Tour v526
IEF
iShares 7-10 Year Treasury Bond ETF
$92.28 +0.11%
$92.23 (-0.05%)🌙
as of 09/03 06:34 PM
9/3 18:34

Option Volume

Detail
Current (09/03) 106,798
Calls: 81,498 (76%)
Puts: 25,300 (24%)
Prior (09/02) 15,161
Calls: 8,834 (58%)
Puts: 6,327 (42%)
Current vs Prior +604.43%
Calls: +822.55% (Calls)
Puts: +299.87% (Puts)
Prior 7-Day Total 358,412
Calls: 175,592 (49%)
Puts: 182,820 (51%)
Prior 7-Day Average 51,201
Calls: 25,084 (49%)
Puts: 26,117 (51%)
Current vs Prior 7-Day Avg +108.58%
Calls: +224.89%
Puts: -3.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $8.65M
Calls: $4.72M (55%)
Puts: $3.93M (45%)
Prior (09/02) $604.3K
Calls: $179.0K (30%)
Puts: $425.3K (70%)
Current vs Prior +1331.75%
Calls: +2535.59%
Puts: +825.05%
Prior 7-Day Total $16.71M
Calls: $7.36M (44%)
Puts: $9.35M (56%)
Prior 7-Day Average $2.39M
Calls: $1.05M (44%)
Puts: $1.34M (56%)
Current vs Prior 7-Day Avg +262.43%
Calls: +348.96%
Puts: +194.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 0.31
Prior (09/02) 0.72
Current vs Prior -56.66%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -67.67%
Sentiment BULLISH

Open Interest

Detail
Current (09/03) 457,406
Calls: 312,488 (68%)
Puts: 144,918 (32%)
Prior (09/02) 373,535
Calls: 251,040 (67%)
Puts: 122,495 (33%)
Current vs Prior +22.45%
Prior 7-Day Total 2,566,031
Calls: 1,775,611 (69%)
Puts: 790,420 (31%)
Prior 7-Day Average 366,575
Calls: 253,658 (69%)
Puts: 112,917 (31%)
Current vs Prior 7-Day Avg +24.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 0.64% | 0.96%1.21% | 2.20%
Prior 0.73% | 1.00%1.24% | 2.21%
Current vs Prior -12.04% | -3.37%-1.86% | -0.60%
Prior 7-Day Avg 0.81% | 1.10%1.35% | 2.26%
Current vs 7-Day Avg -21.16% | -12.19%-10.24% | -2.81%
Prior 7-Day Eod 0.73% | 1.00%1.24% | 2.21%
Current vs 7-Day Eod -12.04% | -3.37%-1.86% | -0.60%
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

Massive premium surge with dollar volume up 1332% vs prior. Dollar volume significantly above 7-day average (262% higher). Unusually high activity with volume up 604% vs prior - elevated interest. Volume explosion - 109% above 7-day average (106,798 vs avg 51,201).

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 BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 18 of results (avg 6.3%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 110.510.54$0.535.7%10.68--
$92.00Sep 180.660.70$0.685.9%50.6215.2K
$92.00Oct 160.951.01$0.986.1%170.55103
$91.00Sep 181.451.55$1.506.7%20.90--
$92.00Oct 20.840.90$0.876.9%60.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Sep 183.653.80$3.724.0%1.0K1.00--
$94.00Oct 161.801.88$1.844.3%100.82--
$95.00Sep 182.662.78$2.724.4%5.7K0.96--
$93.50Oct 21.341.41$1.385.1%10.791.1K
$102.00Sep 49.4510.00$9.735.7%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 23 found (avg $0.47, cheapest $0.24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 110.220.25$0.2412.5%120.412.1K
$93.00Sep 180.170.20$0.1915.8%3.3K0.2730.1K
$93.50Sep 250.130.15$0.1414.3%100.19--
$92.00Sep 110.510.54$0.535.7%10.68--
$92.50Sep 180.360.40$0.3810.5%11.2K0.4345.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 110.330.39$0.3616.7%2920.60330
$92.00Sep 180.230.26$0.2512.0%3.3K0.3840.3K
$93.00Sep 40.650.78$0.7218.1%2711.00--
$92.50Sep 180.410.48$0.4415.9%80.57--
$93.00Sep 110.680.76$0.7211.1%750.8275

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.50Sep 43.554.10$3.8314.4%10.99--
$89.00Sep 43.053.60$3.3316.5%10.99--
$91.00Sep 181.451.55$1.506.7%20.90--
$92.00Sep 40.310.39$0.3522.9%1100.831.2K
$92.00Sep 110.510.54$0.535.7%10.68--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Sep 40.650.78$0.7218.1%2711.00--
$101.00Sep 48.459.05$8.756.9%11.00--
$102.00Sep 49.4510.00$9.735.7%11.00--
$96.00Sep 183.653.80$3.724.0%1.0K1.00--
$95.00Sep 182.662.78$2.724.4%5.7K0.96--

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 54.4K, top 11.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 180.360.40$0.3810.5%11.2K0.4345.6K
$92.50Sep 40.060.08$0.0728.6%6.2K0.313.6K
$93.00Oct 20.320.37$0.3514.3%3.5K0.31711
$93.00Sep 180.170.20$0.1915.8%3.3K0.2730.1K
$94.00Sep 110.010.02$0.0250.0%3.0K0.0497
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Sep 181.671.77$1.725.8%6.9K0.92--
$95.00Sep 182.662.78$2.724.4%5.7K0.96--
$92.00Sep 180.230.26$0.2512.0%3.3K0.3840.3K
$93.00Oct 161.011.09$1.057.6%3.1K0.6710.9K
$96.00Sep 183.653.80$3.724.0%1.0K1.00--

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 40.8%, max 65.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 4Oct 167.3%4.4%65.4%1271.3K
$92.50Sep 4Sep 257.6%6.5%16.1%6.3K3.9K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 4Oct 167.3%4.4%65.4%11646.3K
$92.50Sep 4Sep 257.6%6.5%16.1%320424

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 0.92, avg 4.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$92.50Sep 4$0.28$0.22$0.2883%0.79$92.28
$92.00$92.50Sep 11$0.29$0.21$0.2968%0.72$92.29
$94.00$96.00Oct 16$0.14$1.86$0.1418%13.29$94.14
$92.50$93.00Sep 18$0.19$0.31$0.1943%1.63$92.69
$92.00$92.50Sep 18$0.30$0.20$0.3062%0.67$92.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$92.00Oct 16$0.52$0.48$0.5267%0.92$92.48
$93.00$92.00Oct 9$0.54$0.46$0.5468%0.85$92.46
$92.00$91.00Oct 16$0.28$0.72$0.2848%2.57$91.72
$92.50$92.00Sep 18$0.19$0.31$0.1957%1.63$92.31
$92.50$92.00Sep 25$0.22$0.28$0.2255%1.27$92.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.02, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$94.00Oct 16$0.25$0.25$0.7567%0.33$93.25
$93.00$94.00Sep 18$0.14$0.14$0.8673%0.16$93.14
$92.50$93.00Sep 11$0.16$0.16$0.3460%0.47$92.66
$93.00$93.50Oct 2$0.15$0.15$0.3569%0.43$93.15
$93.00$93.50Sep 25$0.14$0.14$0.3669%0.39$93.14
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$91.00$81.00Oct 16$0.24$0.24$9.7675%0.02$90.76
$92.00$91.50Sep 18$0.13$0.13$0.3762%0.35$91.87
$92.00$91.00Oct 16$0.28$0.28$0.7252%0.39$91.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.17, cheapest $0.17)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.50Sep 4Sep 11$0.177.6%6.0%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 0.34% of stock, avg 1.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$92.50Sep 4$0.07$0.24$0.31$92.19$92.810.34%
$92.00Sep 4$0.35$0.03$0.38$91.62$92.380.41%
$92.50Sep 11$0.24$0.36$0.60$91.90$93.100.65%
$92.00Sep 11$0.53$0.14$0.67$91.33$92.670.73%
$93.00Sep 4$0.01$0.72$0.73$92.27$93.730.79%
$93.00Sep 11$0.08$0.72$0.80$92.20$93.800.87%
$92.50Sep 18$0.38$0.44$0.82$91.68$93.320.89%
$92.00Sep 18$0.68$0.25$0.93$91.07$92.931.01%
$93.00Sep 18$0.19$0.78$0.97$92.03$93.971.05%
$92.50Sep 25$0.49$0.50$0.99$91.51$93.491.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.04% of stock, avg 0.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$92.00Sep 4$0.01$0.03$0.04$91.96$93.04
$92.50$92.00Sep 4$0.07$0.03$0.10$91.90$92.60
$94.00$91.50Sep 18$0.05$0.12$0.17$91.33$94.17
$93.50$92.00Sep 11$0.03$0.14$0.17$91.83$93.67
$93.00$92.00Sep 11$0.08$0.14$0.22$91.78$93.22
$93.00$91.50Sep 18$0.19$0.12$0.31$91.19$93.31
$96.00$91.00Oct 16$0.06$0.25$0.31$90.69$96.31
$92.50$92.00Sep 11$0.24$0.14$0.38$91.62$92.88
$94.00$92.00Sep 18$0.05$0.25$0.30$91.70$94.30
$94.00$91.00Oct 16$0.20$0.25$0.45$90.55$94.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.04, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
81/9194/96Oct 16$0.38$9.6257%0.04$90.62$94.38
81/9193/94Oct 16$0.49$9.5141%0.05$90.51$93.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 1.27, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.00$92.50$93.00Sep 4$0.22$0.2878%1.27
$92.00$92.50$93.00Sep 11$0.13$0.3749%2.85
$92.50$93.00$93.50Sep 4$0.06$0.4429%7.33
$93.00$94.00$95.00Sep 18$0.11$0.8923%8.09
$92.50$93.00$93.50Sep 25$0.07$0.4326%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$93.00$94.00$95.00Sep 18$0.06$0.9423%15.67
$92.00$92.50$93.00Sep 4$0.27$0.2383%0.85
$91.50$92.00$92.50Sep 18$0.06$0.4436%7.33
$92.00$92.50$93.00Sep 11$0.14$0.3650%2.57
$91.00$92.00$93.00Oct 16$0.24$0.7642%3.17

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 $-0.26, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$92.00$92.501:2Sep 18-$0.08$0.42
$92.50$93.001:2Sep 25-$0.07$0.43
$93.00$93.501:2Oct 2-$0.05$0.45
$96.50$98.001:2Sep 25-$0.02$1.48
$91.00$92.001:2Sep 18$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$94.00$93.001:2Oct 16-$0.26$0.74
$95.00$94.001:2Sep 18-$0.72$0.28
$93.50$93.001:2Sep 11-$0.21$0.29
$93.00$92.501:2Sep 18-$0.10$0.40
$92.50$92.001:2Sep 25-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 0.47%, avg 0.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Oct 16$0.430.330.8%0.47%1.25%5810.9K
$92.50Sep 25$0.470.450.2%0.51%0.75%115260
$93.00Oct 2$0.320.310.8%0.35%1.13%3.5K711
$94.00Oct 16$0.180.181.9%0.20%2.06%2.3K25.6K
$93.00Sep 25$0.260.310.8%0.28%1.06%10--
$92.50Sep 18$0.360.430.2%0.39%0.63%11.2K45.6K
$93.50Oct 2$0.170.211.3%0.18%1.51%1--
$93.00Sep 18$0.170.270.8%0.18%0.96%3.3K30.1K
$93.50Sep 25$0.130.191.3%0.14%1.46%10--
$94.00Oct 2$0.100.141.9%0.11%1.97%27153

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 81,498
Total Puts 25,300
Put/Call Ratio 0.31
Net Difference 56,198

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 175,592
Total Puts 182,820
Average Put/Call Ratio 0.96
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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