Tour v483
EFA
iShares MSCI EAFE ETF
$106.04 +0.44%
8/3 15:05

Option Volume

Detail
Current (08/03 3:05pm) 30,935
Calls: 13,360 (43%)
Puts: 17,575 (57%)
Prior (07/31) 118,856
Calls: 46,546 (39%)
Puts: 72,310 (61%)
Current vs Prior -73.97%
Calls: -71.30% (Calls)
Puts: -75.69% (Puts)
Prior 7-Day Total 158,991
Calls: 52,383 (33%)
Puts: 106,608 (67%)
Prior 7-Day Average 22,713
Calls: 7,483 (33%)
Puts: 15,229 (67%)
Current vs Prior 7-Day Avg +36.20%
Calls: +78.53%
Puts: +15.40%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03 3:05pm) $3.89M
Calls: $2.40M (62%)
Puts: $1.49M (38%)
Prior (07/31) $10.99M
Calls: $4.19M (38%)
Puts: $6.81M (62%)
Current vs Prior -64.62%
Calls: -42.75%
Puts: -78.06%
Prior 7-Day Total $23.34M
Calls: $6.84M (29%)
Puts: $16.50M (71%)
Prior 7-Day Average $3.33M
Calls: $977.1K (29%)
Puts: $2.36M (71%)
Current vs Prior 7-Day Avg +16.66%
Calls: +145.27%
Puts: -36.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 3:05pm) 1.32
Prior (07/31) 1.55
Current vs Prior -15.32%
Prior 7-Day Average 2.04
Current vs Prior 7-Day Avg -35.38%
Sentiment BEARISH

Open Interest

Detail
Current (08/03 3:05pm) 1,170,315
Calls: 399,806 (34%)
Puts: 770,509 (66%)
Prior (07/31) 1,200,093
Calls: 407,197 (34%)
Puts: 792,896 (66%)
Current vs Prior -2.48%
Prior 7-Day Total 7,949,552
Calls: 2,666,440 (34%)
Puts: 5,283,112 (66%)
Prior 7-Day Average 1,135,650
Calls: 380,920 (34%)
Puts: 754,730 (66%)
Current vs Prior 7-Day Avg +3.05%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.52% | 2.28%2.81% | 4.83%
Prior 1.33% | 2.27%3.37% | 5.42%
Current vs Prior +14.18% | +0.66%-16.55% | -10.99%
Prior 7-Day Avg 1.62% | 2.42%3.78% | 5.72%
Current vs 7-Day Avg -6.10% | -5.83%-25.61% | -15.61%
Prior 7-Day Eod 1.33% | 2.27%2.76% | 6.35%
Current vs 7-Day Eod +14.18% | +0.66%+1.96% | -23.91%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.08% | 14.92%
Calls: 18.92% | 16.24%
Puts: 17.24% | 13.60%
Prior 29.79% | 23.50%
Calls: 25.81% | 19.13%
Puts: 33.77% | 27.87%
Current vs Prior -39.31% | -36.51%
Prior 7-Day Avg 18.78% | 19.51%
Calls: 16.10% | 19.83%
Puts: 21.47% | 19.20%
Current vs 7-Day Avg -3.74% | -23.54%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($2.40M). Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 74% vs prior. Bearish P/C ratio of 1.32 indicates protective positioning.

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 41 of results (avg 6.1%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 1412.9513.30$13.132.7%21.005
$94.00Aug 2112.0512.40$12.232.9%--0.9524
$96.00Aug 2110.1010.40$10.252.9%--0.9513
$86.00Aug 3120.0520.65$20.352.9%--1.0034
$85.00Aug 2821.0021.65$21.333.0%--1.0015
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.67, cheapest $0.31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 140.280.34$0.3119.4%2590.22296
$106.50Aug 70.430.52$0.4818.8%90.4081
$108.00Aug 210.510.62$0.5619.6%50.2810.4K
$106.00Aug 70.670.81$0.7418.9%2.5K0.52326
$107.00Aug 210.891.01$0.9512.6%140.393.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 140.580.68$0.6315.9%4010.3455
$106.00Aug 70.590.70$0.6516.9%200.482.1K
$104.50Aug 210.700.85$0.7719.5%200.33475
$105.00Aug 210.840.98$0.9115.4%670.383.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 1412.9513.30$13.132.7%21.005
$92.00Aug 2114.0514.50$14.283.2%--1.0010
$85.00Aug 2821.0021.65$21.333.0%--1.0015
$86.00Aug 3120.0520.65$20.352.9%--1.0034
$88.00Aug 3118.0518.70$18.383.5%--1.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 313.153.65$3.4014.7%--0.7712
$108.00Sep 42.632.95$2.7911.5%20.65--
$107.00Aug 211.661.89$1.7812.9%--0.61102
$107.00Aug 311.952.22$2.0912.9%--0.5978
$106.50Sep 41.932.18$2.0612.1%20.53--

Most actively traded options today. High liquidity = easy entry/exit. 85 active (total vol 17.8K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 70.670.81$0.7418.9%2.5K0.52326
$107.00Aug 70.230.33$0.2835.7%2.4K0.2816
$106.00Aug 211.391.55$1.4710.9%1.5K0.5117.1K
$103.50Aug 283.503.65$3.584.2%5590.72--
$108.00Aug 140.280.34$0.3119.4%2590.22296
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 70.300.39$0.3525.7%2.5K0.29715
$106.00Aug 211.181.40$1.2917.1%1.5K0.49547
$103.50Aug 210.480.62$0.5525.5%1.4K0.24287
$100.00Aug 210.130.28$0.2171.4%1.1K0.0912.3K
$104.50Sep 41.081.42$1.2527.2%8880.37--

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 35.5%, max 96.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Aug 7Aug 2874.1%41.5%78.4%--115
$94.00Aug 7Aug 3146.0%26.0%77.2%--209
$102.00Aug 7Aug 3124.0%16.9%42.0%--377
$100.50Aug 7Aug 2127.3%19.6%39.4%--26
$101.00Aug 7Aug 2126.3%19.4%35.7%--383
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Aug 7Sep 463.5%32.3%96.6%--529
$95.00Aug 7Sep 1144.6%22.9%94.8%360843
$85.00Aug 7Aug 3174.1%39.5%87.8%--5.1K
$93.00Aug 7Sep 452.2%28.0%86.4%--604
$96.00Aug 7Sep 1140.7%22.0%85.1%--534

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 65.67, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$109.00$117.00Aug 14$0.12$7.88$0.1265.67$109.12
$112.00$115.00Sep 4$0.11$2.89$0.1126.27$112.11
$112.00$115.00Sep 11$0.14$2.86$0.1420.43$112.14
$111.00$113.00Aug 31$0.12$1.88$0.1215.67$111.12
$110.00$111.00Aug 31$0.12$0.88$0.127.33$110.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$101.00$96.00Sep 4$0.32$4.68$0.3214.62$100.68
$100.50$96.00Sep 11$0.34$4.16$0.3412.24$100.16
$102.50$101.00Sep 4$0.12$1.38$0.1211.50$102.38
$103.00$102.00Aug 31$0.17$0.83$0.174.88$102.83
$104.00$103.00Aug 28$0.19$0.81$0.194.26$103.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 51.94, avg 2.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$94.00Aug 7$8.83$8.83$0.1751.94$93.83
$96.00$99.00Aug 31$2.88$2.88$0.1224.00$98.88
$85.00$103.50Aug 28$17.75$17.75$0.7523.67$102.75
$93.00$104.00Aug 14$10.54$10.54$0.4622.91$103.54
$98.00$99.00Aug 21$0.89$0.89$0.118.09$98.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$109.00$107.00Aug 31$1.31$1.31$0.691.90$107.69
$107.00$106.00Aug 21$0.49$0.49$0.510.96$106.51
$108.00$106.50Sep 4$0.73$0.73$0.770.95$107.27
$107.00$106.00Aug 31$0.48$0.48$0.520.92$106.52
$106.50$105.50Sep 4$0.48$0.48$0.520.92$106.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.24, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Aug 21Sep 4$0.1114.2%13.5%
$109.00Aug 7Aug 14$0.1215.2%13.4%
$99.00Aug 21Aug 31$0.1221.8%20.4%
$96.00Aug 21Aug 31$0.1326.3%24.1%
$111.00Aug 21Aug 31$0.1413.1%13.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Aug 7Aug 21$0.0563.5%36.5%
$97.00Aug 14Aug 21$0.0528.7%24.7%
$92.00Aug 21Aug 31$0.0533.1%29.1%
$98.00Aug 14Aug 21$0.0626.6%23.1%
$91.00Aug 21Aug 31$0.0634.8%31.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 1.31% of stock, avg 5.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Aug 7$0.74$0.65$1.39$104.61$107.391.31%
$105.50Aug 7$1.04$0.47$1.51$103.99$107.011.42%
$105.00Aug 7$1.40$0.35$1.75$103.25$106.751.65%
$104.50Aug 7$1.83$0.22$2.05$102.45$106.551.93%
$104.00Aug 7$2.22$0.16$2.38$101.62$106.382.24%
$105.00Aug 14$1.80$0.63$2.43$102.57$107.432.29%
$104.50Aug 14$2.19$0.53$2.72$101.78$107.222.57%
$107.00Aug 21$0.95$1.78$2.73$104.27$109.732.57%
$106.00Aug 21$1.47$1.29$2.76$103.24$108.762.60%
$104.00Aug 14$2.59$0.44$3.03$100.97$107.032.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 0.24% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$108.00$104.00Aug 7$0.09$0.16$0.25$103.75$108.25
$108.00$104.50Aug 7$0.09$0.22$0.31$104.19$108.31
$115.00$95.00Sep 11$0.16$0.24$0.40$94.60$115.40
$107.00$104.00Aug 7$0.28$0.16$0.44$103.56$107.44
$108.00$105.00Aug 7$0.09$0.35$0.44$104.56$108.44
$109.00$103.00Aug 14$0.15$0.28$0.43$102.57$109.43
$115.00$96.00Sep 11$0.16$0.28$0.44$95.56$115.44
$109.00$103.50Aug 14$0.15$0.33$0.48$103.02$109.48
$107.00$104.50Aug 7$0.28$0.22$0.50$104.00$107.50
$112.00$95.00Sep 11$0.30$0.24$0.54$94.46$112.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 7.33, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
102/104106/108Sep 4$1.32$0.187.33$102.68$107.82
103/104105/106Aug 31$0.86$0.146.14$103.14$105.86
102/102104/105Aug 28$0.84$0.165.25$101.16$104.84
105/106107/108Aug 31$0.84$0.165.25$105.16$107.84
102/103105/106Aug 31$0.83$0.174.88$102.17$105.83
106/106108/109Sep 4$0.82$0.184.56$105.68$108.82
104/105106/107Aug 31$0.80$0.204.00$104.20$106.80
103/104106/107Aug 28$0.79$0.213.76$103.21$106.79
104/104106/106Sep 4$0.39$0.113.55$104.11$106.39
104/104106/106Aug 14$0.38$0.123.17$103.62$106.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 27.57, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$92.00$94.00$96.00Aug 21$0.07$1.9327.57
$108.00$109.00$110.00Aug 21$0.07$0.9313.29
$96.00$99.00$102.00Aug 31$0.26$2.7410.54
$109.00$110.00$111.00Aug 31$0.09$0.9110.11
$108.00$109.00$110.00Sep 4$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$93.00$94.00$95.00Aug 31$0.06$0.9415.67
$105.00$106.00$107.00Aug 31$0.06$0.9415.67
$97.00$98.00$99.00Aug 31$0.07$0.9313.29
$101.00$102.00$103.00Aug 31$0.07$0.9313.29
$105.00$106.00$107.00Aug 21$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 $-0.02, 117 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$94.001:2Aug 7-$3.22$5.78
$112.00$115.001:2Aug 21-$0.02$2.98
$112.00$115.001:2Sep 11-$0.02$2.98
$106.50$108.001:2Sep 4-$0.21$1.29
$103.00$105.001:2Aug 31-$0.97$1.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$85.001:2Aug 14-$0.02$7.98
$90.00$85.001:2Aug 7$0.00$5.00
$90.00$85.001:2Aug 28-$0.04$4.96
$90.00$86.001:2Aug 31-$0.03$3.97
$93.00$90.001:2Aug 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. 26 found (best yield 1.75%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$106.50Sep 4$1.860.470.4%1.75%2.19%6--
$107.00Aug 31$1.140.410.9%1.08%1.98%212
$106.50Aug 21$1.120.450.4%1.06%1.49%1439
$107.00Aug 28$1.090.420.9%1.03%1.93%--851
$108.00Sep 4$0.900.351.9%0.85%2.70%--1.1K
$107.00Aug 21$0.890.390.9%0.84%1.74%143.2K
$106.50Aug 14$0.800.440.4%0.75%1.19%159
$108.00Aug 31$0.710.321.9%0.67%2.52%--14
$108.00Aug 28$0.670.321.9%0.63%2.48%--237
$109.00Sep 4$0.600.272.8%0.57%3.36%6411

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 13,360
Total Puts 17,575
Put/Call Ratio 1.32
Net Difference -4,215

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,383
Total Puts 106,608
Average Put/Call Ratio 2.04
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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