Tour v487
IEF
iShares 7-10 Year Treasury Bond ETF
$92.82 +0.20%
$92.81 (-0.01%)🌙
as of 08/03 06:34 PM
8/3 18:34

Option Volume

Detail
Current (08/03) 68,249
Calls: 58,880 (86%)
Puts: 9,369 (14%)
Prior (07/31) 26,059
Calls: 9,815 (38%)
Puts: 16,244 (62%)
Current vs Prior +161.90%
Calls: +499.90% (Calls)
Puts: -42.32% (Puts)
Prior 7-Day Total 124,596
Calls: 91,142 (73%)
Puts: 33,454 (27%)
Prior 7-Day Average 17,799
Calls: 13,020 (73%)
Puts: 4,779 (27%)
Current vs Prior 7-Day Avg +283.43%
Calls: +352.22%
Puts: +96.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $5.62M
Calls: $5.25M (93%)
Puts: $371.9K (7%)
Prior (07/31) $1.57M
Calls: $855.5K (54%)
Puts: $717.8K (46%)
Current vs Prior +257.40%
Calls: +513.83%
Puts: -48.20%
Prior 7-Day Total $7.32M
Calls: $5.75M (78%)
Puts: $1.58M (22%)
Prior 7-Day Average $1.05M
Calls: $821.2K (78%)
Puts: $225.0K (22%)
Current vs Prior 7-Day Avg +437.49%
Calls: +539.50%
Puts: +65.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.16
Prior (07/31) 1.66
Current vs Prior -90.39%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -69.15%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 151,564
Calls: 94,968 (63%)
Puts: 56,596 (37%)
Prior (07/31) 189,020
Calls: 122,327 (65%)
Puts: 66,693 (35%)
Current vs Prior -19.82%
Prior 7-Day Total 1,263,649
Calls: 667,092 (53%)
Puts: 596,557 (47%)
Prior 7-Day Average 180,521
Calls: 95,298 (53%)
Puts: 85,222 (47%)
Current vs Prior 7-Day Avg -16.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 0.91% | 1.21%1.40% | 2.48%
Prior 1.00% | 1.27%1.48% | 2.53%
Current vs Prior -9.55% | -4.95%-5.66% | -1.99%
Prior 7-Day Avg 0.82% | 1.20%1.57% | 2.52%
Current vs 7-Day Avg +9.89% | +0.87%-10.82% | -1.67%
Prior 7-Day Eod 1.00% | 1.27%1.48% | 2.53%
Current vs 7-Day Eod -9.55% | -4.95%-5.66% | -1.99%
Sentiment BULLISHBULLISH

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
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($5.25M) vs puts ($371.9K). Massive premium surge with dollar volume up 257% vs prior. Dollar volume significantly above 7-day average (437% higher). Unusually high activity with volume up 162% vs prior - elevated interest.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 3 of results (avg 7.2%, best 4.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Aug 281.261.37$1.328.3%260.7362
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.50Aug 72.642.77$2.714.8%11.00--
$94.00Aug 71.141.24$1.198.4%60.9729

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.46, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.50Aug 140.150.17$0.1612.5%100.26650
$93.50Aug 210.240.28$0.2615.4%120.314.3K
$93.50Sep 40.380.43$0.4112.2%10.33--
$93.50Sep 110.410.49$0.4517.8%10.34--
$93.00Aug 210.460.53$0.5014.0%820.445.9K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 210.450.52$0.4914.3%50.5623.8K
$93.00Aug 280.510.60$0.5516.4%20.5611

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.75, highest 1.00)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 1410.8515.05$12.9532.4%60.99--
$92.00Aug 281.261.37$1.328.3%260.7362
$92.50Aug 70.470.54$0.5113.7%50.7013
$92.50Aug 140.640.73$0.6913.0%600.64--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.50Aug 72.642.77$2.714.8%11.00--
$94.00Aug 71.141.24$1.198.4%60.9729
$93.00Aug 70.280.38$0.3330.3%570.59385
$93.00Aug 210.450.52$0.4914.3%50.5623.8K
$93.00Aug 280.510.60$0.5516.4%20.5611

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 7.4K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 140.330.42$0.3823.7%2.4K0.45292
$93.50Aug 70.030.06$0.0560.0%3860.14376
$94.00Aug 210.110.14$0.1323.1%920.18--
$93.00Aug 210.460.53$0.5014.0%820.445.9K
$95.00Aug 210.030.04$0.0425.0%760.0615.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Aug 210.140.21$0.1838.9%2.7K0.249.2K
$92.50Aug 140.190.28$0.2437.5%1.3K0.365.2K
$93.00Aug 70.280.38$0.3330.3%570.59385
$92.00Aug 70.030.06$0.0560.0%220.122.0K
$92.50Aug 70.090.16$0.1353.8%200.30809

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 31.3%, max 89.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.50Aug 7Aug 2113.3%7.0%89.8%2--
$93.00Aug 7Aug 287.2%4.8%51.3%60603
$92.50Aug 7Aug 146.8%6.0%13.6%6513
$97.50Aug 21Aug 2810.0%9.0%10.1%6--
$95.00Aug 14Aug 217.2%6.6%9.1%7815.4K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Aug 7Aug 287.2%4.8%51.3%59396
$92.00Aug 7Sep 117.6%5.4%40.0%242.0K
$92.50Aug 7Sep 116.8%4.9%38.7%24809

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 4.00, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$93.50$94.00Aug 14$0.10$0.40$0.104.00$93.60
$94.00$94.50Aug 28$0.11$0.39$0.113.55$94.11
$93.50$94.00Aug 21$0.13$0.37$0.132.85$93.63
$93.00$93.50Aug 7$0.16$0.34$0.162.13$93.16
$93.00$94.00Aug 28$0.41$0.59$0.411.44$93.41
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$92.50$92.00Sep 11$0.14$0.36$0.142.57$92.36
$93.00$92.00Aug 21$0.31$0.69$0.312.23$92.69
$93.00$92.50Aug 28$0.19$0.31$0.191.63$92.81
$93.00$92.50Aug 7$0.20$0.30$0.201.50$92.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 51.08, avg 4.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$92.50Aug 14$12.26$12.26$0.2451.08$92.26
$92.00$93.00Aug 28$0.70$0.70$0.302.33$92.70
$92.50$93.00Aug 14$0.31$0.31$0.191.63$92.81
$92.50$93.00Aug 7$0.30$0.30$0.201.50$92.80
$93.00$93.50Aug 21$0.24$0.24$0.260.92$93.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$94.00$93.00Aug 7$0.86$0.86$0.146.14$93.14
$93.00$92.50Aug 7$0.20$0.20$0.300.67$92.80
$93.00$92.50Aug 28$0.19$0.19$0.310.61$92.81
$93.00$92.00Aug 21$0.31$0.31$0.690.45$92.69
$92.50$92.00Sep 11$0.14$0.14$0.360.39$92.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.14, cheapest $0.11)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$93.50Aug 7Aug 14$0.116.4%6.3%
$93.00Aug 7Aug 14$0.177.2%7.0%
$92.50Aug 7Aug 14$0.186.8%6.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.50Aug 7Aug 14$0.116.8%6.0%
$92.00Aug 7Aug 21$0.137.6%5.9%
$93.00Aug 7Aug 21$0.167.2%4.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 0.58% of stock, avg 1.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Aug 7$0.21$0.33$0.54$92.46$93.540.58%
$92.50Aug 7$0.51$0.13$0.64$91.86$93.140.69%
$92.50Aug 14$0.69$0.24$0.93$91.57$93.431.00%
$93.00Aug 21$0.50$0.49$0.99$92.01$93.991.07%
$93.00Aug 28$0.62$0.55$1.17$91.83$94.171.26%
$94.00Aug 7$0.01$1.19$1.20$92.80$95.201.29%
$95.50Aug 7$0.01$2.71$2.72$92.78$98.222.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.08% of stock, avg 0.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.50$91.50Aug 7$0.05$0.02$0.07$91.43$93.57
$93.50$92.00Aug 7$0.05$0.05$0.10$91.90$93.60
$93.50$92.50Aug 7$0.05$0.13$0.18$92.32$93.68
$95.00$92.00Aug 21$0.04$0.18$0.22$91.78$95.22
$93.00$91.50Aug 7$0.21$0.02$0.23$91.27$93.23
$94.50$92.00Aug 21$0.07$0.18$0.25$91.75$94.75
$93.00$92.00Aug 7$0.21$0.05$0.26$91.74$93.26
$94.00$92.50Aug 14$0.06$0.24$0.30$92.20$94.30
$94.00$92.00Aug 21$0.13$0.18$0.31$91.69$94.31
$93.00$92.50Aug 7$0.21$0.13$0.34$92.16$93.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.50, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
92/9394/94Aug 28$0.30$0.201.50$92.70$94.30
92/9394/94Aug 21$0.44$0.560.79$92.56$93.94

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$93.50$94.00$94.50Aug 21$0.07$0.436.14
$92.50$93.00$93.50Aug 14$0.09$0.414.56
$93.00$93.50$94.00Aug 21$0.11$0.393.55
$93.00$93.50$94.00Aug 7$0.12$0.383.17
$93.00$93.50$94.00Aug 14$0.12$0.383.17
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$92.00$92.50$93.00Aug 7$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.02, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$97.50$99.501:2Aug 28-$0.02$1.98
$94.00$95.501:2Aug 7-$0.01$1.49
$95.50$96.501:2Aug 21$0.00$1.00
$92.50$93.001:2Aug 14-$0.07$0.43
$94.50$97.501:2Aug 28$0.06$2.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$92.501:2Aug 28-$0.17$0.33
$92.50$92.001:2Sep 11-$0.26$0.24
$95.50$94.001:2Aug 7$0.33$1.17
$93.00$92.001:2Aug 21$0.13$0.87
$94.00$93.001:2Aug 7$0.53$0.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 0.61%, avg 0.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Aug 28$0.570.440.2%0.61%0.81%18--
$93.00Aug 21$0.460.440.2%0.50%0.69%825.9K
$93.50Sep 11$0.410.340.7%0.44%1.17%1--
$93.50Sep 4$0.380.330.7%0.41%1.14%1--
$93.00Aug 14$0.330.450.2%0.36%0.55%2.4K292
$93.50Aug 21$0.240.310.7%0.26%0.99%124.3K
$94.00Aug 28$0.180.231.3%0.19%1.47%25--
$93.00Aug 7$0.170.410.2%0.18%0.38%42603
$93.50Aug 14$0.150.260.7%0.16%0.89%10650
$94.00Aug 21$0.110.181.3%0.12%1.39%92--

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 58,880
Total Puts 9,369
Put/Call Ratio 0.16
Net Difference 49,511

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 91,142
Total Puts 33,454
Average Put/Call Ratio 0.52
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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