.246.9K
$57.50Nov 200.810.97$0.8918.0%7.2K0.326.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 126 found (avg delta 0.81, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Nov 207.659.65$8.6523.1%--0.94781
$50.00Nov 209.0010.90$9.9519.1%--0.9249
$50.00Dec 188.5011.95$10.2333.7%--0.91401
$48.00Dec 1810.2013.95$12.0831.0%--0.9183
$55.00Nov 133.955.10$4.5325.4%110.918
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 610.2011.15$10.688.9%320.99--
$70.50Nov 610.6511.65$11.159.0%400.99--
$71.00Nov 610.5513.20$11.8822.3%360.99--
$68.00Nov 68.009.00$8.5011.8%500.99--
$68.50Nov 68.7010.30$9.5016.8%380.99--

Most actively traded options today. High liquidity = easy entry/exit. 234 active (total vol 222.3K, top 30.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Dec 180.851.05$0.9521.1%1.6K0.278.2K
$64.00Dec 40.320.59$0.4560.0%1.3K0.1812
$62.00Nov 200.450.57$0.5123.5%8980.243.6K
$61.00Dec 181.531.77$1.6514.5%7500.402.0K
$60.00Nov 201.101.30$1.2016.7%7030.44436
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Nov 200.670.83$0.7521.3%30.5K0.2850.7K
$55.00Dec 180.821.20$1.0137.6%20.5K0.2470.1K
$54.50Nov 200.150.70$0.43127.9%20.3K0.151.1K
$58.00Nov 200.891.10$1.0021.0%15.6K0.3632.1K
$54.00Nov 200.240.42$0.3354.5%13.9K0.1316.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 1801.3%, max 5941.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Nov 6Dec 181571.4%32.7%4705.8%76.7K
$56.00Nov 6Dec 181368.8%33.1%4032.8%13.1K
$62.00Nov 6Dec 18589.6%30.5%1836.0%25756.5K
$61.50Nov 6Dec 18546.2%28.9%1790.0%1591.6K
$57.00Nov 6Dec 18563.6%32.4%1641.6%68.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Nov 6Dec 182482.8%41.1%5941.2%8.2K50.9K
$55.00Nov 6Dec 181571.4%32.7%4705.8%20.5K71.7K
$56.00Nov 6Dec 181368.8%33.1%4032.8%1542.3K
$62.00Nov 6Dec 18589.6%30.5%1836.0%87435.8K
$61.50Nov 6Dec 18546.2%28.9%1790.0%61.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 2.12, avg 2.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$56.00$57.00Dec 18$0.32$0.68$0.3271%2.12$56.32
$59.00$60.00Nov 6$0.20$0.80$0.2088%4.00$59.20
$55.00$56.00Nov 20$0.65$0.35$0.6581%0.54$55.65
$61.00$61.50Dec 11$0.15$0.35$0.1543%2.33$61.15
$60.50$61.00Dec 18$0.16$0.34$0.1642%2.12$60.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$63.50$63.00Dec 11$0.10$0.40$0.1077%4.00$63.40
$68.00$67.50Nov 6$0.25$0.25$0.2599%1.00$67.75
$61.50$61.00Nov 6$0.20$0.30$0.2080%1.50$61.30
$62.50$62.00Nov 6$0.21$0.29$0.2198%1.38$62.29
$69.50$69.00Dec 18$0.25$0.25$0.2594%1.00$69.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 4.00, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$66.00$66.50Dec 4$0.40$0.40$0.1082%4.00$66.40
$69.50$70.00Nov 20$0.29$0.29$0.2190%1.38$69.79
$64.50$65.00Nov 27$0.31$0.31$0.1982%1.63$64.81
$63.50$64.00Dec 18$0.36$0.36$0.1473%2.57$63.86
$67.50$68.00Nov 27$0.26$0.26$0.2487%1.08$67.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$54.00$53.00Dec 18$0.40$0.40$0.6078%0.67$53.60
$56.00$55.50Nov 20$0.26$0.26$0.2476%1.08$55.74
$52.00$51.00Dec 18$0.29$0.29$0.7182%0.41$51.71
$55.00$54.50Nov 20$0.19$0.19$0.3181%0.61$54.81
$55.00$50.00Dec 11$0.57$0.57$4.4378%0.13$54.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.86, cheapest $1.04)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.50Nov 20Dec 18$0.8032.8%30.8%
$59.50Nov 20Dec 18$0.9334.3%33.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.50Nov 20Dec 18$1.0436.1%33.1%
$58.50Nov 20Dec 4$0.5033.8%31.7%
$59.50Nov 20Dec 18$1.0934.3%33.3%
$60.50Nov 20Dec 11$0.8132.8%37.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 82 found (cheapest 0.64% of stock, avg 7.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Nov 6$0.35$0.03$0.38$58.62$59.380.64%
$60.00Nov 6$0.15$0.77$0.92$59.08$60.921.55%
$61.00Nov 6$0.03$1.68$1.71$59.29$62.712.88%
$58.00Nov 6$1.46$0.30$1.76$56.24$59.762.97%
$61.50Nov 6$0.27$1.88$2.15$59.35$63.653.62%
$59.00Nov 13$1.20$0.96$2.16$56.84$61.163.64%
$60.00Nov 13$0.77$1.42$2.19$57.81$62.193.69%
$61.00Nov 13$0.40$2.09$2.49$58.51$63.494.20%
$58.00Nov 13$1.91$0.64$2.55$55.45$60.554.30%
$57.00Nov 6$2.44$0.23$2.67$54.33$59.674.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.44% of stock, avg 3.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$57.00Nov 6$0.03$0.23$0.26$56.74$61.26
$62.00$55.00Nov 13$0.15$0.21$0.36$54.64$62.36
$61.00$58.00Nov 6$0.03$0.30$0.33$57.67$61.33
$60.00$57.00Nov 6$0.15$0.23$0.38$56.62$60.38
$60.00$58.00Nov 6$0.15$0.30$0.45$57.55$60.45
$62.00$56.00Nov 13$0.15$0.30$0.45$55.55$62.45
$62.00$57.00Nov 6$0.24$0.23$0.47$56.53$62.47
$61.50$57.00Nov 6$0.27$0.23$0.50$56.50$62.00
$61.50$55.00Nov 13$0.30$0.21$0.51$54.49$62.01
$62.00$58.00Nov 6$0.24$0.30$0.54$57.46$62.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 4.56, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
55/5669/70Nov 27$0.82$0.1855%4.56$55.18$69.82
56/5769/70Nov 27$0.82$0.1849%4.56$56.18$69.82
53/5464/64Dec 18$0.76$0.2451%3.17$53.24$64.26
51/5270/70Nov 20$0.42$0.5881%0.72$51.58$69.92
56/5766/66Dec 4$0.70$0.3051%2.33$56.30$66.70
51/5264/64Dec 18$0.65$0.3555%1.86$51.35$64.15
53/5462/63Dec 18$0.74$0.2646%2.85$53.26$63.24
55/5666/66Dec 4$0.62$0.3857%1.63$55.38$66.62
54/5562/63Nov 20$0.37$0.1360%2.85$54.63$62.87
51/5262/63Dec 18$0.63$0.3750%1.70$51.37$63.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$59.00$60.00$61.00Nov 6$0.08$0.9282%11.50
$59.00$60.00$61.00Nov 13$0.06$0.9429%15.67
$61.00$61.50$62.00Nov 20$0.06$0.4410%7.33
$61.50$62.00$62.50Nov 27$0.06$0.449%7.33
$57.00$58.00$59.00Nov 13$0.18$0.8224%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$59.00$60.00$61.00Nov 6$0.17$0.8380%4.88
$57.00$58.00$59.00Nov 13$0.10$0.9023%9.00
$58.00$59.00$60.00Nov 13$0.14$0.8627%6.14
$56.00$57.00$58.00Nov 13$0.10$0.9017%9.00
$55.00$56.00$57.00Dec 4$0.08$0.9212%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. 108 found (best net $-2.17, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$57.001:2Nov 13-$1.07$0.93
$57.00$58.001:2Nov 6-$0.48$0.52
$58.00$59.001:2Nov 13-$0.49$0.51
$59.00$60.001:2Nov 13-$0.34$0.66
$62.00$62.501:2Nov 13-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.501:2Nov 13-$2.17$2.33
$52.00$51.001:2Nov 20$0.00$1.00
$59.00$58.001:2Nov 13-$0.32$0.68
$58.00$57.001:2Nov 13-$0.20$0.80
$60.00$59.001:2Nov 13-$0.50$0.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 2.58%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$61.00Dec 18$1.530.402.8%2.58%5.39%7502.0K
$62.00Dec 18$1.170.334.5%1.97%6.47%25756.0K
$61.50Dec 11$1.200.393.7%2.02%5.68%--51
$62.50Dec 18$1.010.325.3%1.70%7.05%1051.1K
$60.00Dec 4$1.600.461.1%2.70%3.83%33--
$61.00Dec 11$1.180.432.8%1.99%4.80%221
$63.50Dec 18$0.750.277.0%1.26%8.29%87280
$60.50Dec 18$1.350.422.0%2.28%4.25%30050
$63.00Dec 18$0.850.276.2%1.43%7.62%1.6K8.2K
$61.00Dec 4$1.160.382.8%1.96%4.77%118

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 13,244
Total Puts 212,419
Put/Call Ratio 16.04
Net Difference -199,175

Prior's Put/Call Breakdown

Total Calls 39,594
Total Puts 87,970
Put/Call Ratio 2.22
Net Difference -48,376

Prior 7-Day Put/Call Summary

Total Calls 93,653
Total Puts 318,176
Average Put/Call Ratio 3.21
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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