Tour v452
EFA
iShares MSCI EAFE ETF
$103.97 +0.05%
7/28 15:05

Option Volume

Detail
Current (07/28 3:05pm) 14,863
Calls: 5,836 (39%)
Puts: 9,027 (61%)
Prior (07/27) 45,066
Calls: 8,616 (19%)
Puts: 36,450 (81%)
Current vs Prior -67.02%
Calls: -32.27% (Calls)
Puts: -75.23% (Puts)
Prior 7-Day Total 168,119
Calls: 64,140 (38%)
Puts: 103,979 (62%)
Prior 7-Day Average 24,017
Calls: 9,162 (38%)
Puts: 14,854 (62%)
Current vs Prior 7-Day Avg -38.11%
Calls: -36.31%
Puts: -39.23%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28 3:05pm) $1.29M
Calls: $713.4K (55%)
Puts: $573.4K (45%)
Prior (07/27) $4.89M
Calls: $809.5K (17%)
Puts: $4.08M (83%)
Current vs Prior -73.67%
Calls: -11.88%
Puts: -85.94%
Prior 7-Day Total $24.67M
Calls: $8.67M (35%)
Puts: $16.00M (65%)
Prior 7-Day Average $3.52M
Calls: $1.24M (35%)
Puts: $2.29M (65%)
Current vs Prior 7-Day Avg -63.49%
Calls: -42.43%
Puts: -74.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 3:05pm) 1.55
Prior (07/27) 4.23
Current vs Prior -63.44%
Prior 7-Day Average 1.71
Current vs Prior 7-Day Avg -9.72%
Sentiment BEARISH

Open Interest

Detail
Current (07/28 3:05pm) 1,160,669
Calls: 389,799 (34%)
Puts: 770,870 (66%)
Prior (07/27) 1,169,202
Calls: 382,303 (33%)
Puts: 786,899 (67%)
Current vs Prior -0.73%
Prior 7-Day Total 8,426,255
Calls: 2,876,226 (34%)
Puts: 5,550,029 (66%)
Prior 7-Day Average 1,203,750
Calls: 410,889 (34%)
Puts: 792,861 (66%)
Current vs Prior 7-Day Avg -3.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.77% | 2.54%3.48% | 5.96%
Prior 1.91% | 2.39%3.90% | 6.02%
Current vs Prior -7.26% | +6.45%-10.82% | -0.89%
Prior 7-Day Avg 1.49% | 2.20%2.85% | 5.20%
Current vs 7-Day Avg +18.98% | +15.62%+22.23% | +14.70%
Prior 7-Day Eod 1.91% | 2.39%4.22% | 5.16%
Current vs 7-Day Eod -7.26% | +6.45%-17.40% | +15.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 9.88% | 12.30%
Calls: 5.66% | 10.81%
Puts: 14.10% | 13.79%
Prior 20.16% | 32.30%
Calls: 14.86% | 46.51%
Puts: 25.45% | 18.10%
Current vs Prior -50.99% | -61.92%
Prior 7-Day Avg 103.60% | 23.01%
Calls: 61.87% | 23.57%
Puts: 145.32% | 22.45%
Current vs 7-Day Avg -90.46% | -46.54%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 67% vs prior. Extreme bearish P/C ratio of 1.55 - heavy put buying. P/C ratio dropping 63% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 31 of results (avg 5.9%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 718.8019.25$19.022.4%--1.00100
$90.00Aug 713.8014.20$14.002.9%11.00--
$91.00Jul 3112.7013.15$12.933.5%--1.00126
$93.00Aug 710.9011.30$11.103.6%41.00--
$92.00Aug 2112.0512.55$12.304.1%--0.9510
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 211.481.58$1.536.5%30.49721
$103.50Aug 211.281.39$1.348.2%60.44186
$103.00Aug 211.111.22$1.179.4%1870.401.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 22 found (avg $0.66, cheapest $0.27)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 210.430.52$0.4818.8%40.221.4K
$104.50Jul 310.470.54$0.5113.7%1100.389
$106.50Aug 210.560.66$0.6116.4%--0.27435
$104.00Jul 310.710.79$0.7510.7%690.491.2K
$106.00Aug 210.720.83$0.7714.3%80.3116.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 210.250.29$0.2714.8%3140.0922.7K
$97.00Aug 210.300.36$0.3318.2%1440.119.9K
$97.50Aug 210.330.40$0.3718.9%440.12--
$98.00Aug 210.370.44$0.4117.1%2250.143.7K
$102.00Aug 70.490.59$0.5418.5%--0.27110

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 59 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Jul 3119.6020.75$20.185.7%21.00--
$85.00Jul 3117.7019.90$18.8011.7%21.00100
$86.00Jul 3116.8019.00$17.9012.3%--1.0030
$91.00Jul 3112.7013.15$12.933.5%--1.00126
$95.00Jul 318.759.15$8.954.5%--1.00100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 311.972.37$2.1718.4%--0.89398
$109.00Aug 314.705.60$5.1517.5%--0.8512
$107.00Aug 213.153.65$3.4014.7%--0.78102
$107.00Aug 313.203.90$3.5519.7%--0.7378
$105.00Jul 311.271.42$1.3511.1%--0.7258

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 11.4K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Jul 310.000.02$0.01200.0%1.1K0.012.3K
$106.00Aug 140.510.66$0.5925.4%6020.28386
$105.00Jul 310.280.36$0.3225.0%1830.285.3K
$104.50Jul 310.470.54$0.5113.7%1100.389
$109.00Jul 310.000.02$0.01200.0%1070.01784
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.50Aug 70.370.51$0.4431.8%3.0K0.23106
$101.00Aug 210.730.84$0.7814.1%1.7K0.2615.1K
$100.50Aug 140.440.60$0.5230.8%6000.2175
$96.00Aug 210.250.29$0.2714.8%3140.0922.7K
$103.00Jul 310.410.51$0.4621.7%2880.33300

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 58.0%, max 141.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.00Jul 31Aug 3179.9%33.8%136.4%--64
$85.00Jul 31Aug 2884.2%37.5%124.3%2115
$111.00Jul 31Aug 3130.8%14.1%119.0%1.1K11.8K
$110.00Jul 31Aug 3127.1%14.0%94.0%--3.0K
$109.00Jul 31Sep 423.2%14.7%58.3%111784
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$84.00Jul 31Aug 3188.7%36.8%141.0%--17.7K
$85.00Jul 31Aug 2884.2%37.5%124.3%--171
$90.00Jul 31Sep 462.2%29.2%112.8%--1.1K
$95.00Jul 31Sep 450.5%24.1%109.7%1711.6K
$91.00Jul 31Aug 3158.2%28.3%105.7%--84

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 13.29, avg 2.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$106.50$109.00Aug 7$0.20$2.30$0.2011.50$106.70
$108.00$109.00Aug 21$0.11$0.89$0.118.09$108.11
$108.00$110.00Aug 28$0.29$1.71$0.295.90$108.29
$107.00$108.00Aug 14$0.16$0.84$0.165.25$107.16
$108.00$109.00Aug 31$0.17$0.83$0.174.88$108.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$96.00Aug 28$0.14$1.86$0.1413.29$97.86
$95.00$93.00Sep 4$0.14$1.86$0.1413.29$94.86
$101.50$100.50Aug 14$0.15$0.85$0.155.67$101.35
$100.00$99.00Aug 28$0.15$0.85$0.155.67$99.85
$97.00$96.00Aug 31$0.15$0.85$0.155.67$96.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 45.15, avg 2.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$101.00Jul 31$5.87$5.87$0.1345.15$100.87
$88.00$94.00Aug 31$5.85$5.85$0.1539.00$93.85
$94.00$101.00Aug 7$6.67$6.67$0.3320.21$100.67
$85.00$104.00Aug 28$17.30$17.30$1.7010.18$102.30
$96.00$99.00Aug 31$2.72$2.72$0.289.71$98.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$106.00$105.00Jul 31$0.82$0.82$0.184.56$105.18
$109.00$107.00Aug 31$1.60$1.60$0.404.00$107.40
$107.00$106.00Aug 21$0.73$0.73$0.272.70$106.27
$107.00$106.00Aug 31$0.71$0.71$0.292.45$106.29
$105.00$104.50Jul 31$0.32$0.32$0.181.78$104.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $0.25, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 31Aug 21$0.0630.8%14.5%
$110.00Jul 31Aug 21$0.0727.1%13.3%
$108.00Jul 31Aug 14$0.1622.4%14.8%
$96.00Aug 21Aug 31$0.2023.8%21.3%
$85.00Jul 31Aug 7$0.2284.2%53.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$93.00Jul 31Aug 7$0.0551.9%35.8%
$95.00Jul 31Aug 7$0.0550.5%31.7%
$94.00Jul 31Aug 7$0.0647.6%33.7%
$96.00Jul 31Aug 7$0.0645.6%29.6%
$84.00Jul 31Aug 31$0.1188.7%36.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 1.47% of stock, avg 6.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Jul 31$0.75$0.78$1.53$102.47$105.531.47%
$104.50Jul 31$0.51$1.03$1.54$102.96$106.041.48%
$103.50Jul 31$1.06$0.60$1.66$101.84$105.161.60%
$105.00Jul 31$0.32$1.35$1.67$103.33$106.671.61%
$103.00Jul 31$1.41$0.46$1.87$101.13$104.871.80%
$102.50Jul 31$1.87$0.35$2.22$100.28$104.722.14%
$106.00Jul 31$0.10$2.17$2.27$103.73$108.272.18%
$104.50Aug 7$0.92$1.41$2.33$102.17$106.832.24%
$105.00Aug 7$0.69$1.64$2.33$102.67$107.332.24%
$104.00Aug 7$1.19$1.16$2.35$101.65$106.352.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.31% of stock, avg 1.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$106.00$101.50Jul 31$0.10$0.22$0.32$101.18$106.32
$106.00$102.00Jul 31$0.10$0.27$0.37$101.63$106.37
$105.50$101.50Jul 31$0.21$0.22$0.43$101.07$105.93
$106.00$102.50Jul 31$0.10$0.35$0.45$102.05$106.45
$105.50$102.00Jul 31$0.21$0.27$0.48$101.52$105.98
$105.00$101.50Jul 31$0.32$0.22$0.54$100.96$105.54
$105.50$102.50Jul 31$0.21$0.35$0.56$101.94$106.06
$106.00$103.00Jul 31$0.10$0.46$0.56$102.44$106.56
$105.00$102.00Jul 31$0.32$0.27$0.59$101.41$105.59
$105.00$102.50Jul 31$0.32$0.35$0.67$101.83$105.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 6.69, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
96/9799/102Aug 31$2.61$0.396.69$94.39$101.61
96/97102/103Aug 31$0.84$0.165.25$96.16$102.84
98/99102/103Aug 31$0.84$0.165.25$98.16$102.84
99/100102/103Aug 31$0.84$0.165.25$99.16$102.84
100/101102/103Aug 31$0.84$0.165.25$100.16$102.84
103/104106/107Aug 31$0.82$0.184.56$103.18$106.82
102/103104/104Aug 7$0.40$0.104.00$102.60$104.40
104/105106/107Aug 31$0.80$0.204.00$104.20$106.80
103/104106/106Aug 14$0.39$0.113.55$103.11$105.89
103/104106/107Aug 28$0.78$0.223.55$103.22$106.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Jul 31$0.07$0.9313.29
$109.00$110.00$111.00Aug 21$0.07$0.9313.29
$106.00$107.00$108.00Aug 28$0.07$0.9313.29
$106.00$107.00$108.00Aug 31$0.07$0.9313.29
$106.00$107.00$108.00Aug 14$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$99.00$100.00Aug 28$0.05$0.9519.00
$95.00$96.00$97.00Aug 21$0.06$0.9415.67
$93.00$94.00$95.00Aug 31$0.06$0.9415.67
$100.00$101.00$102.00Aug 31$0.07$0.9313.29
$101.00$101.50$102.00Aug 7$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $--, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$112.00$115.001:2Aug 21-$0.03$2.97
$99.00$102.001:2Aug 31-$1.01$1.99
$111.00$113.001:2Aug 31-$0.04$1.96
$103.00$105.001:2Aug 31-$0.46$1.54
$88.00$94.001:2Aug 31-$4.78$1.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Aug 7$0.00$5.00
$90.00$85.001:2Jul 31-$0.01$4.99
$90.00$85.001:2Aug 28-$0.08$4.92
$90.00$86.001:2Aug 31-$0.04$3.96
$99.00$96.001:2Aug 7-$0.02$2.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 1.82%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.00Aug 28$1.890.500.0%1.82%1.85%549
$104.00Aug 21$1.660.510.0%1.60%1.63%28.0K
$105.00Aug 28$1.430.421.0%1.38%2.37%--45
$105.00Aug 31$1.430.421.0%1.38%2.37%--60
$104.00Aug 14$1.390.500.0%1.34%1.37%189
$104.50Aug 21$1.370.460.5%1.32%1.83%591
$104.00Aug 7$1.110.490.0%1.07%1.10%51.4K
$104.50Aug 14$1.110.450.5%1.07%1.58%1832
$105.00Aug 21$1.110.411.0%1.07%2.06%5114.4K
$106.00Aug 31$0.960.351.9%0.92%2.88%--21

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 5,836
Total Puts 9,027
Put/Call Ratio 1.55
Net Difference -3,191

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 64,140
Total Puts 103,979
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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