Tour v487
EFA
iShares MSCI EAFE ETF
$106.02 +0.42%
$105.62 (-0.38%)🌙
as of 08/03 06:06 PM
8/3 18:06

Option Volume

Detail
Current (08/03) 31,530
Calls: 13,746 (44%)
Puts: 17,784 (56%)
Prior (07/31) 140,752
Calls: 47,068 (33%)
Puts: 93,684 (67%)
Current vs Prior -77.60%
Calls: -70.80% (Calls)
Puts: -81.02% (Puts)
Prior 7-Day Total 350,319
Calls: 110,460 (32%)
Puts: 239,859 (68%)
Prior 7-Day Average 50,045
Calls: 15,780 (32%)
Puts: 34,265 (68%)
Current vs Prior 7-Day Avg -37.00%
Calls: -12.89%
Puts: -48.10%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $4.05M
Calls: $2.60M (64%)
Puts: $1.45M (36%)
Prior (07/31) $11.28M
Calls: $4.85M (43%)
Puts: $6.44M (57%)
Current vs Prior -64.10%
Calls: -46.42%
Puts: -77.41%
Prior 7-Day Total $40.51M
Calls: $14.75M (36%)
Puts: $25.76M (64%)
Prior 7-Day Average $5.79M
Calls: $2.11M (36%)
Puts: $3.68M (64%)
Current vs Prior 7-Day Avg -30.01%
Calls: +23.22%
Puts: -60.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.29
Prior (07/31) 1.99
Current vs Prior -35.00%
Prior 7-Day Average 2.48
Current vs Prior 7-Day Avg -47.80%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 1,170,315
Calls: 399,806 (34%)
Puts: 770,509 (66%)
Prior (07/31) 1,200,093
Calls: 407,197 (34%)
Puts: 792,896 (66%)
Current vs Prior -2.48%
Prior 7-Day Total 6,516,796
Calls: 2,308,926 (35%)
Puts: 4,207,870 (65%)
Prior 7-Day Average 930,970
Calls: 329,846 (35%)
Puts: 601,124 (65%)
Current vs Prior 7-Day Avg +25.71%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.74% | 2.18%2.77% | 4.80%
Prior 1.88% | 2.57%2.76% | 6.35%
Current vs Prior -7.46% | -15.11%+0.61% | -24.34%
Prior 7-Day Avg 2.74% | 3.11%3.62% | 5.88%
Current vs 7-Day Avg -36.76% | -29.95%-23.44% | -18.29%
Prior 7-Day Eod 1.88% | 2.57%2.76% | 6.35%
Current vs 7-Day Eod -7.46% | -15.11%+0.61% | -24.34%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 18.08% | 14.92%
Calls: 18.92% | 16.24%
Puts: 17.24% | 13.60%
Prior 79.11% | 12.62%
Calls: 61.54% | 13.00%
Puts: 96.67% | 12.24%
Current vs Prior -77.15% | +18.23%
Prior 7-Day Avg 28.60% | 21.49%
Calls: 22.92% | 24.35%
Puts: 34.28% | 18.64%
Current vs 7-Day Avg -36.79% | -30.57%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.60M). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 78% vs prior. Bearish P/C ratio of 1.29 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 2 of results (avg 5.4%, best 5.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 720.5521.65$21.105.2%21.00100
$94.00Aug 2112.0012.70$12.355.7%--0.9724
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.92, cheapest $0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 210.841.00$0.9217.4%140.413.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 720.5521.65$21.105.2%21.00100
$94.00Aug 710.3513.25$11.8024.6%--1.00100
$100.50Aug 74.306.90$5.6046.4%--1.0012
$101.00Aug 73.807.30$5.5563.1%--1.00229
$102.00Aug 72.494.55$3.5258.5%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 311.453.65$2.5586.3%--0.8412
$108.00Sep 42.285.00$3.6474.7%20.64--
$107.00Aug 211.462.29$1.8844.1%--0.60102
$107.00Aug 311.802.22$2.0120.9%--0.5778
$106.00Aug 70.251.10$0.68125.0%200.552.1K

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 18.3K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 70.001.44$0.72200.0%2.5K0.47326
$107.00Aug 70.200.44$0.3275.0%2.4K0.2716
$106.00Aug 211.381.75$1.5723.6%1.5K0.5417.1K
$103.50Aug 283.504.85$4.1832.3%5590.76--
$108.00Aug 140.220.40$0.3158.1%3560.23296
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 70.100.40$0.25120.0%2.6K0.29715
$106.00Aug 210.881.40$1.1445.6%1.5K0.47547
$103.50Aug 210.440.63$0.5435.2%1.4K0.23287
$100.00Aug 210.100.48$0.29131.0%1.1K0.1112.3K
$104.50Sep 40.921.41$1.1741.9%8880.35--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 34.4%, max 93.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Aug 7Aug 3145.8%27.2%68.1%--209
$85.00Aug 7Aug 2874.4%46.2%61.0%2115
$106.00Aug 7Sep 419.1%13.0%46.8%2.6K327
$107.00Aug 7Aug 3118.1%12.5%44.9%2.4K28
$101.00Aug 7Aug 2126.8%18.8%42.8%--383
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Aug 7Sep 463.4%32.9%93.0%--529
$95.00Aug 7Sep 1144.2%23.0%92.7%360843
$85.00Aug 7Aug 3174.4%39.4%88.6%--5.1K
$94.00Aug 7Aug 3145.8%27.2%68.1%--936
$93.00Aug 7Sep 452.0%31.8%63.4%--604

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 79.00, avg 5.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$109.00$117.00Aug 14$0.10$7.90$0.1079.00$109.10
$112.00$115.00Sep 11$0.14$2.86$0.1420.43$112.14
$112.00$115.00Sep 4$0.21$2.79$0.2113.29$112.21
$111.00$112.00Sep 11$0.10$0.90$0.109.00$111.10
$110.00$112.00Sep 4$0.23$1.77$0.237.70$110.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$101.00$96.00Sep 4$0.23$4.77$0.2320.74$100.77
$100.50$96.00Sep 11$0.22$4.28$0.2219.45$100.28
$93.00$90.00Sep 4$0.16$2.84$0.1617.75$92.84
$86.00$85.00Aug 31$0.11$0.89$0.118.09$85.89
$96.00$95.00Sep 4$0.11$0.89$0.118.09$95.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 24.00, avg 1.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$96.00$99.00Aug 31$2.88$2.88$0.1224.00$98.88
$94.00$100.50Aug 7$6.20$6.20$0.3020.67$100.20
$85.00$103.50Aug 28$17.24$17.24$1.2613.68$102.24
$99.00$102.00Aug 31$2.72$2.72$0.289.71$101.72
$86.00$88.00Aug 31$1.80$1.80$0.209.00$87.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$108.00$106.50Sep 4$1.32$1.32$0.187.33$106.68
$107.00$106.00Aug 21$0.74$0.74$0.262.85$106.26
$106.00$105.50Aug 7$0.26$0.26$0.241.08$105.74
$105.50$105.00Sep 4$0.25$0.25$0.251.00$105.25
$97.00$96.00Aug 31$0.41$0.41$0.590.69$96.59

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.35, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 7Aug 14$0.0818.1%10.1%
$109.00Aug 7Aug 14$0.0917.3%12.6%
$111.00Aug 21Aug 31$0.1612.8%12.5%
$110.00Aug 21Aug 31$0.1813.2%12.1%
$108.00Aug 7Aug 14$0.1917.7%13.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 7Aug 14$0.0622.6%17.3%
$98.00Aug 14Aug 21$0.0626.5%23.4%
$98.50Aug 14Aug 21$0.0625.4%22.4%
$99.50Aug 14Aug 21$0.0723.6%20.9%
$92.00Aug 21Aug 31$0.0733.3%30.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 1.28% of stock, avg 5.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.50Aug 7$0.94$0.42$1.36$104.14$106.861.28%
$106.00Aug 7$0.72$0.68$1.40$104.60$107.401.32%
$104.00Aug 7$1.77$0.14$1.91$102.09$105.911.80%
$104.50Aug 7$1.85$0.27$2.12$102.38$106.622.00%
$104.50Aug 14$2.10$0.50$2.60$101.90$107.102.45%
$105.00Aug 7$2.42$0.25$2.67$102.33$107.672.52%
$106.00Aug 21$1.57$1.14$2.71$103.29$108.712.56%
$105.00Aug 14$2.10$0.63$2.73$102.27$107.732.57%
$107.00Aug 21$0.92$1.88$2.80$104.20$109.802.64%
$106.00Aug 31$1.96$0.99$2.95$103.05$108.952.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.20% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$108.00$103.50Aug 7$0.12$0.09$0.21$103.29$108.21
$108.00$104.00Aug 7$0.12$0.14$0.26$103.74$108.26
$108.00$105.00Aug 7$0.12$0.25$0.37$104.63$108.37
$108.00$104.50Aug 7$0.12$0.27$0.39$104.11$108.39
$115.00$95.00Sep 11$0.16$0.23$0.39$94.61$115.39
$109.00$103.50Aug 14$0.13$0.27$0.40$103.10$109.40
$107.00$103.50Aug 7$0.32$0.09$0.41$103.09$107.41
$109.00$102.50Aug 14$0.13$0.31$0.44$102.06$109.44
$107.00$104.00Aug 7$0.32$0.14$0.46$103.54$107.46
$106.50$103.50Aug 7$0.39$0.09$0.48$103.02$106.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 16.65, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/8699/102Aug 31$2.83$0.1716.65$83.17$101.83
96/97103/105Aug 31$1.84$0.1611.50$95.16$104.84
101/102104/106Sep 4$1.35$0.159.00$101.15$105.85
102/103106/107Aug 31$0.88$0.127.33$102.12$106.88
102/104106/106Sep 4$1.32$0.187.33$102.68$107.32
103/104105/106Aug 31$0.86$0.146.14$103.14$105.86
95/96106/107Aug 28$0.85$0.155.67$95.15$106.85
102/103106/107Aug 28$0.85$0.155.67$102.15$106.85
101/102106/107Aug 28$0.84$0.165.25$100.66$106.84
102/102106/107Aug 28$0.84$0.165.25$101.66$106.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 17.75, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$96.00$99.00$102.00Aug 31$0.16$2.8417.75
$105.00$106.00$107.00Aug 31$0.06$0.9415.67
$109.00$110.00$111.00Aug 31$0.07$0.9313.29
$107.00$108.00$109.00Aug 21$0.09$0.9110.11
$109.00$110.00$111.00Aug 21$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$91.00$92.00Aug 31$0.08$0.9211.50
$101.00$102.50$104.00Sep 4$0.12$1.3811.50
$101.00$101.50$102.00Aug 14$0.06$0.447.33
$102.50$103.00$103.50Aug 14$0.06$0.447.33
$96.00$100.50$105.00Sep 11$0.62$3.886.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 129 found (best net $-0.03, 116 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$2.50$6.50
$112.00$115.001:2Sep 11-$0.02$2.98
$112.00$115.001:2Aug 21-$0.21$2.79
$111.00$113.001:2Aug 31-$0.04$1.96
$110.00$112.001:2Sep 4-$0.04$1.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$85.001:2Aug 14-$0.03$7.97
$90.00$85.001:2Aug 7$0.00$5.00
$101.00$96.001:2Sep 4-$0.08$4.92
$90.00$85.001:2Aug 28-$0.12$4.88
$100.50$96.001:2Sep 11-$0.13$4.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 1.04%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Aug 31$1.100.470.9%1.04%1.96%212
$107.00Aug 28$1.090.450.9%1.03%1.95%--851
$106.50Aug 21$1.080.480.5%1.02%1.47%1439
$108.00Sep 4$0.900.371.9%0.85%2.72%21.1K
$107.00Aug 21$0.840.410.9%0.79%1.72%143.2K
$108.00Aug 31$0.710.371.9%0.67%2.54%--14
$109.00Sep 4$0.550.282.8%0.52%3.33%6411
$108.00Aug 21$0.500.301.9%0.47%2.34%1110.4K
$108.00Aug 28$0.470.341.9%0.44%2.31%--237
$109.00Aug 31$0.410.262.8%0.39%3.20%--108

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 13,746
Total Puts 17,784
Put/Call Ratio 1.29
Net Difference -4,038

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 110,460
Total Puts 239,859
Average Put/Call Ratio 2.48
Ratio Trend Falling

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