Tour v388
ISRG
INTUITIVE SURGICAL I
$340.69 -2.68%
$341.30 (+0.18%)🌙
as of 07/22 07:45 PM
7/22 19:45

Option Volume

Detail
Current (07/22) 11,411
Calls: 6,330 (55%)
Puts: 5,081 (45%)
Prior (07/21) 9,797
Calls: 5,822 (59%)
Puts: 3,975 (41%)
Current vs Prior +16.47%
Calls: +8.73% (Calls)
Puts: +27.82% (Puts)
Prior 7-Day Total 150,444
Calls: 79,043 (53%)
Puts: 71,401 (47%)
Prior 7-Day Average 21,492
Calls: 11,291 (53%)
Puts: 10,200 (47%)
Current vs Prior 7-Day Avg -46.91%
Calls: -43.94%
Puts: -50.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $15.49M
Calls: $4.94M (32%)
Puts: $10.54M (68%)
Prior (07/21) $14.65M
Calls: $5.47M (37%)
Puts: $9.18M (63%)
Current vs Prior +5.72%
Calls: -9.62%
Puts: +14.86%
Prior 7-Day Total $206.70M
Calls: $79.81M (39%)
Puts: $126.89M (61%)
Prior 7-Day Average $29.53M
Calls: $11.40M (39%)
Puts: $18.13M (61%)
Current vs Prior 7-Day Avg -47.55%
Calls: -56.65%
Puts: -41.83%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/22) 0.80
Prior (07/21) 0.68
Current vs Prior +17.57%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -12.46%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 64,271
Calls: 35,351 (55%)
Puts: 28,920 (45%)
Prior (07/21) 65,441
Calls: 34,517 (53%)
Puts: 30,924 (47%)
Current vs Prior -1.79%
Prior 7-Day Total 663,966
Calls: 369,052 (56%)
Puts: 294,914 (44%)
Prior 7-Day Average 94,852
Calls: 52,721 (56%)
Puts: 42,130 (44%)
Current vs Prior 7-Day Avg -32.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.33% | 5.28%9.14% | 12.36%
Prior 3.71% | 5.58%9.04% | 12.00%
Current vs Prior -10.29% | -5.40%+1.13% | +3.00%
Prior 7-Day Avg 6.48% | 7.69%7.42% | 12.06%
Current vs 7-Day Avg -48.58% | -31.32%+23.18% | +2.49%
Prior 7-Day Eod 3.71% | 5.58%9.04% | 12.00%
Current vs 7-Day Eod -10.29% | -5.40%+1.13% | +3.00%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 77.61% | 37.93%
Calls: 113.64% | 36.73%
Puts: 41.58% | 39.13%
Prior 77.61% | 37.93%
Calls: 113.64% | 36.73%
Puts: 41.58% | 39.13%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 40.09% | 23.88%
Calls: 54.92% | 23.04%
Puts: 25.26% | 24.72%
Current vs 7-Day Avg +93.58% | +58.84%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($10.54M).

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 43 of results (avg 7.0%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$342.50Aug 2114.3014.90$14.604.1%60.511
$350.00Aug 2111.0011.50$11.254.4%970.43344
$345.00Aug 2113.1013.70$13.404.5%480.4812
$347.50Aug 2112.0012.60$12.304.9%660.461
$345.00Aug 1411.2011.80$11.505.2%180.476
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2113.6013.90$13.752.2%460.47660
$335.00Aug 2111.2011.70$11.454.4%2250.41245
$350.00Aug 715.3016.00$15.654.5%30.6242
$342.50Aug 2114.7015.40$15.054.7%10.49--
$345.00Aug 1414.2014.90$14.554.8%40.53--

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 86 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2160.2065.50$62.858.4%20.9715
$300.00Aug 739.4046.70$43.0517.0%40.94--
$310.00Jul 2427.2035.30$31.2525.9%10.93--
$300.00Aug 2842.6048.40$45.5012.7%60.85--
$310.00Aug 2132.6040.00$36.3020.4%10.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Jul 2446.5052.70$49.6012.5%21.00--
$392.50Jul 2447.4053.30$50.3511.7%11.00--
$400.00Jul 3154.9063.20$59.0514.1%11.00--
$370.00Jul 2425.2032.20$28.7024.4%20.98--
$375.00Jul 2431.6038.10$34.8518.7%50.9764

Most actively traded options today. High liquidity = easy entry/exit. 239 active (total vol 5.7K, top 330)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 240.200.55$0.3892.1%3300.061.2K
$350.00Jul 241.602.20$1.9031.6%2330.25196
$340.00Jul 245.106.10$5.6017.9%2310.5513
$360.00Jul 240.250.95$0.60116.7%2220.10383
$342.50Jul 243.604.90$4.2530.6%2150.47--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 2111.2011.70$11.454.4%2250.41245
$335.00Jul 242.202.45$2.3310.7%1660.30118
$340.00Jul 244.104.50$4.309.3%1620.46294
$342.50Jul 245.406.10$5.7512.2%1170.5435
$350.00Jul 2410.5011.30$10.907.3%1170.76260

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 62.8%, max 241.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$405.00Jul 24Aug 21151.8%44.4%241.6%51146
$385.00Jul 24Aug 28100.1%34.9%186.5%6--
$310.00Jul 24Aug 2192.6%37.1%149.7%2--
$380.00Jul 24Aug 2190.5%38.0%138.0%42386
$400.00Jul 24Aug 2899.1%41.8%136.8%128227
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 24Aug 28128.3%41.8%207.4%3--
$385.00Jul 24Aug 21100.1%38.8%157.7%562
$380.00Jul 24Aug 2190.5%38.0%138.0%6375
$390.00Jul 24Aug 2875.8%35.6%112.9%49
$375.00Jul 24Aug 2176.0%37.2%104.1%864

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 32.33, avg 4.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$385.00$395.00Jul 24$0.43$9.57$0.4322.26$385.43
$360.00$362.50Jul 24$0.15$2.35$0.1515.67$360.15
$367.50$370.00Jul 24$0.15$2.35$0.1515.67$367.65
$375.00$377.50Jul 24$0.15$2.35$0.1515.67$375.15
$355.00$357.50Jul 24$0.18$2.32$0.1812.89$355.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 28$0.15$4.85$0.1532.33$314.85
$320.00$315.00Jul 24$0.17$4.83$0.1728.41$319.83
$310.00$300.00Aug 7$0.36$9.64$0.3626.78$309.64
$300.00$280.00Jul 31$0.99$19.01$0.9919.20$299.01
$305.00$300.00Aug 21$0.33$4.67$0.3314.15$304.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 182 found (best R:R 24.00, avg 2.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$330.00Jul 24$19.05$19.05$0.9520.05$329.05
$300.00$320.00Aug 7$18.55$18.55$1.4512.79$318.55
$310.00$315.00Aug 21$4.60$4.60$0.4011.50$314.60
$280.00$310.00Aug 21$26.55$26.55$3.457.70$306.55
$340.00$342.50Jul 31$2.15$2.15$0.356.14$342.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$380.00$375.00Jul 24$4.80$4.80$0.2024.00$375.20
$390.00$380.00Aug 7$9.40$9.40$0.6015.67$380.60
$400.00$395.00Aug 14$4.70$4.70$0.3015.67$395.30
$390.00$385.00Aug 21$4.70$4.70$0.3015.67$385.30
$380.00$375.00Aug 7$4.65$4.65$0.3513.29$375.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.18, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Jul 24Jul 31$0.1299.1%51.2%
$370.00Jul 24Jul 31$0.6764.2%39.6%
$395.00Jul 24Jul 31$0.6889.6%58.8%
$380.00Jul 24Jul 31$0.8890.5%53.6%
$362.50Jul 24Jul 31$0.9056.6%35.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Jul 31Aug 14$0.0551.2%40.3%
$380.00Jul 24Aug 7$0.1590.5%38.6%
$375.00Jul 24Aug 7$0.3076.0%41.9%
$352.50Jul 24Jul 31$0.5553.0%40.6%
$290.00Jul 24Aug 21$0.60128.3%38.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 2.91% of stock, avg 8.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 24$5.60$4.30$9.90$330.10$349.902.91%
$342.50Jul 24$4.25$5.75$10.00$332.50$352.502.94%
$337.50Jul 24$6.95$3.25$10.20$327.30$347.702.99%
$335.00Jul 24$8.30$2.33$10.63$324.37$345.633.12%
$345.00Jul 24$3.50$7.40$10.90$334.10$355.903.20%
$347.50Jul 24$2.68$9.05$11.73$335.77$359.233.44%
$350.00Jul 24$1.90$10.90$12.80$337.20$362.803.76%
$330.00Jul 24$12.20$1.23$13.43$316.57$343.433.94%
$352.50Jul 24$1.48$14.00$15.48$337.02$367.984.54%
$342.50Jul 31$6.85$9.00$15.85$326.65$358.354.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.80% of stock, avg 4.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$352.50$330.00Jul 24$1.48$1.23$2.71$327.29$355.21
$350.00$330.00Jul 24$1.90$1.23$3.13$326.87$353.13
$352.50$332.50Jul 24$1.48$1.90$3.38$329.12$355.88
$350.00$332.50Jul 24$1.90$1.90$3.80$328.70$353.80
$352.50$335.00Jul 24$1.48$2.33$3.81$331.19$356.31
$347.50$330.00Jul 24$2.68$1.23$3.91$326.09$351.41
$350.00$335.00Jul 24$1.90$2.33$4.23$330.77$354.23
$347.50$332.50Jul 24$2.68$1.90$4.58$327.92$352.08
$345.00$330.00Jul 24$3.50$1.23$4.73$325.27$349.73
$352.50$337.50Jul 24$1.48$3.25$4.73$332.77$357.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 369 found (best R:R 24.00, avg credit $3.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
325/328350/352Aug 21$2.40$0.1024.00$325.10$352.40
305/310350/355Aug 28$4.80$0.2024.00$305.20$354.80
325/328330/335Aug 21$4.75$0.2519.00$322.75$334.75
335/340350/355Aug 7$4.70$0.3015.67$335.30$354.70
315/320340/345Aug 28$4.70$0.3015.67$315.30$344.70
305/308335/340Jul 31$4.67$0.3314.15$302.83$339.67
310/315320/330Aug 7$9.32$0.6813.71$305.68$329.32
320/325330/335Aug 14$4.65$0.3513.29$320.35$334.65
305/308345/348Jul 31$2.32$0.1812.89$305.18$347.32
310/315330/340Aug 7$9.27$0.7312.70$305.73$339.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 7$0.05$9.95199.00
$352.50$355.00$357.50Aug 21$0.05$2.4549.00
$375.00$380.00$385.00Aug 21$0.10$4.9049.00
$325.00$330.00$335.00Aug 14$0.15$4.8532.33
$360.00$362.50$365.00Jul 24$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 7$0.07$4.9370.43
$337.50$340.00$342.50Jul 31$0.05$2.4549.00
$345.00$347.50$350.00Jul 31$0.05$2.4549.00
$330.00$335.00$340.00Aug 14$0.25$4.7519.00
$335.00$340.00$345.00Aug 14$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 112 found (best net $-0.88, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$310.001:2Aug 21-$9.75$20.25
$300.00$325.001:2Aug 28-$6.00$19.00
$300.00$320.001:2Aug 7-$5.95$14.05
$385.00$400.001:2Aug 7-$1.40$13.60
$360.00$375.001:2Aug 28-$3.15$11.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$290.001:2Jul 24-$0.88$24.12
$375.00$355.001:2Aug 7-$2.05$17.95
$335.00$320.001:2Aug 28-$2.00$13.00
$310.00$300.001:2Aug 7-$0.81$9.19
$300.00$290.001:2Aug 28-$1.18$8.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 4.20%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$342.50Aug 21$14.300.510.5%4.20%4.73%61
$345.00Aug 21$13.100.481.3%3.85%5.11%4812
$345.00Aug 28$12.600.481.3%3.70%4.96%64
$350.00Aug 28$12.200.442.7%3.58%6.31%422
$347.50Aug 21$12.000.462.0%3.52%5.52%661
$345.00Aug 14$11.200.471.3%3.29%4.55%186
$350.00Aug 21$11.000.432.7%3.23%5.96%97344
$355.00Aug 28$10.300.394.2%3.02%7.22%11--
$352.50Aug 21$10.000.413.5%2.94%6.40%65
$355.00Aug 21$9.100.384.2%2.67%6.87%674

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 6,330
Total Puts 5,081
Put/Call Ratio 0.80
Net Difference 1,249

Prior's Put/Call Breakdown

Total Calls 5,822
Total Puts 3,975
Put/Call Ratio 0.68
Net Difference 1,847

Prior 7-Day Put/Call Summary

Total Calls 79,043
Total Puts 71,401
Average Put/Call Ratio 0.92
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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