Tour v345
EFA
iShares MSCI EAFE ETF
$103.13 -0.66%
7/17 15:07

Option Volume

Detail
Current (07/17 3:05pm) 55,969
Calls: 20,465 (37%)
Puts: 35,504 (63%)
Prior (07/16) 14,647
Calls: 7,663 (52%)
Puts: 6,984 (48%)
Current vs Prior +282.12%
Calls: +167.06% (Calls)
Puts: +408.36% (Puts)
Prior 7-Day Total 154,811
Calls: 75,499 (49%)
Puts: 79,312 (51%)
Prior 7-Day Average 22,115
Calls: 10,785 (49%)
Puts: 11,330 (51%)
Current vs Prior 7-Day Avg +153.07%
Calls: +89.74%
Puts: +213.35%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17 3:05pm) $5.63M
Calls: $1.97M (35%)
Puts: $3.65M (65%)
Prior (07/16) $1.04M
Calls: $719.8K (69%)
Puts: $323.6K (31%)
Current vs Prior +439.55%
Calls: +174.34%
Puts: +1029.47%
Prior 7-Day Total $19.70M
Calls: $9.82M (50%)
Puts: $9.88M (50%)
Prior 7-Day Average $2.81M
Calls: $1.40M (50%)
Puts: $1.41M (50%)
Current vs Prior 7-Day Avg +99.99%
Calls: +40.74%
Puts: +158.87%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17 3:05pm) 1.73
Prior (07/16) 0.91
Current vs Prior +90.35%
Prior 7-Day Average 1.62
Current vs Prior 7-Day Avg +7.33%
Sentiment BEARISH

Open Interest

Detail
Current (07/17 3:05pm) 1,327,211
Calls: 458,271 (35%)
Puts: 868,940 (65%)
Prior (07/16) 1,325,840
Calls: 458,282 (35%)
Puts: 867,558 (65%)
Current vs Prior +0.10%
Prior 7-Day Total 8,975,416
Calls: 3,069,450 (34%)
Puts: 5,905,966 (66%)
Prior 7-Day Average 1,282,202
Calls: 438,492 (34%)
Puts: 843,709 (66%)
Current vs Prior 7-Day Avg +3.51%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.45% | 1.97%1.45% | 4.49%
Prior 1.59% | 1.88%1.59% | 4.42%
Current vs Prior -8.33% | +4.53%-8.33% | +1.66%
Prior 7-Day Avg 1.46% | 2.14%1.90% | 4.72%
Current vs 7-Day Avg -0.68% | -7.95%-23.29% | -4.91%
Prior 7-Day Eod 1.59% | 1.88%1.91% | 4.77%
Current vs 7-Day Eod -8.33% | +4.53%-23.74% | -5.85%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 443.40% | 16.77%
Calls: 72.00% | 12.75%
Puts: 814.81% | 20.79%
Prior 145.50% | 26.40%
Calls: 217.24% | 26.80%
Puts: 73.75% | 26.00%
Current vs Prior +204.74% | -36.48%
Prior 7-Day Avg 55.83% | 20.79%
Calls: 65.45% | 20.48%
Puts: 28.73% | 21.09%
Current vs 7-Day Avg +694.26% | -19.32%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($3.65M). Massive premium surge with dollar volume up 440% vs prior. Dollar volume significantly above 7-day average (100% higher). Unusually high activity with volume up 282% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
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 11 of results (avg 8.7%, best 6.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 214.404.70$4.556.6%--0.73111
$101.00Aug 213.603.90$3.758.0%--0.6764
$103.00Aug 212.232.45$2.349.4%820.522.6K
$104.00Aug 211.751.93$1.849.8%6200.456.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 312.172.33$2.257.1%--0.7111
$104.50Jul 241.561.69$1.638.0%--0.7342
$103.00Aug 211.751.91$1.838.7%2050.481.0K
$106.00Aug 213.203.50$3.359.0%260.7121
$104.00Aug 212.182.39$2.299.2%40.55522

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.85, cheapest $0.75)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.50Jul 240.690.82$0.7517.3%2.2K0.4522
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.900.99$0.959.5%10.1K0.271.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 84 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Jul 1718.3022.20$20.2519.3%11.002
$84.00Jul 1717.3021.25$19.2720.5%21.002
$85.00Jul 1716.3019.20$17.7516.3%21.00--
$86.00Jul 1715.3019.25$17.2722.9%21.00--
$87.00Jul 1714.3018.25$16.2724.3%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 170.391.12$0.7696.1%301.005.7K
$104.50Jul 170.851.55$1.2058.3%11.00219
$105.00Jul 171.132.42$1.7872.5%61.00325
$105.50Jul 170.854.15$2.50132.0%--1.0091
$106.00Jul 171.654.80$3.2297.8%--1.0010

Most actively traded options today. High liquidity = easy entry/exit. 108 active (total vol 39.6K, top 10.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 170.150.33$0.2475.0%3.3K0.796.9K
$105.00Aug 211.101.50$1.3030.8%2.2K0.379.2K
$104.50Jul 170.000.17$0.09188.9%2.2K0.152.6K
$103.50Jul 240.690.82$0.7517.3%2.2K0.4522
$106.00Jul 170.000.02$0.01200.0%1.6K0.0210.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.900.99$0.959.5%10.1K0.271.4K
$102.00Jul 170.000.64$0.32200.0%5.0K0.2622.2K
$103.50Jul 170.162.36$1.26174.6%1.9K0.542.2K
$93.00Aug 210.200.29$0.2536.0%1.4K0.0720.9K
$95.00Aug 210.310.42$0.3729.7%1.3K0.116.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 59 strikes (avg 1027.5%, max 3490.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 17Aug 28665.8%35.3%1785.6%215
$111.00Jul 17Aug 31269.5%15.2%1672.9%--22.2K
$94.00Jul 17Aug 31347.8%22.1%1470.8%3112
$86.00Jul 17Aug 31630.9%41.4%1425.3%234
$113.00Jul 17Aug 31326.3%21.8%1397.6%--6.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.50Jul 17Aug 14480.3%13.4%3490.3%2101
$84.00Jul 17Aug 31700.5%32.9%2031.4%--10.0K
$85.00Jul 17Aug 28665.8%35.3%1785.6%22.3K
$91.00Jul 17Aug 31449.7%26.1%1625.1%--627
$94.00Jul 17Aug 31347.8%22.1%1470.8%--1.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 39.00, avg 3.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$109.00Aug 21$0.11$0.89$0.118.09$108.11
$97.00$98.00Aug 21$0.15$0.85$0.155.67$97.15
$109.00$110.00Aug 21$0.16$0.84$0.165.25$109.16
$107.00$108.00Aug 21$0.20$0.80$0.204.00$107.20
$101.00$102.00Jul 31$0.21$0.79$0.213.76$101.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$86.00Aug 31$0.10$3.90$0.1039.00$89.90
$98.00$95.00Aug 28$0.13$2.87$0.1322.08$97.87
$98.00$95.00Aug 14$0.15$2.85$0.1519.00$97.85
$90.00$85.00Aug 7$0.52$4.48$0.528.62$89.48
$91.00$90.00Aug 21$0.12$0.88$0.127.33$90.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 23.00, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$88.00$94.00Aug 31$5.75$5.75$0.2523.00$93.75
$95.00$101.00Jul 31$5.66$5.66$0.3416.65$100.66
$100.00$101.00Jul 17$0.87$0.87$0.136.69$100.87
$85.00$105.00Aug 28$17.26$17.26$2.746.30$102.26
$94.00$101.00Aug 7$5.83$5.83$1.174.98$99.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$109.00$107.00Aug 31$1.85$1.85$0.1512.33$107.15
$104.50$104.00Jul 24$0.35$0.35$0.152.33$104.15
$105.00$104.50Jul 31$0.34$0.34$0.162.13$104.66
$106.00$105.00Jul 31$0.64$0.64$0.361.78$105.36
$104.50$104.00Jul 31$0.31$0.31$0.191.63$104.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $0.60, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.50Jul 17Jul 24$0.06162.3%15.8%
$94.00Jul 17Aug 7$0.12347.8%30.4%
$86.00Jul 17Jul 31$0.13630.9%84.6%
$105.50Jul 17Jul 24$0.1592.1%14.8%
$105.00Jul 17Jul 24$0.2374.8%14.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Jul 17Jul 24$0.08191.9%23.8%
$101.00Jul 17Jul 24$0.08209.0%18.2%
$102.00Jul 17Jul 24$0.14178.4%16.5%
$99.50Jul 17Jul 24$0.15155.6%21.4%
$100.00Jul 17Jul 24$0.19137.8%20.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 0.30% of stock, avg 6.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Jul 17$0.24$0.07$0.31$102.69$103.310.30%
$104.00Jul 17$0.11$0.76$0.87$103.13$104.870.84%
$104.50Jul 17$0.09$1.20$1.29$103.21$105.791.25%
$103.50Jul 24$0.75$1.01$1.76$101.74$105.261.71%
$105.00Jul 17$0.01$1.78$1.79$103.21$106.791.74%
$103.00Jul 24$1.02$0.77$1.79$101.21$104.791.74%
$102.50Jul 17$1.38$0.44$1.82$100.68$104.321.76%
$104.00Jul 24$0.54$1.28$1.82$102.18$105.821.76%
$103.50Jul 17$0.69$1.26$1.95$101.55$105.451.89%
$102.00Jul 17$1.68$0.32$2.00$100.00$104.001.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.16% of stock, avg 1.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$104.50$103.00Jul 17$0.09$0.07$0.16$102.84$104.66
$104.00$103.00Jul 17$0.11$0.07$0.18$102.82$104.18
$104.50$102.00Jul 17$0.09$0.32$0.41$101.59$104.91
$104.50$101.50Jul 17$0.09$0.32$0.41$101.09$104.91
$104.00$102.00Jul 17$0.11$0.32$0.43$101.57$104.43
$104.00$101.50Jul 17$0.11$0.32$0.43$101.07$104.43
$104.50$102.50Jul 17$0.09$0.44$0.53$101.97$105.03
$104.00$102.50Jul 17$0.11$0.44$0.55$101.95$104.55
$104.50$101.50Jul 24$0.37$0.36$0.73$100.77$105.23
$103.50$103.00Jul 17$0.69$0.07$0.76$102.24$104.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 9.77, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/9094/101Aug 7$6.35$0.659.77$83.65$100.35
100/101102/103Aug 31$0.90$0.109.00$100.10$102.90
93/94101/102Aug 21$0.88$0.127.33$93.12$101.88
98/99101/102Aug 21$0.88$0.127.33$98.12$101.88
99/100102/103Aug 31$0.88$0.127.33$99.12$102.88
86/9096/99Aug 31$3.50$0.507.00$86.50$99.50
102/102110/111Jul 24$0.87$0.136.69$101.63$110.87
99/100102/103Aug 21$0.86$0.146.14$99.14$102.86
100/101102/103Aug 21$0.86$0.146.14$100.14$102.86
94/95102/103Aug 31$0.86$0.146.14$94.14$102.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$96.00$97.00$98.00Jul 17$0.05$0.9519.00
$100.00$101.00$102.00Aug 21$0.07$0.9313.29
$105.00$106.00$107.00Aug 31$0.08$0.9211.50
$107.00$108.00$109.00Aug 21$0.09$0.9110.11
$104.50$105.00$105.50Jul 24$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$99.00$100.00Aug 31$0.05$0.9519.00
$97.00$98.00$99.00Aug 21$0.06$0.9415.67
$101.00$102.00$103.00Aug 31$0.06$0.9415.67
$102.00$103.00$104.00Aug 31$0.07$0.9313.29
$94.00$95.00$96.00Aug 31$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. 117 found (best net $-0.01, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Jul 17-$0.01$4.99
$107.00$109.001:2Aug 31-$0.02$1.98
$107.00$110.001:2Jul 24-$1.06$1.94
$96.00$99.001:2Aug 31-$1.38$1.62
$88.00$94.001:2Aug 31-$4.50$1.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 24-$1.05$3.95
$90.00$85.001:2Jul 24-$1.07$3.93
$90.00$85.001:2Jul 31-$1.43$3.57
$90.00$86.001:2Aug 31-$0.59$3.41
$98.00$95.001:2Aug 14-$0.06$2.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.70%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.00Aug 21$1.750.450.8%1.70%2.54%6206.2K
$105.00Aug 31$1.350.391.8%1.31%3.12%358
$105.00Aug 28$1.310.391.8%1.27%3.08%240
$104.00Aug 7$1.100.430.8%1.07%1.91%--1.2K
$105.00Aug 21$1.100.371.8%1.07%2.88%2.2K9.2K
$103.50Jul 31$1.090.470.4%1.06%1.42%7516
$104.50Aug 14$1.050.401.3%1.02%2.35%--32
$106.00Aug 31$0.970.332.8%0.94%3.72%--21
$104.00Jul 31$0.840.410.8%0.81%1.66%31.1K
$106.00Aug 21$0.770.292.8%0.75%3.53%13916.2K

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 20,465
Total Puts 35,504
Put/Call Ratio 1.73
Net Difference -15,039

Prior's Put/Call Breakdown

Total Calls 7,663
Total Puts 6,984
Put/Call Ratio 0.91
Net Difference 679

Prior 7-Day Put/Call Summary

Total Calls 75,499
Total Puts 79,312
Average Put/Call Ratio 1.62
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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