Tour v366
ICE
INTERCONTINENTAL EXC
$141.57 +1.37%
$141.37 (-0.14%)🌙
as of 07/20 06:39 PM
7/20 18:39

Option Volume

Detail
Current (07/20) 2,012
Calls: 1,194 (59%)
Puts: 818 (41%)
Prior (07/17) 4,302
Calls: 3,543 (82%)
Puts: 759 (18%)
Current vs Prior -53.23%
Calls: -66.30% (Calls)
Puts: +7.77% (Puts)
Prior 7-Day Total 20,934
Calls: 15,627 (75%)
Puts: 5,307 (25%)
Prior 7-Day Average 2,990
Calls: 2,232 (75%)
Puts: 758 (25%)
Current vs Prior 7-Day Avg -32.72%
Calls: -46.52%
Puts: +7.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $1.01M
Calls: $544.0K (54%)
Puts: $465.8K (46%)
Prior (07/17) $3.03M
Calls: $2.55M (84%)
Puts: $484.9K (16%)
Current vs Prior -66.73%
Calls: -78.67%
Puts: -3.93%
Prior 7-Day Total $10.23M
Calls: $8.06M (79%)
Puts: $2.18M (21%)
Prior 7-Day Average $1.46M
Calls: $1.15M (79%)
Puts: $311.1K (21%)
Current vs Prior 7-Day Avg -30.93%
Calls: -52.74%
Puts: +49.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.69
Prior (07/17) 0.21
Current vs Prior +219.80%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +27.17%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 22,211
Calls: 19,109 (86%)
Puts: 3,102 (14%)
Prior (07/17) 26,934
Calls: 21,202 (79%)
Puts: 5,732 (21%)
Current vs Prior -17.54%
Prior 7-Day Total 164,360
Calls: 124,382 (76%)
Puts: 39,978 (24%)
Prior 7-Day Average 23,480
Calls: 17,768 (76%)
Puts: 5,711 (24%)
Current vs Prior 7-Day Avg -5.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.53% | 5.97%8.62% | 12.71%
Prior 4.07% | 6.44%0.81% | 10.85%
Current vs Prior -13.17% | -7.38%+964.95% | +17.20%
Prior 7-Day Avg 3.10% | 5.01%2.95% | 11.09%
Current vs 7-Day Avg +13.86% | +19.19%+191.96% | +14.64%
Prior 7-Day Eod 4.07% | 6.44%0.81% | 10.85%
Current vs 7-Day Eod -13.17% | -7.38%+964.95% | +17.20%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 37.08% | 14.29%
Calls: 26.32% | 18.75%
Puts: 47.83% | 9.84%
Prior 37.08% | 14.29%
Calls: 26.32% | 18.75%
Puts: 47.83% | 9.84%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 37.08% | 14.29%
Calls: 26.32% | 18.75%
Puts: 47.83% | 9.84%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 53% vs prior. Bullish P/C ratio of 0.69. P/C ratio rising 220% - increased hedging/bearish 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 2 of results (avg 7.2%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 219.8010.60$10.207.8%20.70--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2110.4011.10$10.756.5%20.69--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 240.851.00$0.9316.1%280.2839
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 14 found (avg delta 0.62, highest 0.82)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2112.9014.80$13.8513.7%10.82121
$134.00Jul 318.6010.10$9.3516.0%40.7812
$135.00Aug 219.8010.60$10.207.8%20.70--
$138.00Jul 316.006.70$6.3511.0%20.669
$140.00Jul 243.003.40$3.2012.5%50.63--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2110.4011.10$10.756.5%20.69--
$145.00Aug 76.106.90$6.5012.3%10.58--
$144.00Jul 314.905.60$5.2513.3%30.58--
$142.00Jul 242.202.50$2.3512.8%20.52--

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 771, top 222)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 212.603.00$2.8014.3%2220.31--
$150.00Jul 310.951.30$1.1331.0%1130.21702
$155.00Aug 211.501.95$1.7326.0%440.211.6K
$147.00Jul 240.400.70$0.5554.5%330.185
$145.00Jul 240.851.00$0.9316.1%280.2839
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 210.901.10$1.0020.0%520.12113
$136.00Jul 240.400.60$0.5040.0%290.169
$125.00Aug 70.450.65$0.5536.4%280.09--
$137.00Jul 240.600.75$0.6822.1%130.2019
$135.00Aug 212.503.20$2.8524.6%130.30109

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 23.4%, max 50.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 24Aug 2153.1%35.7%48.7%471.6K
$160.00Jul 31Aug 2148.4%37.4%29.6%424
$142.00Jul 24Aug 2838.4%32.3%18.8%2--
$140.00Jul 24Aug 2138.6%33.0%17.0%81.9K
$150.00Jul 24Aug 2140.7%35.2%15.5%230--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 31Aug 2162.7%41.6%50.6%744
$125.00Jul 24Aug 2852.2%37.2%40.0%3--
$130.00Jul 24Aug 2146.8%33.6%39.5%12177
$131.00Jul 24Aug 2147.0%35.5%32.3%435
$126.00Jul 24Jul 3170.6%53.8%31.2%7--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 15.67, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$152.50Jul 24$0.15$2.35$0.1515.67$150.15
$152.50$160.00Jul 31$0.47$7.03$0.4714.96$152.97
$150.00$152.50Jul 31$0.23$2.27$0.239.87$150.23
$160.00$165.00Aug 21$0.55$4.45$0.558.09$160.55
$155.00$160.00Aug 21$0.58$4.42$0.587.62$155.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$121.00Aug 7$0.25$3.75$0.2515.00$124.75
$128.00$125.00Aug 7$0.20$2.80$0.2014.00$127.80
$125.00$120.00Aug 21$0.35$4.65$0.3513.29$124.65
$128.00$125.00Aug 28$0.22$2.78$0.2212.64$127.78
$130.00$126.00Jul 31$0.30$3.70$0.3012.33$129.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 3.00, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$134.00$138.00Jul 31$3.00$3.00$1.003.00$137.00
$130.00$135.00Aug 21$3.65$3.65$1.352.70$133.65
$135.00$140.00Aug 21$3.20$3.20$1.801.78$138.20
$146.00$147.00Jul 31$0.59$0.59$0.411.44$146.59
$140.00$142.00Jul 24$1.10$1.10$0.901.22$141.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$140.00Aug 21$6.10$6.10$3.901.56$143.90
$144.00$141.00Jul 31$1.55$1.55$1.451.07$142.45
$145.00$137.00Aug 7$3.95$3.95$4.050.98$141.05
$129.00$128.00Aug 7$0.48$0.48$0.520.92$128.52
$131.00$130.00Aug 21$0.46$0.46$0.540.85$130.54

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $1.56, cheapest $0.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Jul 31Aug 21$0.7248.4%37.4%
$152.50Jul 24Jul 31$0.8040.6%42.1%
$150.00Jul 24Jul 31$0.8840.7%39.0%
$149.00Jul 24Jul 31$0.9938.1%38.3%
$147.00Jul 24Jul 31$1.2838.4%38.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 31Aug 21$0.2762.7%41.6%
$125.00Jul 24Jul 31$0.3052.2%48.6%
$126.00Jul 24Jul 31$0.3770.6%53.8%
$128.00Aug 7Aug 28$0.6540.7%34.5%
$130.00Jul 24Jul 31$0.8046.8%48.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 3.14% of stock, avg 7.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$142.00Jul 24$2.10$2.35$4.45$137.55$146.453.14%
$138.00Jul 31$6.35$2.53$8.88$129.12$146.886.27%
$140.00Aug 14$6.55$4.50$11.05$128.95$151.057.81%
$140.00Aug 21$7.00$4.65$11.65$128.35$151.658.23%
$135.00Aug 21$10.20$2.85$13.05$121.95$148.059.22%
$150.00Aug 21$2.80$10.75$13.55$136.45$163.559.57%
$130.00Aug 21$13.85$1.42$15.27$114.73$145.2710.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.72% of stock, avg 2.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$146.00$133.00Jul 24$0.80$0.22$1.02$131.98$147.02
$146.00$134.00Jul 24$0.80$0.28$1.08$132.92$147.08
$145.00$133.00Jul 24$0.93$0.22$1.15$131.85$146.15
$145.00$134.00Jul 24$0.93$0.28$1.21$132.79$146.21
$146.00$135.00Jul 24$0.80$0.40$1.20$133.80$147.20
$146.00$136.00Jul 24$0.80$0.50$1.30$134.70$147.30
$145.00$135.00Jul 24$0.93$0.40$1.33$133.67$146.33
$144.00$133.00Jul 24$1.20$0.22$1.42$131.58$145.42
$145.00$136.00Jul 24$0.93$0.50$1.43$134.57$146.43
$144.00$134.00Jul 24$1.20$0.28$1.48$132.52$145.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 7.33, avg credit $1.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/141145/146Jul 31$0.88$0.127.33$140.12$145.88
125/126146/147Jul 31$0.86$0.146.14$125.14$146.86
126/130134/138Jul 31$3.30$0.704.71$126.70$137.30
125/126134/138Jul 31$3.27$0.734.48$122.73$137.27
120/125130/135Aug 21$4.00$1.004.00$121.00$134.00
135/140141/145Aug 21$3.75$1.253.00$136.25$144.75
130/131135/140Aug 21$3.66$1.342.73$127.34$138.66
131/135141/145Aug 21$2.92$1.082.70$132.08$143.92
125/130135/140Aug 21$3.62$1.382.62$126.38$138.62
125/126142/143Jul 24$0.72$0.282.57$125.28$142.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 70.43, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.45$4.5510.11
$150.00$152.50$155.00Jul 24$0.23$2.279.87
$150.00$155.00$160.00Aug 21$0.49$4.519.20
$143.00$144.00$145.00Jul 24$0.11$0.898.09
$142.00$143.00$144.00Jul 24$0.14$0.866.14
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.07$4.9370.43
$133.00$134.00$135.00Jul 24$0.06$0.9415.67
$135.00$136.00$137.00Jul 24$0.08$0.9211.50
$131.00$132.00$133.00Jul 24$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. 54 found (best net $-0.05, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Aug 21-$0.05$4.95
$155.00$160.001:2Aug 21-$0.57$4.43
$150.00$155.001:2Aug 21-$0.66$4.34
$140.00$146.001:2Aug 14-$2.25$3.75
$152.50$155.001:2Jul 24-$0.26$2.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Aug 21-$0.30$4.70
$125.00$120.001:2Jul 31-$0.43$4.57
$130.00$125.001:2Aug 21-$0.58$4.42
$125.00$121.001:2Aug 7-$0.05$3.95
$140.00$135.001:2Aug 21-$1.05$3.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 4.31%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$142.00Aug 28$6.100.540.3%4.31%4.61%1--
$143.00Aug 28$5.000.511.0%3.53%4.54%8--
$145.00Aug 28$4.600.462.4%3.25%5.67%11
$145.00Aug 21$3.600.432.4%2.54%4.97%477
$147.00Aug 21$3.500.393.8%2.47%6.31%1--
$146.00Aug 14$3.200.423.1%2.26%5.39%2--
$149.00Aug 28$2.950.365.2%2.08%7.33%23
$148.00Aug 14$2.600.364.5%1.84%6.38%2--
$150.00Aug 21$2.600.316.0%1.84%7.79%222--
$145.00Jul 31$2.400.402.4%1.70%4.12%1--

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 1,194
Total Puts 818
Put/Call Ratio 0.69
Net Difference 376

Prior's Put/Call Breakdown

Total Calls 3,543
Total Puts 759
Put/Call Ratio 0.21
Net Difference 2,784

Prior 7-Day Put/Call Summary

Total Calls 15,627
Total Puts 5,307
Average Put/Call Ratio 0.54
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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