Tour v381
ICE
INTERCONTINENTAL EXC
$138.67 -2.05%
$139.73 (+0.76%)🌙
as of 07/21 06:38 PM
7/21 18:38

Option Volume

Detail
Current (07/21) 1,658
Calls: 484 (29%)
Puts: 1,174 (71%)
Prior (07/20) 2,012
Calls: 1,194 (59%)
Puts: 818 (41%)
Current vs Prior -17.59%
Calls: -59.46% (Calls)
Puts: +43.52% (Puts)
Prior 7-Day Total 19,427
Calls: 14,365 (74%)
Puts: 5,062 (26%)
Prior 7-Day Average 2,775
Calls: 2,052 (74%)
Puts: 723 (26%)
Current vs Prior 7-Day Avg -40.26%
Calls: -76.41%
Puts: +62.35%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $595.5K
Calls: $209.4K (35%)
Puts: $386.1K (65%)
Prior (07/20) $1.01M
Calls: $544.0K (54%)
Puts: $465.8K (46%)
Current vs Prior -41.03%
Calls: -61.52%
Puts: -17.12%
Prior 7-Day Total $9.62M
Calls: $7.55M (78%)
Puts: $2.08M (22%)
Prior 7-Day Average $1.37M
Calls: $1.08M (78%)
Puts: $296.6K (22%)
Current vs Prior 7-Day Avg -56.69%
Calls: -80.58%
Puts: +30.20%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 2.43
Prior (07/20) 0.69
Current vs Prior +254.06%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +322.00%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 9,124
Calls: 5,498 (60%)
Puts: 3,626 (40%)
Prior (07/20) 22,211
Calls: 19,109 (86%)
Puts: 3,102 (14%)
Current vs Prior -58.92%
Prior 7-Day Total 167,681
Calls: 131,104 (78%)
Puts: 36,577 (22%)
Prior 7-Day Average 23,954
Calls: 18,729 (78%)
Puts: 5,225 (22%)
Current vs Prior 7-Day Avg -61.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.99% | 5.62%8.04% | 12.51%
Prior 3.53% | 5.97%8.62% | 12.71%
Current vs Prior -15.26% | -5.76%-6.69% | -1.60%
Prior 7-Day Avg 3.29% | 5.23%3.56% | 11.26%
Current vs 7-Day Avg -9.16% | +7.47%+126.14% | +11.13%
Prior 7-Day Eod 3.53% | 5.97%8.62% | 12.71%
Current vs 7-Day Eod -15.26% | -5.76%-6.69% | -1.60%
Sentiment BULLISHBULLISH

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

Moderately bearish flow with 65% put dollar volume ($386.1K). Extreme bearish P/C ratio of 2.43 - heavy put buying. P/C ratio rising 254% - increased hedging/bearish positioning. Call-heavy open interest (5,498 calls vs 3,626 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 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 9.0%, best 6.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Aug 216.407.00$6.709.0%20.58--
$142.00Aug 214.004.40$4.209.5%20.44--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Aug 217.508.00$7.756.5%60.60--
$139.00Aug 215.205.70$5.459.2%10.48--
$142.00Jul 243.904.30$4.109.8%20.76--
$140.00Jul 242.402.65$2.539.9%110.6137

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$136.00Jul 240.800.95$0.8817.0%150.2838

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 18 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 2421.6024.60$23.1013.0%30.94--
$117.00Jul 2421.0023.60$22.3011.7%30.93--
$133.00Jul 245.306.70$6.0023.3%20.86--
$135.00Jul 243.804.90$4.3525.3%20.7814
$132.00Aug 148.0011.50$9.7535.9%40.734
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$148.00Jul 248.7010.00$9.3513.9%10.93--
$142.00Jul 243.904.30$4.109.8%20.76--
$141.00Jul 243.103.60$3.3514.9%6010.694
$140.00Jul 242.402.65$2.539.9%110.6137
$143.00Aug 145.908.70$7.3038.4%10.60--

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 1.1K, top 601)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 310.051.10$0.58181.0%260.13701
$144.00Jul 240.300.50$0.4050.0%200.15--
$145.00Jul 240.200.45$0.3375.8%190.1258
$145.00Aug 212.703.50$3.1025.8%190.3576
$155.00Aug 210.901.75$1.3363.9%170.171.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Jul 243.103.60$3.3514.9%6010.694
$138.00Jul 313.203.90$3.5519.7%770.4514
$135.00Aug 213.203.90$3.5519.7%420.36118
$125.00Aug 211.201.55$1.3825.4%340.16135
$130.00Aug 211.752.50$2.1335.2%240.24138

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 25.6%, max 77.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 24Aug 2166.2%37.4%77.1%181.6K
$146.00Jul 24Aug 2144.1%34.3%28.4%210
$145.00Jul 24Aug 2142.8%33.9%26.2%38134
$150.00Jul 31Aug 2140.0%33.3%20.3%27701
$144.00Jul 24Aug 2140.8%34.7%17.5%21--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Jul 24Aug 2851.4%32.4%58.5%1841
$126.00Jul 24Aug 1464.2%41.3%55.6%59
$127.00Jul 24Aug 2861.8%40.2%53.6%63
$129.00Jul 24Aug 2154.6%36.4%50.0%27
$115.00Jul 31Aug 2869.6%51.1%36.1%26

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 59.00, avg 5.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$146.00$155.00Jul 24$0.15$8.85$0.1559.00$146.15
$152.50$155.00Aug 21$0.15$2.35$0.1515.67$152.65
$150.00$152.50Aug 21$0.25$2.25$0.259.00$150.25
$155.00$157.50Aug 21$0.25$2.25$0.259.00$155.25
$157.50$160.00Aug 21$0.40$2.10$0.405.25$157.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$133.00$130.00Jul 24$0.17$2.83$0.1716.65$132.83
$130.00$120.00Jul 31$0.62$9.38$0.6215.13$129.38
$123.00$115.00Aug 28$0.67$7.33$0.6710.94$122.33
$125.00$120.00Aug 21$0.45$4.55$0.4510.11$124.55
$130.00$129.00Aug 21$0.13$0.87$0.136.69$129.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 7.00, avg 0.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$133.00$135.00Jul 24$1.65$1.65$0.354.71$134.65
$116.00$117.00Jul 24$0.80$0.80$0.204.00$116.80
$132.00$135.00Aug 14$2.35$2.35$0.653.62$134.35
$135.00$141.00Jul 24$3.45$3.45$2.551.35$138.45
$137.00$142.00Aug 21$2.50$2.50$2.501.00$139.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$148.00$142.00Jul 24$5.25$5.25$0.757.00$142.75
$141.00$140.00Jul 24$0.82$0.82$0.184.56$140.18
$142.00$141.00Jul 24$0.75$0.75$0.253.00$141.25
$139.00$138.00Aug 21$0.75$0.75$0.253.00$138.25
$142.00$139.00Aug 14$2.05$2.05$0.952.16$139.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.66, cheapest $0.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 31Aug 21$1.1540.0%33.3%
$155.00Jul 24Aug 21$1.2366.2%37.4%
$145.00Jul 24Jul 31$1.4042.8%43.6%
$146.00Jul 24Aug 21$2.6044.1%34.3%
$135.00Jul 24Aug 14$3.0539.5%37.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 7Aug 14$0.1444.3%39.0%
$132.00Aug 21Aug 28$0.2535.1%32.6%
$143.00Aug 14Aug 21$0.4539.3%34.0%
$120.00Jul 31Aug 21$0.6555.5%42.6%
$130.00Jul 24Jul 31$0.6751.4%43.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 3.06% of stock, avg 5.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$141.00Jul 24$0.90$3.35$4.25$136.75$145.253.06%
$135.00Jul 24$4.35$0.63$4.98$130.02$139.983.59%
$133.00Jul 24$6.00$0.40$6.40$126.60$139.404.62%
$140.00Jul 31$3.35$4.50$7.85$132.15$147.855.66%
$135.00Aug 14$7.40$3.60$11.00$124.00$146.007.93%
$137.00Aug 21$6.70$4.45$11.15$125.85$148.158.04%
$143.00Aug 21$3.80$7.75$11.55$131.45$154.558.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 0.47% of stock, avg 3.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$146.00$133.00Jul 24$0.25$0.40$0.65$132.35$146.65
$145.00$133.00Jul 24$0.33$0.40$0.73$132.27$145.73
$144.00$133.00Jul 24$0.40$0.40$0.80$132.20$144.80
$146.00$134.00Jul 24$0.25$0.60$0.85$133.15$146.85
$146.00$135.00Jul 24$0.25$0.63$0.88$134.12$146.88
$145.00$134.00Jul 24$0.33$0.60$0.93$133.07$145.93
$145.00$135.00Jul 24$0.33$0.63$0.96$134.04$145.96
$144.00$134.00Jul 24$0.40$0.60$1.00$133.00$145.00
$144.00$135.00Jul 24$0.40$0.63$1.03$133.97$145.03
$146.00$136.00Jul 24$0.25$0.88$1.13$134.87$147.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 121 found (best R:R 10.11, avg credit $1.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/126132/135Aug 14$2.73$0.2710.11$123.27$134.73
126/130132/135Aug 14$3.48$0.526.69$126.52$135.48
130/131146/147Aug 21$0.85$0.155.67$130.15$146.85
130/131144/145Aug 21$0.80$0.204.00$130.20$144.80
130/131142/143Aug 21$0.75$0.253.00$130.25$142.75
137/138146/147Aug 21$0.75$0.253.00$137.25$146.75
128/129146/147Aug 21$0.72$0.282.57$128.28$146.72
131/132146/147Aug 21$0.72$0.282.57$131.28$146.72
134/135146/147Aug 21$0.70$0.302.33$134.30$146.70
137/138144/145Aug 21$0.70$0.302.33$137.30$144.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Aug 21$0.10$2.4024.00
$140.00$145.00$150.00Jul 31$0.47$4.539.64
$142.00$143.00$144.00Aug 21$0.15$0.855.67
$144.00$145.00$146.00Aug 21$0.20$0.804.00
$146.00$147.00$148.00Aug 21$0.45$0.551.22
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$138.00$139.00$140.00Jul 24$0.15$0.855.67
$134.00$135.00$136.00Jul 24$0.22$0.783.55
$129.00$130.00$131.00Aug 21$0.22$0.783.55
$136.00$137.00$138.00Aug 21$0.25$0.753.00
$139.00$140.00$141.00Jul 24$0.27$0.732.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.66, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$145.001:2Jul 31-$0.11$4.89
$160.00$165.001:2Aug 21-$0.58$4.42
$137.00$142.001:2Aug 21-$1.70$3.30
$157.50$160.001:2Aug 21-$0.28$2.22
$155.00$157.501:2Aug 21-$0.83$1.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$123.00$115.001:2Aug 28-$0.66$7.34
$130.00$125.001:2Aug 7-$0.03$4.97
$120.00$115.001:2Jul 31-$0.32$4.68
$125.00$120.001:2Aug 21-$0.48$4.52
$130.00$126.001:2Aug 14-$0.27$3.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.88%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$142.00Aug 21$4.000.442.4%2.88%5.29%2--
$143.00Aug 21$3.500.413.1%2.52%5.65%1--
$144.00Aug 21$3.300.383.8%2.38%6.22%1--
$140.00Jul 31$3.000.471.0%2.16%3.12%2--
$145.00Aug 21$2.700.354.6%1.95%6.51%1976
$146.00Aug 21$2.600.335.3%1.87%7.16%1--
$148.00Aug 21$2.050.286.7%1.48%8.21%1--
$147.00Aug 21$1.950.306.0%1.41%7.41%1--
$149.00Aug 21$1.750.267.5%1.26%8.71%1--
$145.00Jul 31$1.300.294.6%0.94%5.50%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 484
Total Puts 1,174
Put/Call Ratio 2.43
Net Difference -690

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,365
Total Puts 5,062
Average Put/Call Ratio 0.57
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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