Tour v381
FRMI
FERMI INC
$6.65 +8.66%
$6.68 (+0.45%)🌙
as of 07/21 06:32 PM
7/21 18:32

Option Volume

Detail
Current (07/21) 76,636
Calls: 64,234 (84%)
Puts: 12,402 (16%)
Prior (07/20) 67,496
Calls: 53,376 (79%)
Puts: 14,120 (21%)
Current vs Prior +13.54%
Calls: +20.34% (Calls)
Puts: -12.17% (Puts)
Prior 7-Day Total 425,354
Calls: 357,465 (84%)
Puts: 67,889 (16%)
Prior 7-Day Average 60,764
Calls: 51,066 (84%)
Puts: 9,698 (16%)
Current vs Prior 7-Day Avg +26.12%
Calls: +25.79%
Puts: +27.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $6.21M
Calls: $5.80M (93%)
Puts: $405.4K (7%)
Prior (07/20) $5.11M
Calls: $4.79M (94%)
Puts: $315.8K (6%)
Current vs Prior +21.53%
Calls: +21.08%
Puts: +28.36%
Prior 7-Day Total $41.95M
Calls: $36.34M (87%)
Puts: $5.62M (13%)
Prior 7-Day Average $5.99M
Calls: $5.19M (87%)
Puts: $802.4K (13%)
Current vs Prior 7-Day Avg +3.56%
Calls: +11.76%
Puts: -49.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.19
Prior (07/20) 0.26
Current vs Prior -27.01%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -11.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 531,694
Calls: 490,608 (92%)
Puts: 41,086 (8%)
Prior (07/20) 475,466
Calls: 446,135 (94%)
Puts: 29,331 (6%)
Current vs Prior +11.83%
Prior 7-Day Total 3,831,171
Calls: 3,267,053 (85%)
Puts: 564,118 (15%)
Prior 7-Day Average 547,310
Calls: 466,721 (85%)
Puts: 80,588 (15%)
Current vs Prior 7-Day Avg -2.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 9.77% | 16.69%32.03% | 43.31%
Prior 11.93% | 18.46%32.35% | 41.34%
Current vs Prior -18.06% | -9.60%-1.00% | +4.76%
Prior 7-Day Avg 11.41% | 18.56%12.55% | 36.41%
Current vs 7-Day Avg -14.31% | -10.07%+155.16% | +18.95%
Prior 7-Day Eod 11.93% | 18.46%32.35% | 41.34%
Current vs 7-Day Eod -18.06% | -9.60%-1.00% | +4.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 105.00% | 21.59%
Calls: 60.00% | 18.18%
Puts: 150.00% | 25.00%
Prior 105.00% | 21.59%
Calls: 60.00% | 18.18%
Puts: 150.00% | 25.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 105.00% | 21.59%
Calls: 60.00% | 18.18%
Puts: 150.00% | 25.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($5.80M) vs puts ($405.4K). Extreme bullish P/C ratio of 0.19 - heavy call buying (64,234 calls vs 12,402 puts). P/C ratio dropping 27% - sentiment shifting bullish. Call-heavy open interest (490,608 calls vs 41,086 puts) suggests bullish positioning.

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 6 of results (avg 8.2%, best 5.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 141.251.35$1.307.7%110.6764
$5.50Aug 281.651.80$1.738.7%40.74624
$6.00Aug 71.001.10$1.059.5%60.693
$6.50Aug 141.001.10$1.059.5%70.59448
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 140.900.95$0.935.4%150.41252
$7.50Jul 311.151.25$1.208.3%40.64767

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.86, cheapest $0.65)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 70.600.70$0.6515.4%6720.49232
$7.50Aug 140.650.75$0.7014.3%70.451.0K
$6.50Aug 70.750.85$0.8012.5%340.58219
$7.50Aug 210.800.90$0.8511.8%1000.4823.1K
$7.00Aug 140.800.95$0.8817.0%440.521.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 210.650.75$0.7014.3%420.325.2K
$6.50Aug 140.900.95$0.935.4%150.41252
$7.50Jul 240.901.05$0.9815.3%40.77--
$7.00Aug 70.901.05$0.9815.3%10.51--
$6.50Aug 210.901.05$0.9815.3%100.40--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.65, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 240.951.40$1.1738.5%340.92--
$5.50Jul 311.151.45$1.3023.1%160.82--
$6.00Jul 240.600.90$0.7540.0%890.80250
$5.50Aug 211.551.75$1.6512.1%30.752
$5.50Aug 281.651.80$1.738.7%40.74624
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Jul 240.901.05$0.9815.3%40.77--
$7.50Jul 311.151.25$1.208.3%40.64767
$7.00Jul 240.500.65$0.5726.3%2290.62630
$7.50Aug 141.401.65$1.5316.3%50.55--
$7.00Jul 310.700.90$0.8025.0%70.55248

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 24.6K, top 10.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 240.200.25$0.2321.7%3.4K0.382.4K
$7.00Jul 310.400.50$0.4522.2%3.2K0.451.1K
$7.50Jul 310.300.40$0.3528.6%1.8K0.36779
$7.50Jul 240.100.15$0.1338.5%1.6K0.231.3K
$7.00Aug 70.600.70$0.6515.4%6720.49232
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 70.200.30$0.2540.0%10.5K0.2165
$6.50Jul 240.200.30$0.2540.0%5100.40858
$7.00Jul 240.500.65$0.5726.3%2290.62630
$6.00Jul 240.050.15$0.10100.0%2130.204.9K
$6.00Aug 70.350.50$0.4334.9%1160.31480

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 8.7%, max 20.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.50Jul 24Aug 28167.2%139.3%20.0%1.6K4.3K
$7.00Jul 24Aug 28154.2%137.0%12.6%3.4K2.7K
$5.50Jul 24Aug 28145.3%136.2%6.7%38624
$6.00Jul 24Aug 21145.2%136.3%6.5%35219.9K
$6.50Jul 24Aug 28136.0%131.1%3.7%3812.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 24Aug 7154.2%140.2%10.0%230630
$7.50Jul 24Aug 14167.2%152.1%9.9%9--
$6.00Jul 24Aug 28145.2%135.9%6.9%2144.9K
$5.50Jul 24Aug 28145.3%136.2%6.7%58733
$6.50Jul 24Aug 28136.0%131.1%3.7%511858

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 4.00, avg 1.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.00$7.50Jul 24$0.10$0.40$0.104.00$7.10
$7.00$7.50Jul 31$0.10$0.40$0.104.00$7.10
$7.00$7.50Aug 21$0.13$0.37$0.132.85$7.13
$7.00$7.50Aug 28$0.14$0.36$0.142.57$7.14
$6.50$7.00Aug 7$0.15$0.35$0.152.33$6.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$6.00Jul 24$0.15$0.35$0.152.33$6.35
$6.00$5.50Jul 31$0.15$0.35$0.152.33$5.85
$6.50$6.00Jul 31$0.18$0.32$0.181.78$6.32
$6.00$5.50Aug 7$0.18$0.32$0.181.78$5.82
$6.00$5.50Aug 14$0.18$0.32$0.181.78$5.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 4.00, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 31$0.37$0.37$0.132.85$5.87
$6.00$6.50Jul 24$0.35$0.35$0.152.33$6.35
$6.00$6.50Jul 31$0.30$0.30$0.201.50$6.30
$5.50$6.00Aug 21$0.27$0.27$0.231.17$5.77
$5.50$6.50Aug 28$0.53$0.53$0.471.13$6.03
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.50$7.00Jul 31$0.40$0.40$0.104.00$7.10
$7.00$6.50Aug 7$0.33$0.33$0.171.94$6.67
$7.00$6.50Jul 24$0.32$0.32$0.181.78$6.68
$7.00$6.50Jul 31$0.32$0.32$0.181.78$6.68
$6.50$6.00Aug 14$0.30$0.30$0.201.50$6.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.20, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 24Jul 31$0.13145.3%135.9%
$6.00Jul 24Jul 31$0.18145.2%136.2%
$7.00Jul 24Jul 31$0.22154.2%136.7%
$7.50Jul 24Jul 31$0.22167.2%150.3%
$6.50Jul 24Jul 31$0.23136.0%126.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 24Jul 31$0.12145.3%135.9%
$6.00Jul 24Jul 31$0.20145.2%136.2%
$7.50Jul 24Jul 31$0.22167.2%150.3%
$6.50Jul 24Jul 31$0.23136.0%126.1%
$7.00Jul 24Jul 31$0.23154.2%136.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 9.77% of stock, avg 23.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Jul 24$0.40$0.25$0.65$5.85$7.159.77%
$7.00Jul 24$0.23$0.57$0.80$6.20$7.8012.03%
$6.00Jul 24$0.75$0.10$0.85$5.15$6.8512.78%
$7.50Jul 24$0.13$0.98$1.11$6.39$8.6116.69%
$6.50Jul 31$0.63$0.48$1.11$5.39$7.6116.69%
$5.50Jul 24$1.17$0.03$1.20$4.30$6.7018.05%
$6.00Jul 31$0.93$0.30$1.23$4.77$7.2318.50%
$7.00Jul 31$0.45$0.80$1.25$5.75$8.2518.80%
$5.50Jul 31$1.30$0.15$1.45$4.05$6.9521.80%
$6.50Aug 7$0.80$0.65$1.45$5.05$7.9521.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 2.41% of stock, avg 14.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.50$5.50Jul 24$0.13$0.03$0.16$5.34$7.66
$7.50$6.00Jul 24$0.13$0.10$0.23$5.77$7.73
$7.00$5.50Jul 24$0.23$0.03$0.26$5.24$7.26
$7.00$6.00Jul 24$0.23$0.10$0.33$5.67$7.33
$7.50$6.50Jul 24$0.13$0.25$0.38$6.12$7.88
$7.00$6.50Jul 24$0.23$0.25$0.48$6.02$7.48
$7.50$5.50Jul 31$0.35$0.15$0.50$5.00$8.00
$7.00$5.50Jul 31$0.45$0.15$0.60$4.90$7.60
$7.50$6.00Jul 31$0.35$0.30$0.65$5.35$8.15
$7.50$5.50Aug 7$0.48$0.25$0.73$4.77$8.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 3.55, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/67/8Aug 7$0.39$0.113.55$6.11$7.39
6/66/7Aug 21$0.37$0.132.85$5.63$6.87
6/67/8Aug 28$0.37$0.132.85$5.63$7.37
6/67/8Aug 14$0.36$0.142.57$5.64$7.36
6/67/8Aug 28$0.36$0.142.57$6.14$7.36
6/67/8Aug 7$0.35$0.152.33$5.65$7.35
6/66/7Aug 14$0.35$0.152.33$5.65$6.85
6/66/7Jul 31$0.33$0.171.94$5.67$6.83
6/66/7Aug 7$0.33$0.171.94$5.67$6.83
6/67/8Aug 21$0.33$0.171.94$5.67$7.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 21$0.06$0.447.33
$5.50$6.00$6.50Jul 24$0.07$0.436.14
$6.50$7.00$7.50Jul 24$0.07$0.436.14
$5.50$6.00$6.50Jul 31$0.07$0.436.14
$6.50$7.00$7.50Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Jul 24$0.08$0.425.25
$6.50$7.00$7.50Jul 31$0.08$0.425.25
$5.50$6.00$6.50Aug 21$0.08$0.425.25
$6.50$7.00$7.50Jul 24$0.09$0.414.56
$6.00$6.50$7.00Aug 7$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.33, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$6.501:2Jul 24-$0.05$0.45
$6.50$7.001:2Jul 24-$0.06$0.44
$5.50$6.501:2Aug 28-$0.67$0.33
$7.00$7.501:2Jul 31-$0.25$0.25
$6.50$7.001:2Jul 31-$0.27$0.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.50$6.501:2Aug 14-$0.33$0.67
$6.00$5.501:2Aug 7-$0.07$0.43
$6.50$6.001:2Jul 31-$0.12$0.38
$7.50$7.001:2Jul 24-$0.16$0.34
$7.00$6.501:2Jul 31-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 13.53%, avg 8.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7.00Aug 21$0.900.545.3%13.53%18.80%20451
$7.00Aug 28$0.900.545.3%13.53%18.80%10365
$7.00Aug 14$0.800.525.3%12.03%17.29%441.4K
$7.50Aug 21$0.800.4812.8%12.03%24.81%10023.1K
$7.50Aug 28$0.800.4812.8%12.03%24.81%223.0K
$7.50Aug 14$0.650.4512.8%9.77%22.56%71.0K
$7.00Aug 7$0.600.495.3%9.02%14.29%672232
$7.00Jul 31$0.400.455.3%6.02%11.28%3.2K1.1K
$7.50Aug 7$0.400.4012.8%6.02%18.80%82155
$7.50Jul 31$0.300.3612.8%4.51%17.29%1.8K779

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 64,234
Total Puts 12,402
Put/Call Ratio 0.19
Net Difference 51,832

Prior's Put/Call Breakdown

Total Calls 53,376
Total Puts 14,120
Put/Call Ratio 0.26
Net Difference 39,256

Prior 7-Day Put/Call Summary

Total Calls 357,465
Total Puts 67,889
Average Put/Call Ratio 0.22
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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