Tour v381
EMR
EMERSON ELEC CO
$139.26 +1.96%
7/21 18:28

Option Volume

Detail
Current (07/21) 872
Calls: 644 (74%)
Puts: 228 (26%)
Prior (07/20) 2,926
Calls: 2,010 (69%)
Puts: 916 (31%)
Current vs Prior -70.20%
Calls: -67.96% (Calls)
Puts: -75.11% (Puts)
Prior 7-Day Total 11,737
Calls: 7,520 (64%)
Puts: 4,217 (36%)
Prior 7-Day Average 1,676
Calls: 1,074 (64%)
Puts: 602 (36%)
Current vs Prior 7-Day Avg -47.99%
Calls: -40.05%
Puts: -62.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $341.2K
Calls: $279.0K (82%)
Puts: $62.3K (18%)
Prior (07/20) $565.4K
Calls: $362.2K (64%)
Puts: $203.2K (36%)
Current vs Prior -39.65%
Calls: -22.98%
Puts: -69.36%
Prior 7-Day Total $6.05M
Calls: $4.66M (77%)
Puts: $1.39M (23%)
Prior 7-Day Average $864.6K
Calls: $665.8K (77%)
Puts: $198.8K (23%)
Current vs Prior 7-Day Avg -60.53%
Calls: -58.10%
Puts: -68.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.35
Prior (07/20) 0.46
Current vs Prior -22.31%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -51.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 18,774
Calls: 14,102 (75%)
Puts: 4,672 (25%)
Prior (07/20) 16,895
Calls: 14,182 (84%)
Puts: 2,713 (16%)
Current vs Prior +11.12%
Prior 7-Day Total 130,765
Calls: 103,804 (79%)
Puts: 26,961 (21%)
Prior 7-Day Average 18,680
Calls: 14,829 (79%)
Puts: 3,851 (21%)
Current vs Prior 7-Day Avg +0.50%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.95% | 4.69%8.76% | 12.42%
Prior 3.40% | 4.96%8.79% | 12.63%
Current vs Prior -13.31% | -5.54%-0.29% | -1.64%
Prior 7-Day Avg 3.13% | 4.62%3.58% | 11.33%
Current vs 7-Day Avg -5.83% | +1.52%+144.55% | +9.67%
Prior 7-Day Eod 3.40% | 4.96%8.79% | 12.63%
Current vs 7-Day Eod -13.31% | -5.54%-0.29% | -1.64%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.38% | 16.34%
Calls: 15.00% | 16.67%
Puts: 11.76% | 16.00%
Prior 13.38% | 16.34%
Calls: 15.00% | 16.67%
Puts: 11.76% | 16.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.38% | 16.34%
Calls: 15.00% | 16.67%
Puts: 11.76% | 16.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($279.0K) vs puts ($62.3K). Below-average activity with volume down 70% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (644 calls vs 228 puts). P/C ratio dropping 22% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 5 of results (avg 8.7%, best 7.7%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Aug 215.005.40$5.207.7%10.474
$139.00Aug 215.906.40$6.158.1%20.53--
$140.00Aug 215.405.90$5.658.8%120.50547
$137.00Jul 243.103.40$3.259.2%30.70--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Aug 213.003.30$3.159.5%10.30--

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 16 found (avg delta 0.77, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 2412.4014.60$13.5016.3%50.95--
$127.00Jul 2411.3013.90$12.6020.6%20.95--
$128.00Jul 2410.3013.00$11.6523.2%10.95--
$125.00Jul 2413.3015.50$14.4015.3%40.922
$119.00Jul 2419.2021.70$20.4512.2%10.891
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Jul 243.303.70$3.5011.4%420.721

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 372, top 76)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Aug 211.501.90$1.7023.5%760.21--
$140.00Jul 241.301.60$1.4520.7%290.45136
$135.00Aug 217.808.80$8.3012.0%200.6350
$160.00Aug 210.451.80$1.13119.5%150.14106
$140.00Aug 215.405.90$5.658.8%120.50547
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Jul 243.303.70$3.5011.4%420.721
$125.00Aug 211.151.70$1.4238.7%260.16166
$120.00Aug 210.651.25$0.9563.2%110.11--
$130.00Aug 212.352.70$2.5313.8%70.25--
$132.00Jul 240.050.75$0.40175.0%30.1214

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 18.1%, max 90.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Jul 24Aug 2169.7%36.7%90.0%774
$157.50Jul 31Aug 2148.5%40.0%21.3%59
$146.00Aug 7Aug 2140.8%35.9%13.8%5--
$143.00Jul 24Aug 2137.0%33.8%9.3%4--
$135.00Jul 24Aug 2140.5%37.2%8.9%2150
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Jul 24Aug 2152.8%38.7%36.3%414
$135.00Jul 24Aug 2140.5%37.2%8.9%3147
$134.00Jul 31Aug 2136.3%35.8%1.2%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 64.38, avg 6.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$144.00$152.50Jul 24$0.13$8.37$0.1364.38$144.13
$152.50$157.50Jul 31$0.12$4.88$0.1240.67$152.62
$157.50$160.00Aug 21$0.14$2.36$0.1416.86$157.64
$144.00$152.50Jul 31$0.90$7.60$0.908.44$144.90
$143.00$144.00Jul 24$0.14$0.86$0.146.14$143.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$132.00Jul 24$0.13$2.87$0.1322.08$134.87
$120.00$115.00Aug 21$0.45$4.55$0.4510.11$119.55
$125.00$120.00Aug 21$0.47$4.53$0.479.64$124.53
$137.00$136.00Aug 21$0.20$0.80$0.204.00$136.80
$134.00$132.00Jul 31$0.42$1.58$0.423.76$133.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 11.73, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$128.00$135.00Jul 24$6.45$6.45$0.5511.73$134.45
$122.00$123.00Jul 24$0.85$0.85$0.155.67$122.85
$142.00$143.00Aug 21$0.85$0.85$0.155.67$142.85
$137.00$139.00Jul 24$1.27$1.27$0.731.74$138.27
$141.00$143.00Jul 31$1.25$1.25$0.751.67$142.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$131.00$130.00Aug 21$0.65$0.65$0.351.86$130.35
$135.00$134.00Aug 21$0.60$0.60$0.401.50$134.40
$138.00$137.00Aug 21$0.55$0.55$0.451.22$137.45
$142.00$135.00Jul 24$2.97$2.97$4.030.74$139.03
$136.00$135.00Aug 21$0.40$0.40$0.600.67$135.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $1.34, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Jul 24Jul 31$0.1569.7%41.8%
$143.00Jul 24Jul 31$0.4837.0%26.3%
$146.00Aug 7Aug 21$0.8040.8%35.9%
$144.00Jul 24Jul 31$0.9238.0%33.6%
$157.50Jul 31Aug 21$0.9448.5%40.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$132.00Jul 24Jul 31$0.4352.8%36.7%
$135.00Jul 24Jul 31$0.4940.5%29.5%
$134.00Jul 31Aug 21$2.2036.3%35.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 4.11% of stock, avg 7.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 24$5.20$0.53$5.73$129.27$140.734.11%
$139.00Aug 21$6.15$5.50$11.65$127.35$150.658.37%
$135.00Aug 21$8.30$4.05$12.35$122.65$147.358.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.50% of stock, avg 3.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$152.50$132.00Jul 24$0.30$0.40$0.70$131.30$153.20
$144.00$132.00Jul 24$0.43$0.40$0.83$131.17$144.83
$152.50$135.00Jul 24$0.30$0.53$0.83$134.17$153.33
$144.00$135.00Jul 24$0.43$0.53$0.96$134.04$144.96
$143.00$132.00Jul 24$0.57$0.40$0.97$131.03$143.97
$143.00$135.00Jul 24$0.57$0.53$1.10$133.90$144.10
$152.50$132.00Jul 31$0.45$0.83$1.28$130.72$153.78
$141.00$132.00Jul 24$1.08$0.40$1.48$130.52$142.48
$152.50$135.00Jul 31$0.45$1.02$1.47$133.53$153.97
$141.00$135.00Jul 24$1.08$0.53$1.61$133.39$142.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 84 found (best R:R 7.33, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
129/130139/140Aug 21$0.88$0.127.33$129.12$139.88
129/130141/142Aug 21$0.88$0.127.33$129.12$141.88
130/131144/145Aug 21$0.85$0.155.67$130.15$144.85
135/136140/141Aug 21$0.85$0.155.67$135.15$140.85
135/136145/146Aug 21$0.85$0.155.67$135.15$145.85
132/134141/143Jul 31$1.67$0.335.06$132.33$142.67
129/130140/141Aug 21$0.83$0.174.88$129.17$140.83
129/130145/146Aug 21$0.83$0.174.88$129.17$145.83
134/135144/145Aug 21$0.80$0.204.00$134.20$144.80
135/136146/147Aug 21$0.80$0.204.00$135.20$146.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$139.00$140.00$141.00Aug 21$0.05$0.9519.00
$139.00$140.00$141.00Jul 24$0.16$0.845.25
$146.00$147.00$148.00Aug 21$0.33$0.672.03
$135.00$137.00$139.00Jul 24$0.68$1.321.94
$152.50$155.00$157.50Aug 21$0.97$1.531.58
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$131.00$132.00$133.00Aug 21$0.08$0.9211.50
$128.00$129.00$130.00Aug 21$0.13$0.876.69
$132.00$133.00$134.00Aug 21$0.20$0.804.00
$129.00$130.00$131.00Aug 21$0.27$0.732.70
$127.00$128.00$129.00Aug 21$0.33$0.672.03

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.17, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$144.00$152.501:2Jul 24-$0.17$8.33
$152.50$157.501:2Jul 31-$0.21$4.79
$140.00$145.001:2Aug 7-$0.65$4.35
$152.50$155.001:2Aug 21-$0.30$2.20
$141.00$143.001:2Jul 24-$0.06$1.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Aug 21-$0.05$4.95
$125.00$120.001:2Aug 21-$0.48$4.52
$135.00$132.001:2Jul 24-$0.27$2.73
$134.00$132.001:2Jul 31-$0.41$1.59
$127.00$125.001:2Aug 21-$0.86$1.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 3.88%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$5.400.500.5%3.88%4.41%12547
$141.00Aug 21$5.000.471.2%3.59%4.84%14
$142.00Aug 21$4.400.452.0%3.16%5.13%1--
$144.00Aug 21$3.400.393.4%2.44%5.85%1--
$145.00Aug 21$3.400.374.1%2.44%6.56%11179
$143.00Aug 21$3.100.412.7%2.23%4.91%3--
$146.00Aug 21$2.800.344.8%2.01%6.85%4--
$140.00Aug 7$2.700.490.5%1.94%2.47%1115
$148.00Aug 21$2.500.306.3%1.80%8.07%1--
$140.00Jul 31$2.450.480.5%1.76%2.29%2--

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 644
Total Puts 228
Put/Call Ratio 0.35
Net Difference 416

Prior's Put/Call Breakdown

Total Calls 2,010
Total Puts 916
Put/Call Ratio 0.46
Net Difference 1,094

Prior 7-Day Put/Call Summary

Total Calls 7,520
Total Puts 4,217
Average Put/Call Ratio 0.73
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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