Tour v366
EFA
iShares MSCI EAFE ETF
$102.57 -0.74%
7/20 18:02

Option Volume

Detail
Current (07/20) 15,668
Calls: 8,205 (52%)
Puts: 7,463 (48%)
Prior (07/17) 64,460
Calls: 22,409 (35%)
Puts: 42,051 (65%)
Current vs Prior -75.69%
Calls: -63.39% (Calls)
Puts: -82.25% (Puts)
Prior 7-Day Total 219,543
Calls: 88,997 (41%)
Puts: 130,546 (59%)
Prior 7-Day Average 31,363
Calls: 12,713 (41%)
Puts: 18,649 (59%)
Current vs Prior 7-Day Avg -50.04%
Calls: -35.46%
Puts: -59.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $3.48M
Calls: $1.16M (33%)
Puts: $2.32M (67%)
Prior (07/17) $11.72M
Calls: $3.58M (31%)
Puts: $8.14M (69%)
Current vs Prior -70.30%
Calls: -67.65%
Puts: -71.47%
Prior 7-Day Total $34.78M
Calls: $13.56M (39%)
Puts: $21.22M (61%)
Prior 7-Day Average $4.97M
Calls: $1.94M (39%)
Puts: $3.03M (61%)
Current vs Prior 7-Day Avg -29.95%
Calls: -40.16%
Puts: -23.43%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 0.91
Prior (07/17) 1.88
Current vs Prior -51.53%
Prior 7-Day Average 1.64
Current vs Prior 7-Day Avg -44.40%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 1,095,431
Calls: 366,193 (33%)
Puts: 729,238 (67%)
Prior (07/17) 1,327,211
Calls: 458,271 (35%)
Puts: 868,940 (65%)
Current vs Prior -17.46%
Prior 7-Day Total 9,195,840
Calls: 3,167,845 (34%)
Puts: 6,027,995 (66%)
Prior 7-Day Average 1,313,691
Calls: 452,549 (34%)
Puts: 861,142 (66%)
Current vs Prior 7-Day Avg -16.61%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.54% | 4.23%4.36% | 5.39%
Prior 4.21% | 4.85%4.70% | 4.95%
Current vs Prior -39.56% | -12.73%-7.34% | +9.02%
Prior 7-Day Avg 3.03% | 3.42%3.16% | 4.83%
Current vs 7-Day Avg -16.11% | +23.64%+38.08% | +11.56%
Prior 7-Day Eod 4.21% | 4.85%4.70% | 4.95%
Current vs 7-Day Eod -39.56% | -12.73%-7.34% | +9.02%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.58% | 18.18%
Calls: 14.94% | 14.81%
Puts: 22.22% | 21.54%
Prior 443.40% | 16.77%
Calls: 72.00% | 12.75%
Puts: 814.81% | 20.79%
Current vs Prior -95.81% | +8.41%
Prior 7-Day Avg 120.47% | 22.27%
Calls: 80.76% | 21.07%
Puts: 161.71% | 23.46%
Current vs 7-Day Avg -84.58% | -18.36%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($2.32M). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 76% vs prior. P/C ratio dropping 52% - sentiment shifting bullish.

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

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 246.7010.80$8.7546.9%11.00--
$93.00Jul 247.7011.75$9.7341.6%10.92--
$92.00Aug 219.2013.30$11.2536.4%--0.9210
$98.00Jul 242.826.85$4.8483.3%--0.91321
$86.00Aug 3115.2019.30$17.2523.8%--0.8934
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 241.315.40$3.36121.7%--1.00401
$107.00Aug 213.256.50$4.8866.6%--0.92102
$106.00Jul 311.545.40$3.47111.2%--0.90398
$106.00Aug 212.455.40$3.9375.1%--0.8363
$104.50Jul 240.103.95$2.03189.7%--0.8242

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 6.1K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 240.002.64$1.32200.0%2.1K0.43538
$107.00Aug 210.110.52$0.32128.1%4290.161.0K
$104.50Jul 240.000.88$0.44200.0%3090.29629
$104.00Aug 210.943.35$2.15112.1%2690.456.7K
$104.00Aug 70.012.96$1.49198.0%1850.411.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 140.031.08$0.56187.5%2600.162
$101.00Aug 210.811.37$1.0951.4%2520.3317.2K
$100.00Aug 310.132.95$1.54183.1%2010.311.2K
$105.00Aug 281.814.50$3.1685.1%1500.62160
$105.00Aug 311.814.50$3.1685.1%1500.63181

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 83.0%, max 370.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Jul 24Aug 2159.4%12.6%370.4%4291.1K
$110.00Jul 24Aug 3179.1%23.4%238.0%--1.1K
$105.00Jul 24Aug 3146.2%17.1%169.6%462.6K
$108.00Jul 31Aug 2142.8%19.1%124.0%189.5K
$104.00Jul 24Aug 3140.6%18.8%116.2%2.1K543
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 24Aug 3146.2%17.1%169.6%165197
$92.00Jul 31Aug 3167.4%26.6%153.0%182
$84.00Jul 31Aug 31102.0%42.7%138.7%--17.7K
$101.50Jul 24Aug 2844.5%20.0%123.0%5688
$94.00Jul 31Aug 3158.4%26.4%121.5%--1.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 25.92, avg 3.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$109.00$110.00Aug 31$0.10$0.90$0.109.00$109.10
$106.00$109.00Aug 31$0.35$2.65$0.357.57$106.35
$106.00$107.00Aug 21$0.17$0.83$0.174.88$106.17
$105.00$105.50Aug 7$0.11$0.39$0.113.55$105.11
$101.00$102.00Jul 31$0.25$0.75$0.253.00$101.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.50$96.00Aug 7$0.13$3.37$0.1325.92$99.37
$97.00$95.00Aug 14$0.11$1.89$0.1117.18$96.89
$101.50$95.00Aug 28$0.80$5.70$0.807.13$100.70
$97.00$96.00Jul 24$0.15$0.85$0.155.67$96.85
$94.00$93.00Aug 21$0.15$0.85$0.155.67$93.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 59.00, avg 3.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$94.00Aug 7$8.85$8.85$0.1559.00$93.85
$88.00$94.00Aug 31$5.65$5.65$0.3516.14$93.65
$95.00$101.00Jul 31$5.52$5.52$0.4811.50$100.52
$94.00$96.00Aug 31$1.83$1.83$0.1710.76$95.83
$94.00$101.00Aug 7$6.35$6.35$0.659.77$100.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.00$96.00Jul 31$0.88$0.88$0.127.33$96.12
$109.00$107.00Aug 31$1.76$1.76$0.247.33$107.24
$106.00$105.00Jul 24$0.87$0.87$0.136.69$105.13
$91.00$90.00Aug 21$0.81$0.81$0.194.26$90.19
$106.00$105.00Aug 31$0.78$0.78$0.223.55$105.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $0.73, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 24Jul 31$0.0730.3%26.6%
$94.00Jul 24Aug 7$0.2537.0%47.1%
$101.00Jul 31Aug 7$0.2727.4%23.6%
$96.00Aug 21Aug 31$0.2922.6%23.0%
$86.00Jul 31Aug 31$0.4593.1%51.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Jul 31Aug 21$0.0771.7%44.1%
$104.00Jul 24Jul 31$0.1040.6%28.6%
$106.00Jul 24Jul 31$0.1127.6%15.4%
$96.00Jul 24Jul 31$0.2233.4%29.7%
$104.50Jul 24Jul 31$0.3023.1%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 1.62% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Jul 24$0.68$0.98$1.66$101.34$104.661.62%
$104.50Jul 24$0.44$2.03$2.47$102.03$106.972.41%
$103.50Jul 24$0.73$1.82$2.55$100.95$106.052.49%
$105.00Jul 31$0.32$2.53$2.85$102.15$107.852.78%
$102.00Jul 31$2.13$0.89$3.02$98.98$105.022.94%
$104.00Jul 24$1.32$1.90$3.22$100.78$107.223.14%
$104.00Aug 7$1.49$1.75$3.24$100.76$107.243.16%
$103.00Jul 31$1.50$1.79$3.29$99.71$106.293.21%
$104.00Jul 31$1.35$2.00$3.35$100.65$107.353.27%
$106.00Jul 31$0.13$3.47$3.60$102.40$109.603.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 1.04% of stock, avg 2.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$104.50$100.50Jul 24$0.44$0.63$1.07$99.43$105.57
$106.00$100.00Aug 14$0.37$0.71$1.08$98.92$107.08
$106.00$100.50Aug 14$0.37$0.79$1.16$99.34$107.16
$108.00$100.00Aug 14$0.63$0.71$1.34$98.66$109.34
$103.50$100.50Jul 24$0.73$0.63$1.36$99.14$104.86
$108.00$100.50Aug 14$0.63$0.79$1.42$99.08$109.42
$104.50$102.50Jul 24$0.44$1.00$1.44$101.06$105.94
$106.00$100.00Aug 21$0.49$1.05$1.54$98.46$107.54
$104.50$98.50Jul 24$0.44$1.12$1.56$96.94$106.06
$106.00$101.00Aug 21$0.49$1.09$1.58$99.42$107.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 8.09, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
101/102105/106Aug 31$0.89$0.118.09$101.11$105.89
96/9798/103Jul 24$4.31$0.696.25$92.69$102.31
96/97105/106Jul 24$0.86$0.146.14$96.14$105.86
96/97104/105Aug 31$0.84$0.165.25$96.16$104.84
95/96105/106Aug 7$0.83$0.174.88$95.17$105.83
95/97102/104Aug 14$1.62$0.384.26$95.38$103.62
99/100102/103Aug 21$0.79$0.213.76$99.21$103.29
92/9399/102Aug 31$2.27$0.733.11$90.73$101.27
84/86103/104Aug 31$1.49$0.512.92$84.51$104.49
100/100106/106Jul 24$0.37$0.132.85$99.63$105.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$96.00$97.00$98.00Aug 21$0.17$0.834.88
$104.00$105.00$106.00Aug 31$0.24$0.763.17
$102.50$103.00$103.50Aug 21$0.13$0.372.85
$103.00$104.00$105.00Aug 31$0.26$0.742.85
$96.00$99.00$102.00Aug 31$1.25$1.751.40
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$96.00$97.00Aug 21$0.05$0.9519.00
$94.00$95.00$96.00Aug 21$0.09$0.9110.11
$97.00$98.00$99.00Aug 21$0.09$0.9110.11
$95.00$96.00$97.00Aug 31$0.10$0.909.00
$95.00$96.00$97.00Jul 24$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-0.15, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$0.15$8.85
$94.00$98.001:2Jul 24-$0.93$3.07
$101.00$104.001:2Aug 7-$0.33$2.67
$106.00$109.001:2Aug 31-$0.90$2.10
$88.00$94.001:2Aug 31-$4.00$2.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$85.001:2Aug 28-$1.03$6.97
$101.50$95.001:2Aug 28-$0.47$6.03
$90.00$85.001:2Jul 24-$0.02$4.98
$95.00$90.001:2Jul 24-$0.03$4.97
$90.00$85.001:2Jul 31-$1.06$3.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 1.71%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$103.00Aug 31$1.750.580.4%1.71%2.13%--25
$104.00Aug 31$0.950.511.4%0.93%2.32%15
$104.00Aug 21$0.940.451.4%0.92%2.31%2696.7K
$104.00Aug 14$0.760.431.4%0.74%2.14%1--
$105.00Aug 21$0.590.332.4%0.58%2.94%14210.9K
$105.00Aug 28$0.590.392.4%0.58%2.94%241
$105.00Aug 31$0.590.442.4%0.58%2.94%--59
$105.00Aug 14$0.420.392.4%0.41%2.78%1--
$103.50Aug 21$0.310.480.9%0.30%1.21%11--
$105.50Aug 21$0.230.362.9%0.22%3.08%19--

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 8,205
Total Puts 7,463
Put/Call Ratio 0.91
Net Difference 742

Prior's Put/Call Breakdown

Total Calls 22,409
Total Puts 42,051
Put/Call Ratio 1.88
Net Difference -19,642

Prior 7-Day Put/Call Summary

Total Calls 88,997
Total Puts 130,546
Average Put/Call Ratio 1.64
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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