Tour v533
EEM
iShares MSCI Emerging Markets ETF
$61.42 +0.62%
◀ 11/2 15:05 ▶

Option Volume

Detail
ℹ
Current (11/02 3:05pm) 40,506
Calls: 18,956 (47%)
Puts: 21,550 (53%)
Prior (10/30) 92,529
Calls: 12,398 (13%)
Puts: 80,131 (87%)
Current vs Prior -56.22%
Calls: +52.90% (Calls)
Puts: -73.11% (Puts)
Prior 7-Day Total 123,952
Calls: 56,213 (45%)
Puts: 67,739 (55%)
Prior 7-Day Average 17,707
Calls: 8,030 (45%)
Puts: 9,677 (55%)
Current vs Prior 7-Day Avg +128.75%
Calls: +136.05%
Puts: +122.69%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 3:05pm) $2.37M
Calls: $1.06M (45%)
Puts: $1.32M (55%)
Prior (10/30) $6.34M
Calls: $432.6K (7%)
Puts: $5.91M (93%)
Current vs Prior -62.57%
Calls: +144.82%
Puts: -77.74%
Prior 7-Day Total $12.16M
Calls: $6.60M (54%)
Puts: $5.57M (46%)
Prior 7-Day Average $1.74M
Calls: $942.2K (54%)
Puts: $795.4K (46%)
Current vs Prior 7-Day Avg +36.67%
Calls: +12.42%
Puts: +65.40%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02 3:05pm) 1.14
Prior (10/30) 6.46
Current vs Prior -82.41%
Prior 7-Day Average 1.50
Current vs Prior 7-Day Avg -23.99%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 3:05pm) 544,166
Calls: 134,892 (25%)
Puts: 409,274 (75%)
Prior (10/30) 550,334
Calls: 145,317 (26%)
Puts: 405,017 (74%)
Current vs Prior -1.12%
Prior 7-Day Total 4,361,667
Calls: 1,147,651 (26%)
Puts: 3,214,016 (74%)
Prior 7-Day Average 623,095
Calls: 163,950 (26%)
Puts: 459,145 (74%)
Current vs Prior 7-Day Avg -12.67%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.57% | 4.79%5.96% | 8.27%
Prior 1.79% | 3.59%5.57% | 8.06%
Current vs Prior +98.78% | +33.43%+6.92% | +2.67%
Prior 7-Day Avg 2.14% | 3.74%5.45% | 7.96%
Current vs 7-Day Avg +66.73% | +28.13%+9.39% | +3.89%
Prior 7-Day Eod 1.79% | 3.59%6.09% | 9.47%
Current vs 7-Day Eod +98.78% | +33.43%-2.22% | -12.65%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.23% | 7.35%
Calls: 14.05% | 8.59%
Puts: 20.41% | 6.11%
Prior 24.86% | 13.14%
Calls: 11.94% | 11.29%
Puts: 37.78% | 15.00%
Current vs Prior -30.69% | -44.06%
Prior 7-Day Avg 21.73% | 9.90%
Calls: 16.60% | 8.56%
Puts: 26.86% | 11.24%
Current vs 7-Day Avg -20.71% | -25.76%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 56% vs prior. Volume explosion - 129% above 7-day average (40,506 vs avg 17,707). Slightly bearish P/C ratio of 1.14.

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 BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 18 of results (avg 8.2%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Nov 132.963.15$3.066.2%1500.763
$60.00Nov 132.212.37$2.297.0%10.6710
$59.00Nov 203.203.45$3.337.5%--0.7246
$62.00Nov 201.371.49$1.438.4%250.463.6K
$61.00Nov 131.561.70$1.638.6%--0.5620
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Nov 200.770.80$0.793.8%2.2K0.283.6K
$61.50Nov 131.271.35$1.316.1%6110.50498
$63.00Nov 132.102.27$2.197.8%600.67243
$62.00Dec 42.042.22$2.138.5%50.532
$67.00Nov 205.405.90$5.658.8%30.908.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 25 found (avg $0.65, cheapest $0.25)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Nov 60.420.51$0.4719.1%120.32103
$62.00Nov 60.610.71$0.6615.2%150.41463
$64.00Nov 130.370.43$0.4015.0%90.2263
$61.50Nov 60.841.01$0.9318.3%100.4915
$66.00Nov 200.230.28$0.2619.2%140.1326.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Nov 60.230.27$0.2516.0%5.7K0.1710.7K
$61.00Nov 60.680.80$0.7416.2%1.4K0.42160
$59.00Nov 130.510.61$0.5617.9%310.24163
$60.00Nov 130.740.86$0.8015.0%150.33783
$58.00Nov 200.550.63$0.5913.6%310.2125.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 75 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 2011.3512.50$11.939.6%--0.9749
$51.00Nov 2010.1011.80$10.9515.5%--0.97781
$52.00Nov 209.4510.35$9.909.1%--0.96375
$54.00Nov 207.458.40$7.9312.0%--0.9438
$55.00Nov 206.557.45$7.0012.9%--0.9225
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 66.658.75$7.7027.3%11.00--
$73.50Nov 611.3012.35$11.838.9%21.00--
$66.50Nov 63.955.50$4.7232.8%--0.9541
$66.00Nov 64.004.90$4.4520.2%--0.9565
$65.50Nov 63.854.35$4.1012.2%20.9474

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 39.7K, top 7.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Nov 200.891.03$0.9614.6%7.3K0.366.2K
$65.50Nov 200.300.36$0.3318.2%5.0K0.16522
$68.50Nov 200.060.10$0.0850.0%5.0K0.051.4K
$65.00Nov 200.370.47$0.4223.8%5480.204.0K
$59.00Nov 132.963.15$3.066.2%1500.763
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Nov 60.230.27$0.2516.0%5.7K0.1710.7K
$56.00Nov 200.230.35$0.2941.4%5.5K0.1210.9K
$59.00Nov 200.770.80$0.793.8%2.2K0.283.6K
$61.00Nov 60.680.80$0.7416.2%1.4K0.42160
$62.00Nov 201.732.00$1.8714.4%1.0K0.5416.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 30.2%, max 45.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$61.50Nov 6Dec 1137.4%25.7%45.3%6015
$61.00Nov 6Dec 1136.4%25.3%43.9%20137
$60.00Nov 6Nov 2039.4%30.8%27.7%7742
$59.00Nov 6Nov 2041.2%32.4%27.0%363
$62.50Nov 6Dec 434.8%27.8%25.2%12113
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Nov 6Dec 439.4%27.0%45.8%6681.1K
$61.00Nov 6Dec 436.4%25.0%45.4%1.4K174
$61.50Nov 6Dec 437.4%25.8%45.2%1.0K226
$59.00Nov 6Dec 441.2%28.4%45.1%6.2K10.8K
$63.50Nov 6Dec 1135.3%27.7%27.5%26302

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 0.87, avg 2.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$57.00$57.50Nov 20$0.20$0.30$0.2084%1.50$57.20
$66.50$68.50Dec 4$0.17$1.83$0.1717%10.76$66.67
$62.50$63.00Dec 4$0.15$0.35$0.1543%2.33$62.65
$62.00$63.00Nov 27$0.38$0.62$0.3847%1.63$62.38
$63.00$63.50Nov 20$0.13$0.37$0.1336%2.85$63.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$66.00$64.00Dec 11$1.07$0.93$1.0778%0.87$64.93
$64.50$64.00Nov 6$0.10$0.40$0.1089%4.00$64.40
$64.50$64.00Nov 13$0.12$0.38$0.1282%3.17$64.38
$67.50$67.00Nov 20$0.20$0.30$0.2091%1.50$67.30
$64.50$64.00Nov 20$0.14$0.36$0.1477%2.57$64.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 1.27, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$72.50$73.00Nov 20$0.28$0.28$0.2289%1.27$72.78
$62.00$67.00Dec 11$1.51$1.51$3.4952%0.43$63.51
$69.50$71.00Nov 27$0.25$0.25$1.2587%0.20$69.75
$66.50$67.00Nov 27$0.17$0.17$0.3383%0.52$66.67
$64.00$64.50Nov 27$0.22$0.22$0.2869%0.79$64.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Nov 6$0.27$0.27$4.7390%0.06$54.73
$57.00$56.00Nov 13$0.13$0.13$0.8788%0.15$56.87
$58.00$57.50Nov 20$0.13$0.13$0.3779%0.35$57.87
$56.00$55.00Nov 27$0.14$0.14$0.8686%0.16$55.86
$55.00$50.00Nov 27$0.18$0.18$4.8290%0.04$54.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.38, cheapest $0.33)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.50Nov 6Nov 13$0.3837.4%31.7%
$61.00Nov 6Nov 13$0.4236.4%31.5%
$62.50Nov 6Nov 13$0.4034.8%31.2%
$62.00Nov 6Nov 13$0.4435.6%32.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.50Nov 6Nov 13$0.3337.4%31.6%
$61.00Nov 6Nov 13$0.4136.4%31.6%
$59.50Nov 20Dec 4$0.2732.0%28.2%
$62.50Nov 6Nov 13$0.3834.8%31.1%
$62.00Nov 6Nov 13$0.3935.6%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 3.04% of stock, avg 6.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$62.00Nov 6$0.66$1.21$1.87$60.13$63.873.04%
$61.50Nov 6$0.93$0.98$1.91$59.59$63.413.11%
$61.00Nov 6$1.21$0.74$1.95$59.05$62.953.17%
$62.50Nov 6$0.47$1.51$1.98$60.52$64.483.22%
$63.00Nov 6$0.32$1.87$2.19$60.81$65.193.57%
$60.00Nov 6$1.89$0.45$2.34$57.66$62.343.81%
$63.50Nov 6$0.24$2.27$2.51$60.99$66.014.09%
$61.50Nov 13$1.31$1.31$2.62$58.88$64.124.27%
$62.00Nov 13$1.10$1.60$2.70$59.30$64.704.40%
$62.50Nov 13$0.87$1.89$2.76$59.74$65.264.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 0.63% of stock, avg 3.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.50$58.00Nov 6$0.24$0.15$0.39$57.61$63.89
$63.50$59.00Nov 6$0.24$0.25$0.49$58.51$63.99
$63.00$58.00Nov 6$0.32$0.15$0.47$57.53$63.47
$63.50$56.00Nov 6$0.24$0.28$0.52$55.48$64.02
$63.00$59.00Nov 6$0.32$0.25$0.57$58.43$63.57
$63.00$56.00Nov 6$0.32$0.28$0.60$55.40$63.60
$63.50$60.00Nov 6$0.24$0.45$0.69$59.31$64.19
$62.50$58.00Nov 6$0.47$0.15$0.62$57.38$63.12
$63.00$60.00Nov 6$0.32$0.45$0.77$59.23$63.77
$64.00$58.00Nov 13$0.40$0.38$0.78$57.22$64.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 3.17, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
58/5972/73Nov 20$0.38$0.1262%3.17$58.62$72.88
58/5864/64Nov 20$0.33$0.1746%1.94$57.67$63.83
59/6064/64Nov 20$0.34$0.1636%2.12$59.16$63.84
58/5864/65Nov 20$0.24$0.2655%0.92$57.76$64.74
59/6066/66Dec 4$0.29$0.2143%1.38$59.21$65.79
55/5666/67Nov 27$0.31$0.6969%0.45$55.69$66.81
58/5964/64Nov 20$0.30$0.2040%1.50$58.70$63.80
59/6066/66Dec 4$0.27$0.2346%1.17$59.23$66.27
56/5765/66Nov 13$0.25$0.7574%0.33$56.75$65.25
55/5670/71Nov 27$0.39$1.1173%0.35$55.61$69.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$58.00$59.00$60.00Nov 6$0.08$0.9217%11.50
$59.00$60.00$61.00Nov 13$0.11$0.8920%8.09
$62.00$62.50$63.00Nov 13$0.05$0.4512%9.00
$61.50$62.00$62.50Nov 6$0.08$0.4217%5.25
$62.50$63.00$63.50Nov 6$0.07$0.4313%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$59.00$60.00$61.00Nov 6$0.09$0.9125%10.11
$58.00$59.00$60.00Nov 13$0.06$0.9416%15.67
$58.00$59.00$60.00Nov 27$0.06$0.9413%15.67
$57.00$58.00$59.00Nov 13$0.06$0.9412%15.67
$62.50$63.50$64.50Dec 4$0.07$0.9314%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-1.74, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$63.50$65.001:2Dec 4-$0.22$1.28
$66.50$68.501:2Dec 4-$0.10$1.90
$60.00$61.001:2Nov 6-$0.53$0.47
$63.50$64.001:2Nov 6-$0.06$0.44
$66.50$67.001:2Nov 27-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$66.501:2Nov 6-$1.74$1.76
$58.00$56.001:2Nov 27-$0.11$1.89
$61.00$60.001:2Nov 6-$0.16$0.84
$58.00$56.001:2Dec 4-$0.19$1.81
$57.00$56.001:2Nov 13$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 3.39%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$61.50Dec 11$2.080.510.1%3.39%3.52%50--
$62.00Dec 11$1.830.480.9%2.98%3.92%1--
$61.50Dec 4$1.940.510.1%3.16%3.29%--10
$62.00Dec 4$1.680.470.9%2.74%3.68%--910
$62.50Dec 4$1.470.431.8%2.39%4.15%--10
$63.50Dec 4$1.090.363.4%1.77%5.16%--40
$63.00Dec 4$1.170.402.6%1.90%4.48%--56
$62.00Nov 27$1.500.470.9%2.44%3.39%--10
$63.00Nov 27$1.060.392.6%1.73%4.30%--17
$62.00Nov 20$1.370.460.9%2.23%3.17%253.6K

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 18,956
Total Puts 21,550
Put/Call Ratio 1.14
Net Difference -2,594

Prior's Put/Call Breakdown

Total Calls 12,398
Total Puts 80,131
Put/Call Ratio 6.46
Net Difference -67,733

Prior 7-Day Put/Call Summary

Total Calls 56,213
Total Puts 67,739
Average Put/Call Ratio 1.50
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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