Tour v526
IEF
iShares 7-10 Year Treasury Bond ETF
$92.10 -0.33%
$92.11 (+0.01%)🌙
as of 09/01 06:37 PM
9/1 18:37

Option Volume

Detail
Current (09/01) 102,340
Calls: 31,512 (31%)
Puts: 70,828 (69%)
Prior (08/31) 113,485
Calls: 56,695 (50%)
Puts: 56,790 (50%)
Current vs Prior -9.82%
Calls: -44.42% (Calls)
Puts: +24.72% (Puts)
Prior 7-Day Total 301,889
Calls: 177,937 (59%)
Puts: 123,952 (41%)
Prior 7-Day Average 43,127
Calls: 25,419 (59%)
Puts: 17,707 (41%)
Current vs Prior 7-Day Avg +137.30%
Calls: +23.97%
Puts: +299.99%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01) $6.10M
Calls: $1.53M (25%)
Puts: $4.57M (75%)
Prior (08/31) $4.30M
Calls: $2.37M (55%)
Puts: $1.93M (45%)
Current vs Prior +41.85%
Calls: -35.36%
Puts: +136.35%
Prior 7-Day Total $12.62M
Calls: $7.58M (60%)
Puts: $5.04M (40%)
Prior 7-Day Average $1.80M
Calls: $1.08M (60%)
Puts: $719.6K (40%)
Current vs Prior 7-Day Avg +238.37%
Calls: +41.23%
Puts: +535.11%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01) 2.25
Prior (08/31) 1.00
Current vs Prior +124.39%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +166.95%
Sentiment BEARISH

Open Interest

Detail
Current (09/01) 463,841
Calls: 285,256 (61%)
Puts: 178,585 (39%)
Prior (08/31) 404,190
Calls: 267,491 (66%)
Puts: 136,699 (34%)
Current vs Prior +14.76%
Prior 7-Day Total 2,229,245
Calls: 1,565,847 (70%)
Puts: 663,398 (30%)
Prior 7-Day Average 318,463
Calls: 223,692 (70%)
Puts: 94,771 (30%)
Current vs Prior 7-Day Avg +45.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 0.83% | 1.09%1.31% | 2.29%
Prior 0.96% | 1.12%1.33% | 2.24%
Current vs Prior -14.01% | -3.18%-0.94% | +2.15%
Prior 7-Day Avg 0.75% | 1.07%1.10% | 2.07%
Current vs 7-Day Avg +9.91% | +1.78%+19.60% | +10.57%
Prior 7-Day Eod 0.96% | 1.12%1.33% | 2.24%
Current vs 7-Day Eod -14.01% | -3.18%-0.94% | +2.15%
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

Moderately bearish flow with 75% put dollar volume ($4.57M). Dollar volume significantly above 7-day average (238% higher). Volume explosion - 137% above 7-day average (102,340 vs avg 43,127). Extreme bearish P/C ratio of 2.25 - heavy put buying.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 28 of results (avg 7.0%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 180.610.64$0.634.8%15.1K0.56159
$92.00Oct 160.890.94$0.925.4%580.4951
$91.50Sep 110.810.86$0.846.0%10.78--
$92.00Sep 110.460.49$0.486.2%160.57--
$92.00Sep 40.310.33$0.326.3%1290.60--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 42.832.95$2.894.2%11.005
$93.00Sep 250.940.98$0.964.2%100.721.1K
$93.00Oct 91.131.18$1.154.3%1.1K0.70308
$93.00Oct 161.161.22$1.195.0%9380.6910.8K
$93.50Oct 91.501.58$1.545.2%1.9K0.792.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 37 found (avg $0.46, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 40.310.33$0.326.3%1290.60--
$92.50Sep 110.210.23$0.229.1%1810.35--
$93.00Sep 180.160.19$0.1816.7%1.3K0.2438.3K
$92.00Sep 110.460.49$0.486.2%160.57--
$92.50Sep 180.340.37$0.368.3%11.0K0.3935.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 40.140.17$0.1618.8%420.404.2K
$91.50Sep 110.100.12$0.1118.2%200.23--
$92.50Sep 40.420.46$0.449.1%240.76395
$92.00Sep 110.240.27$0.2611.5%30.44--
$91.50Sep 180.160.19$0.1816.7%1330.273.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Sep 43.455.30$4.3842.2%10.99--
$87.50Sep 43.354.75$4.0534.6%70.99--
$88.00Sep 42.554.25$3.4050.0%60.99--
$91.50Sep 110.810.86$0.846.0%10.78--
$92.00Sep 40.310.33$0.326.3%1290.60--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 42.832.95$2.894.2%11.005
$98.00Sep 44.157.65$5.9059.3%11.00--
$98.50Sep 46.308.15$7.2325.6%11.00--
$93.00Sep 40.840.95$0.9012.2%190.97--
$95.00Oct 162.683.20$2.9417.7%10.91--

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 66.1K, top 16.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 180.610.64$0.634.8%15.1K0.56159
$92.50Sep 180.340.37$0.368.3%11.0K0.3935.3K
$93.00Sep 180.160.19$0.1816.7%1.3K0.2438.3K
$93.00Oct 20.300.33$0.329.4%1.1K0.29514
$92.50Sep 250.440.47$0.456.7%3730.417
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Oct 160.300.33$0.329.4%16.0K0.30269
$92.00Oct 160.600.66$0.639.5%11.3K0.5349.4K
$92.50Oct 90.810.86$0.846.0%1.9K0.612.0K
$93.50Oct 91.501.58$1.545.2%1.9K0.792.0K
$92.00Oct 90.560.60$0.586.9%1.1K0.521

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 29.2%, max 51.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 4Oct 166.6%4.3%51.5%18751
$92.50Sep 4Sep 256.9%6.6%4.2%6631.0K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 4Oct 166.6%4.3%51.5%11.4K53.6K
$91.00Sep 18Oct 165.7%5.2%9.7%16.0K10.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 0.52, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$87.00$87.50Sep 4$0.33$0.17$0.3399%0.52$87.33
$94.00$95.00Oct 16$0.10$0.90$0.1016%9.00$94.10
$93.00$93.50Sep 25$0.12$0.38$0.1228%3.17$93.12
$92.00$92.50Sep 4$0.23$0.27$0.2360%1.17$92.23
$92.50$93.00Sep 25$0.19$0.31$0.1941%1.63$92.69
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$92.00Oct 16$0.56$0.44$0.5669%0.79$92.44
$92.00$91.00Oct 16$0.31$0.69$0.3153%2.23$91.69
$92.00$91.50Oct 9$0.18$0.32$0.1852%1.78$91.82
$93.00$92.50Oct 9$0.31$0.19$0.3170%0.61$92.69
$92.50$92.00Sep 18$0.24$0.26$0.2461%1.08$92.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.33, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$94.00Oct 16$0.25$0.25$0.7569%0.33$93.25
$92.50$93.00Sep 18$0.18$0.18$0.3261%0.56$92.68
$92.50$93.00Sep 11$0.14$0.14$0.3665%0.39$92.64
$92.50$93.00Sep 25$0.19$0.19$0.3159%0.61$92.69
$93.00$93.50Sep 25$0.12$0.12$0.3872%0.32$93.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$91.50Sep 4$0.12$0.12$0.3860%0.32$91.88
$92.00$91.50Sep 11$0.15$0.15$0.3556%0.43$91.85
$92.00$91.50Sep 18$0.16$0.16$0.3455%0.47$91.84
$91.00$90.00Oct 16$0.17$0.17$0.8370%0.20$90.83
$92.00$91.00Oct 2$0.32$0.32$0.6850%0.47$91.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.13, cheapest $0.10)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Sep 4Sep 11$0.166.6%5.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Sep 4Sep 11$0.106.6%5.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 0.52% of stock, avg 1.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$92.00Sep 4$0.32$0.16$0.48$91.52$92.480.52%
$92.50Sep 4$0.09$0.44$0.53$91.97$93.030.58%
$92.00Sep 11$0.48$0.26$0.74$91.26$92.740.80%
$92.50Sep 11$0.22$0.52$0.74$91.76$93.240.80%
$93.00Sep 4$0.02$0.90$0.92$92.08$93.921.00%
$92.50Sep 18$0.36$0.58$0.94$91.56$93.441.02%
$91.50Sep 11$0.84$0.11$0.95$90.55$92.451.03%
$92.00Sep 18$0.63$0.34$0.97$91.03$92.971.05%
$93.00Sep 11$0.08$0.91$0.99$92.01$93.991.07%
$92.50Sep 25$0.45$0.63$1.08$91.42$93.581.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 46 found (cheapest 0.07% of stock, avg 0.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$91.50Sep 4$0.02$0.04$0.06$91.44$93.06
$94.00$90.00Sep 18$0.04$0.03$0.07$89.93$94.07
$94.00$90.50Sep 18$0.04$0.05$0.09$90.41$94.09
$93.50$90.00Sep 18$0.08$0.03$0.11$89.89$93.61
$93.50$90.50Sep 18$0.08$0.05$0.13$90.37$93.63
$94.00$91.00Sep 18$0.04$0.09$0.13$90.87$94.13
$92.50$91.50Sep 4$0.09$0.04$0.13$91.37$92.63
$93.50$91.50Sep 11$0.03$0.11$0.14$91.36$93.64
$93.50$91.00Sep 18$0.08$0.09$0.17$90.83$93.67
$93.00$91.50Sep 11$0.08$0.11$0.19$91.31$93.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.72, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/9193/94Oct 16$0.42$0.5839%0.72$90.58$93.42
90/9194/95Oct 16$0.27$0.7354%0.37$90.73$94.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$91.50$92.00$92.50Sep 11$0.10$0.4043%4.00
$92.00$92.50$93.00Sep 4$0.16$0.3452%2.12
$92.00$92.50$93.00Sep 11$0.12$0.3840%3.17
$92.00$92.50$93.00Sep 18$0.09$0.4131%4.56
$94.00$95.00$96.00Oct 16$0.06$0.9412%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$91.00$92.00Oct 16$0.14$0.8638%6.14
$91.50$92.00$92.50Sep 4$0.16$0.3463%2.13
$91.50$92.00$92.50Sep 11$0.11$0.3943%3.55
$91.50$92.00$92.50Sep 18$0.08$0.4234%5.25
$91.00$91.50$92.00Sep 18$0.07$0.4329%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.07, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.50$92.001:2Sep 11-$0.12$0.38
$92.00$92.501:2Sep 18-$0.09$0.41
$92.50$93.001:2Sep 25-$0.07$0.43
$96.00$98.001:2Oct 16-$0.01$1.99
$88.00$92.001:2Sep 4$2.76$1.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$92.001:2Oct 16-$0.07$0.93
$93.00$92.501:2Sep 11-$0.13$0.37
$92.50$92.001:2Sep 18-$0.10$0.40
$93.00$92.501:2Sep 18-$0.22$0.28
$93.00$92.501:2Sep 25-$0.30$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 0.46%, avg 0.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Oct 16$0.420.311.0%0.46%1.43%6510.7K
$92.50Sep 25$0.440.410.4%0.48%0.91%3737
$93.00Oct 2$0.300.291.0%0.33%1.30%1.1K514
$92.50Sep 18$0.340.390.4%0.37%0.80%11.0K35.3K
$93.00Sep 25$0.240.281.0%0.26%1.24%37272
$94.00Oct 16$0.170.172.1%0.18%2.25%3825.5K
$93.50Oct 9$0.200.201.5%0.22%1.74%1--
$93.00Sep 18$0.160.241.0%0.17%1.15%1.3K38.3K
$93.50Sep 25$0.120.171.5%0.13%1.65%171--
$92.50Sep 11$0.210.350.4%0.23%0.66%181--

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 31,512
Total Puts 70,828
Put/Call Ratio 2.25
Net Difference -39,316

Prior's Put/Call Breakdown

Total Calls 56,695
Total Puts 56,790
Put/Call Ratio 1.00
Net Difference -95

Prior 7-Day Put/Call Summary

Total Calls 177,937
Total Puts 123,952
Average Put/Call Ratio 0.84
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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