Tour v527
IEF
iShares 7-10 Year Treasury Bond ETF
$91.01 -0.19%
$91.08 (+0.08%)🌙
as of 09/11 06:35 PM
9/11 18:35

Option Volume

Detail
Current (09/11) 68,873
Calls: 48,214 (70%)
Puts: 20,659 (30%)
Prior (09/10) 289,845
Calls: 199,640 (69%)
Puts: 90,205 (31%)
Current vs Prior -76.24%
Calls: -75.85% (Calls)
Puts: -77.10% (Puts)
Prior 7-Day Total 654,023
Calls: 393,966 (60%)
Puts: 260,057 (40%)
Prior 7-Day Average 93,431
Calls: 56,280 (60%)
Puts: 37,151 (40%)
Current vs Prior 7-Day Avg -26.29%
Calls: -14.33%
Puts: -44.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $2.50M
Calls: $1.26M (50%)
Puts: $1.24M (50%)
Prior (09/10) $17.31M
Calls: $4.31M (25%)
Puts: $13.00M (75%)
Current vs Prior -85.54%
Calls: -70.72%
Puts: -90.45%
Prior 7-Day Total $51.42M
Calls: $23.73M (46%)
Puts: $27.69M (54%)
Prior 7-Day Average $7.35M
Calls: $3.39M (46%)
Puts: $3.96M (54%)
Current vs Prior 7-Day Avg -65.92%
Calls: -62.76%
Puts: -68.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.43
Prior (09/10) 0.45
Current vs Prior -5.17%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -53.44%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 617,982
Calls: 442,428 (72%)
Puts: 175,554 (28%)
Prior (09/10) 573,758
Calls: 331,253 (58%)
Puts: 242,505 (42%)
Current vs Prior +7.71%
Prior 7-Day Total 3,217,987
Calls: 2,059,966 (64%)
Puts: 1,158,021 (36%)
Prior 7-Day Average 459,712
Calls: 294,280 (64%)
Puts: 165,431 (36%)
Current vs Prior 7-Day Avg +34.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 0.57% | 1.09%1.09% | 2.30%
Prior 0.78% | 1.25%1.25% | 2.39%
Current vs Prior +39.70% | +4.58%-13.00% | -3.95%
Prior 7-Day Avg 0.78% | 1.09%1.20% | 2.23%
Current vs 7-Day Avg +40.11% | +19.59%-9.02% | +3.20%
Prior 7-Day Eod 0.78% | 1.25%1.25% | 2.39%
Current vs 7-Day Eod +39.70% | +4.58%-13.00% | -3.95%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 76% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (48,214 calls vs 20,659 puts). Call-heavy open interest (442,428 calls vs 175,554 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 40 of results (avg 5.7%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.50Oct 231.181.22$1.203.3%10.60--
$91.00Oct 230.860.89$0.883.4%90.46--
$91.00Sep 250.520.54$0.533.8%2100.5150
$90.50Oct 90.991.03$1.014.0%210.62--
$90.50Oct 20.940.98$0.964.2%10.633
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Sep 184.905.05$4.973.0%51.0020
$91.50Oct 20.850.88$0.873.4%30.65--
$94.00Sep 182.943.05$3.003.7%1.1K1.00--
$95.00Sep 183.904.05$3.973.8%3001.00--
$92.00Oct 161.281.33$1.313.8%520.7245.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 39 found (avg $0.38, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.50Sep 180.170.19$0.1811.1%5.0K0.3175
$92.50Sep 250.070.08$0.0812.5%3270.12451
$92.00Sep 250.140.16$0.1513.3%280.22--
$91.00Sep 180.380.40$0.395.1%1.3K0.52408
$92.50Oct 20.110.13$0.1216.7%2610.15256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 180.050.06$0.0616.7%50.12--
$91.50Sep 110.430.52$0.4818.8%110.96--
$90.50Sep 180.120.14$0.1315.4%60.2615.3K
$91.00Sep 180.280.30$0.296.9%4.1K0.4811.3K
$90.00Sep 250.100.12$0.1118.2%210.18--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Sep 113.157.10$5.1377.0%10.99--
$87.00Sep 112.456.10$4.2885.3%10.99--
$90.00Sep 181.101.18$1.147.0%30.88--
$90.50Sep 180.710.75$0.735.5%500.744
$91.00Sep 110.020.05$0.0475.0%280.6430
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Sep 182.943.05$3.003.7%1.1K1.00--
$95.00Sep 183.904.05$3.973.8%3001.00--
$96.00Sep 184.905.05$4.973.0%51.0020
$92.00Sep 110.791.07$0.9330.1%60.96492
$93.00Sep 181.942.04$1.995.0%8440.96--

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 37.8K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.50Sep 180.170.19$0.1811.1%5.0K0.3175
$94.00Oct 160.070.09$0.0825.0%4.8K0.0828.1K
$93.00Sep 180.010.03$0.02100.0%1.5K0.0432.8K
$91.00Sep 180.380.40$0.395.1%1.3K0.52408
$92.00Oct 160.350.38$0.378.1%1.2K0.2852.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Sep 110.000.02$0.01200.0%6.1K0.366.0K
$91.00Oct 160.660.70$0.685.9%4.3K0.5610.0K
$91.00Sep 180.280.30$0.296.9%4.1K0.4811.3K
$90.00Oct 20.220.24$0.238.7%1.6K0.2710
$94.00Sep 182.943.05$3.003.7%1.1K1.00--

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 18.3%, max 24.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$91.00Sep 11Oct 235.9%4.8%24.5%3730
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$91.00Sep 11Oct 165.9%4.9%20.0%10.4K16.0K
$90.50Sep 18Oct 26.6%6.0%10.4%715.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 2.03, avg 3.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$94.00Oct 23$0.10$0.90$0.1017%9.00$93.10
$91.00$91.50Sep 18$0.21$0.29$0.2152%1.38$91.21
$91.50$92.00Sep 25$0.14$0.36$0.1435%2.57$91.64
$91.50$92.00Oct 23$0.18$0.32$0.1839%1.78$91.68
$92.00$92.50Oct 2$0.10$0.40$0.1024%4.00$92.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$91.00$90.00Oct 16$0.33$0.67$0.3356%2.03$90.67
$92.00$91.00Oct 16$0.63$0.37$0.6372%0.59$91.37
$91.00$90.50Oct 2$0.20$0.30$0.2054%1.50$90.80
$90.50$90.00Oct 2$0.13$0.37$0.1339%2.85$90.37
$90.00$89.00Oct 16$0.18$0.82$0.1832%4.56$89.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.32, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Oct 23$0.24$0.24$0.7670%0.32$92.24
$92.00$93.00Oct 16$0.21$0.21$0.7972%0.27$92.21
$91.50$92.00Oct 2$0.16$0.16$0.3465%0.47$91.66
$91.50$92.00Sep 18$0.11$0.11$0.3969%0.28$91.61
$92.00$92.50Oct 2$0.10$0.10$0.4076%0.25$92.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$90.00$88.50Oct 2$0.17$0.17$1.3373%0.13$89.83
$91.00$90.00Sep 25$0.27$0.27$0.7351%0.37$90.73
$91.00$90.50Sep 18$0.16$0.16$0.3452%0.47$90.84
$89.00$87.00Oct 16$0.11$0.11$1.8983%0.06$88.89
$90.00$89.00Oct 16$0.18$0.18$0.8268%0.22$89.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.32, cheapest $0.28)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Sep 11Sep 18$0.355.9%6.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Sep 11Sep 18$0.285.9%6.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 0.05% of stock, avg 1.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$91.00Sep 11$0.04$0.01$0.05$90.95$91.050.05%
$91.50Sep 11$0.01$0.48$0.49$91.01$91.990.54%
$91.00Sep 18$0.39$0.29$0.68$90.32$91.680.75%
$91.50Sep 18$0.18$0.60$0.78$90.72$92.280.86%
$90.50Sep 18$0.73$0.13$0.86$89.64$91.360.94%
$91.00Sep 25$0.53$0.38$0.91$90.09$91.911.00%
$92.00Sep 11$0.01$0.93$0.94$91.06$92.941.03%
$91.50Sep 25$0.29$0.66$0.95$90.55$92.451.04%
$92.00Sep 18$0.07$1.01$1.08$90.92$93.081.19%
$92.00Sep 25$0.15$1.04$1.19$90.81$93.191.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 47 found (cheapest 0.11% of stock, avg 0.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$92.50$90.00Sep 18$0.04$0.06$0.10$89.90$92.60
$93.50$88.50Oct 2$0.05$0.06$0.11$88.39$93.61
$95.00$87.00Oct 16$0.06$0.06$0.12$86.88$95.12
$92.00$90.00Sep 18$0.07$0.06$0.13$89.87$92.13
$94.00$87.00Oct 16$0.08$0.06$0.14$86.86$94.14
$93.50$90.00Sep 25$0.04$0.11$0.15$89.85$93.65
$92.50$88.50Oct 2$0.12$0.06$0.18$88.32$92.68
$92.50$90.00Sep 25$0.08$0.11$0.19$89.81$92.69
$92.50$90.50Sep 18$0.04$0.13$0.17$90.33$92.67
$92.00$90.50Sep 18$0.07$0.13$0.20$90.30$92.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.64, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
89/9092/93Oct 16$0.39$0.6140%0.64$89.61$92.39
88/9092/92Oct 2$0.27$1.2349%0.22$89.73$92.27
87/8992/93Oct 16$0.32$1.6855%0.19$88.68$92.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 5.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$90.50$91.00Sep 18$0.07$0.4336%6.14
$91.00$91.50$92.00Sep 18$0.10$0.4037%4.00
$90.50$91.00$91.50Sep 18$0.13$0.3743%2.85
$90.50$91.00$91.50Oct 2$0.08$0.4228%5.25
$90.50$91.00$91.50Oct 23$0.06$0.4421%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$89.00$90.00$91.00Oct 16$0.15$0.8540%5.67
$90.00$90.50$91.00Sep 18$0.09$0.4136%4.56
$91.00$91.50$92.00Sep 18$0.10$0.4038%4.00
$91.00$91.50$92.00Oct 2$0.05$0.4522%9.00
$90.00$90.50$91.00Oct 2$0.07$0.4328%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. 32 found (best net $-0.05, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.50$91.001:2Sep 18-$0.05$0.45
$90.00$90.501:2Sep 18-$0.32$0.18
$93.00$94.001:2Oct 23$0.00$1.00
$93.00$94.001:2Oct 16$0.00$1.00
$91.50$92.001:2Oct 2-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$92.00$91.001:2Oct 16-$0.05$0.95
$93.00$92.001:2Oct 16-$0.46$0.54
$92.00$91.501:2Sep 18-$0.19$0.31
$91.50$91.001:2Sep 25-$0.10$0.40
$92.00$91.501:2Sep 25-$0.28$0.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 0.66%, avg 0.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$91.50Oct 23$0.600.390.5%0.66%1.20%2--
$92.00Oct 23$0.420.301.1%0.46%1.55%21514
$92.00Oct 16$0.350.281.1%0.38%1.47%1.2K52.4K
$91.50Oct 2$0.370.350.5%0.41%0.94%11
$93.00Oct 23$0.190.172.2%0.21%2.40%119
$91.50Sep 25$0.280.350.5%0.31%0.85%5839
$92.00Oct 2$0.210.241.1%0.23%1.32%50168
$93.00Oct 16$0.150.152.2%0.16%2.35%18711.2K
$94.00Oct 23$0.090.093.3%0.10%3.38%724
$92.00Sep 25$0.140.221.1%0.15%1.24%28--

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 48,214
Total Puts 20,659
Put/Call Ratio 0.43
Net Difference 27,555

Prior's Put/Call Breakdown

Total Calls 199,640
Total Puts 90,205
Put/Call Ratio 0.45
Net Difference 109,435

Prior 7-Day Put/Call Summary

Total Calls 393,966
Total Puts 260,057
Average Put/Call Ratio 0.92
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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