Tour v340
HSY
HERSHEY CO
$170.27 -0.69%
$170.60 (+0.19%)🌙
as of 07/15 06:43 PM
7/15 18:43

Option Volume

Detail
Current (07/15) 1,132
Calls: 339 (30%)
Puts: 793 (70%)
Prior (07/14) 1,396
Calls: 814 (58%)
Puts: 582 (42%)
Current vs Prior -18.91%
Calls: -58.35% (Calls)
Puts: +36.25% (Puts)
Prior 7-Day Total 7,849
Calls: 4,591 (58%)
Puts: 3,258 (42%)
Prior 7-Day Average 1,121
Calls: 655 (58%)
Puts: 465 (42%)
Current vs Prior 7-Day Avg +0.96%
Calls: -48.31%
Puts: +70.38%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $725.7K
Calls: $232.0K (32%)
Puts: $493.6K (68%)
Prior (07/14) $610.9K
Calls: $330.1K (54%)
Puts: $280.8K (46%)
Current vs Prior +18.79%
Calls: -29.71%
Puts: +75.81%
Prior 7-Day Total $3.39M
Calls: $1.97M (58%)
Puts: $1.43M (42%)
Prior 7-Day Average $484.8K
Calls: $280.9K (58%)
Puts: $203.9K (42%)
Current vs Prior 7-Day Avg +49.67%
Calls: -17.39%
Puts: +142.05%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 2.34
Prior (07/14) 0.71
Current vs Prior +227.17%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +208.41%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 10,039
Calls: 6,589 (66%)
Puts: 3,450 (34%)
Prior (07/14) 8,198
Calls: 4,568 (56%)
Puts: 3,630 (44%)
Current vs Prior +22.46%
Prior 7-Day Total 54,080
Calls: 31,067 (57%)
Puts: 23,013 (43%)
Prior 7-Day Average 7,725
Calls: 4,438 (57%)
Puts: 3,287 (43%)
Current vs Prior 7-Day Avg +29.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.98% | 4.40%2.98% | 10.16%
Prior 3.24% | 4.81%3.24% | 10.21%
Current vs Prior -7.99% | -8.46%-7.99% | -0.45%
Prior 7-Day Avg 3.22% | 4.73%4.11% | 10.40%
Current vs 7-Day Avg -7.33% | -6.97%-27.34% | -2.31%
Prior 7-Day Eod 3.24% | 4.81%3.24% | 10.21%
Current vs 7-Day Eod -7.99% | -8.46%-7.99% | -0.45%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 54.08% | 20.25%
Calls: 41.38% | 17.72%
Puts: 66.77% | 22.78%
Prior 54.08% | 20.25%
Calls: 41.38% | 17.72%
Puts: 66.77% | 22.78%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 54.08% | 20.25%
Calls: 41.38% | 17.72%
Puts: 66.77% | 22.78%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($493.6K). Extreme bearish P/C ratio of 2.34 - heavy put buying. P/C ratio rising 227% - increased hedging/bearish positioning. Call-heavy open interest (6,589 calls vs 3,450 puts) suggests bullish positioning.

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 BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 9 of results (avg 7.8%, best 5.1%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2130.3031.90$31.105.1%10.90--
$180.00Aug 2113.1013.90$13.505.9%10.69--
$185.00Jul 1714.5015.60$15.057.3%40.96--
$185.00Aug 2117.0018.30$17.657.4%10.78--
$175.00Aug 219.7010.50$10.107.9%10.59--

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. 17 found (avg delta 0.75, highest 0.99)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Jul 244.404.90$4.6510.8%270.651
$170.00Jul 314.905.60$5.2513.3%40.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 1728.4031.10$29.759.1%20.99--
$185.00Jul 1714.5015.60$15.057.3%40.96--
$180.00Jul 179.3010.60$9.9513.1%70.9468
$200.00Aug 2130.3031.90$31.105.1%10.90--
$180.00Jul 249.9011.00$10.4510.5%50.863

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 551, top 60)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Jul 244.404.90$4.6510.8%270.651
$190.00Aug 140.851.85$1.3574.1%230.153
$195.00Aug 210.701.45$1.0869.4%130.12184
$190.00Aug 211.151.75$1.4541.4%120.16452
$200.00Aug 210.651.00$0.8342.2%120.09319
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 311.351.80$1.5828.5%600.20105
$175.00Aug 148.809.70$9.259.7%480.592
$162.50Jul 240.601.00$0.8050.0%430.174
$170.00Aug 146.107.10$6.6015.2%200.4814
$175.00Jul 174.805.80$5.3018.9%190.84219

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 52.4%, max 149.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Jul 17Aug 2189.5%35.8%149.9%14184
$190.00Jul 17Aug 2174.9%34.1%119.3%14776
$185.00Jul 17Aug 2162.5%33.8%85.0%5709
$180.00Jul 17Aug 2849.3%32.1%53.2%7170
$182.50Jul 17Jul 3154.1%38.0%42.5%61
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 17Aug 2189.8%37.6%138.7%3--
$185.00Jul 17Aug 2162.5%33.8%85.0%5--
$160.00Jul 17Aug 2853.0%31.9%66.0%7149
$155.00Jul 17Aug 2155.9%34.8%60.5%1660
$180.00Jul 17Aug 2149.3%33.8%45.6%868

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 40.67, avg 6.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$180.00$195.00Jul 24$0.42$14.58$0.4234.71$180.42
$195.00$200.00Aug 21$0.25$4.75$0.2519.00$195.25
$185.00$195.00Jul 31$0.70$9.30$0.7013.29$185.70
$175.00$177.50Jul 17$0.18$2.32$0.1812.89$175.18
$190.00$195.00Aug 21$0.37$4.63$0.3712.51$190.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$155.00Jul 17$0.12$4.88$0.1240.67$159.88
$165.00$160.00Jul 17$0.20$4.80$0.2024.00$164.80
$165.00$162.50Jul 24$0.37$2.13$0.375.76$164.63
$160.00$150.00Aug 14$1.51$8.49$1.515.62$158.49
$167.50$165.00Jul 17$0.43$2.07$0.434.81$167.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 49.00, avg 2.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$167.50$172.50Jul 24$2.42$2.42$2.580.94$169.92
$172.50$175.00Jul 31$1.02$1.02$1.480.69$173.52
$170.00$172.50Jul 31$0.95$0.95$1.550.61$170.95
$172.50$175.00Jul 24$0.93$0.93$1.570.59$173.43
$175.00$180.00Aug 14$1.65$1.65$3.350.49$176.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$185.00Jul 17$14.70$14.70$0.3049.00$185.30
$180.00$175.00Jul 17$4.65$4.65$0.3513.29$175.35
$200.00$185.00Aug 21$13.45$13.45$1.558.68$186.55
$180.00$175.00Jul 24$4.40$4.40$0.607.33$175.60
$185.00$180.00Aug 21$4.15$4.15$0.854.88$180.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $1.07, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Jul 17Jul 24$0.0789.5%46.3%
$180.00Jul 17Jul 24$0.4249.3%32.1%
$200.00Jul 31Aug 21$0.5344.9%37.6%
$175.00Jul 17Jul 24$0.9038.9%29.3%
$185.00Jul 17Jul 31$0.9562.5%37.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Aug 14Aug 21$0.2537.2%35.3%
$180.00Jul 17Jul 24$0.5049.3%32.1%
$175.00Jul 17Jul 24$0.7538.9%29.3%
$165.00Jul 17Jul 24$0.8239.3%29.5%
$167.50Jul 17Jul 24$1.1036.4%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.44% of stock, avg 7.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$172.50Jul 17$0.90$3.25$4.15$168.35$176.652.44%
$175.00Jul 17$0.40$5.30$5.70$169.30$180.703.35%
$167.50Jul 24$4.65$1.88$6.53$160.97$174.033.84%
$175.00Jul 24$1.30$6.05$7.35$167.65$182.354.32%
$180.00Jul 17$0.15$9.95$10.10$169.90$190.105.93%
$180.00Jul 24$0.57$10.45$11.02$168.98$191.026.47%
$175.00Jul 31$3.28$7.75$11.03$163.97$186.036.48%
$177.50Jul 31$2.53$9.55$12.08$165.42$189.587.09%
$175.00Aug 14$4.95$9.25$14.20$160.80$189.208.34%
$175.00Aug 21$5.00$10.10$15.10$159.90$190.108.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 0.18% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$180.00$160.00Jul 17$0.15$0.15$0.30$159.70$180.30
$177.50$160.00Jul 17$0.22$0.15$0.37$159.63$177.87
$180.00$165.00Jul 17$0.15$0.35$0.50$164.50$180.50
$175.00$160.00Jul 17$0.40$0.15$0.55$159.45$175.55
$177.50$165.00Jul 17$0.22$0.35$0.57$164.43$178.07
$175.00$165.00Jul 17$0.40$0.35$0.75$164.25$175.75
$180.00$167.50Jul 17$0.15$0.78$0.93$166.57$180.93
$177.50$167.50Jul 17$0.22$0.78$1.00$166.50$178.50
$172.50$160.00Jul 17$0.90$0.15$1.05$158.95$173.55
$175.00$167.50Jul 17$0.40$0.78$1.18$166.32$176.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 79 found (best R:R 9.42, avg credit $2.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
180/185190/195Aug 21$4.52$0.489.42$180.48$194.52
175/178180/182Jul 31$2.25$0.259.00$175.25$182.25
175/178182/185Jul 31$2.20$0.307.33$175.30$184.70
180/185195/200Aug 21$4.40$0.607.33$180.60$199.40
175/180185/190Aug 21$4.15$0.854.88$175.85$189.15
170/175180/185Aug 21$4.05$0.954.26$170.95$184.05
168/170172/175Jul 24$1.98$0.523.81$168.02$174.48
165/170175/180Aug 14$3.85$1.153.35$166.15$178.85
175/180190/195Aug 21$3.77$1.233.07$176.23$193.77
165/168172/175Jul 31$1.87$0.632.97$165.63$174.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$180.00$182.50$185.00Jul 31$0.05$2.4549.00
$190.00$195.00$200.00Aug 21$0.12$4.8840.67
$175.00$177.50$180.00Jul 17$0.11$2.3921.73
$175.00$177.50$180.00Jul 31$0.12$2.3819.83
$177.50$180.00$182.50Jul 31$0.18$2.3212.89
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$160.00$165.00Jul 17$0.08$4.9261.50
$150.00$155.00$160.00Aug 21$0.15$4.8532.33
$162.50$165.00$167.50Jul 31$0.12$2.3819.83
$160.00$162.50$165.00Jul 31$0.14$2.3616.86
$160.00$165.00$170.00Aug 14$0.33$4.6714.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.35, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$190.001:2Jul 17-$0.06$4.94
$190.00$195.001:2Jul 17-$0.08$4.92
$195.00$200.001:2Jul 31-$0.25$4.75
$195.00$200.001:2Aug 21-$0.58$4.42
$185.00$190.001:2Aug 21-$0.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$185.001:2Jul 17-$0.35$14.65
$200.00$185.001:2Aug 21-$4.20$10.80
$185.00$175.001:2Aug 14-$2.00$8.00
$155.00$150.001:2Aug 21-$0.39$4.61
$180.00$175.001:2Jul 17-$0.65$4.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.70%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Aug 21$4.600.402.8%2.70%5.48%1--
$175.00Aug 14$4.400.412.8%2.58%5.36%11--
$172.50Jul 31$4.000.451.3%2.35%3.66%1--
$180.00Aug 28$3.100.315.7%1.82%7.54%2--
$180.00Aug 21$3.000.305.7%1.76%7.48%9417
$175.00Jul 31$2.950.372.8%1.73%4.51%120
$180.00Aug 14$2.600.315.7%1.53%7.24%610
$177.50Jul 31$2.300.314.2%1.35%5.60%2--
$172.50Jul 24$2.000.401.3%1.17%2.48%458
$185.00Aug 21$1.850.228.7%1.09%9.74%3431

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 339
Total Puts 793
Put/Call Ratio 2.34
Net Difference -454

Prior's Put/Call Breakdown

Total Calls 814
Total Puts 582
Put/Call Ratio 0.71
Net Difference 232

Prior 7-Day Put/Call Summary

Total Calls 4,591
Total Puts 3,258
Average Put/Call Ratio 0.76
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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