Tour v477
EFA
iShares MSCI EAFE ETF
$105.58 -0.62%
7/31 18:04

Option Volume

Detail
Current (07/31) 140,752
Calls: 47,068 (33%)
Puts: 93,684 (67%)
Prior (07/30) 51,080
Calls: 23,757 (47%)
Puts: 27,323 (53%)
Current vs Prior +175.55%
Calls: +98.12% (Calls)
Puts: +242.88% (Puts)
Prior 7-Day Total 229,312
Calls: 74,734 (33%)
Puts: 154,578 (67%)
Prior 7-Day Average 32,758
Calls: 10,676 (33%)
Puts: 22,082 (67%)
Current vs Prior 7-Day Avg +329.66%
Calls: +340.86%
Puts: +324.24%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $11.28M
Calls: $4.85M (43%)
Puts: $6.44M (57%)
Prior (07/30) $6.05M
Calls: $2.99M (49%)
Puts: $3.06M (51%)
Current vs Prior +86.39%
Calls: +62.00%
Puts: +110.23%
Prior 7-Day Total $31.81M
Calls: $11.80M (37%)
Puts: $20.01M (63%)
Prior 7-Day Average $4.54M
Calls: $1.69M (37%)
Puts: $2.86M (63%)
Current vs Prior 7-Day Avg +148.27%
Calls: +187.43%
Puts: +125.17%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 1.99
Prior (07/30) 1.15
Current vs Prior +73.06%
Prior 7-Day Average 2.30
Current vs Prior 7-Day Avg -13.46%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 1,200,093
Calls: 407,197 (34%)
Puts: 792,896 (66%)
Prior (07/30) 1,173,992
Calls: 394,794 (34%)
Puts: 779,198 (66%)
Current vs Prior +2.22%
Prior 7-Day Total 5,567,810
Calls: 2,032,313 (37%)
Puts: 3,535,497 (63%)
Prior 7-Day Average 795,401
Calls: 290,330 (37%)
Puts: 505,071 (63%)
Current vs Prior 7-Day Avg +50.88%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.81% | 1.88%2.76% | 6.35%
Prior 0.98% | 2.02%2.66% | 5.27%
Current vs Prior +91.57% | +26.83%+3.47% | +20.39%
Prior 7-Day Avg 2.63% | 3.32%3.74% | 5.75%
Current vs 7-Day Avg -28.81% | -22.60%-26.27% | +10.43%
Prior 7-Day Eod 0.98% | 2.02%2.66% | 5.27%
Current vs 7-Day Eod +91.57% | +26.83%+3.47% | +20.39%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 79.11% | 12.62%
Calls: 61.54% | 13.00%
Puts: 96.67% | 12.24%
Prior 29.79% | 23.50%
Calls: 25.81% | 19.13%
Puts: 33.77% | 27.87%
Current vs Prior +165.56% | -46.30%
Prior 7-Day Avg 20.18% | 22.75%
Calls: 16.26% | 24.94%
Puts: 24.11% | 20.57%
Current vs 7-Day Avg +291.97% | -44.53%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 86% vs prior. Dollar volume significantly above 7-day average (148% higher). Unusually high activity with volume up 176% vs prior - elevated interest. Volume explosion - 330% above 7-day average (140,752 vs avg 32,758).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 5 of results (avg 8.7%, best 7.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 3119.2020.70$19.957.5%151.0032
$88.00Jul 3117.1518.60$17.888.1%250.992
$85.00Jul 3120.1021.95$21.038.8%111.00105
$99.00Aug 317.007.70$7.359.5%--0.89202
$87.00Jul 3118.1019.95$19.029.7%171.003
PUTS (0)
No puts meet the criteria

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. 91 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 3120.1021.95$21.038.8%111.00105
$86.00Jul 3119.2020.70$19.957.5%151.0032
$87.00Jul 3118.1019.95$19.029.7%171.003
$89.00Jul 3115.5517.95$16.7514.3%221.002
$96.00Jul 318.7010.95$9.8222.9%241.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 311.393.30$2.3481.6%41.003
$109.00Jul 312.604.65$3.6356.5%21.00--
$110.00Jul 313.755.60$4.6839.5%11.00--
$114.00Jul 317.009.70$8.3532.3%11.00--
$115.00Jul 318.0510.70$9.3828.3%11.0011

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 48.2K, top 12.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 210.250.43$0.3452.9%12.4K0.1827.2K
$105.00Jul 310.101.44$0.77174.0%3.5K0.765.9K
$103.50Jul 311.553.75$2.6583.0%2.2K0.662.4K
$104.50Aug 71.232.10$1.6752.1%2.2K0.7424
$104.00Jul 310.932.04$1.4974.5%1.2K0.761.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 210.040.23$0.14135.7%12.0K0.0522.5K
$85.00Aug 310.010.22$0.12175.0%5.0K0.02--
$100.00Aug 210.250.38$0.3240.6%1.0K0.1211.4K
$105.00Jul 310.000.24$0.12200.0%9760.2458
$96.00Sep 40.100.51$0.31132.3%4990.09560

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 1721.7%, max 4514.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Jul 31Aug 31674.5%17.0%3865.6%2631
$104.50Jul 31Sep 4555.9%14.7%3693.7%6217
$88.00Jul 31Aug 311081.7%35.4%2956.9%2534
$94.00Jul 31Aug 31733.1%25.3%2796.0%25111
$86.00Jul 31Aug 311035.4%36.3%2756.1%1566
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.50Jul 31Aug 21681.6%14.8%4514.2%183361
$103.00Jul 31Sep 4674.5%16.4%4020.2%6535
$104.50Jul 31Aug 28555.9%13.8%3940.5%340
$90.00Jul 31Sep 4964.4%31.5%2964.2%--1.1K
$94.00Jul 31Aug 31733.1%25.3%2796.0%--1.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 72 found (best R:R 29.00, avg 3.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$117.00Aug 14$0.30$8.70$0.3029.00$108.30
$112.00$114.00Sep 11$0.11$1.89$0.1117.18$112.11
$111.00$113.00Aug 31$0.14$1.86$0.1413.29$111.14
$107.00$108.00Jul 31$0.10$0.90$0.109.00$107.10
$108.00$109.00Aug 31$0.11$0.89$0.118.09$108.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$93.00$90.00Aug 7$0.11$2.89$0.1126.27$92.89
$99.00$96.00Sep 11$0.19$2.81$0.1914.79$98.81
$100.00$98.00Aug 28$0.17$1.83$0.1710.76$99.83
$102.50$96.00Sep 4$0.64$5.86$0.649.16$101.86
$102.00$101.00Aug 31$0.14$0.86$0.146.14$101.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 29.00, avg 2.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$88.00$94.00Aug 31$5.80$5.80$0.2029.00$93.80
$96.00$99.00Aug 31$2.80$2.80$0.2014.00$98.80
$85.00$104.00Aug 28$17.69$17.69$1.3113.50$102.69
$85.00$94.00Aug 7$8.28$8.28$0.7211.50$93.28
$93.00$104.00Aug 14$10.05$10.05$0.9510.58$103.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$108.00$106.00Jul 31$1.87$1.87$0.1314.38$106.13
$114.00$110.00Jul 31$3.67$3.67$0.3311.12$110.33
$107.00$106.00Aug 21$0.82$0.82$0.184.56$106.18
$109.00$107.00Aug 31$1.54$1.54$0.463.35$107.46
$104.50$104.00Aug 21$0.37$0.37$0.132.85$104.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $0.26, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$86.00Jul 31Aug 31$0.051035.4%36.3%
$100.00Jul 31Aug 21$0.05394.0%20.2%
$111.00Jul 31Aug 21$0.07290.9%13.0%
$88.00Jul 31Aug 31$0.101081.7%35.4%
$108.00Jul 31Aug 7$0.10147.3%13.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$97.00Jul 31Aug 14$0.06560.3%26.3%
$101.00Jul 31Aug 7$0.07266.4%20.8%
$99.50Aug 14Aug 21$0.0720.7%18.6%
$91.00Jul 31Aug 21$0.08778.0%33.2%
$92.00Jul 31Aug 21$0.08725.1%31.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 0.49% of stock, avg 6.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.50Jul 31$0.39$0.13$0.52$104.98$106.020.49%
$106.00Jul 31$0.12$0.47$0.59$105.41$106.590.56%
$105.00Jul 31$0.77$0.12$0.89$104.11$105.890.84%
$106.00Aug 7$0.70$1.02$1.72$104.28$107.721.63%
$104.00Jul 31$1.49$0.34$1.83$102.17$105.831.73%
$104.50Aug 7$1.67$0.29$1.96$102.54$106.461.86%
$105.00Aug 7$1.58$0.50$2.08$102.92$107.081.97%
$108.00Jul 31$0.01$2.34$2.35$105.65$110.352.23%
$104.50Jul 31$1.17$1.26$2.43$102.07$106.932.30%
$106.00Aug 21$1.56$1.18$2.74$103.26$108.742.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.23% of stock, avg 1.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$105.50Jul 31$0.11$0.13$0.24$105.26$107.24
$106.00$105.50Jul 31$0.12$0.13$0.25$105.25$106.25
$108.00$103.00Aug 7$0.11$0.14$0.25$102.75$108.25
$109.00$103.00Aug 7$0.13$0.14$0.27$102.73$109.27
$108.00$103.50Aug 7$0.11$0.18$0.29$103.21$108.29
$109.00$103.50Aug 7$0.13$0.18$0.31$103.19$109.31
$108.00$104.00Aug 7$0.11$0.25$0.36$103.64$108.36
$109.00$104.00Aug 7$0.13$0.25$0.38$103.62$109.38
$108.00$104.50Aug 7$0.11$0.29$0.40$104.10$108.40
$107.00$103.00Aug 7$0.27$0.14$0.41$102.59$107.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 10.02, avg credit $0.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/9394/100Aug 7$5.91$0.5910.02$87.09$99.91
99/100103/105Aug 31$1.71$0.295.90$98.29$104.71
101/102103/105Aug 31$1.69$0.315.45$100.31$104.69
105/106107/108Aug 31$0.81$0.194.26$105.19$107.81
104/104106/107Aug 14$0.39$0.113.55$103.61$106.89
102/103106/107Aug 31$0.77$0.233.35$102.23$106.77
102/103107/108Aug 31$0.75$0.253.00$102.25$107.75
102/103106/107Aug 14$0.37$0.132.85$102.63$106.87
102/103106/106Aug 28$0.37$0.132.85$102.63$105.87
99/100106/107Aug 31$0.70$0.302.33$99.30$106.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Aug 21$0.06$0.9415.67
$110.00$111.00$112.00Aug 21$0.08$0.9211.50
$110.00$111.00$112.00Sep 11$0.08$0.9211.50
$108.00$109.00$110.00Aug 21$0.09$0.9110.11
$107.00$108.00$109.00Jul 31$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$94.00$95.00$96.00Aug 21$0.05$0.9519.00
$95.00$96.00$97.00Aug 21$0.07$0.9313.29
$96.00$98.00$100.00Aug 28$0.16$1.8411.50
$93.00$94.00$95.00Aug 31$0.08$0.9211.50
$101.00$102.00$103.00Aug 31$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 133 found (best net $-0.10, 118 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$94.00$100.501:2Aug 7-$0.10$6.40
$85.00$94.001:2Aug 7-$3.42$5.58
$112.00$115.001:2Aug 21-$0.02$2.98
$112.00$114.001:2Sep 11-$0.08$1.92
$106.00$108.001:2Sep 4-$0.15$1.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Aug 28-$0.07$4.93
$90.00$85.001:2Aug 7-$0.23$4.77
$90.00$86.001:2Aug 31-$0.03$3.97
$114.00$110.001:2Jul 31-$1.01$2.99
$99.00$96.001:2Aug 7-$0.02$2.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 1.68%, avg 0.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$106.00Sep 4$1.770.480.4%1.68%2.07%1--
$106.00Aug 31$1.610.510.4%1.52%1.92%--27
$106.00Aug 28$1.530.490.4%1.45%1.85%13
$107.00Sep 11$1.430.471.3%1.35%2.70%5--
$106.00Aug 21$1.230.480.4%1.16%1.56%18417.1K
$107.00Aug 31$1.070.431.3%1.01%2.36%111
$106.00Aug 14$0.940.470.4%0.89%1.29%18998
$106.50Aug 21$0.870.420.9%0.82%1.70%6440
$107.00Aug 21$0.830.381.3%0.79%2.13%223.2K
$108.00Sep 4$0.780.342.3%0.74%3.03%801309

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 47,068
Total Puts 93,684
Put/Call Ratio 1.99
Net Difference -46,616

Prior's Put/Call Breakdown

Total Calls 23,757
Total Puts 27,323
Put/Call Ratio 1.15
Net Difference -3,566

Prior 7-Day Put/Call Summary

Total Calls 74,734
Total Puts 154,578
Average Put/Call Ratio 2.30
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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