Tour v526
IEF
iShares 7-10 Year Treasury Bond ETF
$93.00 -0.41%
$93.06 (+0.06%)🌙
as of 08/20 06:39 PM
8/20 18:39

Option Volume

Detail
Current (08/20) 7,648
Calls: 2,729 (36%)
Puts: 4,919 (64%)
Prior (08/19) 5,556
Calls: 4,685 (84%)
Puts: 871 (16%)
Current vs Prior +37.65%
Calls: -41.75% (Calls)
Puts: +464.75% (Puts)
Prior 7-Day Total 201,527
Calls: 146,294 (73%)
Puts: 55,233 (27%)
Prior 7-Day Average 28,789
Calls: 20,899 (73%)
Puts: 7,890 (27%)
Current vs Prior 7-Day Avg -73.43%
Calls: -86.94%
Puts: -37.66%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $168.9K
Calls: $73.0K (43%)
Puts: $95.9K (57%)
Prior (08/19) $157.7K
Calls: $135.5K (86%)
Puts: $22.2K (14%)
Current vs Prior +7.10%
Calls: -46.15%
Puts: +332.45%
Prior 7-Day Total $7.81M
Calls: $5.33M (68%)
Puts: $2.49M (32%)
Prior 7-Day Average $1.12M
Calls: $760.8K (68%)
Puts: $355.6K (32%)
Current vs Prior 7-Day Avg -84.87%
Calls: -90.41%
Puts: -73.02%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.80
Prior (08/19) 0.19
Current vs Prior +869.54%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +351.21%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 219,983
Calls: 135,280 (61%)
Puts: 84,703 (39%)
Prior (08/19) 311,328
Calls: 218,767 (70%)
Puts: 92,561 (30%)
Current vs Prior -29.34%
Prior 7-Day Total 1,597,247
Calls: 993,480 (62%)
Puts: 603,767 (38%)
Prior 7-Day Average 228,178
Calls: 141,925 (62%)
Puts: 86,252 (38%)
Current vs Prior 7-Day Avg -3.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 0.23% | 0.61%0.23% | 1.24%
Prior 0.67% | 0.93%0.67% | 1.87%
Current vs Prior -66.53% | -34.22%-66.53% | -34.02%
Prior 7-Day Avg 0.74% | 1.00%0.85% | 2.05%
Current vs 7-Day Avg -69.56% | -38.69%-73.46% | -39.76%
Prior 7-Day Eod 0.67% | 0.93%0.67% | 1.87%
Current vs 7-Day Eod -66.53% | -34.22%-66.53% | -34.02%
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

Extreme bearish P/C ratio of 1.80 - heavy put buying. P/C ratio rising 870% - increased hedging/bearish positioning. Call-heavy open interest (135,280 calls vs 84,703 puts) suggests bullish positioning. Declining open interest (down 29%) indicates positions being closed.

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 BULLISH
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 7 of results (avg 7.0%, best 4.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Oct 21.381.45$1.424.9%10.78--
$92.00Sep 181.211.29$1.256.4%20.83--
$92.50Sep 40.710.76$0.746.8%100.70145
$93.00Oct 20.700.76$0.738.2%100.4511
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 182.122.26$2.196.4%1840.929.2K
$94.00Sep 181.231.32$1.277.1%10.78--
$92.50Oct 20.510.56$0.549.3%110.471.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.45, cheapest $0.24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 280.310.35$0.3312.1%380.51449
$93.50Sep 110.230.27$0.2516.0%20.30--
$92.50Aug 280.650.72$0.6910.1%10.78--
$93.00Sep 40.370.42$0.4012.5%290.45--
$92.50Sep 40.710.76$0.746.8%100.70145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 280.220.26$0.2416.7%330.4945
$92.50Sep 40.240.28$0.2615.4%250.3866
$92.00Sep 180.210.25$0.2317.4%1420.2812.7K
$93.00Sep 40.450.51$0.4812.5%50.57674
$92.50Sep 250.380.44$0.4114.6%200.4321

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 14 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Aug 210.981.09$1.0410.6%40.9717
$92.50Aug 210.490.60$0.5420.4%50.932.3K
$92.00Sep 181.211.29$1.256.4%20.83--
$92.50Aug 280.650.72$0.6910.1%10.78--
$92.00Oct 21.381.45$1.424.9%10.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.50Aug 210.440.57$0.5125.5%10.9830
$95.00Sep 182.122.26$2.196.4%1840.929.2K
$94.00Sep 181.231.32$1.277.1%10.78--
$94.00Oct 21.161.64$1.4034.3%60.74--
$93.00Sep 40.450.51$0.4812.5%50.57674

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 7.3K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Sep 180.180.22$0.2020.0%1.7K0.2239.0K
$94.00Aug 280.020.05$0.0475.0%2570.102.2K
$93.50Aug 210.000.02$0.01200.0%1080.074.0K
$95.00Sep 180.050.07$0.0633.3%500.08--
$93.00Sep 180.540.60$0.5710.5%470.466.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 210.080.10$0.0922.2%4.1K0.4720.8K
$95.00Sep 182.122.26$2.196.4%1840.929.2K
$92.00Sep 180.210.25$0.2317.4%1420.2812.7K
$93.00Sep 180.550.61$0.5810.3%1010.5620.9K
$92.00Aug 280.030.05$0.0450.0%1000.10607

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 0.74, avg 5.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$93.50Aug 21$0.11$0.39$0.1154%3.55$93.11
$93.00$93.50Aug 28$0.21$0.29$0.2151%1.38$93.21
$94.00$95.00Sep 18$0.14$0.86$0.1422%6.14$94.14
$93.00$93.50Sep 4$0.22$0.28$0.2245%1.27$93.22
$93.00$94.00Sep 18$0.37$0.63$0.3746%1.70$93.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$94.00$92.50Oct 2$0.86$0.64$0.8674%0.74$93.14
$92.50$91.50Oct 2$0.28$0.72$0.2847%2.57$92.22
$93.00$92.00Sep 18$0.35$0.65$0.3556%1.86$92.65
$93.00$92.50Sep 4$0.22$0.28$0.2257%1.27$92.78
$91.50$90.50Oct 2$0.14$0.86$0.1425%6.14$91.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.07, avg 0.18)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.50$97.00Sep 11$0.23$0.23$3.2770%0.07$93.73
$93.50$95.00Sep 4$0.16$0.16$1.3473%0.12$93.66
$94.00$95.00Sep 18$0.14$0.14$0.8678%0.16$94.14
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$87.00Sep 18$0.21$0.21$4.7972%0.04$91.79
$92.50$92.00Sep 4$0.13$0.13$0.3762%0.35$92.37
$91.50$90.50Oct 2$0.14$0.14$0.8675%0.16$91.36
$92.50$91.50Oct 2$0.28$0.28$0.7253%0.39$92.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.18, cheapest $0.15)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$93.00Aug 21Aug 28$0.215.4%4.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$93.00Aug 21Aug 28$0.155.4%4.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 0.23% of stock, avg 1.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Aug 21$0.12$0.09$0.21$92.79$93.210.23%
$93.50Aug 21$0.01$0.51$0.52$92.98$94.020.56%
$92.50Aug 21$0.54$0.01$0.55$91.95$93.050.59%
$93.00Aug 28$0.33$0.24$0.57$92.43$93.570.61%
$92.50Aug 28$0.69$0.09$0.78$91.72$93.280.84%
$93.00Sep 4$0.40$0.48$0.88$92.12$93.880.95%
$92.50Sep 4$0.74$0.26$1.00$91.50$93.501.08%
$92.00Aug 21$1.04$0.01$1.05$90.95$93.051.13%
$93.00Sep 18$0.57$0.58$1.15$91.85$94.151.24%
$94.00Sep 18$0.20$1.27$1.47$92.53$95.471.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.02% of stock, avg 0.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.50$92.50Aug 21$0.01$0.01$0.02$92.48$93.52
$94.00$92.00Aug 28$0.04$0.04$0.08$91.92$94.08
$94.00$92.50Aug 28$0.04$0.09$0.13$92.37$94.13
$93.50$93.00Aug 21$0.01$0.09$0.10$92.90$93.60
$93.50$92.00Aug 28$0.12$0.04$0.16$91.84$93.66
$93.50$92.50Aug 28$0.12$0.09$0.21$92.29$93.71
$93.50$91.00Sep 4$0.18$0.04$0.22$90.78$93.72
$93.50$92.00Sep 4$0.18$0.13$0.31$91.69$93.81
$95.00$92.00Sep 18$0.06$0.23$0.29$91.71$95.29
$94.00$92.00Sep 18$0.20$0.23$0.43$91.57$94.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.08, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
87/9294/95Sep 18$0.35$4.6550%0.08$91.65$94.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 2.23, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.00$93.00$94.00Sep 18$0.31$0.6961%2.23
$92.00$92.50$93.00Aug 21$0.08$0.4244%5.25
$92.50$93.00$93.50Aug 21$0.31$0.1986%0.61
$92.50$93.00$93.50Aug 28$0.15$0.3552%2.33
$92.50$93.00$93.50Sep 4$0.12$0.3843%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.50$91.50$92.50Oct 2$0.14$0.8635%6.14
$92.00$92.50$93.00Aug 21$0.08$0.4245%5.25
$92.50$93.00$93.50Aug 21$0.34$0.1692%0.47
$90.00$91.00$92.00Sep 4$0.07$0.9319%13.29
$92.00$92.50$93.00Aug 28$0.10$0.4039%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.35, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$92.50$93.001:2Sep 4-$0.06$0.44
$97.00$98.001:2Sep 11$0.00$1.00
$92.00$93.001:2Sep 18$0.11$0.89
$93.00$94.001:2Sep 18$0.17$0.83
$92.50$93.001:2Aug 21$0.30$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$94.001:2Sep 18-$0.35$0.65
$91.00$90.001:2Sep 4$0.00$1.00
$94.00$92.501:2Oct 2$0.32$1.18
$94.00$93.001:2Sep 18$0.11$0.89
$93.00$92.001:2Sep 18$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 0.75%, avg 0.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Oct 2$0.700.450.0%0.75%0.75%1011
$93.50Sep 25$0.400.350.5%0.43%0.97%2186
$93.00Sep 18$0.540.460.0%0.58%0.58%476.7K
$94.00Sep 18$0.180.221.1%0.19%1.27%1.7K39.0K
$93.50Sep 11$0.230.300.5%0.25%0.78%2--
$93.00Sep 4$0.370.450.0%0.40%0.40%29--
$93.00Aug 28$0.310.510.0%0.33%0.33%38449
$93.50Sep 4$0.160.270.5%0.17%0.71%3--
$93.50Aug 28$0.100.260.5%0.11%0.65%5--
$93.00Aug 21$0.100.540.0%0.11%0.11%2511.0K

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 2,729
Total Puts 4,919
Put/Call Ratio 1.80
Net Difference -2,190

Prior's Put/Call Breakdown

Total Calls 4,685
Total Puts 871
Put/Call Ratio 0.19
Net Difference 3,814

Prior 7-Day Put/Call Summary

Total Calls 146,294
Total Puts 55,233
Average Put/Call Ratio 0.40
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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