Tour v526
IEF
iShares 7-10 Year Treasury Bond ETF
$92.18 +0.09%
$92.22 (+0.04%)🌙
as of 09/02 06:34 PM
9/2 18:34

Option Volume

Detail
Current (09/02) 15,161
Calls: 8,834 (58%)
Puts: 6,327 (42%)
Prior (09/01) 102,340
Calls: 31,512 (31%)
Puts: 70,828 (69%)
Current vs Prior -85.19%
Calls: -71.97% (Calls)
Puts: -91.07% (Puts)
Prior 7-Day Total 396,581
Calls: 206,720 (52%)
Puts: 189,861 (48%)
Prior 7-Day Average 56,654
Calls: 29,531 (52%)
Puts: 27,123 (48%)
Current vs Prior 7-Day Avg -73.24%
Calls: -70.09%
Puts: -76.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $604.3K
Calls: $179.0K (30%)
Puts: $425.3K (70%)
Prior (09/01) $6.10M
Calls: $1.53M (25%)
Puts: $4.57M (75%)
Current vs Prior -90.09%
Calls: -88.30%
Puts: -90.69%
Prior 7-Day Total $18.55M
Calls: $9.04M (49%)
Puts: $9.51M (51%)
Prior 7-Day Average $2.65M
Calls: $1.29M (49%)
Puts: $1.36M (51%)
Current vs Prior 7-Day Avg -77.20%
Calls: -86.14%
Puts: -68.70%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/02) 0.72
Prior (09/01) 2.25
Current vs Prior -68.14%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -20.91%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02) 373,535
Calls: 251,040 (67%)
Puts: 122,495 (33%)
Prior (09/01) 463,841
Calls: 285,256 (61%)
Puts: 178,585 (39%)
Current vs Prior -19.47%
Prior 7-Day Total 2,473,103
Calls: 1,715,823 (69%)
Puts: 757,280 (31%)
Prior 7-Day Average 353,300
Calls: 245,117 (69%)
Puts: 108,182 (31%)
Current vs Prior 7-Day Avg +5.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 0.73% | 1.00%1.24% | 2.21%
Prior 0.83% | 1.09%1.31% | 2.29%
Current vs Prior -11.92% | -8.08%-5.87% | -3.40%
Prior 7-Day Avg 0.84% | 1.13%1.25% | 2.22%
Current vs 7-Day Avg -13.10% | -12.02%-1.38% | -0.43%
Prior 7-Day Eod 0.83% | 1.09%1.31% | 2.29%
Current vs 7-Day Eod -11.92% | -8.08%-5.87% | -3.40%
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 70% put dollar volume ($425.3K). Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 85% vs prior. P/C ratio dropping 68% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 34 of results (avg 5.3%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.50Oct 91.211.24$1.232.4%10.68--
$92.00Sep 180.630.65$0.643.1%310.6015.2K
$92.00Oct 160.920.95$0.943.2%10.51102
$93.00Sep 250.250.26$0.263.8%50.29289
$92.00Sep 110.490.51$0.504.0%20.63--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Oct 21.021.05$1.042.9%220.70420
$93.00Sep 180.820.85$0.843.6%100.7623.5K
$93.00Oct 161.081.12$1.103.6%660.6811.0K
$92.00Sep 180.260.27$0.273.7%50.40--
$93.00Oct 91.051.09$1.073.7%10.70--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 33 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 40.070.08$0.0812.5%2.7K0.281.2K
$92.00Sep 40.320.34$0.336.1%1.2K0.72113
$93.50Sep 180.070.08$0.0812.5%860.133.2K
$92.50Sep 110.220.23$0.234.3%500.382.1K
$93.00Sep 180.170.18$0.185.6%3.2K0.2537.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 40.320.35$0.348.8%210.78--
$92.00Sep 110.170.19$0.1811.1%3700.3738
$91.50Sep 180.120.14$0.1315.4%910.233.3K
$92.50Sep 110.410.43$0.424.8%200.63--
$92.00Sep 180.260.27$0.273.7%50.40--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Sep 46.156.55$6.356.3%20.99--
$87.00Sep 43.555.55$4.5544.0%20.99--
$91.50Sep 180.991.04$1.024.9%10.77--
$92.00Sep 40.320.34$0.336.1%1.2K0.72113
$91.50Oct 91.211.24$1.232.4%10.68--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.50Sep 41.241.35$1.308.5%11.001
$93.00Sep 110.770.84$0.818.6%30.85777
$94.00Oct 161.701.96$1.8314.2%1.8K0.833.8K
$92.50Sep 40.320.35$0.348.8%210.78--
$93.00Sep 180.820.85$0.843.6%100.7623.5K

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 14.4K, top 3.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Sep 180.170.18$0.185.6%3.2K0.2537.9K
$92.50Sep 40.070.08$0.0812.5%2.7K0.281.2K
$92.00Sep 40.320.34$0.336.1%1.2K0.72113
$93.00Oct 160.420.44$0.434.7%2400.3210.7K
$95.00Oct 160.070.09$0.0825.0%2000.08--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 40.060.08$0.0728.6%3.6K0.284.2K
$94.00Oct 161.701.96$1.8314.2%1.8K0.833.8K
$92.00Sep 110.170.19$0.1811.1%3700.3738
$92.00Oct 160.540.58$0.567.1%1410.5147.4K
$91.50Sep 180.120.14$0.1315.4%910.233.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 43.7%, max 43.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 4Oct 166.1%4.3%43.7%1.2K215
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 4Oct 166.1%4.3%43.7%3.7K51.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 0.85, avg 3.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$92.50Sep 4$0.25$0.25$0.2572%1.00$92.25
$92.00$92.50Sep 11$0.27$0.23$0.2763%0.85$92.27
$93.00$93.50Sep 25$0.12$0.38$0.1229%3.17$93.12
$92.00$92.50Sep 18$0.28$0.22$0.2860%0.79$92.28
$92.50$93.00Sep 18$0.18$0.32$0.1841%1.78$92.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$92.00Oct 16$0.54$0.46$0.5468%0.85$92.46
$93.00$92.00Oct 9$0.55$0.45$0.5570%0.82$92.45
$92.00$91.00Oct 16$0.29$0.71$0.2951%2.45$91.71
$93.00$92.00Oct 2$0.57$0.43$0.5770%0.75$92.43
$92.00$91.50Oct 9$0.18$0.32$0.1850%1.78$91.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.14, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.50$93.50Oct 9$0.35$0.35$0.6559%0.54$92.85
$93.00$94.00Oct 16$0.25$0.25$0.7568%0.33$93.25
$92.50$93.00Sep 11$0.15$0.15$0.3562%0.43$92.65
$92.50$93.00Sep 25$0.20$0.20$0.3057%0.67$92.70
$93.50$95.00Sep 25$0.11$0.11$1.3982%0.08$93.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$88.50Oct 2$0.44$0.44$3.0653%0.14$91.56
$91.00$84.00Oct 16$0.25$0.25$6.7573%0.04$90.75
$92.00$91.00Sep 11$0.15$0.15$0.8563%0.18$91.85
$92.00$91.50Sep 18$0.14$0.14$0.3660%0.39$91.86
$92.00$91.50Oct 9$0.18$0.18$0.3250%0.56$91.82

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. 15 found (cheapest 0.43% of stock, avg 1.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$92.00Sep 4$0.33$0.07$0.40$91.60$92.400.43%
$92.50Sep 4$0.08$0.34$0.42$92.08$92.920.46%
$92.50Sep 11$0.23$0.42$0.65$91.85$93.150.71%
$92.00Sep 11$0.50$0.18$0.68$91.32$92.680.74%
$92.50Sep 18$0.36$0.50$0.86$91.64$93.360.93%
$93.00Sep 11$0.08$0.81$0.89$92.11$93.890.97%
$92.00Sep 18$0.64$0.27$0.91$91.09$92.910.99%
$92.50Sep 25$0.46$0.54$1.00$91.50$93.501.08%
$93.00Sep 18$0.18$0.84$1.02$91.98$94.021.11%
$91.50Sep 18$1.02$0.13$1.15$90.35$92.651.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.07% of stock, avg 0.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.50$91.00Sep 11$0.03$0.03$0.06$90.94$93.56
$92.50$91.50Sep 4$0.08$0.01$0.09$91.41$92.59
$93.00$91.00Sep 11$0.08$0.03$0.11$90.89$93.11
$92.50$92.00Sep 4$0.08$0.07$0.15$91.85$92.65
$94.00$91.50Sep 18$0.04$0.13$0.17$91.33$94.17
$93.50$91.50Sep 18$0.08$0.13$0.21$91.29$93.71
$93.50$92.00Sep 11$0.03$0.18$0.21$91.79$93.71
$93.00$92.00Sep 11$0.08$0.18$0.26$91.74$93.26
$93.00$91.50Sep 18$0.18$0.13$0.31$91.19$93.31
$92.50$91.00Sep 11$0.23$0.03$0.26$90.74$92.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.08, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
84/9193/94Oct 16$0.50$6.5041%0.08$90.50$93.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 1.78, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.00$92.50$93.00Sep 4$0.18$0.3269%1.78
$92.00$92.50$93.00Sep 11$0.12$0.3845%3.17
$91.50$92.00$92.50Sep 18$0.10$0.4036%4.00
$92.50$93.00$93.50Sep 4$0.07$0.4326%6.14
$92.00$92.50$93.00Sep 18$0.10$0.4034%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$91.50$92.00$92.50Sep 4$0.21$0.2973%1.38
$91.50$92.00$92.50Sep 18$0.09$0.4136%4.56
$91.00$92.00$93.00Oct 16$0.25$0.7541%3.00
$92.00$92.50$93.00Sep 11$0.15$0.3548%2.33
$92.00$93.00$94.00Oct 16$0.19$0.8132%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.37, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$92.00$92.501:2Sep 18-$0.08$0.42
$92.50$93.001:2Sep 25-$0.06$0.44
$91.50$92.001:2Sep 18-$0.26$0.24
$94.00$95.001:2Sep 18$0.00$1.00
$96.00$97.501:2Sep 25-$0.02$1.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$94.00$93.001:2Oct 16-$0.37$0.63
$93.00$92.501:2Sep 18-$0.16$0.34
$92.50$92.001:2Sep 25-$0.08$0.42
$92.00$91.501:2Oct 9-$0.16$0.34
$93.00$92.001:2Oct 2$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 0.61%, avg 0.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$92.50Oct 9$0.560.410.3%0.61%0.95%33--
$93.00Oct 16$0.420.320.9%0.46%1.35%24010.7K
$92.50Oct 2$0.520.410.3%0.56%0.91%110--
$92.50Sep 25$0.450.430.3%0.49%0.84%61212
$93.00Sep 25$0.250.290.9%0.27%1.16%5289
$93.50Oct 9$0.210.211.4%0.23%1.66%256
$92.50Sep 18$0.350.410.3%0.38%0.73%54--
$94.00Oct 16$0.170.172.0%0.18%2.16%14225.5K
$94.00Oct 9$0.120.142.0%0.13%2.10%45
$93.00Sep 18$0.170.250.9%0.18%1.07%3.2K37.9K

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 8,834
Total Puts 6,327
Put/Call Ratio 0.72
Net Difference 2,507

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 206,720
Total Puts 189,861
Average Put/Call Ratio 0.91
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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