Tour v472
ISRG
INTUITIVE SURGICAL I
$352.97 -0.04%
$352.56 (-0.12%)🌙
as of 07/30 06:55 PM
7/30 18:55

Option Volume

Detail
Current (07/30) 6,788
Calls: 3,338 (49%)
Puts: 3,450 (51%)
Prior (07/29) 4,633
Calls: 2,671 (58%)
Puts: 1,962 (42%)
Current vs Prior +46.51%
Calls: +24.97% (Calls)
Puts: +75.84% (Puts)
Prior 7-Day Total 80,642
Calls: 41,357 (51%)
Puts: 39,285 (49%)
Prior 7-Day Average 11,520
Calls: 5,908 (51%)
Puts: 5,612 (49%)
Current vs Prior 7-Day Avg -41.08%
Calls: -43.50%
Puts: -38.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $21.35M
Calls: $2.99M (14%)
Puts: $18.36M (86%)
Prior (07/29) $5.68M
Calls: $2.25M (40%)
Puts: $3.43M (60%)
Current vs Prior +275.87%
Calls: +33.10%
Puts: +434.74%
Prior 7-Day Total $218.56M
Calls: $40.48M (19%)
Puts: $178.08M (81%)
Prior 7-Day Average $31.22M
Calls: $5.78M (19%)
Puts: $25.44M (81%)
Current vs Prior 7-Day Avg -31.63%
Calls: -48.29%
Puts: -27.84%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 1.03
Prior (07/29) 0.73
Current vs Prior +40.70%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +12.05%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 50,401
Calls: 28,770 (57%)
Puts: 21,631 (43%)
Prior (07/29) 44,480
Calls: 22,945 (52%)
Puts: 21,535 (48%)
Current vs Prior +13.31%
Prior 7-Day Total 562,206
Calls: 313,371 (56%)
Puts: 248,835 (44%)
Prior 7-Day Average 80,315
Calls: 44,767 (56%)
Puts: 35,547 (44%)
Current vs Prior 7-Day Avg -37.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.63% | 4.16%7.21% | 11.49%
Prior 3.61% | 4.91%7.48% | 11.00%
Current vs Prior -27.19% | -15.24%-3.56% | +4.41%
Prior 7-Day Avg 3.58% | 5.39%8.36% | 11.99%
Current vs 7-Day Avg -26.66% | -22.74%-13.77% | -4.18%
Prior 7-Day Eod 3.61% | 4.91%7.48% | 11.00%
Current vs 7-Day Eod -27.19% | -15.24%-3.56% | +4.41%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.89% | 14.09%
Calls: 16.00% | 12.61%
Puts: 13.79% | 15.56%
Prior 14.89% | 14.09%
Calls: 16.00% | 12.61%
Puts: 13.79% | 15.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 49.96% | 27.08%
Calls: 70.49% | 25.94%
Puts: 29.43% | 28.22%
Current vs 7-Day Avg -70.20% | -47.97%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 86% of dollar volume in puts ($18.36M) vs calls ($2.99M). Massive premium surge with dollar volume up 276% vs prior. Slightly bearish P/C ratio of 1.03. P/C ratio rising 41% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 2 of results (avg 9.1%, best 8.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2114.0015.30$14.658.9%160.57493
$360.00Aug 219.2010.10$9.659.3%100.44463
PUTS (0)
No puts meet the criteria

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. 57 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 3129.2035.90$32.5520.6%11.00--
$335.00Jul 3114.4020.90$17.6536.8%100.994
$340.00Jul 319.2016.50$12.8556.8%10.93--
$315.00Aug 2138.4043.60$41.0012.7%10.9123
$342.50Jul 317.0014.20$10.6067.9%10.82--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 3125.3029.80$27.5516.3%260.9818
$375.00Jul 3119.1024.80$21.9526.0%700.9746
$405.00Jul 3149.2055.90$52.5512.7%640.95--
$377.50Jul 3122.9028.40$25.6521.4%100.94--
$385.00Jul 3129.4035.90$32.6519.9%1720.93--

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 2.7K, top 188)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 71.654.70$3.1895.9%1880.25191
$390.00Aug 140.651.65$1.1587.0%1530.10139
$360.00Aug 2811.0012.50$11.7512.8%1070.4635
$370.00Aug 215.806.70$6.2514.4%1050.32165
$360.00Aug 74.207.40$5.8055.2%590.4062
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1114.0016.00$15.0013.3%1740.44--
$385.00Jul 3129.4035.90$32.6519.9%1720.93--
$350.00Jul 311.255.40$3.33124.6%1640.42238
$320.00Aug 211.953.20$2.5848.4%1290.14557
$360.00Jul 315.8010.60$8.2058.5%1090.78257

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 93.1%, max 343.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Jul 31Aug 21129.6%38.6%235.8%3--
$367.50Jul 31Aug 796.2%30.5%215.3%11164
$372.50Jul 31Aug 21102.4%37.1%176.2%2--
$400.00Jul 31Sep 497.2%35.5%174.1%618
$390.00Jul 31Aug 21100.9%41.0%146.4%9435
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$317.50Jul 31Aug 21151.6%34.2%343.3%449
$327.50Jul 31Aug 7146.4%36.7%298.9%84
$385.00Jul 31Aug 28117.1%34.5%239.0%173--
$370.00Jul 31Aug 1472.8%29.1%149.9%9--
$377.50Jul 31Aug 1486.0%37.2%131.4%11--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 82.33, avg 6.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$400.00Jul 31$0.12$9.88$0.1282.33$390.12
$395.00$400.00Aug 21$0.10$4.90$0.1049.00$395.10
$400.00$405.00Aug 7$0.13$4.87$0.1337.46$400.13
$405.00$410.00Aug 21$0.22$4.78$0.2221.73$405.22
$360.00$362.50Jul 31$0.12$2.38$0.1219.83$360.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$285.00Sep 4$0.25$14.75$0.2559.00$299.75
$300.00$295.00Aug 21$0.20$4.80$0.2024.00$299.80
$325.00$320.00Aug 21$0.20$4.80$0.2024.00$324.80
$305.00$300.00Aug 21$0.23$4.77$0.2320.74$304.77
$295.00$285.00Aug 28$0.50$9.50$0.5019.00$294.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 199.00, avg 4.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$335.00Jul 31$14.90$14.90$0.10149.00$334.90
$335.00$340.00Jul 31$4.80$4.80$0.2024.00$339.80
$340.00$342.50Jul 31$2.25$2.25$0.259.00$342.25
$347.50$350.00Jul 31$2.10$2.10$0.405.25$349.60
$362.50$365.00Aug 14$2.05$2.05$0.454.56$364.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$405.00$385.00Jul 31$19.90$19.90$0.10199.00$385.10
$377.50$370.00Aug 7$7.30$7.30$0.2036.50$370.20
$370.00$365.00Jul 31$4.60$4.60$0.4011.50$365.40
$367.50$365.00Aug 7$2.25$2.25$0.259.00$365.25
$350.00$347.50Jul 31$2.23$2.23$0.278.26$347.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.29, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Jul 31Aug 7$0.2097.2%42.8%
$390.00Jul 31Aug 7$0.45100.9%42.8%
$395.00Aug 7Aug 14$0.4556.8%44.5%
$420.00Jul 31Aug 21$0.47129.6%38.6%
$380.00Jul 31Aug 7$0.9271.1%38.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$317.50Jul 31Aug 21$0.28151.6%34.2%
$300.00Aug 21Aug 28$0.3342.8%40.6%
$310.00Aug 14Aug 21$0.4847.6%42.7%
$290.00Aug 14Aug 21$0.5547.1%48.6%
$325.00Aug 7Aug 14$0.5839.5%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 2.30% of stock, avg 6.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$352.50Jul 31$3.83$4.28$8.11$344.39$360.612.30%
$347.50Jul 31$7.35$1.10$8.45$339.05$355.952.39%
$355.00Jul 31$3.10$5.45$8.55$346.45$363.552.42%
$350.00Jul 31$5.25$3.33$8.58$341.42$358.582.43%
$360.00Jul 31$1.20$8.20$9.40$350.60$369.402.66%
$362.50Jul 31$1.08$10.60$11.68$350.82$374.183.31%
$342.50Jul 31$10.60$1.45$12.05$330.45$354.553.41%
$352.50Aug 7$7.30$5.95$13.25$339.25$365.753.75%
$340.00Jul 31$12.85$0.68$13.53$326.47$353.533.83%
$365.00Jul 31$1.48$13.10$14.58$350.42$379.584.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.65% of stock, avg 3.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$347.50Jul 31$1.20$1.10$2.30$345.20$362.30
$360.00$345.00Jul 31$1.20$1.13$2.33$342.67$362.33
$360.00$342.50Jul 31$1.20$1.45$2.65$339.85$362.65
$357.50$347.50Jul 31$1.80$1.10$2.90$344.60$360.40
$367.50$347.50Jul 31$1.78$1.10$2.88$344.62$370.38
$367.50$345.00Jul 31$1.78$1.13$2.91$342.09$370.41
$357.50$345.00Jul 31$1.80$1.13$2.93$342.07$360.43
$357.50$342.50Jul 31$1.80$1.45$3.25$339.25$360.75
$367.50$342.50Jul 31$1.78$1.45$3.23$339.27$370.73
$360.00$327.50Jul 31$1.20$2.15$3.35$324.15$363.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 281 found (best R:R 49.00, avg credit $3.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
380/385395/400Aug 28$4.90$0.1049.00$380.10$399.90
340/345350/352Aug 7$4.85$0.1532.33$340.15$354.85
358/365375/380Aug 7$7.15$0.3520.43$357.85$382.15
345/348352/358Aug 14$4.75$0.2519.00$342.75$357.25
345/348365/370Aug 14$4.72$0.2816.86$342.78$369.72
348/350360/362Jul 31$2.35$0.1515.67$347.65$362.35
330/332345/348Aug 7$2.35$0.1515.67$330.15$347.35
330/332365/368Aug 7$2.35$0.1515.67$330.15$367.35
335/340350/352Aug 7$4.62$0.3812.16$335.38$354.62
332/335348/350Jul 31$2.30$0.2011.50$332.70$349.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$360.00$365.00$370.00Aug 28$0.10$4.9049.00
$342.50$345.00$347.50Aug 7$0.15$2.3515.67
$375.00$380.00$385.00Aug 21$0.30$4.7015.67
$400.00$405.00$410.00Aug 21$0.53$4.478.43
$340.00$345.00$350.00Aug 21$0.60$4.407.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$360.00$362.50$365.00Jul 31$0.10$2.4024.00
$327.50$330.00$332.50Aug 7$0.10$2.4024.00
$335.00$340.00$345.00Aug 7$0.23$4.7720.74
$330.00$332.50$335.00Jul 31$0.12$2.3819.83
$290.00$295.00$300.00Aug 21$0.30$4.7015.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-0.03, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$420.001:2Jul 31-$0.03$19.97
$315.00$337.501:2Aug 21-$4.40$18.10
$320.00$335.001:2Jul 31-$2.75$12.25
$380.00$390.001:2Aug 14-$0.20$9.80
$380.00$390.001:2Jul 31-$0.22$9.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$360.001:2Aug 28-$4.45$15.55
$315.00$300.001:2Sep 4-$1.58$13.42
$300.00$285.001:2Sep 4-$2.38$12.62
$325.00$315.001:2Aug 7-$0.75$9.25
$340.00$330.001:2Aug 14-$0.95$9.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 4.11%, avg 1.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Sep 4$14.500.510.6%4.11%4.68%1--
$360.00Sep 11$13.500.482.0%3.82%5.82%2--
$355.00Aug 28$13.200.520.6%3.74%4.31%518
$355.00Aug 21$11.600.500.6%3.29%3.86%6146
$360.00Aug 28$11.000.462.0%3.12%5.11%10735
$357.50Aug 21$10.400.471.3%2.95%4.23%1--
$360.00Aug 21$9.200.442.0%2.61%4.60%10463
$365.00Aug 28$9.100.413.4%2.58%5.99%323
$357.50Aug 14$8.000.461.3%2.27%3.55%116
$370.00Aug 28$7.200.354.8%2.04%6.86%2224

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 3,338
Total Puts 3,450
Put/Call Ratio 1.03
Net Difference -112

Prior's Put/Call Breakdown

Total Calls 2,671
Total Puts 1,962
Put/Call Ratio 0.73
Net Difference 709

Prior 7-Day Put/Call Summary

Total Calls 41,357
Total Puts 39,285
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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