Tour v388
EFA
iShares MSCI EAFE ETF
$104.25 +0.18%
$104.20 (-0.05%)🌙
as of 07/22 06:14 PM
7/22 18:14

Option Volume

Detail
Current (07/22) 19,745
Calls: 11,342 (57%)
Puts: 8,403 (43%)
Prior (07/21) 17,983
Calls: 11,558 (64%)
Puts: 6,425 (36%)
Current vs Prior +9.80%
Calls: -1.87% (Calls)
Puts: +30.79% (Puts)
Prior 7-Day Total 171,655
Calls: 75,923 (44%)
Puts: 95,732 (56%)
Prior 7-Day Average 24,522
Calls: 10,846 (44%)
Puts: 13,676 (56%)
Current vs Prior 7-Day Avg -19.48%
Calls: +4.57%
Puts: -38.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $2.58M
Calls: $1.90M (73%)
Puts: $686.0K (27%)
Prior (07/21) $2.98M
Calls: $2.01M (68%)
Puts: $965.7K (32%)
Current vs Prior -13.34%
Calls: -5.85%
Puts: -28.96%
Prior 7-Day Total $31.29M
Calls: $13.06M (42%)
Puts: $18.22M (58%)
Prior 7-Day Average $4.47M
Calls: $1.87M (42%)
Puts: $2.60M (58%)
Current vs Prior 7-Day Avg -42.21%
Calls: +1.65%
Puts: -73.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.74
Prior (07/21) 0.56
Current vs Prior +33.28%
Prior 7-Day Average 1.43
Current vs Prior 7-Day Avg -48.06%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 251,107
Calls: 130,584 (52%)
Puts: 120,523 (48%)
Prior (07/21) 1,106,875
Calls: 372,091 (34%)
Puts: 734,784 (66%)
Current vs Prior -77.31%
Prior 7-Day Total 8,809,312
Calls: 3,019,771 (34%)
Puts: 5,789,541 (66%)
Prior 7-Day Average 1,258,473
Calls: 431,395 (34%)
Puts: 827,077 (66%)
Current vs Prior 7-Day Avg -80.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.10% | 4.01%3.57% | 5.44%
Prior 4.11% | 4.39%5.27% | 4.91%
Current vs Prior -73.18% | -8.70%-32.24% | +10.76%
Prior 7-Day Avg 3.35% | 3.93%3.84% | 4.94%
Current vs 7-Day Avg -67.05% | +1.93%-7.13% | +9.99%
Prior 7-Day Eod 4.11% | 4.39%5.27% | 4.91%
Current vs 7-Day Eod -73.18% | -8.70%-32.24% | +10.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.16% | 21.46%
Calls: 14.86% | 17.19%
Puts: 25.45% | 25.74%
Prior 21.57% | 14.94%
Calls: 24.62% | 15.00%
Puts: 18.52% | 14.88%
Current vs Prior -6.54% | +43.64%
Prior 7-Day Avg 102.17% | 21.86%
Calls: 62.72% | 19.56%
Puts: 141.62% | 24.16%
Current vs 7-Day Avg -80.27% | -1.84%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.90M). P/C ratio rising 33% - increased hedging/bearish positioning. Declining open interest (down 77%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 14 found (avg delta 0.60, highest 0.74)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.50Jul 240.771.50$1.1464.0%220.74--
$102.50Jul 240.634.15$2.39147.3%10.70--
$102.00Aug 212.874.80$3.8450.3%10.69--
$103.00Aug 142.172.95$2.5630.5%10.68--
$102.50Aug 212.635.00$3.8262.0%100.6611
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.50Jul 240.300.85$0.5796.5%500.5342
$105.00Aug 211.842.44$2.1428.0%780.522.2K

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 15.1K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 211.642.50$2.0741.5%4.1K0.4811.0K
$109.00Aug 210.240.56$0.4080.0%1.8K0.1721.0K
$108.00Aug 210.450.65$0.5536.4%1.4K0.239.4K
$105.00Jul 240.000.45$0.23195.7%8930.302.6K
$105.50Aug 211.381.78$1.5825.3%3190.4419
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 210.000.60$0.30200.0%8060.06--
$90.00Aug 280.001.15$0.57201.8%8060.09--
$100.00Aug 140.000.70$0.35200.0%7000.14669
$104.00Aug 140.001.92$0.96200.0%7000.41--
$100.00Aug 210.300.73$0.5282.7%4900.1811.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 75.4%, max 227.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.50Jul 24Aug 2151.1%18.2%180.5%1111
$104.50Jul 24Aug 2126.1%9.3%180.0%141903
$108.00Jul 31Aug 2122.7%14.4%57.6%1.4K9.5K
$107.00Jul 31Aug 1415.2%12.8%18.5%19--
$104.00Aug 7Aug 2118.7%16.8%11.5%228.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.50Jul 24Aug 2162.0%18.9%227.1%14311
$104.50Jul 24Aug 2126.1%9.3%180.0%48364
$103.00Jul 24Aug 722.9%14.7%56.5%11352
$100.00Jul 31Aug 2126.3%17.5%50.4%52911.8K
$102.00Jul 24Aug 2824.7%17.5%41.2%81.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 44.45, avg 7.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$105.00Aug 14$0.15$0.85$0.155.67$104.15
$108.00$109.00Aug 21$0.15$0.85$0.155.67$108.15
$106.00$107.00Jul 31$0.17$0.83$0.174.88$106.17
$105.50$106.00Jul 24$0.14$0.36$0.142.57$105.64
$103.50$104.50Jul 24$0.40$0.60$0.401.50$103.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$90.00Aug 21$0.22$9.78$0.2244.45$99.78
$101.00$90.00Aug 28$0.36$10.64$0.3629.56$100.64
$101.00$99.00Aug 31$0.11$1.89$0.1117.18$100.89
$96.00$94.00Jul 31$0.12$1.88$0.1215.67$95.88
$104.00$100.00Aug 14$0.61$3.39$0.615.56$103.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 2.33, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.50$106.00Aug 21$0.35$0.35$0.152.33$105.85
$103.00$104.00Aug 21$0.61$0.61$0.391.56$103.61
$104.00$106.00Aug 7$1.07$1.07$0.931.15$105.07
$106.50$108.00Aug 21$0.74$0.74$0.760.97$107.24
$103.50$104.50Jul 24$0.40$0.40$0.600.67$103.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.50$100.00Aug 21$0.23$0.23$0.270.85$100.27
$104.00$103.50Jul 24$0.22$0.22$0.280.79$103.78
$104.00$102.00Aug 21$0.56$0.56$1.440.39$103.44
$102.00$100.50Aug 21$0.41$0.41$1.090.38$101.59
$104.00$101.00Aug 31$0.80$0.80$2.200.36$103.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.73, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 7Aug 14$0.1018.7%13.0%
$108.00Jul 31Aug 21$0.1822.7%14.4%
$106.00Jul 24Jul 31$0.3613.9%14.3%
$107.00Jul 31Aug 14$0.3615.2%12.8%
$103.00Aug 14Aug 21$0.6917.4%16.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 31Aug 7$0.1826.3%21.7%
$90.00Aug 21Aug 28$0.2735.4%37.8%
$102.00Jul 24Jul 31$0.3024.7%19.7%
$104.00Jul 24Aug 14$0.5020.9%13.0%
$104.50Jul 24Aug 21$0.5126.1%9.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 1.26% of stock, avg 3.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.50Jul 24$0.74$0.57$1.31$103.19$105.811.26%
$103.50Jul 24$1.14$0.24$1.38$102.12$104.881.32%
$104.00Aug 14$1.66$0.96$2.62$101.38$106.622.51%
$102.50Jul 24$2.39$0.77$3.16$99.34$105.663.03%
$104.50Aug 21$2.13$1.08$3.21$101.29$107.713.08%
$105.00Aug 21$2.07$2.14$4.21$100.79$109.214.04%
$104.00Aug 21$2.64$1.72$4.36$99.64$108.364.18%
$102.00Aug 21$3.84$1.16$5.00$97.00$107.004.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.23% of stock, avg 1.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$106.00$103.00Jul 24$0.03$0.21$0.24$102.76$106.24
$106.00$103.50Jul 24$0.03$0.24$0.27$103.23$106.27
$105.50$103.00Jul 24$0.17$0.21$0.38$102.62$105.88
$105.50$103.50Jul 24$0.17$0.24$0.41$103.09$105.91
$105.00$103.00Jul 24$0.23$0.21$0.44$102.56$105.44
$105.00$103.50Jul 24$0.23$0.24$0.47$103.03$105.47
$107.00$96.00Jul 31$0.22$0.26$0.48$95.52$107.48
$106.00$104.00Jul 24$0.03$0.46$0.49$103.51$106.49
$107.00$100.00Jul 31$0.22$0.30$0.52$99.48$107.52
$106.00$101.50Jul 24$0.03$0.52$0.55$100.95$106.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 5.25, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/100103/104Aug 21$0.84$0.165.25$99.66$103.84
100/100104/106Aug 7$1.59$0.413.88$98.91$105.59
100/102106/108Aug 21$1.15$0.353.29$100.85$107.65
104/104106/106Jul 24$0.36$0.142.57$103.64$105.86
98/100102/104Jul 24$1.75$0.752.33$98.75$104.25
100/102103/104Aug 21$1.02$0.482.12$100.98$104.02
100/102102/103Aug 21$0.98$0.521.88$101.02$103.48
102/104106/108Aug 21$1.30$0.701.86$102.70$107.80
100/100106/108Aug 21$0.97$0.531.83$99.53$107.47
100/102104/104Aug 21$0.92$0.581.59$101.08$104.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 2.57, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$105.50$106.00Aug 21$0.14$0.362.57
$106.00$107.00$108.00Jul 31$0.32$0.682.12
$103.00$104.00$105.00Aug 14$0.75$0.250.33
$105.50$106.00$106.50Aug 21$0.41$0.090.22
$102.50$103.50$104.50Jul 24$0.85$0.150.18
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$103.00$103.50$104.00Jul 24$0.19$0.311.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.21, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$108.00$109.001:2Aug 21-$0.25$0.75
$103.50$104.501:2Jul 24-$0.34$0.66
$106.00$107.001:2Aug 14-$0.50$0.50
$107.00$108.001:2Jul 31-$0.52$0.48
$105.00$105.501:2Jul 24-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$90.001:2Aug 28-$0.21$10.79
$100.00$90.001:2Aug 21-$0.08$9.92
$90.00$85.001:2Aug 21-$0.36$4.64
$100.00$96.001:2Jul 31-$0.22$3.78
$90.00$85.001:2Aug 28-$1.71$3.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.82%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.50Aug 21$1.900.520.2%1.82%2.06%6417
$105.00Aug 21$1.640.480.7%1.57%2.29%4.1K11.0K
$105.00Aug 31$1.590.510.7%1.53%2.24%159
$105.00Aug 28$1.530.490.7%1.47%2.19%144
$105.50Aug 21$1.380.441.2%1.32%2.52%31919
$106.00Aug 21$1.040.391.7%1.00%2.68%616.3K
$105.00Aug 14$0.890.510.7%0.85%1.57%89
$106.50Aug 21$0.860.372.2%0.82%2.98%23431
$105.50Aug 14$0.680.481.2%0.65%1.85%1--
$108.00Aug 21$0.450.233.6%0.43%4.03%1.4K9.4K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 11,342
Total Puts 8,403
Put/Call Ratio 0.74
Net Difference 2,939

Prior's Put/Call Breakdown

Total Calls 11,558
Total Puts 6,425
Put/Call Ratio 0.56
Net Difference 5,133

Prior 7-Day Put/Call Summary

Total Calls 75,923
Total Puts 95,732
Average Put/Call Ratio 1.43
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All