Tour v477
IEF
iShares 7-10 Year Treasury Bond ETF
$92.95 -0.28%
$92.90 (-0.05%)🌙
as of 07/31 06:43 PM
7/31 18:43

Option Volume

Detail
Current (07/31) 26,059
Calls: 9,815 (38%)
Puts: 16,244 (62%)
Prior (07/30) 3,661
Calls: 3,016 (82%)
Puts: 645 (18%)
Current vs Prior +611.80%
Calls: +225.43% (Calls)
Puts: +2418.45% (Puts)
Prior 7-Day Total 131,241
Calls: 93,370 (71%)
Puts: 37,871 (29%)
Prior 7-Day Average 18,748
Calls: 13,338 (71%)
Puts: 5,410 (29%)
Current vs Prior 7-Day Avg +38.99%
Calls: -26.42%
Puts: +200.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $1.57M
Calls: $855.5K (54%)
Puts: $717.8K (46%)
Prior (07/30) $159.7K
Calls: $128.9K (81%)
Puts: $30.8K (19%)
Current vs Prior +885.21%
Calls: +563.88%
Puts: +2228.15%
Prior 7-Day Total $8.36M
Calls: $5.91M (71%)
Puts: $2.44M (29%)
Prior 7-Day Average $1.19M
Calls: $844.9K (71%)
Puts: $348.8K (29%)
Current vs Prior 7-Day Avg +31.80%
Calls: +1.26%
Puts: +105.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 1.66
Prior (07/30) 0.21
Current vs Prior +673.88%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +215.58%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 189,020
Calls: 122,327 (65%)
Puts: 66,693 (35%)
Prior (07/30) 176,740
Calls: 110,956 (63%)
Puts: 65,784 (37%)
Current vs Prior +6.95%
Prior 7-Day Total 1,220,857
Calls: 620,254 (51%)
Puts: 600,603 (49%)
Prior 7-Day Average 174,408
Calls: 88,607 (51%)
Puts: 85,800 (49%)
Current vs Prior 7-Day Avg +8.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.57% | 1.00%1.48% | 2.53%
Prior 0.63% | 1.06%1.50% | 2.48%
Current vs Prior +58.07% | +19.53%-1.15% | +2.01%
Prior 7-Day Avg 0.78% | 1.18%1.57% | 2.53%
Current vs 7-Day Avg +28.22% | +7.53%-5.45% | -0.19%
Prior 7-Day Eod 0.63% | 1.06%1.50% | 2.48%
Current vs 7-Day Eod +58.07% | +19.53%-1.15% | +2.01%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 114.98% | 11.89%
Calls: 19.05% | 14.81%
Puts: 210.90% | 8.97%
Prior 114.98% | 11.89%
Calls: 19.05% | 14.81%
Puts: 210.90% | 8.97%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 114.98% | 11.89%
Calls: 19.05% | 14.81%
Puts: 210.90% | 8.97%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 885% vs prior. Unusually high activity with volume up 612% vs prior - elevated interest. Extreme bearish P/C ratio of 1.66 - heavy put buying. P/C ratio rising 674% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 26 of results (avg 6.4%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 712.8513.20$13.022.7%101.00--
$88.00Aug 214.905.05$4.973.0%51.00--
$80.00Aug 1412.8513.25$13.053.1%251.00--
$92.00Aug 281.221.27$1.254.0%250.77--
$92.50Aug 280.870.91$0.894.5%20.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 213.253.40$3.334.5%10.971.1K
$95.00Aug 212.272.41$2.346.0%30.945.1K
$93.50Aug 140.870.94$0.917.7%20.7758
$93.00Aug 210.590.64$0.628.1%520.5823.8K
$92.50Sep 40.580.63$0.618.2%50.51--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 39 found (avg $0.45, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Aug 140.060.07$0.0714.3%750.122.1K
$94.50Aug 210.060.07$0.0714.3%890.102.9K
$94.50Aug 280.100.12$0.1118.2%1300.143.3K
$95.00Sep 110.100.12$0.1118.2%310.11--
$94.00Aug 210.120.13$0.137.7%9890.176.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Aug 140.170.20$0.1915.8%30.279
$92.50Aug 70.210.24$0.2213.6%8170.4231
$92.00Aug 210.230.26$0.2512.0%260.309.2K
$92.00Aug 280.280.32$0.3013.3%1.0K0.32--
$91.50Sep 40.290.33$0.3112.9%20.28--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 712.8513.20$13.022.7%101.00--
$92.00Aug 70.920.99$0.967.3%51.00--
$80.00Aug 1412.8513.25$13.053.1%251.00--
$80.00Aug 2111.1015.00$13.0529.9%101.00--
$88.00Aug 214.905.05$4.973.0%51.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.50Jul 310.480.59$0.5320.8%231.0039
$96.00Aug 213.253.40$3.334.5%10.971.1K
$94.00Aug 71.281.39$1.348.2%110.9433
$95.00Aug 212.272.41$2.346.0%30.945.1K
$93.50Aug 70.810.90$0.8610.5%60.88728

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 19.4K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Aug 210.120.13$0.137.7%9890.176.1K
$93.00Aug 70.170.19$0.1811.1%7510.39124
$93.00Aug 210.450.48$0.476.4%6140.445.3K
$94.00Aug 70.010.03$0.02100.0%3110.06224
$93.00Aug 140.320.35$0.348.8%2790.4240
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Aug 140.310.34$0.339.1%5.8K0.44718
$91.50Aug 140.090.11$0.1020.0%4.0K0.1628
$92.00Aug 70.090.11$0.1020.0%2.0K0.2110
$92.00Aug 280.280.32$0.3013.3%1.0K0.32--
$92.50Aug 70.210.24$0.2213.6%8170.4231

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 350.6%, max 1908.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 31Sep 11132.2%6.6%1908.1%401.6K
$92.00Jul 31Aug 2871.3%5.6%1172.1%3915
$93.50Jul 31Aug 2843.5%6.8%543.1%2484.8K
$80.00Aug 7Aug 2839.5%19.7%100.7%160--
$93.00Jul 31Sep 1110.5%7.3%42.5%223436
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.50Jul 31Sep 1139.0%4.9%696.5%2--
$93.50Jul 31Aug 1443.5%6.2%604.9%2597
$93.00Jul 31Aug 2110.5%6.9%52.5%12125.0K
$91.50Aug 7Sep 47.2%6.0%19.0%799--
$90.50Aug 14Sep 47.7%6.7%15.4%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 29.00, avg 3.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$95.00Sep 4$0.15$0.85$0.155.67$94.15
$93.50$94.00Aug 21$0.12$0.38$0.123.17$93.62
$93.00$93.50Aug 7$0.13$0.37$0.132.85$93.13
$93.50$94.00Aug 28$0.15$0.35$0.152.33$93.65
$93.00$94.50Sep 11$0.51$0.99$0.511.94$93.51
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$87.00Sep 11$0.10$2.90$0.1029.00$89.90
$91.50$90.50Sep 4$0.16$0.84$0.165.25$91.34
$92.00$91.50Aug 21$0.10$0.40$0.104.00$91.90
$92.50$90.00Sep 11$0.52$1.98$0.523.81$91.98
$92.50$92.00Aug 7$0.12$0.38$0.123.17$92.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 39.00, avg 2.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$92.00Aug 28$11.70$11.70$0.3039.00$91.70
$88.00$92.50Aug 21$4.21$4.21$0.2914.52$92.21
$92.00$92.50Aug 28$0.36$0.36$0.142.57$92.36
$92.00$93.00Aug 14$0.65$0.65$0.351.86$92.65
$92.50$93.00Aug 28$0.30$0.30$0.201.50$92.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$93.00Aug 21$1.72$1.72$0.286.14$93.28
$93.50$93.00Aug 7$0.39$0.39$0.113.55$93.11
$93.50$93.00Aug 14$0.35$0.35$0.152.33$93.15
$93.00$92.50Aug 7$0.25$0.25$0.251.00$92.75
$93.00$92.50Aug 14$0.23$0.23$0.270.85$92.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.20, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$94.00Aug 7Aug 14$0.056.6%6.2%
$93.00Jul 31Aug 7$0.1610.5%5.9%
$92.50Aug 7Aug 21$0.305.8%5.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.50Aug 7Aug 14$0.057.2%6.5%
$92.00Aug 7Aug 14$0.096.5%6.0%
$92.50Jul 31Aug 7$0.2139.0%5.8%
$93.50Jul 31Aug 7$0.3343.5%5.6%
$93.00Jul 31Aug 7$0.4110.5%5.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 0.09% of stock, avg 1.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Jul 31$0.02$0.06$0.08$92.92$93.080.09%
$93.50Jul 31$0.01$0.53$0.54$92.96$94.040.58%
$93.00Aug 7$0.18$0.47$0.65$92.35$93.650.70%
$92.50Aug 7$0.46$0.22$0.68$91.82$93.180.73%
$93.00Aug 14$0.34$0.56$0.90$92.10$93.900.97%
$93.50Aug 7$0.05$0.86$0.91$92.59$94.410.98%
$92.00Aug 7$0.96$0.10$1.06$90.94$93.061.14%
$93.50Aug 14$0.15$0.91$1.06$92.44$94.561.14%
$93.00Aug 21$0.47$0.62$1.09$91.91$94.091.17%
$92.50Aug 21$0.76$0.39$1.15$91.35$93.651.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.05% of stock, avg 0.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$94.00$91.00Aug 7$0.02$0.03$0.05$90.95$94.05
$94.00$91.50Aug 7$0.02$0.05$0.07$91.43$94.07
$93.50$91.00Aug 7$0.05$0.03$0.08$90.92$93.58
$94.50$90.50Aug 14$0.04$0.04$0.08$90.42$94.58
$93.50$91.50Aug 7$0.05$0.05$0.10$91.40$93.60
$95.00$90.50Aug 21$0.04$0.06$0.10$90.40$95.10
$94.00$90.50Aug 14$0.07$0.04$0.11$90.39$94.11
$94.00$92.00Aug 7$0.02$0.10$0.12$91.88$94.12
$94.50$90.50Aug 21$0.07$0.06$0.13$90.37$94.63
$94.50$91.50Aug 14$0.04$0.10$0.14$91.36$94.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 3.55, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
92/9292/93Aug 21$0.39$0.113.55$91.61$92.89
92/9293/94Aug 28$0.38$0.123.17$92.12$93.38
92/9293/94Aug 21$0.36$0.142.57$92.14$93.36
92/9394/94Aug 21$0.35$0.152.33$92.65$93.85
92/9293/94Aug 14$0.33$0.171.94$92.17$93.33
92/9293/94Aug 21$0.32$0.181.78$91.68$93.32
92/9294/94Aug 28$0.30$0.201.50$92.20$93.80
92/9293/94Sep 4$0.56$0.441.27$91.94$93.56
90/9293/94Sep 4$0.55$0.451.22$90.95$93.55
92/9294/94Aug 21$0.26$0.241.08$92.24$93.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$93.50$94.00$94.50Aug 21$0.06$0.447.33
$92.00$92.50$93.00Aug 28$0.06$0.447.33
$92.50$93.00$93.50Aug 21$0.07$0.436.14
$92.50$93.00$93.50Aug 28$0.07$0.436.14
$93.00$93.50$94.00Aug 28$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$91.50$92.00$92.50Aug 14$0.05$0.459.00
$91.50$92.00$92.50Aug 7$0.07$0.436.14
$93.00$93.50$94.00Aug 7$0.09$0.414.56
$92.00$92.50$93.00Aug 14$0.09$0.414.56
$92.00$92.50$93.00Aug 21$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $--, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$94.50$96.001:2Aug 14$0.00$1.50
$93.50$95.001:2Jul 31-$0.01$1.49
$96.00$97.001:2Aug 14$0.00$1.00
$95.00$96.001:2Aug 21$0.00$1.00
$93.50$94.001:2Aug 28-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.50$93.001:2Aug 7-$0.08$0.42
$93.00$92.501:2Aug 14-$0.10$0.40
$92.50$92.001:2Aug 21-$0.11$0.39
$92.50$92.001:2Aug 28-$0.15$0.35
$93.00$92.501:2Aug 21-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 0.71%, avg 0.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Sep 11$0.660.430.1%0.71%0.76%200--
$93.00Sep 4$0.610.430.1%0.66%0.71%822
$93.00Aug 28$0.570.450.1%0.61%0.67%1014
$93.00Aug 21$0.450.440.1%0.48%0.54%6145.3K
$93.50Aug 28$0.350.330.6%0.38%0.97%100--
$93.00Aug 14$0.320.420.1%0.34%0.40%27940
$93.50Aug 21$0.240.290.6%0.26%0.85%1554.2K
$94.00Sep 4$0.220.221.1%0.24%1.37%822
$94.00Aug 28$0.190.221.1%0.20%1.33%1846
$93.00Aug 7$0.170.390.1%0.18%0.24%751124

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 9,815
Total Puts 16,244
Put/Call Ratio 1.66
Net Difference -6,429

Prior's Put/Call Breakdown

Total Calls 3,016
Total Puts 645
Put/Call Ratio 0.21
Net Difference 2,371

Prior 7-Day Put/Call Summary

Total Calls 93,370
Total Puts 37,871
Average Put/Call Ratio 0.52
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All