Tour v477
EFA
iShares MSCI EAFE ETF
$105.64 -0.56%
7/31 15:05

Option Volume

Detail
Current (07/31 3:05pm) 118,856
Calls: 46,546 (39%)
Puts: 72,310 (61%)
Prior (07/29) 11,423
Calls: 5,078 (44%)
Puts: 6,345 (56%)
Current vs Prior +940.50%
Calls: +816.62% (Calls)
Puts: +1039.64% (Puts)
Prior 7-Day Total 203,537
Calls: 67,770 (33%)
Puts: 135,767 (67%)
Prior 7-Day Average 29,076
Calls: 9,681 (33%)
Puts: 19,395 (67%)
Current vs Prior 7-Day Avg +308.77%
Calls: +380.78%
Puts: +272.82%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31 3:05pm) $10.99M
Calls: $4.19M (38%)
Puts: $6.81M (62%)
Prior (07/29) $1.39M
Calls: $926.0K (67%)
Puts: $461.1K (33%)
Current vs Prior +692.64%
Calls: +352.09%
Puts: +1376.49%
Prior 7-Day Total $27.58M
Calls: $7.89M (29%)
Puts: $19.70M (71%)
Prior 7-Day Average $3.94M
Calls: $1.13M (29%)
Puts: $2.81M (71%)
Current vs Prior 7-Day Avg +179.02%
Calls: +271.49%
Puts: +141.98%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31 3:05pm) 1.55
Prior (07/29) 1.25
Current vs Prior +24.33%
Prior 7-Day Average 2.11
Current vs Prior 7-Day Avg -26.21%
Sentiment BEARISH

Open Interest

Detail
Current (07/31 3:05pm) 1,200,093
Calls: 407,197 (34%)
Puts: 792,896 (66%)
Prior (07/29) 1,168,707
Calls: 392,078 (34%)
Puts: 776,629 (66%)
Current vs Prior +2.69%
Prior 7-Day Total 8,108,056
Calls: 2,732,633 (34%)
Puts: 5,375,423 (66%)
Prior 7-Day Average 1,158,293
Calls: 390,376 (34%)
Puts: 767,917 (66%)
Current vs Prior 7-Day Avg +3.61%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.49% | 1.87%3.13% | 5.10%
Prior 1.77% | 2.54%3.48% | 5.96%
Current vs Prior -72.19% | -26.19%-10.01% | -14.44%
Prior 7-Day Avg 1.63% | 2.38%3.50% | 5.59%
Current vs 7-Day Avg -69.89% | -21.27%-10.60% | -8.70%
Prior 7-Day Eod 1.77% | 2.54%2.66% | 5.27%
Current vs 7-Day Eod -72.19% | -26.19%+17.63% | -3.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 79.11% | 12.62%
Calls: 61.54% | 13.00%
Puts: 96.67% | 12.24%
Prior 9.88% | 12.30%
Calls: 5.66% | 10.81%
Puts: 14.10% | 13.79%
Current vs Prior +700.71% | +2.60%
Prior 7-Day Avg 77.87% | 18.55%
Calls: 22.70% | 18.91%
Puts: 133.04% | 18.19%
Current vs 7-Day Avg +1.59% | -31.97%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($6.81M). Massive premium surge with dollar volume up 693% vs prior. Dollar volume significantly above 7-day average (179% higher). Unusually high activity with volume up 940% 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 54 of results (avg 6.7%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Aug 2113.7514.10$13.932.5%--0.9710
$91.00Aug 2114.7515.15$14.952.7%40.971
$93.00Aug 2112.7513.15$12.953.1%70.961
$85.00Aug 2820.6521.35$21.003.3%--0.9815
$96.00Aug 219.8510.20$10.023.5%--0.9413
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 212.012.16$2.097.2%--0.63102

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 15 found (avg $0.76, cheapest $0.35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 210.320.38$0.3517.1%12.4K0.1827.2K
$108.00Aug 210.560.64$0.6013.3%70.2710.4K
$106.00Aug 70.660.78$0.7216.7%60.45329
$106.50Aug 140.810.96$0.8916.9%--0.4059
$107.00Aug 210.911.07$0.9916.2%210.373.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 70.320.39$0.3619.4%30.2441
$102.00Aug 210.460.52$0.4912.2%270.205.4K
$105.00Aug 70.530.62$0.5715.8%180.38717
$103.50Aug 210.740.86$0.8015.0%--0.29163
$105.00Aug 140.820.97$0.9016.7%1160.4127

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 90 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 3119.6521.10$20.387.1%61.00105
$86.00Jul 3118.8519.85$19.355.2%71.0032
$87.00Jul 3117.6519.00$18.337.4%81.003
$89.00Jul 3115.9516.90$16.425.8%201.002
$96.00Jul 319.1510.00$9.578.9%181.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 312.122.51$2.3216.8%41.003
$109.00Jul 313.004.40$3.7037.8%21.00--
$110.00Jul 313.955.85$4.9038.8%11.00--
$114.00Jul 317.309.70$8.5028.2%11.00--
$115.00Jul 318.1010.70$9.4027.7%11.0011

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 41.4K, top 12.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 210.320.38$0.3517.1%12.4K0.1827.2K
$105.00Jul 310.560.75$0.6628.8%3.5K0.905.9K
$103.50Jul 311.992.33$2.1615.7%2.2K0.962.4K
$104.50Aug 71.551.74$1.6511.5%2.2K0.7024
$104.00Jul 311.501.83$1.6719.8%1.0K0.951.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 210.080.24$0.16100.0%12.0K0.0622.5K
$105.00Jul 310.000.05$0.03166.7%9760.1058
$96.00Sep 40.130.51$0.32118.8%4990.09560
$96.00Sep 110.180.60$0.39107.7%4990.10499
$103.00Aug 210.620.77$0.7021.4%3460.261.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 893.4%, max 1964.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$88.00Jul 31Aug 31714.4%34.6%1964.1%1934
$86.00Jul 31Aug 31683.7%35.7%1813.5%766
$94.00Jul 31Aug 31484.5%25.4%1809.2%19111
$85.00Jul 31Aug 28718.8%40.4%1677.6%6120
$91.00Jul 31Aug 21513.8%33.1%1453.7%18127
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 31Sep 4637.0%31.5%1919.7%--1.1K
$94.00Jul 31Aug 31484.5%25.4%1809.2%--1.5K
$85.00Jul 31Aug 28718.8%40.4%1677.6%--172
$91.00Jul 31Aug 31513.8%30.6%1580.1%--84
$95.00Jul 31Sep 11376.9%22.9%1549.6%1421.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 30.03, avg 3.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$117.00Aug 14$0.29$8.71$0.2930.03$108.29
$111.00$113.00Aug 31$0.11$1.89$0.1117.18$111.11
$112.00$115.00Sep 11$0.18$2.82$0.1815.67$112.18
$111.00$112.00Sep 11$0.13$0.87$0.136.69$111.13
$110.00$111.00Aug 31$0.16$0.84$0.165.25$110.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$98.00Aug 28$0.12$1.88$0.1215.67$99.88
$99.00$96.00Sep 11$0.23$2.77$0.2312.04$98.77
$102.50$96.00Sep 4$0.64$5.86$0.649.16$101.86
$103.00$102.00Aug 31$0.18$0.82$0.184.56$102.82
$103.50$103.00Aug 21$0.10$0.40$0.104.00$103.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 59.00, avg 2.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$88.00$94.00Aug 31$5.90$5.90$0.1059.00$93.90
$96.00$99.00Aug 31$2.88$2.88$0.1224.00$98.88
$93.00$104.00Aug 14$10.43$10.43$0.5718.30$103.43
$85.00$104.00Aug 28$17.91$17.91$1.0916.43$102.91
$85.00$94.00Aug 7$8.27$8.27$0.7311.33$93.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$114.00$110.00Jul 31$3.60$3.60$0.409.00$110.40
$109.00$107.00Aug 31$1.36$1.36$0.642.12$107.64
$107.00$106.00Aug 21$0.55$0.55$0.451.22$106.45
$106.00$105.50Jul 31$0.26$0.26$0.241.08$105.74
$105.00$104.50Aug 28$0.21$0.21$0.290.72$104.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.33, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 31Aug 21$0.07190.7%12.9%
$115.00Aug 21Sep 11$0.0817.3%15.3%
$108.00Jul 31Aug 7$0.1195.9%13.3%
$101.00Jul 31Aug 7$0.15176.8%22.7%
$110.00Jul 31Aug 21$0.15160.1%13.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.50Jul 31Aug 7$0.06193.7%21.9%
$99.00Jul 31Aug 7$0.07244.3%27.9%
$91.00Jul 31Aug 21$0.08513.8%33.1%
$97.00Jul 31Aug 14$0.08370.6%26.8%
$98.50Aug 14Aug 21$0.0923.9%21.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 0.25% of stock, avg 6.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.50Jul 31$0.20$0.06$0.26$105.24$105.760.25%
$106.00Jul 31$0.03$0.32$0.35$105.65$106.350.33%
$105.00Jul 31$0.66$0.03$0.69$104.31$105.690.65%
$104.50Jul 31$1.19$0.03$1.22$103.28$105.721.15%
$104.00Jul 31$1.67$0.02$1.69$102.31$105.691.60%
$106.00Aug 7$0.72$0.98$1.70$104.30$107.701.61%
$105.00Aug 7$1.31$0.57$1.88$103.12$106.881.78%
$104.50Aug 7$1.65$0.44$2.09$102.41$106.591.98%
$103.50Jul 31$2.16$0.02$2.18$101.32$105.682.06%
$108.00Jul 31$0.01$2.32$2.33$105.67$110.332.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 0.06% of stock, avg 1.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$106.00$105.00Jul 31$0.03$0.03$0.06$104.94$106.06
$106.00$104.50Jul 31$0.03$0.03$0.06$104.44$106.06
$107.00$105.00Jul 31$0.03$0.03$0.06$104.94$107.06
$107.00$104.50Jul 31$0.03$0.03$0.06$104.44$107.06
$106.00$105.50Jul 31$0.03$0.06$0.09$105.41$106.09
$107.00$105.50Jul 31$0.03$0.06$0.09$105.41$107.09
$108.00$103.00Aug 7$0.12$0.22$0.34$102.66$108.34
$108.00$103.50Aug 7$0.12$0.27$0.39$103.11$108.39
$108.00$104.00Aug 7$0.12$0.36$0.48$103.52$108.48
$115.00$96.00Sep 11$0.12$0.39$0.51$95.49$115.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 55 found (best R:R 7.33, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
102/103104/105Aug 28$0.88$0.127.33$102.12$104.88
105/106107/108Aug 31$0.87$0.136.69$105.13$107.87
101/102103/105Aug 31$1.73$0.276.41$100.27$104.73
104/105106/107Aug 31$0.85$0.155.67$104.15$106.85
104/104106/106Aug 14$0.40$0.104.00$104.10$106.40
104/105106/106Aug 14$0.39$0.113.55$104.61$105.89
104/105106/107Aug 28$0.77$0.233.35$104.23$106.77
103/104105/106Aug 31$0.77$0.233.35$103.23$105.77
104/104106/106Aug 14$0.38$0.123.17$103.62$106.38
104/104106/106Aug 14$0.38$0.123.17$104.12$105.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$96.00$97.00$98.00Aug 21$0.05$0.9519.00
$92.00$93.00$94.00Aug 21$0.06$0.9415.67
$102.00$103.00$104.00Aug 21$0.06$0.9415.67
$108.00$109.00$110.00Aug 21$0.06$0.9415.67
$110.00$111.00$112.00Aug 21$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$93.00$94.00$95.00Aug 31$0.08$0.9211.50
$103.00$104.00$105.00Aug 31$0.09$0.9110.11
$103.00$103.50$104.00Aug 14$0.05$0.459.00
$100.00$101.00$102.00Aug 31$0.11$0.898.09
$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. 129 found (best net $-3.51, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$3.51$5.49
$112.00$115.001:2Aug 21-$0.02$2.98
$103.00$105.001:2Aug 31-$0.87$1.13
$110.00$111.001:2Aug 21$0.00$1.00
$99.00$102.001:2Aug 31-$2.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Aug 7-$0.03$4.97
$90.00$85.001:2Aug 28-$0.07$4.93
$90.00$86.001:2Aug 31-$0.03$3.97
$93.00$90.001:2Aug 7-$0.02$2.98
$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. 29 found (best yield 1.57%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$106.00Aug 28$1.660.480.3%1.57%1.91%13
$106.00Aug 31$1.650.480.3%1.56%1.90%--27
$107.00Sep 11$1.490.421.3%1.41%2.70%5--
$106.00Aug 21$1.390.480.3%1.32%1.66%17917.1K
$106.50Aug 21$1.120.420.8%1.06%1.87%6440
$107.00Aug 31$1.120.401.3%1.06%2.35%--11
$106.00Aug 14$1.080.470.3%1.02%1.36%18998
$107.00Aug 28$1.070.391.3%1.01%2.30%80051
$107.00Aug 21$0.910.371.3%0.86%2.15%213.2K
$108.00Sep 4$0.890.332.2%0.84%3.08%800309

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 46,546
Total Puts 72,310
Put/Call Ratio 1.55
Net Difference -25,764

Prior's Put/Call Breakdown

Total Calls 5,078
Total Puts 6,345
Put/Call Ratio 1.25
Net Difference -1,267

Prior 7-Day Put/Call Summary

Total Calls 67,770
Total Puts 135,767
Average Put/Call Ratio 2.11
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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