Tour v526
IEF
iShares 7-10 Year Treasury Bond ETF
$92.82 -0.19%
$92.78 (-0.04%)🌙
as of 08/21 06:39 PM
8/21 18:39

Option Volume

Detail
Current (08/21) 53,330
Calls: 39,962 (75%)
Puts: 13,368 (25%)
Prior (08/20) 7,648
Calls: 2,729 (36%)
Puts: 4,919 (64%)
Current vs Prior +597.31%
Calls: +1364.35% (Calls)
Puts: +171.76% (Puts)
Prior 7-Day Total 204,245
Calls: 146,316 (72%)
Puts: 57,929 (28%)
Prior 7-Day Average 29,177
Calls: 20,902 (72%)
Puts: 8,275 (28%)
Current vs Prior 7-Day Avg +82.78%
Calls: +91.18%
Puts: +61.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $2.44M
Calls: $1.86M (76%)
Puts: $582.5K (24%)
Prior (08/20) $168.9K
Calls: $73.0K (43%)
Puts: $95.9K (57%)
Current vs Prior +1346.83%
Calls: +2450.62%
Puts: +507.13%
Prior 7-Day Total $7.85M
Calls: $5.32M (68%)
Puts: $2.53M (32%)
Prior 7-Day Average $1.12M
Calls: $759.8K (68%)
Puts: $361.7K (32%)
Current vs Prior 7-Day Avg +117.94%
Calls: +145.03%
Puts: +61.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.33
Prior (08/20) 1.80
Current vs Prior -81.44%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -38.02%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 280,607
Calls: 191,252 (68%)
Puts: 89,355 (32%)
Prior (08/20) 219,983
Calls: 135,280 (61%)
Puts: 84,703 (39%)
Current vs Prior +27.56%
Prior 7-Day Total 1,646,341
Calls: 1,031,163 (63%)
Puts: 615,178 (37%)
Prior 7-Day Average 235,191
Calls: 147,309 (63%)
Puts: 87,882 (37%)
Current vs Prior 7-Day Avg +19.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 0.55% | 0.91%0.55% | 1.93%
Prior 0.23% | 0.61%0.23% | 1.24%
Current vs Prior +300.78% | +103.90%+143.36% | +55.95%
Prior 7-Day Avg 0.66% | 0.93%0.73% | 1.91%
Current vs 7-Day Avg +38.06% | +33.89%-24.63% | +0.91%
Prior 7-Day Eod 0.23% | 0.61%0.23% | 1.24%
Current vs 7-Day Eod +300.78% | +103.90%+143.36% | +55.95%
Sentiment BEARISHBEARISH

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

Strong bullish conviction with 76% of dollar volume in calls ($1.86M) vs puts ($582.5K). Massive premium surge with dollar volume up 1347% vs prior. Dollar volume significantly above 7-day average (118% higher). Unusually high activity with volume up 597% 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 BEARISH
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 27 of results (avg 6.0%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 111.001.03$1.022.9%40.845
$92.00Oct 21.251.29$1.273.1%10.73--
$92.50Sep 250.830.86$0.853.5%60.57--
$92.00Sep 181.081.12$1.103.6%40.78--
$93.50Sep 110.190.20$0.205.0%30.25--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.50Sep 251.031.07$1.053.8%9000.691.4K
$93.50Oct 21.151.20$1.174.3%8000.691.2K
$92.50Oct 20.590.62$0.614.9%8000.531.0K
$93.00Sep 40.570.60$0.595.1%10.64679
$93.00Sep 250.700.74$0.725.6%9000.591.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 29 found (avg $0.37, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.50Aug 280.060.07$0.0714.3%3860.17726
$93.00Aug 280.200.22$0.219.5%1.1K0.41484
$94.00Sep 40.050.06$0.0616.7%70.10188
$93.50Sep 40.120.13$0.137.7%2050.211.6K
$92.50Aug 280.500.53$0.525.8%8510.702
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Aug 280.110.13$0.1216.7%660.30130
$93.00Aug 280.310.33$0.326.3%160.5971
$91.50Sep 40.080.09$0.0911.1%140.152
$92.00Sep 40.160.18$0.1711.8%40.28--
$92.50Sep 40.310.33$0.326.3%40.47--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 22 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Aug 218.7010.10$9.4014.9%21.00--
$85.00Aug 217.709.10$8.4016.7%20.99--
$88.00Aug 214.504.90$4.708.5%30.99--
$92.50Aug 210.280.37$0.3327.3%10.942.3K
$92.00Sep 111.001.03$1.022.9%40.845
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Aug 210.941.42$1.1840.7%21.003
$94.50Aug 281.631.73$1.686.0%500.95--
$93.00Aug 210.130.22$0.1850.0%4610.9119.6K
$93.50Aug 280.660.73$0.7010.0%1000.83--
$94.00Oct 21.331.62$1.4819.6%60.77--

Most actively traded options today. High liquidity = easy entry/exit. 63 active (total vol 42.0K, top 30.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Sep 180.460.49$0.486.2%30.0K0.416.8K
$94.00Sep 180.160.18$0.1711.8%2.2K0.1938.9K
$93.00Aug 280.200.22$0.219.5%1.1K0.41484
$93.00Sep 40.270.29$0.287.1%1.0K0.38--
$92.50Sep 40.560.59$0.575.3%8600.62155
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Sep 250.700.74$0.725.6%9000.591.2K
$93.50Sep 251.031.07$1.053.8%9000.691.4K
$92.50Oct 20.590.62$0.614.9%8000.531.0K
$93.50Oct 21.151.20$1.174.3%8000.691.2K
$93.00Aug 210.130.22$0.1850.0%4610.9119.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 15.1%, max 15.1%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 4Sep 255.4%4.7%15.1%251.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 0.61, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$93.50Sep 11$0.82$0.68$0.8284%0.83$92.82
$92.00$93.00Sep 18$0.62$0.38$0.6278%0.61$92.62
$92.50$93.00Aug 21$0.32$0.18$0.3294%0.56$92.82
$92.50$93.00Aug 28$0.31$0.19$0.3170%0.61$92.81
$93.00$93.50Aug 28$0.14$0.36$0.1441%2.57$93.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$94.00$93.50Oct 2$0.31$0.19$0.3177%0.61$93.69
$93.50$92.50Oct 2$0.56$0.44$0.5669%0.79$92.94
$92.50$92.00Sep 25$0.16$0.34$0.1649%2.13$92.34
$93.00$92.00Sep 18$0.41$0.59$0.4160%1.44$92.59
$93.00$92.50Sep 25$0.24$0.26$0.2459%1.08$92.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.06, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.50$96.50Sep 11$0.18$0.18$2.8275%0.06$93.68
$93.00$94.00Sep 25$0.34$0.34$0.6658%0.52$93.34
$93.00$94.00Sep 18$0.31$0.31$0.6959%0.45$93.31
$94.00$96.00Sep 18$0.13$0.13$1.8781%0.07$94.13
$93.00$93.50Aug 28$0.14$0.14$0.3659%0.39$93.14
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.50$90.50Oct 2$0.47$0.47$1.5347%0.31$92.03
$92.00$91.00Sep 18$0.17$0.17$0.8367%0.20$91.83
$92.50$92.00Sep 4$0.15$0.15$0.3553%0.43$92.35
$92.50$92.00Sep 25$0.16$0.16$0.3451%0.47$92.34

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 0.20% of stock, avg 0.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Aug 21$0.01$0.18$0.19$92.81$93.190.20%
$92.50Aug 21$0.33$0.01$0.34$92.16$92.840.37%
$93.00Aug 28$0.21$0.32$0.53$92.47$93.530.57%
$92.50Aug 28$0.52$0.12$0.64$91.86$93.140.69%
$93.50Aug 28$0.07$0.70$0.77$92.73$94.270.83%
$93.00Sep 4$0.28$0.59$0.87$92.13$93.870.94%
$92.50Sep 4$0.57$0.32$0.89$91.61$93.390.96%
$93.00Sep 18$0.48$0.69$1.17$91.83$94.171.26%
$94.00Aug 21$0.01$1.18$1.19$92.81$95.191.28%
$93.00Sep 25$0.56$0.72$1.28$91.72$94.281.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.02% of stock, avg 0.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$92.50Aug 21$0.01$0.01$0.02$92.48$93.02
$94.50$91.00Sep 4$0.03$0.05$0.08$90.92$94.58
$94.00$91.00Sep 4$0.06$0.05$0.11$90.89$94.11
$94.50$91.50Sep 4$0.03$0.09$0.12$91.38$94.62
$94.00$91.50Sep 4$0.06$0.09$0.15$91.35$94.15
$94.00$92.50Aug 28$0.02$0.12$0.14$92.36$94.14
$93.50$91.00Sep 4$0.13$0.05$0.18$90.82$93.68
$93.50$92.50Aug 28$0.07$0.12$0.19$92.31$93.69
$93.50$91.50Sep 4$0.13$0.09$0.22$91.28$93.72
$94.50$92.00Sep 4$0.03$0.17$0.20$91.80$94.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.18, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/9294/96Sep 18$0.30$1.7048%0.18$91.70$94.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 2.23, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.00$93.00$94.00Sep 18$0.31$0.6959%2.23
$92.50$93.00$93.50Aug 21$0.32$0.1891%0.56
$93.00$93.50$94.00Aug 28$0.09$0.4134%4.56
$92.50$93.00$93.50Aug 28$0.17$0.3353%1.94
$93.00$93.50$94.00Sep 4$0.08$0.4227%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$91.00$92.00$93.00Sep 18$0.24$0.7646%3.17
$91.50$92.00$92.50Sep 4$0.07$0.4331%6.14
$92.50$93.00$93.50Aug 28$0.18$0.3253%1.78
$92.00$92.50$93.00Sep 4$0.12$0.3836%3.17
$92.00$92.50$93.00Sep 25$0.08$0.4225%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-1.00, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$88.001:2Aug 21-$1.00$2.00
$96.50$98.001:2Sep 11-$0.02$1.48
$92.50$93.001:2Sep 25-$0.27$0.23
$88.00$92.501:2Aug 21$4.04$0.46
$92.00$93.001:2Sep 18$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.50$92.501:2Oct 2-$0.05$0.95
$93.00$92.501:2Sep 4-$0.05$0.45
$92.50$92.001:2Sep 25-$0.16$0.34
$93.00$92.501:2Sep 25-$0.24$0.26
$92.50$90.501:2Aug 21-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 0.66%, avg 0.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Oct 2$0.610.410.2%0.66%0.85%311
$93.00Sep 25$0.550.420.2%0.59%0.79%21816
$93.00Sep 18$0.460.410.2%0.50%0.69%30.0K6.8K
$94.00Sep 25$0.210.221.3%0.23%1.50%100--
$94.00Sep 18$0.160.191.3%0.17%1.44%2.2K38.9K
$93.50Sep 11$0.190.250.7%0.20%0.94%3--
$93.00Sep 4$0.270.380.2%0.29%0.48%1.0K--
$93.00Aug 28$0.200.410.2%0.22%0.41%1.1K484
$93.50Sep 4$0.120.210.7%0.13%0.86%2051.6K
$93.50Aug 28$0.060.170.7%0.06%0.80%386726

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 39,962
Total Puts 13,368
Put/Call Ratio 0.33
Net Difference 26,594

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 146,316
Total Puts 57,929
Average Put/Call Ratio 0.54
Ratio Trend Falling

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