Tour v339
EFA
iShares MSCI EAFE ETF
$104.62 +0.63%
7/15 15:05

Option Volume

Detail
Current (07/15 3:05pm) 9,864
Calls: 3,159 (32%)
Puts: 6,705 (68%)
Prior (07/14) 5,836
Calls: 1,260 (22%)
Puts: 4,576 (78%)
Current vs Prior +69.02%
Calls: +150.71% (Calls)
Puts: +46.53% (Puts)
Prior 7-Day Total 205,829
Calls: 110,183 (54%)
Puts: 95,646 (46%)
Prior 7-Day Average 29,404
Calls: 15,740 (54%)
Puts: 13,663 (46%)
Current vs Prior 7-Day Avg -66.45%
Calls: -79.93%
Puts: -50.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15 3:05pm) $2.22M
Calls: $1.59M (72%)
Puts: $629.3K (28%)
Prior (07/14) $1.47M
Calls: $442.2K (30%)
Puts: $1.02M (70%)
Current vs Prior +51.32%
Calls: +259.41%
Puts: -38.54%
Prior 7-Day Total $23.73M
Calls: $12.29M (52%)
Puts: $11.43M (48%)
Prior 7-Day Average $3.39M
Calls: $1.76M (52%)
Puts: $1.63M (48%)
Current vs Prior 7-Day Avg -34.55%
Calls: -9.51%
Puts: -61.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15 3:05pm) 2.12
Prior (07/14) 3.63
Current vs Prior -41.56%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg +116.98%
Sentiment BEARISH

Open Interest

Detail
Current (07/15 3:05pm) 1,322,230
Calls: 457,413 (35%)
Puts: 864,817 (65%)
Prior (07/14) 1,320,676
Calls: 456,801 (35%)
Puts: 863,875 (65%)
Current vs Prior +0.12%
Prior 7-Day Total 8,775,207
Calls: 2,976,762 (34%)
Puts: 5,798,445 (66%)
Prior 7-Day Average 1,253,601
Calls: 425,251 (34%)
Puts: 828,349 (66%)
Current vs Prior 7-Day Avg +5.47%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.59% | 1.88%1.59% | 4.42%
Prior 1.75% | 2.43%1.75% | 4.75%
Current vs Prior -9.46% | -22.52%-9.46% | -7.11%
Prior 7-Day Avg 1.26% | 2.08%1.95% | 4.77%
Current vs 7-Day Avg +26.10% | -9.49%-18.53% | -7.46%
Prior 7-Day Eod 1.75% | 2.43%4.26% | 4.91%
Current vs 7-Day Eod -9.46% | -22.52%-62.76% | -9.98%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 145.50% | 26.40%
Calls: 217.24% | 26.80%
Puts: 73.75% | 26.00%
Prior 15.23% | 21.92%
Calls: 20.00% | 17.52%
Puts: 10.47% | 26.32%
Current vs Prior +855.35% | +20.44%
Prior 7-Day Avg 55.93% | 20.80%
Calls: 44.38% | 20.96%
Puts: 53.56% | 20.64%
Current vs 7-Day Avg +160.15% | +26.91%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.59M). Elevated premium activity with dollar volume up 51% vs prior. Above-average activity with volume up 69% vs prior. Extreme bearish P/C ratio of 2.12 - heavy put buying.

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 BULLISH
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 4 of results (avg 7.8%, best 7.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 211.932.07$2.007.0%2060.486.6K
$101.00Aug 214.655.00$4.837.2%--0.7664
$106.00Aug 211.411.53$1.478.2%410.4015.7K
$102.00Aug 213.854.20$4.038.7%--0.70369
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 $0.39, cheapest $0.39)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 310.350.42$0.3917.9%2450.2212.5K
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 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Jul 1718.7522.20$20.4816.8%21.00--
$90.00Jul 1712.6516.45$14.5526.1%21.002
$91.00Jul 1711.6515.55$13.6028.7%21.00122
$94.00Jul 178.7012.00$10.3531.9%11.002
$95.00Jul 177.7011.00$9.3535.3%11.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.50Jul 170.203.20$1.70176.5%--0.8091
$106.00Jul 241.241.97$1.6145.3%--0.74401
$107.00Aug 212.873.25$3.0612.4%--0.68102
$106.00Jul 311.772.02$1.9013.2%--0.67398
$105.00Jul 170.591.18$0.8966.3%--0.65326

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 6.1K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 240.570.82$0.7035.7%3210.43806
$107.00Jul 310.350.42$0.3917.9%2450.2212.5K
$105.00Aug 211.932.07$2.007.0%2060.486.6K
$105.00Jul 170.210.36$0.2853.6%1190.3519.3K
$105.50Aug 70.991.27$1.1324.8%1140.42--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 211.101.36$1.2321.1%1.1K0.36532
$95.00Jul 170.010.02$0.0250.0%6870.0129.3K
$93.00Aug 210.120.40$0.26107.7%6390.0720.3K
$93.00Aug 280.130.47$0.30113.3%6390.075
$105.00Aug 211.892.15$2.0212.9%4240.521.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 104.9%, max 207.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Jul 17Aug 2148.3%15.7%207.6%4126.4K
$109.00Jul 17Aug 2140.1%13.7%192.6%130.5K
$106.50Jul 17Jul 3135.6%13.4%166.6%4537
$107.00Jul 17Aug 2135.7%14.7%142.7%11311.0K
$94.00Jul 17Aug 2158.2%24.0%142.5%116
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Jul 17Aug 2148.3%15.7%207.6%--132
$99.50Jul 17Aug 1454.3%17.7%206.4%--268
$86.00Jul 17Aug 21100.1%32.7%206.1%360395
$100.50Jul 17Aug 1445.6%16.8%172.0%--101
$93.00Jul 17Aug 2863.2%23.9%164.7%6395.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 44.45, avg 3.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$109.00$110.00Jul 17$0.11$0.89$0.118.09$109.11
$109.00$110.00Aug 21$0.11$0.89$0.118.09$109.11
$107.00$108.00Jul 17$0.15$0.85$0.155.67$107.15
$106.00$107.00Jul 24$0.20$0.80$0.204.00$106.20
$106.50$107.00Jul 17$0.11$0.39$0.113.55$106.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Jul 24$0.11$4.89$0.1144.45$94.89
$101.50$95.00Aug 28$0.48$6.02$0.4812.54$101.02
$103.50$100.50Aug 14$0.32$2.68$0.328.38$103.18
$98.00$97.00Aug 21$0.11$0.89$0.118.09$97.89
$100.00$99.00Aug 21$0.11$0.89$0.118.09$99.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 82 found (best R:R 68.23, avg 2.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$94.00Aug 7$8.87$8.87$0.1368.23$93.87
$95.00$101.00Jul 31$5.56$5.56$0.4412.64$100.56
$98.00$99.00Jul 17$0.80$0.80$0.204.00$98.80
$101.00$102.00Aug 21$0.80$0.80$0.204.00$101.80
$102.00$103.00Aug 21$0.78$0.78$0.223.55$102.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$84.00Jul 31$0.89$0.89$0.118.09$84.11
$97.00$96.00Jul 31$0.85$0.85$0.155.67$96.15
$104.50$104.00Jul 17$0.38$0.38$0.123.17$104.12
$107.00$106.00Aug 21$0.63$0.63$0.371.70$106.37
$106.00$105.50Jul 31$0.31$0.31$0.191.63$105.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $0.57, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.50Jul 17Jul 31$0.0635.6%13.4%
$98.00Jul 17Jul 24$0.1241.1%33.6%
$85.00Jul 31Aug 7$0.1386.5%72.3%
$104.50Jul 17Jul 24$0.2023.1%12.5%
$91.00Jul 17Jul 31$0.2373.6%65.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Jul 17Jul 24$0.0932.0%22.6%
$99.50Jul 17Jul 24$0.1054.3%29.1%
$86.00Jul 17Aug 21$0.11100.1%32.7%
$105.00Jul 17Jul 24$0.1115.3%13.3%
$95.00Jul 17Jul 24$0.1255.4%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 1.12% of stock, avg 5.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Jul 17$0.28$0.89$1.17$103.83$106.171.12%
$104.00Jul 17$0.96$0.32$1.28$102.72$105.281.22%
$104.50Jul 17$0.77$0.70$1.47$103.03$105.971.41%
$103.50Jul 17$1.31$0.32$1.63$101.87$105.131.56%
$105.00Jul 24$0.70$1.00$1.70$103.30$106.701.62%
$105.50Jul 17$0.13$1.70$1.83$103.67$107.331.75%
$104.00Jul 24$1.30$0.57$1.87$102.13$105.871.79%
$106.00Jul 24$0.32$1.61$1.93$104.07$107.931.84%
$103.00Jul 17$1.80$0.35$2.15$100.85$105.152.06%
$103.50Jul 24$1.72$0.45$2.17$101.33$105.672.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.33% of stock, avg 1.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.50$100.50Jul 17$0.13$0.22$0.35$100.15$105.85
$105.50$104.00Jul 17$0.13$0.32$0.45$103.55$105.95
$105.50$103.50Jul 17$0.13$0.32$0.45$103.05$105.95
$105.50$103.00Jul 17$0.13$0.35$0.48$102.52$105.98
$105.00$100.50Jul 17$0.28$0.22$0.50$100.00$105.50
$107.00$100.50Jul 17$0.30$0.22$0.52$99.98$107.52
$105.00$104.00Jul 17$0.28$0.32$0.60$103.40$105.60
$105.00$103.50Jul 17$0.28$0.32$0.60$102.90$105.60
$107.00$104.00Jul 17$0.30$0.32$0.62$103.38$107.62
$107.00$103.50Jul 17$0.30$0.32$0.62$102.88$107.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 8.09, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
97/98102/103Aug 21$0.89$0.118.09$97.11$102.89
99/100102/103Aug 21$0.89$0.118.09$99.11$102.89
97/98100/101Aug 21$0.88$0.127.33$97.12$100.88
100/101103/104Aug 21$0.84$0.165.25$100.16$103.84
101/102103/104Aug 21$0.83$0.174.88$101.17$103.83
86/8998/99Aug 21$2.36$0.643.69$86.64$100.36
99/100106/106Jul 24$0.39$0.113.55$99.11$105.89
104/104104/105Jul 24$0.39$0.113.55$103.61$104.89
101/102104/105Jul 31$0.78$0.223.55$101.22$104.78
104/104105/106Jul 31$0.39$0.113.55$104.11$105.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$106.00$107.00Aug 21$0.06$0.9415.67
$104.00$105.00$106.00Aug 21$0.07$0.9313.29
$110.00$111.00$112.00Aug 21$0.07$0.9313.29
$104.50$105.00$105.50Jul 24$0.05$0.459.00
$105.50$106.00$106.50Jul 31$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$93.00$94.00$95.00Aug 21$0.06$0.9415.67
$101.00$102.00$103.00Aug 21$0.06$0.9415.67
$92.00$93.00$94.00Aug 21$0.07$0.9313.29
$95.00$96.00$97.00Aug 21$0.07$0.9313.29
$99.00$100.00$101.00Aug 21$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-2.16, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$2.16$6.84
$115.00$120.001:2Jul 17-$0.01$4.99
$101.00$104.001:2Aug 7-$0.15$2.85
$106.00$109.001:2Aug 7-$1.42$1.58
$112.00$115.001:2Aug 21-$1.45$1.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$85.001:2Aug 28-$1.94$6.06
$90.00$85.001:2Jul 31-$1.06$3.94
$90.00$85.001:2Aug 7-$1.06$3.94
$90.00$85.001:2Aug 14-$1.06$3.94
$99.00$95.001:2Aug 14-$0.37$3.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 1.84%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Aug 21$1.930.480.4%1.84%2.21%2066.6K
$105.00Aug 28$1.890.480.4%1.81%2.17%--40
$106.00Aug 21$1.410.401.3%1.35%2.67%4115.7K
$105.50Aug 7$0.990.420.8%0.95%1.79%114--
$105.00Jul 31$0.950.460.4%0.91%1.27%235.2K
$107.00Aug 21$0.930.322.3%0.89%3.16%1131.1K
$106.00Aug 7$0.780.361.3%0.75%2.06%2321
$105.50Jul 31$0.720.390.8%0.69%1.53%--29
$105.00Jul 24$0.570.430.4%0.54%0.91%321806
$108.00Aug 21$0.560.263.2%0.54%3.77%19.3K

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 3,159
Total Puts 6,705
Put/Call Ratio 2.12
Net Difference -3,546

Prior's Put/Call Breakdown

Total Calls 1,260
Total Puts 4,576
Put/Call Ratio 3.63
Net Difference -3,316

Prior 7-Day Put/Call Summary

Total Calls 110,183
Total Puts 95,646
Average Put/Call Ratio 0.98
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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