Tour v526
IEF
iShares 7-10 Year Treasury Bond ETF
$93.23 -0.10%
8/27 18:36

Option Volume

Detail
Current (08/27) 29,074
Calls: 15,668 (54%)
Puts: 13,406 (46%)
Prior (08/26) 4,688
Calls: 3,366 (72%)
Puts: 1,322 (28%)
Current vs Prior +520.18%
Calls: +365.48% (Calls)
Puts: +914.07% (Puts)
Prior 7-Day Total 228,292
Calls: 166,315 (73%)
Puts: 61,977 (27%)
Prior 7-Day Average 32,613
Calls: 23,759 (73%)
Puts: 8,853 (27%)
Current vs Prior 7-Day Avg -10.85%
Calls: -34.06%
Puts: +51.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $612.5K
Calls: $188.8K (31%)
Puts: $423.7K (69%)
Prior (08/26) $413.3K
Calls: $239.4K (58%)
Puts: $173.9K (42%)
Current vs Prior +48.19%
Calls: -21.17%
Puts: +143.69%
Prior 7-Day Total $9.80M
Calls: $7.29M (74%)
Puts: $2.51M (26%)
Prior 7-Day Average $1.40M
Calls: $1.04M (74%)
Puts: $358.1K (26%)
Current vs Prior 7-Day Avg -56.24%
Calls: -81.87%
Puts: +18.30%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 0.86
Prior (08/26) 0.39
Current vs Prior +117.86%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +58.61%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/27) 356,972
Calls: 297,753 (83%)
Puts: 59,219 (17%)
Prior (08/26) 266,481
Calls: 191,474 (72%)
Puts: 75,007 (28%)
Current vs Prior +33.96%
Prior 7-Day Total 1,785,878
Calls: 1,241,718 (70%)
Puts: 544,160 (30%)
Prior 7-Day Average 255,125
Calls: 177,388 (70%)
Puts: 77,737 (30%)
Current vs Prior 7-Day Avg +39.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 0.64% | 1.07%1.39% | 2.30%
Prior 0.73% | 1.09%1.39% | 2.26%
Current vs Prior -11.68% | -1.87%+0.09% | +1.52%
Prior 7-Day Avg 0.70% | 1.02%0.84% | 1.95%
Current vs 7-Day Avg -7.81% | +4.82%+66.91% | +17.92%
Prior 7-Day Eod 0.73% | 1.09%1.39% | 2.26%
Current vs 7-Day Eod -11.68% | -1.87%+0.09% | +1.52%
Sentiment BULLISHBEARISH

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

Moderately bearish flow with 69% put dollar volume ($423.7K). Unusually high activity with volume up 520% vs prior - elevated interest. P/C ratio rising 118% - increased hedging/bearish positioning. Call-heavy open interest (297,753 calls vs 59,219 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 7 of results (avg 8.0%, best 6.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 181.261.34$1.306.2%201.00139
$88.00Aug 284.955.35$5.157.8%40.991
$93.00Sep 250.640.70$0.679.0%2670.54301
$88.50Aug 284.454.90$4.689.6%40.991
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Sep 181.071.15$1.117.2%10.7713.6K
$93.50Oct 20.870.94$0.917.7%9250.641.9K
$94.00Sep 111.041.13$1.098.3%10.831

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 15 found (avg $0.52, cheapest $0.37)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Sep 40.330.40$0.3718.9%210.601.1K
$94.00Sep 250.230.27$0.2516.0%1590.26145
$93.00Sep 180.540.60$0.5710.5%1020.5538.4K
$94.00Oct 20.280.33$0.3116.1%1500.28--
$93.00Sep 250.640.70$0.679.0%2670.54301
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Sep 110.340.41$0.3818.4%30.5320
$92.50Sep 180.230.27$0.2516.0%1060.343.1K
$93.00Sep 180.410.47$0.4413.6%1.2K0.5320.8K
$93.50Sep 40.590.66$0.6311.1%40.74--
$93.50Sep 110.640.71$0.6810.3%40.69--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 181.261.34$1.306.2%201.00139
$88.00Aug 284.955.35$5.157.8%40.991
$88.50Aug 284.454.90$4.689.6%40.991
$90.00Aug 282.983.55$3.2617.5%10.99--
$90.50Aug 282.523.00$2.7617.4%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Sep 111.041.13$1.098.3%10.831
$94.00Sep 181.071.15$1.117.2%10.7713.6K
$93.50Sep 40.590.66$0.6311.1%40.74--
$94.00Oct 21.011.48$1.2537.6%10.73884
$93.50Sep 110.640.71$0.6810.3%40.69--

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 25.0K, top 12.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.50Aug 280.020.06$0.04100.0%12.5K0.211.1K
$93.00Sep 250.640.70$0.679.0%2670.54301
$94.00Sep 250.230.27$0.2516.0%1590.26145
$94.00Oct 20.280.33$0.3116.1%1500.28--
$94.00Sep 180.160.21$0.1926.3%1170.2340.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 280.040.07$0.0650.0%8.2K0.26103
$93.00Sep 180.410.47$0.4413.6%1.2K0.5320.8K
$92.50Oct 20.390.44$0.4211.9%9250.411.8K
$93.50Oct 20.870.94$0.917.7%9250.641.9K
$92.50Sep 180.230.27$0.2516.0%1060.343.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 60.8%, max 93.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Aug 28Sep 257.6%4.2%81.1%2691.9K
$93.50Aug 28Oct 27.1%6.6%8.1%12.6K1.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Aug 28Oct 97.6%3.9%93.2%8.2K103

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 1.04, avg 2.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$93.50Aug 28$0.26$0.24$0.2674%0.92$93.26
$93.50$94.00Oct 2$0.18$0.32$0.1838%1.78$93.68
$93.00$93.50Sep 4$0.24$0.26$0.2460%1.08$93.24
$94.00$95.00Sep 25$0.16$0.84$0.1626%5.25$94.16
$93.00$94.00Sep 18$0.38$0.62$0.3855%1.63$93.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.50$92.50Oct 2$0.49$0.51$0.4964%1.04$93.01
$93.00$92.50Sep 18$0.19$0.31$0.1952%1.63$92.81
$93.50$93.00Sep 11$0.30$0.20$0.3069%0.67$93.20
$92.50$92.00Sep 18$0.11$0.39$0.1134%3.55$92.39
$93.00$92.50Sep 11$0.19$0.31$0.1953%1.63$92.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.20, avg 0.38)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$95.00Sep 25$0.16$0.16$0.8474%0.19$94.16
$93.50$94.00Oct 2$0.18$0.18$0.3262%0.56$93.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.50$90.50Oct 2$0.34$0.34$1.6659%0.20$92.16
$92.00$90.00Sep 18$0.11$0.11$1.8979%0.06$91.89
$93.00$92.50Sep 4$0.18$0.18$0.3250%0.56$92.82
$93.00$91.00Oct 9$0.52$0.52$1.4842%0.35$92.48
$93.00$92.50Sep 11$0.19$0.19$0.3147%0.61$92.81

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. 9 found (cheapest 0.39% of stock, avg 1.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Aug 28$0.30$0.06$0.36$92.64$93.360.39%
$93.00Sep 4$0.37$0.30$0.67$92.33$93.670.72%
$93.50Sep 4$0.13$0.63$0.76$92.74$94.260.82%
$93.50Sep 11$0.23$0.68$0.91$92.59$94.410.98%
$93.00Sep 18$0.57$0.44$1.01$91.99$94.011.08%
$94.00Sep 18$0.19$1.11$1.30$92.70$95.301.39%
$93.50Oct 2$0.49$0.91$1.40$92.10$94.901.50%
$92.00Sep 18$1.30$0.14$1.44$90.56$93.441.54%
$94.00Oct 2$0.31$1.25$1.56$92.44$95.561.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 0.05% of stock, avg 0.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.50$92.50Aug 28$0.04$0.01$0.05$92.45$93.55
$93.50$93.00Aug 28$0.04$0.06$0.10$92.90$93.60
$94.00$92.50Sep 4$0.04$0.12$0.16$92.34$94.16
$95.00$91.50Sep 25$0.09$0.10$0.19$91.31$95.19
$95.00$92.00Sep 18$0.06$0.14$0.20$91.80$95.20
$93.50$92.50Sep 4$0.13$0.12$0.25$92.25$93.75
$94.50$92.00Sep 18$0.10$0.14$0.24$91.76$94.74
$95.00$92.00Sep 25$0.09$0.17$0.26$91.74$95.26
$94.00$92.00Sep 18$0.19$0.14$0.33$91.67$94.33
$94.00$91.50Sep 25$0.25$0.10$0.35$91.15$94.35

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 1.86, cheapest $0.08)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$92.00$93.00$94.00Sep 18$0.35$0.6577%1.86
$93.00$94.00$95.00Sep 25$0.26$0.7443%2.85
$93.00$93.50$94.00Sep 4$0.15$0.3549%2.33
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$92.00$92.50$93.00Sep 18$0.08$0.4232%5.25
$92.50$93.00$93.50Sep 4$0.15$0.3548%2.33
$92.50$93.00$93.50Sep 11$0.11$0.3938%3.55
$93.00$93.50$94.00Sep 11$0.11$0.3930%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.08, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$96.001:2Sep 18$0.00$1.00
$93.50$94.001:2Oct 2-$0.13$0.37
$92.00$93.001:2Sep 18$0.16$0.84
$90.50$93.001:2Aug 28$2.16$0.34
$93.00$94.001:2Sep 25$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.50$93.001:2Sep 11-$0.08$0.42
$93.00$92.501:2Sep 18-$0.06$0.44
$94.00$93.501:2Sep 11-$0.27$0.23
$93.50$92.501:2Oct 2$0.07$0.93
$94.00$93.001:2Sep 18$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 0.48%, avg 0.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.50Oct 2$0.450.380.3%0.48%0.77%100225
$94.00Oct 2$0.280.280.8%0.30%1.13%150--
$94.00Sep 25$0.230.260.8%0.25%1.07%159145
$94.00Sep 18$0.160.230.8%0.17%1.00%11740.7K
$93.50Sep 11$0.200.330.3%0.21%0.50%10131
$95.00Sep 25$0.070.111.9%0.08%1.97%15--
$94.50Sep 18$0.080.141.4%0.09%1.45%3--
$93.50Sep 4$0.100.280.3%0.11%0.40%211.8K

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 15,668
Total Puts 13,406
Put/Call Ratio 0.86
Net Difference 2,262

Prior's Put/Call Breakdown

Total Calls 3,366
Total Puts 1,322
Put/Call Ratio 0.39
Net Difference 2,044

Prior 7-Day Put/Call Summary

Total Calls 166,315
Total Puts 61,977
Average Put/Call Ratio 0.54
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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