Tour v388
EFA
iShares MSCI EAFE ETF
$104.34 +0.26%
7/22 15:05

Option Volume

Detail
Current (07/22 3:05pm) 18,012
Calls: 11,086 (62%)
Puts: 6,926 (38%)
Prior (07/21) 16,244
Calls: 9,922 (61%)
Puts: 6,322 (39%)
Current vs Prior +10.88%
Calls: +11.73% (Calls)
Puts: +9.55% (Puts)
Prior 7-Day Total 152,447
Calls: 62,133 (41%)
Puts: 90,314 (59%)
Prior 7-Day Average 21,778
Calls: 8,876 (41%)
Puts: 12,902 (59%)
Current vs Prior 7-Day Avg -17.29%
Calls: +24.90%
Puts: -46.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 3:05pm) $2.21M
Calls: $1.65M (75%)
Puts: $559.2K (25%)
Prior (07/21) $2.02M
Calls: $1.27M (63%)
Puts: $752.2K (37%)
Current vs Prior +9.08%
Calls: +29.62%
Puts: -25.66%
Prior 7-Day Total $19.34M
Calls: $7.15M (37%)
Puts: $12.19M (63%)
Prior 7-Day Average $2.76M
Calls: $1.02M (37%)
Puts: $1.74M (63%)
Current vs Prior 7-Day Avg -20.09%
Calls: +61.36%
Puts: -67.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 3:05pm) 0.62
Prior (07/21) 0.64
Current vs Prior -1.95%
Prior 7-Day Average 1.71
Current vs Prior 7-Day Avg -63.55%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 3:05pm) 1,119,716
Calls: 379,393 (34%)
Puts: 740,323 (66%)
Prior (07/21) 1,106,875
Calls: 372,091 (34%)
Puts: 734,784 (66%)
Current vs Prior +1.16%
Prior 7-Day Total 9,008,765
Calls: 3,097,922 (34%)
Puts: 5,910,843 (66%)
Prior 7-Day Average 1,286,966
Calls: 442,560 (34%)
Puts: 844,406 (66%)
Current vs Prior 7-Day Avg -13.00%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.24% | 2.19%3.83% | 5.50%
Prior 1.73% | 2.58%4.10% | 5.93%
Current vs Prior -28.33% | -15.03%-6.57% | -7.17%
Prior 7-Day Avg 1.48% | 2.13%1.90% | 4.76%
Current vs 7-Day Avg -16.71% | +2.85%+101.69% | +15.65%
Prior 7-Day Eod 1.73% | 2.58%5.27% | 4.91%
Current vs 7-Day Eod -28.33% | -15.03%-27.20% | +12.03%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.16% | 21.46%
Calls: 14.86% | 17.19%
Puts: 25.45% | 25.74%
Prior 18.58% | 18.18%
Calls: 14.94% | 14.81%
Puts: 22.22% | 21.54%
Current vs Prior +8.50% | +18.04%
Prior 7-Day Avg 120.65% | 22.44%
Calls: 80.77% | 20.83%
Puts: 162.13% | 24.05%
Current vs 7-Day Avg -83.29% | -4.36%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($1.65M). Bullish P/C ratio of 0.62. Put-heavy open interest (740,323 puts vs 379,393 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 BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 9 of results (avg 6.4%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.50Aug 211.952.05$2.005.0%590.5017
$102.50Jul 312.342.48$2.415.8%--0.7527
$105.50Aug 211.421.51$1.476.1%2950.4219
$105.00Aug 211.681.81$1.757.4%4.1K0.4611.0K
$103.00Jul 311.922.08$2.008.0%--0.70612
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.50Aug 211.761.83$1.803.9%4320.5022
$105.00Aug 211.992.09$2.044.9%430.542.2K
$106.00Jul 311.842.00$1.928.3%--0.74398

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.87, cheapest $0.74)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 240.680.79$0.7414.9%--0.622.6K
$107.00Aug 210.810.99$0.9020.0%--0.301.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 240.780.93$0.8617.4%--0.6916
$102.00Aug 210.901.04$0.9714.4%800.304.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Jul 245.308.40$6.8545.3%--0.99321
$91.00Jul 3112.3015.55$13.9323.3%--0.97126
$85.00Aug 2817.8521.95$19.9020.6%--0.9615
$85.00Aug 717.5521.60$19.5820.7%--0.94100
$92.00Aug 2110.8514.20$12.5226.8%--0.9310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 312.716.15$4.4377.7%--0.8012
$106.00Jul 311.842.00$1.928.3%--0.74398
$107.00Aug 212.963.30$3.1310.9%--0.70102
$105.00Jul 240.780.93$0.8617.4%--0.6916
$107.00Aug 313.053.60$3.3316.5%--0.6878

Most actively traded options today. High liquidity = easy entry/exit. 63 active (total vol 13.4K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 211.681.81$1.757.4%4.1K0.4611.0K
$109.00Aug 210.310.48$0.4042.5%1.8K0.1721.0K
$108.00Aug 210.490.68$0.5932.2%1.4K0.239.4K
$105.00Jul 240.190.30$0.2544.0%8930.312.6K
$105.50Aug 211.421.51$1.476.1%2950.4219
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 210.000.24$0.12200.0%8060.031.4K
$90.00Aug 280.010.91$0.46195.7%8060.08--
$100.00Aug 210.470.71$0.5940.7%4900.1911.3K
$94.00Jul 310.030.09$0.06100.0%4380.031.2K
$104.50Aug 211.761.83$1.803.9%4320.5022

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 88.4%, max 339.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 31Aug 28114.2%38.7%194.8%--115
$109.00Jul 31Aug 3141.9%14.9%181.9%--887
$107.00Jul 24Aug 2838.3%15.4%148.4%--78
$111.00Jul 24Aug 3135.4%14.7%141.3%--9.6K
$110.00Jul 24Aug 3130.8%14.7%109.8%--1.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 24Aug 28170.1%38.7%339.1%136114
$90.00Jul 24Aug 31110.2%34.7%217.6%--183
$101.00Jul 24Aug 3151.4%16.3%215.2%310998
$84.00Jul 31Aug 31101.6%34.8%191.8%--17.7K
$99.00Jul 24Aug 3152.9%18.2%190.3%1636.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 91 found (best R:R 30.25, avg 2.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$107.00$110.00Jul 24$0.32$2.68$0.328.38$107.32
$110.00$111.00Aug 31$0.12$0.88$0.127.33$110.12
$109.00$110.00Aug 31$0.17$0.83$0.174.88$109.17
$108.00$109.00Aug 21$0.19$0.81$0.194.26$108.19
$106.00$107.00Jul 31$0.20$0.80$0.204.00$106.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Aug 14$0.16$4.84$0.1630.25$89.84
$90.00$85.00Aug 28$0.23$4.77$0.2320.74$89.77
$101.00$95.00Aug 28$0.53$5.47$0.5310.32$100.47
$99.00$98.00Aug 31$0.12$0.88$0.127.33$98.88
$101.00$100.00Aug 31$0.12$0.88$0.127.33$100.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 89.00, avg 3.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$94.00Aug 7$8.90$8.90$0.1089.00$93.90
$98.00$102.50Jul 24$4.40$4.40$0.1044.00$102.40
$88.00$94.00Aug 31$5.85$5.85$0.1539.00$93.85
$86.00$88.00Aug 31$1.90$1.90$0.1019.00$87.90
$94.00$96.00Aug 31$1.90$1.90$0.1019.00$95.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$96.00$95.00Aug 7$0.81$0.81$0.194.26$95.19
$106.00$105.00Jul 31$0.66$0.66$0.341.94$105.34
$107.00$106.00Aug 21$0.66$0.66$0.341.94$106.34
$107.00$106.00Aug 31$0.65$0.65$0.351.86$106.35
$105.00$104.50Jul 24$0.31$0.31$0.191.63$104.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $0.49, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$94.00Aug 7Aug 21$0.1237.2%26.9%
$108.00Jul 31Aug 14$0.2218.0%14.7%
$106.00Jul 24Jul 31$0.2321.9%15.1%
$98.00Jul 24Aug 21$0.2538.7%21.3%
$110.00Jul 24Jul 31$0.3230.8%29.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 24Jul 31$0.0644.2%23.0%
$91.00Jul 31Aug 21$0.0948.3%30.1%
$92.00Jul 31Aug 21$0.1248.6%30.3%
$90.00Jul 24Jul 31$0.15110.2%62.2%
$96.00Jul 24Jul 31$0.1747.0%36.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 0.96% of stock, avg 6.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.50Jul 24$0.45$0.55$1.00$103.50$105.500.96%
$104.00Jul 24$0.74$0.35$1.09$102.91$105.091.04%
$105.00Jul 24$0.25$0.86$1.11$103.89$106.111.06%
$103.50Jul 24$1.10$0.22$1.32$102.18$104.821.27%
$105.00Jul 31$0.76$1.26$2.02$102.98$107.021.94%
$104.00Jul 31$1.28$0.80$2.08$101.92$106.081.99%
$103.50Jul 31$1.62$0.64$2.26$101.24$105.762.17%
$106.00Jul 31$0.39$1.92$2.31$103.69$108.312.21%
$103.00Jul 24$2.21$0.15$2.36$100.64$105.362.26%
$103.00Jul 31$2.00$0.52$2.52$100.48$105.522.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.26% of stock, avg 1.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.50$103.00Jul 24$0.12$0.15$0.27$102.73$105.77
$106.00$103.00Jul 24$0.16$0.15$0.31$102.69$106.31
$105.50$103.50Jul 24$0.12$0.22$0.34$103.16$105.84
$106.00$103.50Jul 24$0.16$0.22$0.38$103.12$106.38
$105.00$103.00Jul 24$0.25$0.15$0.40$102.60$105.40
$105.50$101.50Jul 24$0.12$0.32$0.44$101.06$105.94
$105.00$103.50Jul 24$0.25$0.22$0.47$103.03$105.47
$105.50$104.00Jul 24$0.12$0.35$0.47$103.53$105.97
$107.00$103.00Jul 24$0.33$0.15$0.48$102.52$107.48
$106.00$101.50Jul 24$0.16$0.32$0.48$101.02$106.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 10.11, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
96/9799/102Aug 31$2.73$0.2710.11$94.27$101.73
99/100102/103Aug 31$0.89$0.118.09$99.11$102.89
84/85102/103Jul 31$0.88$0.127.33$84.12$103.38
102/103104/105Aug 7$0.88$0.127.33$102.12$104.88
103/104105/106Aug 31$0.88$0.127.33$103.12$105.88
85/8694/96Aug 21$1.72$0.286.14$84.28$95.72
84/85103/104Jul 31$0.85$0.155.67$84.15$103.85
101/102104/105Aug 7$0.85$0.155.67$100.65$104.85
98/99102/103Aug 31$0.85$0.155.67$98.15$102.85
100/101102/103Aug 31$0.85$0.155.67$100.15$102.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Aug 31$0.05$0.9519.00
$106.00$107.00$108.00Aug 14$0.10$0.909.00
$104.50$105.00$105.50Aug 14$0.06$0.447.33
$105.50$106.00$106.50Aug 21$0.06$0.447.33
$107.00$108.00$109.00Aug 21$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$101.00$102.00$103.00Aug 31$0.05$0.9519.00
$91.00$92.00$93.00Jul 31$0.09$0.9110.11
$104.00$104.50$105.00Aug 21$0.05$0.459.00
$100.00$101.00$102.00Aug 31$0.10$0.909.00
$104.00$105.00$106.00Aug 31$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-0.01, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$111.00$120.001:2Jul 24-$0.01$8.99
$85.00$94.001:2Aug 7-$1.78$7.22
$105.00$107.001:2Aug 28-$0.14$1.86
$112.00$115.001:2Aug 21-$1.55$1.45
$99.00$102.001:2Aug 31-$1.56$1.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Aug 28$0.00$5.00
$90.00$85.001:2Aug 14-$0.05$4.95
$95.00$90.001:2Jul 24-$0.23$4.77
$90.00$85.001:2Jul 24-$0.42$4.58
$90.00$85.001:2Aug 7-$0.43$4.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 1.87%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.50Aug 21$1.950.500.1%1.87%2.02%5917
$105.00Aug 31$1.740.470.6%1.67%2.30%159
$105.00Aug 21$1.680.460.6%1.61%2.24%4.1K11.0K
$105.00Aug 28$1.660.470.6%1.59%2.22%144
$104.50Aug 14$1.490.500.1%1.43%1.58%--32
$105.50Aug 21$1.420.421.1%1.36%2.47%29519
$106.00Aug 31$1.270.391.6%1.22%2.81%--21
$105.00Aug 14$1.170.450.6%1.12%1.75%89
$106.00Aug 21$1.090.381.6%1.04%2.64%616.3K
$105.50Aug 14$0.950.401.1%0.91%2.02%1--

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 11,086
Total Puts 6,926
Put/Call Ratio 0.62
Net Difference 4,160

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 62,133
Total Puts 90,314
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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