Tour v376
EFA
iShares MSCI EAFE ETF
$104.07 +1.46%
7/21 15:05

Option Volume

Detail
Current (07/21 3:05pm) 16,244
Calls: 9,922 (61%)
Puts: 6,322 (39%)
Prior (07/20) 14,875
Calls: 7,582 (51%)
Puts: 7,293 (49%)
Current vs Prior +9.20%
Calls: +30.86% (Calls)
Puts: -13.31% (Puts)
Prior 7-Day Total 196,528
Calls: 85,534 (44%)
Puts: 110,994 (56%)
Prior 7-Day Average 28,075
Calls: 12,219 (44%)
Puts: 15,856 (56%)
Current vs Prior 7-Day Avg -42.14%
Calls: -18.80%
Puts: -60.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 3:05pm) $2.02M
Calls: $1.27M (63%)
Puts: $752.2K (37%)
Prior (07/20) $2.33M
Calls: $481.9K (21%)
Puts: $1.84M (79%)
Current vs Prior -12.99%
Calls: +163.99%
Puts: -59.22%
Prior 7-Day Total $22.97M
Calls: $9.94M (43%)
Puts: $13.04M (57%)
Prior 7-Day Average $3.28M
Calls: $1.42M (43%)
Puts: $1.86M (57%)
Current vs Prior 7-Day Avg -38.32%
Calls: -10.39%
Puts: -59.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 3:05pm) 0.64
Prior (07/20) 0.96
Current vs Prior -33.76%
Prior 7-Day Average 1.71
Current vs Prior 7-Day Avg -62.64%
Sentiment BULLISH

Open Interest

Detail
Current (07/21 3:05pm) 1,106,875
Calls: 372,091 (34%)
Puts: 734,784 (66%)
Prior (07/20) 1,095,431
Calls: 366,193 (33%)
Puts: 729,238 (67%)
Current vs Prior +1.04%
Prior 7-Day Total 9,159,073
Calls: 3,151,731 (34%)
Puts: 6,007,342 (66%)
Prior 7-Day Average 1,308,439
Calls: 450,247 (34%)
Puts: 858,191 (66%)
Current vs Prior 7-Day Avg -15.40%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.40% | 2.32%3.96% | 5.63%
Prior 1.45% | 1.97%1.45% | 4.49%
Current vs Prior -3.55% | +17.65%+172.18% | +25.42%
Prior 7-Day Avg 1.42% | 2.09%1.64% | 4.63%
Current vs 7-Day Avg -1.53% | +10.73%+141.26% | +21.60%
Prior 7-Day Eod 1.45% | 1.97%4.36% | 5.39%
Current vs 7-Day Eod -3.55% | +17.65%-9.16% | +4.44%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 21.57% | 14.94%
Calls: 24.62% | 15.00%
Puts: 18.52% | 14.88%
Prior 443.40% | 16.77%
Calls: 72.00% | 12.75%
Puts: 814.81% | 20.79%
Current vs Prior -95.14% | -10.91%
Prior 7-Day Avg 120.47% | 22.27%
Calls: 80.76% | 21.07%
Puts: 161.71% | 23.46%
Current vs 7-Day Avg -82.09% | -32.91%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($1.27M). Bullish P/C ratio of 0.64. P/C ratio dropping 34% - sentiment shifting bullish. Put-heavy open interest (734,784 puts vs 372,091 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 10 of results (avg 8.1%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.50Aug 213.053.20$3.134.8%10.6410
$102.00Jul 312.562.74$2.656.8%--0.76226
$105.00Jul 310.660.71$0.697.2%2030.385.2K
$102.50Jul 312.142.31$2.237.6%--0.7127
$106.00Aug 211.071.16$1.128.0%90.3616.3K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 212.072.27$2.179.2%--0.562.2K
$102.50Aug 211.161.28$1.229.8%50.36--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.86, cheapest $0.69)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 310.660.71$0.697.2%2030.385.2K
$106.50Aug 210.871.05$0.9618.8%4310.32--
$103.50Jul 240.911.05$0.9814.3%--0.642.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.50Jul 240.730.88$0.8118.5%--0.6142

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 2417.8521.10$19.4816.7%21.001
$90.00Jul 2412.8514.85$13.8514.4%21.00--
$95.00Jul 247.859.90$8.8823.1%21.001
$96.00Jul 246.859.00$7.9327.1%21.00--
$85.00Jul 3117.1520.50$18.8317.8%--0.97100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 313.806.40$5.1051.0%--0.8212
$106.00Jul 311.164.30$2.73115.0%--0.76398
$105.00Jul 241.071.20$1.1411.4%--0.7316
$107.00Aug 213.055.00$4.0348.4%--0.72102
$107.00Aug 312.543.80$3.1739.7%--0.7078

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 7.9K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 210.240.38$0.3145.2%1.4K0.1421.0K
$104.00Aug 212.032.30$2.1712.4%1.2K0.526.8K
$110.00Aug 210.150.25$0.2050.0%1.2K0.105.0K
$106.50Aug 210.871.05$0.9618.8%4310.32--
$106.00Aug 70.540.70$0.6225.8%3010.3025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 210.130.27$0.2070.0%1.2K0.05246
$100.50Jul 240.050.09$0.0757.1%2760.0711
$97.00Jul 240.000.24$0.12200.0%2240.06209
$103.50Aug 211.431.60$1.5211.2%2130.44--
$103.00Jul 310.570.75$0.6627.3%600.34275

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 72.2%, max 445.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 24Aug 3181.9%15.0%445.5%581.1K
$109.00Jul 31Aug 3141.0%14.8%177.2%1887
$107.00Jul 24Aug 2833.6%15.8%112.3%2332
$111.00Jul 24Aug 3130.2%14.5%109.1%--9.6K
$98.00Jul 24Aug 2138.7%21.5%79.8%--413
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Jul 31Aug 2176.4%29.7%157.0%--1.2K
$97.00Jul 24Aug 3149.7%21.3%133.2%224722
$90.00Jul 24Aug 3165.8%28.5%130.7%--183
$99.00Jul 24Aug 3138.8%18.2%112.8%--36.4K
$84.00Jul 31Aug 3169.4%34.0%103.9%--17.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 26.27, avg 3.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$109.00$110.00Aug 21$0.11$0.89$0.118.09$109.11
$109.00$110.00Aug 31$0.13$0.87$0.136.69$109.13
$110.00$111.00Aug 31$0.15$0.85$0.155.67$110.15
$106.00$107.00Jul 31$0.17$0.83$0.174.88$106.17
$105.00$105.50Jul 24$0.11$0.39$0.113.55$105.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$93.00$90.00Aug 14$0.11$2.89$0.1126.27$92.89
$90.00$85.00Aug 14$0.20$4.80$0.2024.00$89.80
$98.50$97.00Aug 14$0.13$1.37$0.1310.54$98.37
$97.00$96.00Jul 24$0.11$0.89$0.118.09$96.89
$100.00$99.00Jul 31$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. 111 found (best R:R 45.15, avg 2.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$88.00$94.00Aug 31$5.87$5.87$0.1345.15$93.87
$94.00$101.00Aug 7$6.77$6.77$0.2329.43$100.77
$85.00$94.00Aug 7$8.60$8.60$0.4021.50$93.60
$95.00$101.00Jul 31$5.57$5.57$0.4312.95$100.57
$94.00$96.00Aug 31$1.85$1.85$0.1512.33$95.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$96.00$95.00Aug 7$0.79$0.79$0.213.76$95.21
$92.00$91.00Jul 31$0.78$0.78$0.223.55$91.22
$105.00$104.50Jul 24$0.33$0.33$0.171.94$104.67
$99.50$99.00Aug 14$0.32$0.32$0.181.78$99.18
$105.00$104.50Jul 31$0.28$0.28$0.221.27$104.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.47, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Aug 21Aug 31$0.2217.4%18.2%
$106.00Jul 24Jul 31$0.3115.4%15.3%
$96.00Jul 24Aug 21$0.3737.3%23.3%
$101.00Jul 31Aug 7$0.3818.0%17.7%
$105.50Jul 24Jul 31$0.3915.9%15.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$97.00Jul 24Jul 31$0.0549.7%29.8%
$85.00Jul 24Jul 31$0.1188.4%66.2%
$100.00Jul 24Jul 31$0.1133.1%21.8%
$101.00Jul 24Jul 31$0.1326.0%18.0%
$95.00Jul 24Jul 31$0.1541.4%35.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 1.15% of stock, avg 6.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Jul 24$0.65$0.55$1.20$102.80$105.201.15%
$104.50Jul 24$0.42$0.81$1.23$103.27$105.731.18%
$103.50Jul 24$0.98$0.38$1.36$102.14$104.861.31%
$105.00Jul 24$0.25$1.14$1.39$103.61$106.391.34%
$103.00Jul 24$1.37$0.27$1.64$101.36$104.641.58%
$105.00Jul 31$0.69$1.49$2.18$102.82$107.182.09%
$104.00Jul 31$1.20$0.99$2.19$101.81$106.192.10%
$103.50Jul 31$1.52$0.81$2.33$101.17$105.832.24%
$103.00Jul 31$1.84$0.66$2.50$100.50$105.502.40%
$105.00Aug 7$1.01$1.73$2.74$102.26$107.742.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.27% of stock, avg 1.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.50$102.00Jul 24$0.14$0.14$0.28$101.72$105.78
$105.50$102.50Jul 24$0.14$0.20$0.34$102.16$105.84
$105.00$102.00Jul 24$0.25$0.14$0.39$101.61$105.39
$105.50$103.00Jul 24$0.14$0.27$0.41$102.59$105.91
$105.00$102.50Jul 24$0.25$0.20$0.45$102.05$105.45
$107.00$102.00Jul 24$0.32$0.14$0.46$101.54$107.46
$105.00$103.00Jul 24$0.25$0.27$0.52$102.48$105.52
$107.00$102.50Jul 24$0.32$0.20$0.52$101.98$107.52
$105.50$103.50Jul 24$0.14$0.38$0.52$102.98$106.02
$104.50$102.00Jul 24$0.42$0.14$0.56$101.44$105.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 134 found (best R:R 18.35, avg credit $0.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
93/9495/101Jul 31$5.69$0.3118.35$88.31$100.69
96/9798/103Jul 24$4.67$0.3314.15$92.33$102.67
95/96101/104Aug 7$2.76$0.2411.50$93.24$103.76
84/8696/99Aug 31$2.68$0.328.37$83.32$98.68
84/8699/102Aug 31$2.67$0.338.09$83.33$101.67
98/99102/103Aug 31$0.89$0.118.09$98.11$102.89
96/97102/103Aug 31$0.88$0.127.33$96.12$102.88
95/9699/102Aug 31$2.55$0.455.67$93.45$101.55
96/9799/102Aug 31$2.53$0.475.38$94.47$101.53
99/100101/102Aug 21$0.84$0.165.25$99.16$101.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$107.00$108.00$109.00Aug 21$0.07$0.9313.29
$108.00$109.00$110.00Aug 21$0.11$0.898.09
$103.00$103.50$104.00Jul 24$0.06$0.447.33
$104.00$104.50$105.00Jul 24$0.06$0.447.33
$104.50$105.00$105.50Jul 24$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$103.00$104.00$105.00Aug 31$0.06$0.9415.67
$101.00$101.50$102.00Aug 21$0.05$0.459.00
$95.00$96.00$97.00Jul 24$0.11$0.898.09
$94.00$95.00$96.00Aug 31$0.11$0.898.09
$103.00$103.50$104.00Jul 24$0.06$0.447.33

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 $-1.68, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$1.68$7.32
$105.00$107.001:2Aug 28-$0.21$1.79
$99.00$102.001:2Aug 31-$1.41$1.59
$112.00$115.001:2Aug 21-$1.57$1.43
$103.00$105.001:2Aug 31-$0.60$1.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$85.001:2Aug 28-$1.16$6.84
$90.00$85.001:2Jul 24-$0.02$4.98
$95.00$90.001:2Jul 24-$0.03$4.97
$90.00$86.001:2Aug 31-$0.50$3.50
$93.00$90.001:2Aug 14-$0.27$2.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 1.60%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.50Aug 21$1.670.480.4%1.60%2.02%10--
$105.00Aug 28$1.620.440.9%1.56%2.45%641
$105.00Aug 31$1.620.440.9%1.56%2.45%--59
$105.00Aug 21$1.480.440.9%1.42%2.32%12711.0K
$104.50Aug 14$1.330.470.4%1.28%1.69%--32
$105.50Aug 21$1.180.401.4%1.13%2.51%--19
$106.00Aug 31$1.170.371.9%1.12%2.98%--21
$106.00Aug 21$1.070.361.9%1.03%2.88%916.3K
$105.00Aug 7$0.870.410.9%0.84%1.73%2738
$106.50Aug 21$0.870.322.3%0.84%3.17%431--

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 9,922
Total Puts 6,322
Put/Call Ratio 0.64
Net Difference 3,600

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 85,534
Total Puts 110,994
Average Put/Call Ratio 1.71
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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