Tour v418
EFA
iShares MSCI EAFE ETF
$103.77 +0.34%
7/27 15:05

Option Volume

Detail
Current (07/27 3:05pm) 45,066
Calls: 8,616 (19%)
Puts: 36,450 (81%)
Prior (07/22) 18,012
Calls: 11,086 (62%)
Puts: 6,926 (38%)
Current vs Prior +150.20%
Calls: -22.28% (Calls)
Puts: +426.28% (Puts)
Prior 7-Day Total 135,447
Calls: 61,137 (45%)
Puts: 74,310 (55%)
Prior 7-Day Average 19,349
Calls: 8,733 (45%)
Puts: 10,615 (55%)
Current vs Prior 7-Day Avg +132.90%
Calls: -1.35%
Puts: +243.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 3:05pm) $4.89M
Calls: $809.5K (17%)
Puts: $4.08M (83%)
Prior (07/22) $2.21M
Calls: $1.65M (75%)
Puts: $559.2K (25%)
Current vs Prior +121.29%
Calls: -50.90%
Puts: +628.99%
Prior 7-Day Total $16.92M
Calls: $8.13M (48%)
Puts: $8.79M (52%)
Prior 7-Day Average $2.42M
Calls: $1.16M (48%)
Puts: $1.26M (52%)
Current vs Prior 7-Day Avg +102.20%
Calls: -30.29%
Puts: +224.74%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27 3:05pm) 4.23
Prior (07/22) 0.62
Current vs Prior +577.15%
Prior 7-Day Average 1.52
Current vs Prior 7-Day Avg +178.73%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 3:05pm) 1,169,202
Calls: 382,303 (33%)
Puts: 786,899 (67%)
Prior (07/22) 1,119,716
Calls: 379,393 (34%)
Puts: 740,323 (66%)
Current vs Prior +4.42%
Prior 7-Day Total 8,617,979
Calls: 2,948,444 (34%)
Puts: 5,669,535 (66%)
Prior 7-Day Average 1,231,139
Calls: 421,206 (34%)
Puts: 809,933 (66%)
Current vs Prior 7-Day Avg -5.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.95% | 2.68%3.80% | 5.59%
Prior 1.24% | 2.19%3.83% | 5.50%
Current vs Prior +57.45% | +22.06%-0.96% | +1.60%
Prior 7-Day Avg 1.43% | 2.18%2.51% | 5.01%
Current vs 7-Day Avg +35.94% | +23.15%+51.40% | +11.59%
Prior 7-Day Eod 1.24% | 2.19%3.93% | 5.77%
Current vs 7-Day Eod +57.45% | +22.06%-3.29% | -3.18%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.34% | 13.91%
Calls: 11.93% | 15.33%
Puts: 10.75% | 12.50%
Prior 20.16% | 21.46%
Calls: 14.86% | 17.19%
Puts: 25.45% | 25.74%
Current vs Prior -43.75% | -35.18%
Prior 7-Day Avg 102.87% | 21.80%
Calls: 61.98% | 19.51%
Puts: 143.76% | 24.08%
Current vs 7-Day Avg -88.98% | -36.18%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 83% of dollar volume in puts ($4.08M) vs calls ($809.5K). Massive premium surge with dollar volume up 121% vs prior. Dollar volume significantly above 7-day average (102% higher). Unusually high activity with volume up 150% 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:50BEARISHBEARISHBEARISH
15:05BEARISHBEARISHBEARISH

📈 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 23 of results (avg 8.2%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 211.801.90$1.855.4%250.498.0K
$102.00Aug 72.502.64$2.575.4%50.709
$96.00Aug 218.158.70$8.436.5%--0.9013
$102.50Jul 311.751.87$1.816.6%--0.7137
$101.50Aug 213.403.65$3.537.1%--0.6950
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 311.491.57$1.535.2%350.7126
$106.00Aug 212.762.98$2.877.7%--0.69260
$105.00Aug 312.432.63$2.537.9%--0.5831
$107.00Aug 313.603.90$3.758.0%--0.7278
$105.00Aug 71.741.89$1.828.2%--0.65700

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.73, cheapest $0.38)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 310.340.41$0.3818.4%40.295.3K
$104.00Jul 310.730.87$0.8017.5%90.471.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 210.600.69$0.6513.8%--0.194.8K
$102.00Aug 70.600.72$0.6618.2%--0.30110
$103.50Jul 310.650.77$0.7116.9%--0.44181
$102.50Aug 70.720.84$0.7815.4%--0.3479
$100.00Aug 210.730.89$0.8119.8%10.2411.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 55 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 3118.1520.35$19.2511.4%--1.00100
$86.00Jul 3117.3019.15$18.2310.1%--1.0030
$91.00Jul 3112.3014.20$13.2514.3%--0.99126
$93.00Jul 3110.5512.20$11.3814.5%10.995
$94.00Jul 319.6011.20$10.4015.4%10.991
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 311.992.57$2.2825.4%--0.86398
$109.00Aug 314.455.85$5.1527.2%--0.8412
$107.00Aug 213.353.85$3.6013.9%--0.76102
$107.00Aug 313.603.90$3.758.0%--0.7278
$105.00Jul 311.491.57$1.535.2%350.7126

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 30.2K, top 22.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 310.020.07$0.05100.0%2820.0612.6K
$102.00Aug 212.933.30$3.1211.9%280.65363
$104.00Aug 211.801.90$1.855.4%250.498.0K
$108.00Aug 210.310.42$0.3729.7%250.1710.4K
$105.00Aug 211.101.41$1.2524.8%150.4014.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 310.310.41$0.3627.8%22.2K0.2323.0K
$93.00Jul 310.000.02$0.01200.0%4.1K0.016.5K
$98.00Aug 280.490.81$0.6549.2%4020.184
$94.00Aug 210.110.39$0.25112.0%3090.07837
$94.00Aug 310.200.45$0.3375.8%3090.09485

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 47.0%, max 223.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Jul 31Aug 3150.2%15.5%223.8%--892
$110.00Jul 31Aug 3145.8%18.5%146.8%--3.0K
$111.00Jul 31Aug 3127.0%15.6%73.7%111.8K
$86.00Jul 31Aug 3169.1%41.1%68.3%--64
$108.00Jul 31Aug 3125.5%15.6%63.1%--133
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$84.00Jul 31Aug 3176.7%36.3%111.0%--17.7K
$98.00Jul 31Aug 3138.7%20.0%93.5%96402
$99.00Jul 31Sep 434.6%19.2%79.8%29167
$90.00Jul 31Sep 453.7%31.6%70.1%2011.2K
$95.00Jul 31Sep 436.9%22.4%64.8%51.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 89 found (best R:R 44.45, avg 3.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$106.00$107.00Jul 31$0.11$0.89$0.118.09$106.11
$108.00$109.00Aug 21$0.11$0.89$0.118.09$108.11
$107.00$108.00Aug 14$0.13$0.87$0.136.69$107.13
$108.00$109.00Aug 31$0.18$0.82$0.184.56$108.18
$108.00$109.00Aug 28$0.19$0.81$0.194.26$108.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Aug 7$0.11$4.89$0.1144.45$89.89
$90.00$85.00Aug 14$0.27$4.73$0.2717.52$89.73
$100.00$97.00Aug 7$0.18$2.82$0.1815.67$99.82
$93.00$90.00Aug 7$0.23$2.77$0.2312.04$92.77
$98.50$96.00Sep 4$0.20$2.30$0.2011.50$98.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 105 found (best R:R 32.33, avg 1.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$88.00$94.00Aug 31$5.82$5.82$0.1832.33$93.82
$94.00$101.00Aug 7$6.63$6.63$0.3717.92$100.63
$91.00$93.00Jul 31$1.87$1.87$0.1314.38$92.87
$99.00$102.00Aug 31$2.77$2.77$0.2312.04$101.77
$85.00$105.00Aug 28$17.88$17.88$2.128.43$102.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$106.00$105.00Jul 31$0.75$0.75$0.253.00$105.25
$107.00$106.00Aug 21$0.73$0.73$0.272.70$106.27
$109.00$107.00Aug 31$1.40$1.40$0.602.33$107.60
$107.00$106.00Aug 31$0.69$0.69$0.312.23$106.31
$105.00$104.50Jul 31$0.33$0.33$0.171.94$104.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.29, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Jul 31Aug 7$0.1372.8%50.0%
$96.00Aug 21Aug 31$0.1724.2%21.8%
$108.00Jul 31Aug 14$0.1925.5%16.4%
$99.00Aug 21Aug 31$0.2221.5%19.5%
$111.00Jul 31Aug 21$0.2527.0%19.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.50Aug 14Aug 21$0.0624.4%21.7%
$97.00Jul 31Aug 7$0.0934.8%26.5%
$84.00Jul 31Aug 31$0.1276.7%36.3%
$90.00Jul 31Aug 7$0.1353.7%47.7%
$107.00Aug 21Aug 31$0.1516.1%16.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 1.67% of stock, avg 6.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Jul 31$0.80$0.93$1.73$102.27$105.731.67%
$103.50Jul 31$1.09$0.71$1.80$101.70$105.301.73%
$105.00Jul 31$0.38$1.53$1.91$103.09$106.911.84%
$103.00Jul 31$1.42$0.56$1.98$101.02$104.981.91%
$102.50Jul 31$1.81$0.45$2.26$100.24$104.762.18%
$106.00Jul 31$0.16$2.28$2.44$103.56$108.442.35%
$104.50Aug 7$0.94$1.50$2.44$102.06$106.942.35%
$104.00Aug 7$1.19$1.28$2.47$101.53$106.472.38%
$105.00Aug 7$0.70$1.82$2.52$102.48$107.522.43%
$102.00Jul 31$2.23$0.36$2.59$99.41$104.592.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.43% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$106.00$101.50Jul 31$0.16$0.29$0.45$101.05$106.45
$106.00$102.00Jul 31$0.16$0.36$0.52$101.48$106.52
$105.50$101.50Jul 31$0.26$0.29$0.55$100.95$106.05
$106.00$102.50Jul 31$0.16$0.45$0.61$101.89$106.61
$105.50$102.00Jul 31$0.26$0.36$0.62$101.38$106.12
$105.00$101.50Jul 31$0.38$0.29$0.67$100.83$105.67
$105.50$102.50Jul 31$0.26$0.45$0.71$101.79$106.21
$106.00$103.00Jul 31$0.16$0.56$0.72$102.28$106.72
$105.00$102.00Jul 31$0.38$0.36$0.74$101.26$105.74
$108.00$100.00Aug 14$0.28$0.52$0.80$99.20$108.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 144 found (best R:R 49.00, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/9394/101Aug 7$6.86$0.1449.00$86.14$100.86
96/9799/102Aug 31$2.90$0.1029.00$94.10$101.90
85/9094/101Aug 7$6.74$0.2625.92$83.26$100.74
96/97102/103Aug 21$0.89$0.118.09$96.11$102.89
84/8696/99Aug 31$2.65$0.357.57$83.35$98.65
98/99102/103Aug 31$0.87$0.136.69$98.13$102.87
99/100102/103Aug 31$0.86$0.146.14$99.14$102.86
100/101102/103Aug 21$0.85$0.155.67$100.15$102.85
99/100102/103Aug 21$0.84$0.165.25$99.16$102.84
96/97102/103Aug 31$0.84$0.165.25$96.16$102.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Aug 31$0.05$0.9519.00
$108.00$109.00$110.00Aug 21$0.06$0.9415.67
$110.00$111.00$112.00Aug 21$0.07$0.9313.29
$106.00$107.00$108.00Aug 14$0.09$0.9110.11
$102.00$103.00$104.00Aug 21$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$91.00$92.00$93.00Aug 21$0.05$0.9519.00
$104.00$105.00$106.00Aug 31$0.06$0.9415.67
$96.00$97.00$98.00Jul 31$0.08$0.9211.50
$105.00$106.00$107.00Aug 21$0.08$0.9211.50
$95.00$96.00$97.00Aug 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. 112 found (best net $-1.38, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$1.38$7.62
$112.00$115.001:2Aug 21-$0.38$2.62
$99.00$102.001:2Aug 31-$0.66$2.34
$106.50$109.001:2Aug 7-$0.66$1.84
$103.00$105.001:2Aug 31-$0.50$1.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Jul 31-$0.01$4.99
$90.00$85.001:2Aug 28-$0.62$4.38
$90.00$86.001:2Aug 31-$0.39$3.61
$98.00$95.001:2Aug 28-$0.11$2.89
$89.00$86.001:2Aug 21-$0.28$2.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 1.73%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.00Aug 21$1.800.490.2%1.73%1.96%258.0K
$105.00Aug 31$1.470.421.2%1.42%2.60%--60
$104.50Aug 21$1.430.450.7%1.38%2.08%586
$105.00Aug 28$1.400.411.2%1.35%2.53%--45
$104.50Aug 14$1.100.440.7%1.06%1.76%--32
$105.00Aug 21$1.100.401.2%1.06%2.25%1514.9K
$104.00Aug 7$1.070.480.2%1.03%1.25%--1.4K
$106.00Aug 31$1.040.342.1%1.00%3.15%--21
$105.50Aug 21$0.890.361.7%0.86%2.52%4321
$104.50Aug 7$0.830.420.7%0.80%1.50%5--

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 8,616
Total Puts 36,450
Put/Call Ratio 4.23
Net Difference -27,834

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 61,137
Total Puts 74,310
Average Put/Call Ratio 1.52
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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