Tour v492
EFA
iShares MSCI EAFE ETF
$107.50 +0.06%
8/6 15:05

Option Volume

Detail
Current (08/06 3:05pm) 10,844
Calls: 2,101 (19%)
Puts: 8,743 (81%)
Prior (08/05) 7,368
Calls: 3,402 (46%)
Puts: 3,966 (54%)
Current vs Prior +47.18%
Calls: -38.24% (Calls)
Puts: +120.45% (Puts)
Prior 7-Day Total 268,952
Calls: 89,440 (33%)
Puts: 179,512 (67%)
Prior 7-Day Average 38,421
Calls: 12,777 (33%)
Puts: 25,644 (67%)
Current vs Prior 7-Day Avg -71.78%
Calls: -83.56%
Puts: -65.91%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06 3:05pm) $3.92M
Calls: $2.90M (74%)
Puts: $1.02M (26%)
Prior (08/05) $869.1K
Calls: $688.3K (79%)
Puts: $180.8K (21%)
Current vs Prior +350.97%
Calls: +320.69%
Puts: +466.23%
Prior 7-Day Total $33.40M
Calls: $11.45M (34%)
Puts: $21.95M (66%)
Prior 7-Day Average $4.77M
Calls: $1.64M (34%)
Puts: $3.14M (66%)
Current vs Prior 7-Day Avg -17.85%
Calls: +77.04%
Puts: -67.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 3:05pm) 4.16
Prior (08/05) 1.17
Current vs Prior +256.96%
Prior 7-Day Average 2.22
Current vs Prior 7-Day Avg +87.74%
Sentiment BEARISH

Open Interest

Detail
Current (08/06 3:05pm) 1,194,391
Calls: 412,198 (35%)
Puts: 782,193 (65%)
Prior (08/05) 1,198,213
Calls: 414,182 (35%)
Puts: 784,031 (65%)
Current vs Prior -0.32%
Prior 7-Day Total 8,190,417
Calls: 2,767,036 (34%)
Puts: 5,423,381 (66%)
Prior 7-Day Average 1,170,059
Calls: 395,290 (34%)
Puts: 774,768 (66%)
Current vs Prior 7-Day Avg +2.08%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.58% | 2.05%2.66% | 4.40%
Prior 1.69% | 2.43%2.97% | 4.63%
Current vs Prior -6.16% | -15.79%-10.43% | -4.92%
Prior 7-Day Avg 1.52% | 2.35%3.35% | 5.36%
Current vs 7-Day Avg +3.94% | -12.95%-20.63% | -17.98%
Prior 7-Day Eod 1.69% | 2.43%2.56% | 4.72%
Current vs 7-Day Eod -6.16% | -15.79%+3.93% | -6.77%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 65.36% | 15.02%
Calls: 95.51% | 14.66%
Puts: 35.21% | 15.38%
Prior 27.62% | 12.62%
Calls: 25.56% | 10.85%
Puts: 29.67% | 14.39%
Current vs Prior +136.64% | +19.02%
Prior 7-Day Avg 28.00% | 17.45%
Calls: 23.47% | 18.84%
Puts: 32.52% | 16.07%
Current vs 7-Day Avg +133.45% | -13.94%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($2.90M). Massive premium surge with dollar volume up 351% vs prior. Extreme bearish P/C ratio of 4.16 - heavy put buying. P/C ratio rising 257% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 43 of results (avg 6.7%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Sep 1811.9512.35$12.153.3%--0.94184
$93.00Aug 1414.3514.85$14.603.4%41.007
$92.00Aug 2115.4516.00$15.733.5%--1.0010
$86.00Sep 1821.7522.60$22.183.8%--0.9134
$94.00Aug 2113.4514.00$13.734.0%--1.0024
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 41.771.86$1.824.9%980.5356
$109.00Sep 42.202.43$2.329.9%20.62--
$110.00Sep 42.853.15$3.0010.0%20.716

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.72, cheapest $0.23)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Sep 180.210.25$0.2317.4%20.10167
$111.00Sep 180.720.84$0.7815.4%20.2618.4K
$108.00Aug 210.891.08$0.9919.2%400.4410.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 140.560.66$0.6116.4%1.3K0.403
$105.00Aug 310.570.69$0.6319.0%--0.2629
$106.50Aug 210.660.76$0.7114.1%500.3647
$104.00Sep 180.820.91$0.8710.3%210.251.3K
$105.00Sep 110.821.00$0.9119.8%--0.29426

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Aug 713.3014.00$13.655.1%--1.00100
$95.00Aug 711.5513.65$12.6016.7%11.001
$96.00Aug 710.5512.65$11.6018.1%431.001
$96.50Aug 710.3012.25$11.2817.3%431.00--
$97.00Aug 79.9011.75$10.8317.1%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 70.580.83$0.7135.2%--0.7440
$110.00Sep 42.853.15$3.0010.0%20.716
$109.00Aug 312.032.31$2.1712.9%--0.6512
$109.00Sep 42.202.43$2.329.9%20.62--
$109.00Sep 182.492.86$2.6813.8%--0.6010

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 6.2K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 70.040.24$0.14142.9%2030.26958
$109.00Aug 280.751.02$0.8930.3%1200.357
$105.50Aug 71.762.30$2.0326.6%1160.98474
$108.00Sep 181.912.13$2.0210.9%1050.472.3K
$108.00Sep 41.481.77$1.6317.8%780.471.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 140.560.66$0.6116.4%1.3K0.403
$98.00Sep 180.240.35$0.3036.7%1.0K0.0911.3K
$104.00Aug 310.380.54$0.4634.8%8690.20419
$106.50Aug 70.020.18$0.10160.0%6000.1821
$107.00Aug 281.031.22$1.1316.8%6000.44--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 125.5%, max 318.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$96.00Aug 7Sep 1885.1%21.1%303.1%43185
$94.00Aug 7Sep 1899.3%24.7%301.4%--119
$95.00Aug 7Sep 1891.9%22.9%300.9%9717
$97.00Aug 7Sep 1877.5%20.9%270.5%159
$101.00Aug 7Sep 1849.8%18.2%172.9%--3.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Aug 7Sep 18127.4%30.5%318.2%--1.9K
$96.00Aug 7Sep 1885.1%21.1%303.1%312.1K
$94.00Aug 7Sep 1899.3%24.7%301.4%11.3K
$95.00Aug 7Sep 1891.9%22.9%300.9%--41.5K
$93.00Aug 7Sep 18105.9%27.1%291.3%--905

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 72 found (best R:R 27.12, avg 3.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$109.00Aug 7$0.11$0.89$0.118.09$108.11
$118.00$119.00Sep 18$0.11$0.89$0.118.09$118.11
$119.00$120.00Sep 18$0.11$0.89$0.118.09$119.11
$111.00$113.00Aug 31$0.24$1.76$0.247.33$111.24
$110.00$111.00Aug 21$0.13$0.87$0.136.69$110.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.50$96.00Sep 11$0.16$4.34$0.1627.12$100.34
$102.50$96.00Sep 4$0.26$6.24$0.2624.00$102.24
$99.00$98.00Sep 18$0.10$0.90$0.109.00$98.90
$103.00$100.50Sep 11$0.26$2.24$0.268.62$102.74
$103.00$102.00Aug 31$0.11$0.89$0.118.09$102.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 83.62, avg 3.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$93.00$104.00Aug 14$10.87$10.87$0.1383.62$103.87
$88.00$94.00Aug 31$5.89$5.89$0.1153.55$93.89
$99.00$102.00Aug 31$2.88$2.88$0.1224.00$101.88
$90.00$92.00Sep 18$1.90$1.90$0.1019.00$91.90
$97.00$98.00Sep 18$0.90$0.90$0.109.00$97.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$109.00Sep 4$0.68$0.68$0.322.13$109.32
$109.00$108.00Sep 18$0.58$0.58$0.421.38$108.42
$109.00$108.00Aug 31$0.54$0.54$0.461.17$108.46
$108.00$107.00Aug 7$0.52$0.52$0.481.08$107.48
$109.00$108.00Sep 4$0.50$0.50$0.501.00$108.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $0.28, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$94.00Aug 7Aug 21$0.0899.3%32.3%
$115.00Aug 21Sep 11$0.1017.3%14.1%
$96.00Aug 7Aug 21$0.1385.1%34.1%
$111.00Aug 7Aug 21$0.1326.1%12.7%
$112.00Aug 21Aug 28$0.1312.2%13.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.50Aug 7Aug 14$0.0538.4%16.8%
$102.00Aug 7Aug 14$0.0642.7%21.2%
$103.00Aug 7Aug 14$0.0735.6%18.8%
$101.50Aug 7Aug 14$0.0846.2%24.0%
$104.50Aug 7Aug 14$0.1131.0%16.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 86 found (cheapest 0.79% of stock, avg 6.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Aug 7$0.14$0.71$0.85$107.15$108.850.79%
$106.50Aug 7$1.05$0.10$1.15$105.35$107.651.07%
$107.00Aug 7$0.99$0.19$1.18$105.82$108.181.10%
$106.00Aug 7$1.55$0.14$1.69$104.31$107.691.57%
$107.00Aug 14$1.16$0.61$1.77$105.23$108.771.65%
$106.50Aug 14$1.51$0.47$1.98$104.52$108.481.84%
$105.50Aug 7$2.03$0.04$2.07$103.43$107.571.93%
$106.00Aug 14$1.91$0.36$2.27$103.73$108.272.11%
$108.00Aug 21$0.99$1.34$2.33$105.67$110.332.17%
$107.00Aug 21$1.52$0.89$2.41$104.59$109.412.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.07% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$105.50Aug 7$0.03$0.04$0.07$105.43$109.07
$109.00$106.50Aug 7$0.03$0.10$0.13$106.37$109.13
$109.00$102.50Aug 7$0.03$0.11$0.14$102.36$109.14
$109.00$106.00Aug 7$0.03$0.14$0.17$105.83$109.17
$108.00$105.50Aug 7$0.14$0.04$0.18$105.32$108.18
$109.00$107.00Aug 7$0.03$0.19$0.22$106.78$109.22
$108.00$106.50Aug 7$0.14$0.10$0.24$106.26$108.24
$108.00$102.50Aug 7$0.14$0.11$0.25$102.25$108.25
$108.00$106.00Aug 7$0.14$0.14$0.28$105.72$108.28
$108.00$107.00Aug 7$0.14$0.19$0.33$106.67$108.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 54 found (best R:R 9.00, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/106107/108Aug 31$0.90$0.109.00$105.10$107.90
102/103105/106Aug 31$0.88$0.127.33$102.12$105.88
104/105106/107Aug 31$0.84$0.165.25$104.16$106.84
103/104104/106Sep 4$1.25$0.255.00$102.75$105.75
107/108109/110Sep 4$0.83$0.174.88$107.17$109.83
102/103106/107Aug 28$1.24$0.264.77$101.76$106.74
102/103107/108Aug 28$0.79$0.213.76$102.21$107.79
102/103106/107Aug 31$0.78$0.223.55$102.22$106.78
104/105107/108Aug 31$0.78$0.223.55$104.22$107.78
102/103107/108Aug 31$0.72$0.282.57$102.28$107.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$94.00$95.00$96.00Aug 7$0.05$0.9519.00
$96.00$97.00$98.00Sep 18$0.05$0.9519.00
$106.00$107.00$108.00Aug 31$0.06$0.9415.67
$88.00$90.00$92.00Sep 18$0.15$1.8512.33
$108.00$109.00$110.00Aug 31$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$101.00$102.00Aug 31$0.06$0.9415.67
$97.00$98.00$99.00Sep 18$0.06$0.9415.67
$101.00$102.00$103.00Aug 31$0.07$0.9313.29
$97.00$98.00$99.00Aug 31$0.08$0.9211.50
$95.00$96.00$97.00Sep 18$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. 150 found (best net $-0.01, 134 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Sep 18-$1.63$3.37
$112.00$115.001:2Aug 21-$0.02$2.98
$113.00$114.001:2Sep 18-$0.07$0.93
$107.00$108.001:2Aug 14-$0.08$0.92
$108.00$109.001:2Aug 21-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.50$96.001:2Sep 11-$0.01$4.49
$90.00$86.001:2Aug 31-$0.03$3.97
$93.00$90.001:2Aug 28$0.00$3.00
$93.00$90.001:2Aug 7-$0.01$2.99
$89.00$86.001:2Aug 21-$0.04$2.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 1.78%, avg 0.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$108.00Sep 18$1.910.470.5%1.78%2.24%1052.3K
$108.00Sep 4$1.480.470.5%1.38%1.84%781.1K
$109.00Sep 18$1.340.401.4%1.25%2.64%39.0K
$108.00Aug 31$1.180.450.5%1.10%1.56%--315
$108.00Aug 28$1.120.450.5%1.04%1.51%--736
$110.00Sep 18$1.040.332.3%0.97%3.29%--52.4K
$109.00Sep 4$0.910.381.4%0.85%2.24%--80
$108.00Aug 21$0.890.440.5%0.83%1.29%4010.4K
$109.00Aug 31$0.780.351.4%0.73%2.12%--108
$110.00Sep 11$0.790.312.3%0.73%3.06%--57

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 2,101
Total Puts 8,743
Put/Call Ratio 4.16
Net Difference -6,642

Prior's Put/Call Breakdown

Total Calls 3,402
Total Puts 3,966
Put/Call Ratio 1.17
Net Difference -564

Prior 7-Day Put/Call Summary

Total Calls 89,440
Total Puts 179,512
Average Put/Call Ratio 2.22
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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