Tour v365
EFA
iShares MSCI EAFE ETF
$102.60 -0.71%
7/20 15:05

Option Volume

Detail
Current (07/20 3:05pm) 14,875
Calls: 7,582 (51%)
Puts: 7,293 (49%)
Prior (07/17) 55,969
Calls: 20,465 (37%)
Puts: 35,504 (63%)
Current vs Prior -73.42%
Calls: -62.95% (Calls)
Puts: -79.46% (Puts)
Prior 7-Day Total 159,952
Calls: 79,630 (50%)
Puts: 80,322 (50%)
Prior 7-Day Average 22,850
Calls: 11,375 (50%)
Puts: 11,474 (50%)
Current vs Prior 7-Day Avg -34.90%
Calls: -33.35%
Puts: -36.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20 3:05pm) $2.33M
Calls: $481.9K (21%)
Puts: $1.84M (79%)
Prior (07/17) $5.63M
Calls: $1.97M (35%)
Puts: $3.65M (65%)
Current vs Prior -58.67%
Calls: -75.60%
Puts: -49.53%
Prior 7-Day Total $19.79M
Calls: $9.96M (50%)
Puts: $9.82M (50%)
Prior 7-Day Average $2.83M
Calls: $1.42M (50%)
Puts: $1.40M (50%)
Current vs Prior 7-Day Avg -17.69%
Calls: -66.14%
Puts: +31.45%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20 3:05pm) 0.96
Prior (07/17) 1.73
Current vs Prior -44.56%
Prior 7-Day Average 1.50
Current vs Prior 7-Day Avg -36.09%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20 3:05pm) 1,095,431
Calls: 366,193 (33%)
Puts: 729,238 (67%)
Prior (07/17) 1,327,211
Calls: 458,271 (35%)
Puts: 868,940 (65%)
Current vs Prior -17.46%
Prior 7-Day Total 9,070,344
Calls: 3,111,775 (34%)
Puts: 5,958,569 (66%)
Prior 7-Day Average 1,295,763
Calls: 444,539 (34%)
Puts: 851,224 (66%)
Current vs Prior 7-Day Avg -15.46%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.73% | 2.58%4.10% | 5.93%
Prior 1.10% | 2.04%1.10% | 4.41%
Current vs Prior +57.03% | +26.43%+273.50% | +34.26%
Prior 7-Day Avg 1.41% | 2.11%1.74% | 4.66%
Current vs 7-Day Avg +22.69% | +22.22%+136.35% | +27.06%
Prior 7-Day Eod 1.10% | 2.04%4.70% | 4.95%
Current vs 7-Day Eod +57.03% | +26.43%-12.76% | +19.83%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 18.58% | 18.18%
Calls: 14.94% | 14.81%
Puts: 22.22% | 21.54%
Prior 55.81% | 31.02%
Calls: 74.58% | 31.93%
Puts: 37.04% | 30.11%
Current vs Prior -66.71% | -41.39%
Prior 7-Day Avg 60.02% | 22.07%
Calls: 73.16% | 22.08%
Puts: 29.53% | 22.05%
Current vs 7-Day Avg -69.04% | -17.62%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 79% of dollar volume in puts ($1.84M) vs calls ($481.9K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 73% vs prior. P/C ratio dropping 45% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7 of results (avg 8.1%, best 5.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Jul 312.352.48$2.425.4%--0.71727
$99.00Aug 314.955.30$5.136.8%--0.74202
$100.00Aug 213.904.20$4.057.4%--0.72111
$102.00Aug 212.502.74$2.629.2%10.58364
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 311.771.93$1.858.6%--0.6716
$105.00Aug 212.863.15$3.019.6%--0.682.2K
$107.00Aug 214.304.75$4.539.9%--0.83102

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.62, cheapest $0.30)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 210.270.32$0.3016.7%160.139.4K
$105.00Jul 310.300.36$0.3318.2%1210.215.1K
$104.00Jul 310.570.69$0.6319.0%90.331.1K
$106.00Aug 210.610.74$0.6819.1%700.2516.3K
$105.00Aug 140.730.89$0.8119.8%10.30--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.911.01$0.9610.4%140.2911.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.74, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 247.6510.30$8.9829.5%10.99--
$93.00Jul 248.5511.40$9.9828.6%10.99--
$98.00Jul 243.806.45$5.1351.7%--0.96321
$86.00Aug 3115.6019.35$17.4821.5%--0.9434
$95.00Jul 316.809.25$8.0330.5%--0.93100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 241.284.95$3.12117.6%--0.97401
$105.00Jul 241.093.70$2.40108.8%150.9216
$106.00Jul 312.103.75$2.9356.3%--0.91398
$104.50Jul 240.013.50$1.76198.3%--0.8842
$107.00Aug 214.304.75$4.539.9%--0.83102

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 5.8K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 240.200.29$0.2536.0%2.1K0.23538
$107.00Aug 210.370.49$0.4327.9%4160.181.0K
$104.50Jul 240.090.18$0.1464.3%3080.14629
$104.00Aug 211.301.54$1.4216.9%2690.416.7K
$104.00Aug 70.781.02$0.9026.7%1850.371.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 140.320.60$0.4660.9%2600.152
$101.00Aug 211.051.34$1.2024.2%2520.3517.2K
$100.00Aug 310.981.32$1.1529.6%2010.311.2K
$105.00Aug 282.963.40$3.1813.8%1500.66160
$105.00Aug 313.003.40$3.2012.5%1500.65181

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 60.0%, max 344.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 24Aug 3180.2%18.0%344.9%--1.1K
$107.00Jul 24Aug 2160.0%14.6%311.9%4161.1K
$86.00Jul 31Aug 3193.6%35.8%161.5%--64
$111.00Jul 24Aug 3131.2%15.6%99.4%--9.6K
$85.00Jul 31Aug 2898.0%51.7%89.5%--115
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$84.00Jul 31Aug 3190.2%33.4%170.1%--17.7K
$92.00Jul 31Aug 3157.4%24.8%131.6%182
$97.00Jul 24Aug 3137.3%18.5%101.7%1721
$91.00Jul 31Aug 3160.1%32.4%85.4%--83
$99.50Jul 24Aug 1425.9%14.3%81.4%--279

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 52.33, avg 3.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$109.00Aug 21$0.11$0.89$0.118.09$108.11
$107.00$108.00Aug 21$0.13$0.87$0.136.69$107.13
$106.00$108.00Aug 14$0.37$1.63$0.374.41$106.37
$104.00$104.50Jul 24$0.11$0.39$0.113.55$104.11
$105.00$105.50Jul 31$0.11$0.39$0.113.55$105.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$93.00$85.00Aug 28$0.15$7.85$0.1552.33$92.85
$90.00$86.00Aug 31$0.25$3.75$0.2515.00$89.75
$90.00$85.00Aug 14$0.33$4.67$0.3314.15$89.67
$99.00$97.00Aug 14$0.16$1.84$0.1611.50$98.84
$97.00$96.00Jul 24$0.10$0.90$0.109.00$96.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 44.00, avg 2.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$94.00Aug 7$8.80$8.80$0.2044.00$93.80
$86.00$91.00Jul 31$4.86$4.86$0.1434.71$90.86
$94.00$98.00Jul 24$3.85$3.85$0.1525.67$97.85
$94.00$101.00Aug 7$6.58$6.58$0.4215.67$100.58
$96.00$99.00Aug 31$2.82$2.82$0.1815.67$98.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$104.00$103.50Jul 24$0.39$0.39$0.113.55$103.61
$100.00$99.50Aug 14$0.38$0.38$0.123.17$99.62
$107.00$106.00Aug 31$0.75$0.75$0.253.00$106.25
$106.00$105.00Jul 24$0.72$0.72$0.282.57$105.28
$106.00$105.00Aug 31$0.70$0.70$0.302.33$105.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.42, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 24Jul 31$0.0631.2%25.2%
$99.00Aug 21Aug 31$0.0817.8%17.3%
$106.00Jul 24Jul 31$0.0917.8%14.5%
$86.00Jul 31Aug 31$0.1093.6%35.8%
$105.50Jul 24Jul 31$0.1617.2%15.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 21Aug 31$0.1214.6%15.1%
$95.00Jul 24Jul 31$0.1531.4%30.2%
$86.00Aug 21Aug 31$0.1536.9%35.8%
$96.00Jul 24Jul 31$0.1731.3%28.4%
$94.00Jul 31Aug 7$0.1733.0%31.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 1.46% of stock, avg 6.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Jul 24$0.60$0.90$1.50$101.50$104.501.46%
$103.50Jul 24$0.41$1.22$1.63$101.87$105.131.59%
$104.00Jul 24$0.25$1.61$1.86$102.14$105.861.81%
$104.50Jul 24$0.14$1.76$1.90$102.60$106.401.85%
$103.00Jul 31$1.06$1.30$2.36$100.64$105.362.30%
$103.50Jul 31$0.83$1.56$2.39$101.11$105.892.33%
$105.00Jul 24$0.08$2.40$2.48$102.52$107.482.42%
$104.00Jul 31$0.63$1.85$2.48$101.52$106.482.42%
$102.00Jul 31$1.67$0.88$2.55$99.45$104.552.49%
$105.00Jul 31$0.33$2.30$2.63$102.37$107.632.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.40% of stock, avg 1.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$104.00$100.00Jul 24$0.25$0.16$0.41$99.59$104.41
$108.00$99.50Aug 14$0.14$0.42$0.56$98.94$108.56
$103.50$100.00Jul 24$0.41$0.16$0.57$99.43$104.07
$104.00$101.00Jul 24$0.25$0.35$0.60$100.40$104.60
$104.00$101.50Jul 24$0.25$0.36$0.61$100.89$104.61
$105.50$100.50Jul 31$0.22$0.49$0.71$99.79$106.21
$104.00$102.00Jul 24$0.25$0.49$0.74$101.26$104.74
$103.00$100.00Jul 24$0.60$0.16$0.76$99.24$103.76
$103.50$101.00Jul 24$0.41$0.35$0.76$100.24$104.26
$108.00$99.00Aug 14$0.14$0.62$0.76$98.24$108.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 34.29, avg credit $0.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
84/8688/94Aug 31$5.83$0.1734.29$80.17$93.83
96/9798/103Jul 24$4.63$0.3712.51$92.37$102.63
90/9194/96Aug 31$1.84$0.1611.50$89.16$95.84
95/96101/104Aug 7$2.73$0.2710.11$93.27$103.73
86/8992/94Aug 21$2.70$0.309.00$86.30$94.70
94/95109/110Aug 31$0.89$0.118.09$94.11$109.89
90/91109/110Aug 31$0.88$0.127.33$90.12$109.88
99/100101/102Jul 31$0.86$0.146.14$99.14$101.86
99/100101/102Aug 21$0.85$0.155.67$99.15$101.85
99/100102/103Aug 31$0.85$0.155.67$99.15$102.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Aug 21$0.09$0.9110.11
$103.50$104.00$104.50Jul 24$0.05$0.459.00
$104.00$105.00$106.00Aug 31$0.11$0.898.09
$102.50$103.00$103.50Jul 31$0.06$0.447.33
$106.00$107.00$108.00Aug 21$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$103.00$104.00$105.00Aug 31$0.05$0.9519.00
$105.00$106.00$107.00Aug 31$0.05$0.9519.00
$93.00$94.00$95.00Aug 14$0.06$0.9415.67
$94.00$95.00$96.00Aug 21$0.06$0.9415.67
$101.00$102.00$103.00Aug 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $-0.50, 94 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$0.50$8.50
$94.00$98.001:2Jul 24-$1.28$2.72
$99.00$102.001:2Aug 31-$0.69$2.31
$88.00$94.001:2Aug 31-$4.06$1.94
$107.00$110.001:2Jul 24-$1.08$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$85.001:2Aug 28-$0.90$7.10
$90.00$85.001:2Jul 24-$0.02$4.98
$95.00$90.001:2Jul 24-$0.03$4.97
$90.00$85.001:2Aug 14-$0.46$4.54
$90.00$85.001:2Aug 7-$0.98$4.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 1.96%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$103.00Aug 31$2.010.480.4%1.96%2.35%--25
$103.00Aug 21$1.900.490.4%1.85%2.24%22.7K
$104.00Aug 31$1.600.421.4%1.56%2.92%15
$103.50Aug 21$1.590.460.9%1.55%2.43%1--
$104.00Aug 21$1.300.411.4%1.27%2.63%2696.7K
$105.00Aug 31$1.170.352.3%1.14%3.48%--59
$104.00Aug 14$1.120.391.4%1.09%2.46%1--
$105.00Aug 28$1.070.342.3%1.04%3.38%241
$103.00Jul 31$0.960.460.4%0.94%1.33%1613
$105.00Aug 21$0.930.332.3%0.91%3.25%13910.9K

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 7,582
Total Puts 7,293
Put/Call Ratio 0.96
Net Difference 289

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 79,630
Total Puts 80,322
Average Put/Call Ratio 1.50
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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