Tour v528
IEF
iShares 7-10 Year Treasury Bond ETF
$91.15 +0.39%
$91.14 (-0.01%)🌙
as of 09/21 06:36 PM
9/21 18:36

Option Volume

Detail
Current (09/21) 154,471
Calls: 115,003 (74%)
Puts: 39,468 (26%)
Prior (09/18) 135,842
Calls: 49,080 (36%)
Puts: 86,762 (64%)
Current vs Prior +13.71%
Calls: +134.32% (Calls)
Puts: -54.51% (Puts)
Prior 7-Day Total 823,097
Calls: 484,941 (59%)
Puts: 338,156 (41%)
Prior 7-Day Average 117,585
Calls: 69,277 (59%)
Puts: 48,308 (41%)
Current vs Prior 7-Day Avg +31.37%
Calls: +66.00%
Puts: -18.30%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $10.94M
Calls: $8.66M (79%)
Puts: $2.28M (21%)
Prior (09/18) $3.94M
Calls: $2.20M (56%)
Puts: $1.74M (44%)
Current vs Prior +177.63%
Calls: +293.34%
Puts: +30.99%
Prior 7-Day Total $50.06M
Calls: $25.20M (50%)
Puts: $24.86M (50%)
Prior 7-Day Average $7.15M
Calls: $3.60M (50%)
Puts: $3.55M (50%)
Current vs Prior 7-Day Avg +52.96%
Calls: +140.61%
Puts: -35.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.34
Prior (09/18) 1.77
Current vs Prior -80.59%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -59.49%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 610,412
Calls: 481,672 (79%)
Puts: 128,740 (21%)
Prior (09/18) 740,351
Calls: 528,778 (71%)
Puts: 211,573 (29%)
Current vs Prior -17.55%
Prior 7-Day Total 3,885,742
Calls: 2,635,232 (68%)
Puts: 1,250,510 (32%)
Prior 7-Day Average 555,106
Calls: 376,461 (68%)
Puts: 178,644 (32%)
Current vs Prior 7-Day Avg +9.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 0.87% | 1.32%1.61% | 2.70%
Prior 0.97% | 1.39%0.55% | 2.07%
Current vs Prior -10.57% | -5.13%+192.85% | +30.35%
Prior 7-Day Avg 0.91% | 1.24%1.01% | 2.23%
Current vs 7-Day Avg -4.92% | +6.28%+60.29% | +20.81%
Prior 7-Day Eod 0.97% | 1.39%0.55% | 2.07%
Current vs 7-Day Eod -10.57% | -5.13%+192.85% | +30.35%
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

Strong bullish conviction with 79% of dollar volume in calls ($8.66M) vs puts ($2.28M). Massive premium surge with dollar volume up 178% vs prior. Dollar volume significantly above 7-day average (53% higher). Extreme bullish P/C ratio of 0.34 - heavy call buying (115,003 calls vs 39,468 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 33 of results (avg 6.3%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.50Oct 160.960.99$0.983.1%50.70--
$91.00Oct 160.640.66$0.653.1%220.5026.0K
$90.50Oct 90.870.90$0.893.4%160.7427
$91.00Oct 300.870.90$0.893.4%10.50--
$90.00Oct 161.341.39$1.373.6%460.8793
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Sep 256.256.45$6.353.1%21.00--
$97.00Sep 255.755.95$5.853.4%11.00--
$91.50Oct 20.700.73$0.724.2%10.68--
$92.00Oct 161.151.20$1.174.3%10.7545.2K
$93.00Oct 232.022.11$2.074.3%30.85--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 33 found (avg $0.38, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.50Sep 250.110.13$0.1216.7%1230.303.5K
$91.00Sep 250.340.37$0.368.3%200.621.5K
$91.50Oct 20.220.24$0.238.7%60.332.6K
$92.00Oct 90.160.18$0.1711.8%110.222.0K
$92.50Oct 160.140.16$0.1513.3%6.3K0.17--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Sep 250.140.16$0.1513.3%110.38--
$90.00Oct 20.090.10$0.1010.0%9250.171.6K
$90.50Oct 20.180.21$0.2015.0%30.311.1K
$91.00Oct 20.380.41$0.407.5%10.5169
$90.00Oct 160.190.21$0.2010.0%18.2K0.2548.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Oct 22.222.32$2.274.4%131.00--
$90.00Sep 251.201.28$1.246.5%10.95--
$90.00Oct 161.341.39$1.373.6%460.8793
$90.50Oct 90.870.90$0.893.4%160.7427
$90.50Oct 160.960.99$0.983.1%50.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Sep 255.755.95$5.853.4%11.00--
$97.50Sep 256.256.45$6.353.1%21.00--
$98.00Sep 256.606.95$6.785.2%11.00--
$92.00Sep 250.810.90$0.8610.5%200.91--
$93.00Oct 162.012.10$2.054.4%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 33.2K, top 18.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Oct 160.140.16$0.1513.3%6.3K0.17--
$91.50Oct 160.400.42$0.414.9%3.5K0.37--
$94.00Oct 160.030.04$0.0425.0%2.1K0.0532.1K
$93.00Oct 160.090.10$0.1010.0%4060.1117.2K
$92.00Oct 160.240.26$0.258.0%2910.2694.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 160.190.21$0.2010.0%18.2K0.2548.4K
$90.00Oct 20.090.10$0.1010.0%9250.171.6K
$89.50Oct 20.040.05$0.0520.0%6200.095
$89.00Oct 160.060.08$0.0728.6%1160.106.2K
$91.00Oct 160.510.55$0.537.5%360.54--

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 16.9%, max 26.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$91.00Sep 25Oct 305.9%4.7%26.0%211.5K
$90.50Oct 9Oct 165.4%5.2%4.5%2127
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Oct 2Oct 306.6%5.5%20.3%9261.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 0.56, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$92.50Oct 16$0.10$0.40$0.1026%4.00$92.10
$92.00$92.50Oct 23$0.12$0.38$0.1229%3.17$92.12
$91.50$92.00Oct 9$0.14$0.36$0.1435%2.57$91.64
$90.50$91.00Oct 16$0.33$0.17$0.3370%0.52$90.83
$91.00$91.50Sep 25$0.24$0.26$0.2462%1.08$91.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$91.00Oct 16$0.64$0.36$0.6475%0.56$91.36
$90.50$90.00Oct 30$0.13$0.37$0.1339%2.85$90.37
$91.00$90.50Oct 16$0.20$0.30$0.2054%1.50$90.80
$90.50$90.00Oct 16$0.13$0.37$0.1338%2.85$90.37
$90.50$90.00Oct 2$0.10$0.40$0.1031%4.00$90.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.15, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$91.50$92.00Oct 2$0.13$0.13$0.3767%0.35$91.63
$91.50$92.00Oct 16$0.16$0.16$0.3463%0.47$91.66
$91.50$92.00Oct 9$0.14$0.14$0.3665%0.39$91.64
$92.00$92.50Oct 23$0.12$0.12$0.3871%0.32$92.12
$92.00$92.50Oct 16$0.10$0.10$0.4074%0.25$92.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$90.50$88.00Oct 23$0.33$0.33$2.1761%0.15$90.17
$90.00$89.00Oct 16$0.13$0.13$0.8775%0.15$89.87
$91.00$90.50Oct 2$0.20$0.20$0.3049%0.67$90.80
$90.50$90.00Oct 2$0.10$0.10$0.4069%0.25$90.40
$90.50$90.00Oct 16$0.13$0.13$0.3762%0.35$90.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.16, cheapest $0.12)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Sep 25Oct 2$0.125.9%6.1%
$91.50Sep 25Oct 2$0.116.7%7.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Sep 25Oct 2$0.255.9%6.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 0.56% of stock, avg 1.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$91.00Sep 25$0.36$0.15$0.51$90.49$91.510.56%
$91.00Oct 2$0.48$0.40$0.88$90.12$91.880.97%
$92.00Sep 25$0.03$0.86$0.89$91.11$92.890.98%
$91.50Oct 2$0.23$0.72$0.95$90.55$92.451.04%
$91.00Oct 16$0.65$0.53$1.18$89.82$92.181.29%
$90.50Oct 16$0.98$0.33$1.31$89.19$91.811.44%
$92.00Oct 16$0.25$1.17$1.42$90.58$93.421.56%
$90.00Oct 16$1.37$0.20$1.57$88.43$91.571.72%
$93.00Oct 16$0.10$2.05$2.15$90.85$95.152.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 41 found (cheapest 0.09% of stock, avg 0.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$92.00$90.50Sep 25$0.03$0.05$0.08$90.42$92.08
$92.50$89.50Oct 2$0.05$0.05$0.10$89.40$92.60
$92.50$90.00Oct 2$0.05$0.10$0.15$89.85$92.65
$92.00$89.50Oct 2$0.10$0.05$0.15$89.35$92.15
$93.00$89.00Oct 16$0.10$0.07$0.17$88.83$93.17
$92.00$90.00Oct 2$0.10$0.10$0.20$89.80$92.20
$91.50$90.50Sep 25$0.12$0.05$0.17$90.33$91.67
$92.50$89.00Oct 16$0.15$0.07$0.22$88.78$92.72
$92.00$91.00Sep 25$0.03$0.15$0.18$90.82$92.18
$91.50$91.00Sep 25$0.12$0.15$0.27$90.73$91.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.85, avg credit $0.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/9092/92Oct 2$0.23$0.2736%0.85$90.27$91.73
89/9092/92Oct 16$0.23$0.7749%0.30$89.77$92.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 0.84, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$90.50$91.00Oct 16$0.06$0.4437%7.33
$91.00$91.50$92.00Sep 25$0.15$0.3552%2.33
$90.50$91.00$91.50Oct 9$0.10$0.4039%4.00
$91.50$92.00$92.50Sep 25$0.07$0.4328%6.14
$90.50$91.00$91.50Oct 16$0.09$0.4134%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$88.00$90.50$93.00Oct 23$1.36$1.1480%0.84
$90.00$90.50$91.00Oct 16$0.07$0.4329%6.14
$90.00$90.50$91.00Oct 2$0.10$0.4034%4.00
$90.50$91.00$91.50Oct 2$0.12$0.3837%3.17
$91.00$92.00$93.00Oct 16$0.24$0.7635%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 $-0.29, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$91.501:2Oct 9-$0.07$0.43
$90.50$91.001:2Oct 9-$0.21$0.29
$91.50$92.001:2Oct 16-$0.09$0.41
$91.00$91.501:2Oct 16-$0.17$0.33
$92.00$92.501:2Oct 23-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$92.001:2Oct 16-$0.29$0.71
$91.50$91.001:2Oct 2-$0.08$0.42
$91.00$90.501:2Oct 16-$0.13$0.37
$90.50$90.001:2Oct 16-$0.07$0.43
$90.00$89.501:2Oct 30-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 0.31%, avg 0.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$92.50Oct 30$0.280.241.5%0.31%1.79%1--
$92.00Oct 23$0.320.290.9%0.35%1.28%91.3K
$91.50Oct 16$0.400.370.4%0.44%0.82%3.5K--
$93.00Oct 30$0.190.172.0%0.21%2.24%216
$92.50Oct 23$0.200.201.5%0.22%1.70%36364
$92.00Oct 16$0.240.260.9%0.26%1.20%29194.4K
$93.50Oct 30$0.130.132.6%0.14%2.72%2--
$91.50Oct 9$0.300.350.4%0.33%0.71%2912
$92.50Oct 16$0.140.171.5%0.15%1.63%6.3K--
$92.00Oct 9$0.160.220.9%0.18%1.11%112.0K

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 115,003
Total Puts 39,468
Put/Call Ratio 0.34
Net Difference 75,535

Prior's Put/Call Breakdown

Total Calls 49,080
Total Puts 86,762
Put/Call Ratio 1.77
Net Difference -37,682

Prior 7-Day Put/Call Summary

Total Calls 484,941
Total Puts 338,156
Average Put/Call Ratio 0.85
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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