Tour v527
ISRG
INTUITIVE SURGICAL I
$360.46 +2.04%
$361.54 (+0.30%)🌙
as of 09/10 06:39 PM
9/10 18:39

Option Volume

Detail
Current (09/10) 12,117
Calls: 6,246 (52%)
Puts: 5,871 (48%)
Prior (09/09) 6,483
Calls: 3,070 (47%)
Puts: 3,413 (53%)
Current vs Prior +86.90%
Calls: +103.45% (Calls)
Puts: +72.02% (Puts)
Prior 7-Day Total 45,770
Calls: 23,727 (52%)
Puts: 22,043 (48%)
Prior 7-Day Average 6,538
Calls: 3,389 (52%)
Puts: 3,149 (48%)
Current vs Prior 7-Day Avg +85.32%
Calls: +84.27%
Puts: +86.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/10) $45.51M
Calls: $7.42M (16%)
Puts: $38.10M (84%)
Prior (09/09) $10.16M
Calls: $4.76M (47%)
Puts: $5.39M (53%)
Current vs Prior +348.18%
Calls: +55.75%
Puts: +606.52%
Prior 7-Day Total $122.81M
Calls: $29.61M (24%)
Puts: $93.20M (76%)
Prior 7-Day Average $17.54M
Calls: $4.23M (24%)
Puts: $13.31M (76%)
Current vs Prior 7-Day Avg +159.42%
Calls: +75.38%
Puts: +186.12%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10) 0.94
Prior (09/09) 1.11
Current vs Prior -15.45%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -9.73%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/10) 54,832
Calls: 30,189 (55%)
Puts: 24,643 (45%)
Prior (09/09) 58,463
Calls: 31,786 (54%)
Puts: 26,677 (46%)
Current vs Prior -6.21%
Prior 7-Day Total 360,512
Calls: 195,363 (54%)
Puts: 165,149 (46%)
Prior 7-Day Average 51,501
Calls: 27,909 (54%)
Puts: 23,592 (46%)
Current vs Prior 7-Day Avg +6.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 2.32% | 4.38%4.38% | 9.42%
Prior 3.23% | 4.87%4.87% | 9.57%
Current vs Prior -28.14% | -9.98%-9.98% | -1.57%
Prior 7-Day Avg 3.22% | 4.73%5.73% | 10.03%
Current vs 7-Day Avg -27.95% | -7.27%-23.54% | -6.09%
Prior 7-Day Eod 3.23% | 4.87%4.87% | 9.57%
Current vs 7-Day Eod -28.14% | -9.98%-9.98% | -1.57%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 85.44% | 20.57%
Calls: 123.81% | 14.71%
Puts: 47.06% | 26.42%
Prior 85.44% | 20.57%
Calls: 123.81% | 14.71%
Puts: 47.06% | 26.42%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 85.44% | 20.57%
Calls: 123.81% | 14.71%
Puts: 47.06% | 26.42%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($38.10M) vs calls ($7.42M). Massive premium surge with dollar volume up 348% vs prior. Dollar volume significantly above 7-day average (159% higher). Above-average activity with volume up 87% vs prior.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
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 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Oct 168.209.00$8.609.3%110.34307
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. 60 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Sep 1112.6019.60$16.1043.5%11.00--
$330.00Sep 1828.6034.00$31.3017.3%10.9642
$350.00Sep 118.5015.80$12.1560.1%1.0K0.961.0K
$347.50Sep 1110.9016.40$13.6540.3%40.954
$315.00Oct 1646.4054.00$50.2015.1%20.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Sep 1855.2062.30$58.7512.1%3831.00--
$430.00Sep 1865.2072.30$68.7510.3%1391.00--
$415.00Sep 2550.7057.40$54.0512.4%21.00--
$375.00Sep 1110.0017.10$13.5552.4%20.9550
$385.00Sep 1120.3027.60$23.9530.5%10.95--

Most actively traded options today. High liquidity = easy entry/exit. 217 active (total vol 6.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Sep 111.955.00$3.4887.6%1.0K0.501.2K
$350.00Sep 118.5015.80$12.1560.1%1.0K0.961.0K
$365.00Sep 110.802.05$1.4288.0%3020.27148
$370.00Sep 183.604.20$3.9015.4%2000.33333
$375.00Sep 110.050.30$0.18138.9%1650.05135
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Sep 1855.2062.30$58.7512.1%3831.00--
$340.00Sep 110.000.25$0.13192.3%1680.03206
$335.00Sep 180.601.00$0.8050.0%1450.08625
$335.00Sep 110.000.50$0.25200.0%1400.0477
$430.00Sep 1865.2072.30$68.7510.3%1391.00--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 30.5%, max 75.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$362.50Sep 11Sep 2562.1%35.3%75.8%6231
$367.50Sep 11Sep 1846.1%36.6%26.0%47125
$360.00Sep 11Oct 2350.1%40.5%23.7%1.0K1.2K
$365.00Sep 11Oct 1647.6%39.1%21.6%319321
$355.00Sep 11Oct 2341.5%38.8%6.9%6146
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$362.50Sep 11Sep 2562.1%35.3%75.8%2551
$357.50Sep 11Sep 2554.9%36.4%50.8%5173
$360.00Sep 11Oct 1650.1%35.7%40.6%23517
$352.50Sep 11Sep 1846.1%38.0%21.3%7339
$355.00Sep 11Oct 1641.5%35.5%17.0%31346

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 127 found (best R:R 1.25, avg 5.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$350.00Oct 16$4.45$5.55$4.4572%1.25$344.45
$380.00$390.00Oct 2$0.63$9.37$0.6328%14.87$380.63
$400.00$410.00Oct 23$0.92$9.08$0.9225%9.87$400.92
$357.50$360.00Sep 25$0.25$2.25$0.2559%9.00$357.75
$365.00$370.00Oct 2$1.00$4.00$1.0047%4.00$366.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$360.00Oct 16$0.45$4.55$0.4552%10.11$364.55
$370.00$365.00Sep 25$1.20$3.80$1.2063%3.17$368.80
$370.00$367.50Sep 11$0.80$1.70$0.8089%2.13$369.20
$382.50$375.00Sep 25$4.85$2.65$4.8582%0.55$377.65
$360.00$355.00Oct 9$1.25$3.75$1.2547%3.00$358.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 107 found (best R:R 8.09, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$375.00Oct 2$4.45$4.45$0.5558%8.09$374.45
$410.00$430.00Oct 23$4.13$4.13$15.8778%0.26$414.13
$375.00$380.00Oct 16$3.00$3.00$2.0060%1.50$378.00
$370.00$375.00Oct 9$3.05$3.05$1.9558%1.56$373.05
$377.50$380.00Sep 25$1.75$1.75$0.7569%2.33$379.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$317.50$300.00Sep 11$2.12$2.12$15.3889%0.14$315.38
$355.00$350.00Oct 9$3.45$3.45$1.5558%2.23$351.55
$355.00$350.00Oct 16$3.40$3.40$1.6058%2.12$351.60
$330.00$325.00Oct 2$1.97$1.97$3.0383%0.65$328.03
$347.50$345.00Sep 18$1.72$1.72$0.7875%2.21$345.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.24, cheapest $2.57)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$362.50Sep 11Sep 18$4.0262.1%36.4%
$357.50Sep 11Sep 18$3.0054.9%33.1%
$360.00Sep 11Sep 18$4.8750.1%34.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$362.50Sep 11Sep 18$2.5762.1%36.4%
$357.50Sep 11Sep 18$2.2354.9%33.1%
$360.00Sep 11Sep 18$2.7750.1%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.01% of stock, avg 5.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Sep 11$3.48$3.78$7.26$352.74$367.262.01%
$365.00Sep 11$1.42$5.85$7.27$357.73$372.272.02%
$362.50Sep 11$3.23$4.88$8.11$354.39$370.612.25%
$357.50Sep 11$5.80$2.95$8.75$348.75$366.252.43%
$367.50Sep 11$0.80$8.15$8.95$358.55$376.452.48%
$355.00Sep 11$7.95$1.20$9.15$345.85$364.152.54%
$370.00Sep 11$0.40$8.95$9.35$360.65$379.352.59%
$352.50Sep 11$10.10$0.88$10.98$341.52$363.483.05%
$350.00Sep 11$12.15$0.45$12.60$337.40$362.603.50%
$375.00Sep 11$0.18$13.55$13.73$361.27$388.733.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.24% of stock, avg 3.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$350.00Sep 11$0.40$0.45$0.85$349.15$370.85
$367.50$350.00Sep 11$0.80$0.45$1.25$348.75$368.75
$370.00$352.50Sep 11$0.40$0.88$1.28$351.22$371.28
$367.50$352.50Sep 11$0.80$0.88$1.68$350.82$369.18
$370.00$355.00Sep 11$0.40$1.20$1.60$353.40$371.60
$367.50$355.00Sep 11$0.80$1.20$2.00$353.00$369.50
$365.00$350.00Sep 11$1.42$0.45$1.87$348.13$366.87
$365.00$352.50Sep 11$1.42$0.88$2.30$350.20$367.30
$370.00$320.00Sep 11$0.40$2.15$2.55$317.45$372.55
$365.00$355.00Sep 11$1.42$1.20$2.62$352.38$367.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 188 found (best R:R 14.63, avg credit $1.78)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
345/348380/382Sep 18$2.34$0.1657%14.63$345.16$382.34
335/340385/390Sep 25$3.22$1.7859%1.81$336.78$388.22
328/330378/380Sep 25$2.15$0.3558%6.14$327.85$379.65
350/352380/382Sep 18$2.34$0.1650%14.62$350.16$382.34
335/340415/420Oct 16$3.10$1.9059%1.63$336.90$418.10
345/348385/388Sep 18$1.87$0.6364%2.97$345.63$386.87
345/348382/385Sep 18$1.90$0.6062%3.17$345.60$384.40
345/348370/372Sep 18$2.37$0.1342%18.23$345.13$372.37
335/340378/380Sep 25$3.45$1.5548%2.23$336.55$380.95
345/348378/380Sep 18$2.00$0.5054%4.00$345.50$379.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$385.00$390.00Oct 16$0.20$4.809%24.00
$395.00$400.00$405.00Sep 18$0.08$4.924%61.50
$365.00$367.50$370.00Sep 11$0.22$2.2817%10.36
$350.00$355.00$360.00Oct 16$0.35$4.6511%13.29
$400.00$405.00$410.00Sep 18$0.13$4.872%37.46
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$315.00$320.00Oct 16$0.12$4.885%40.67
$357.50$360.00$362.50Sep 11$0.27$2.2318%8.26
$325.00$327.50$330.00Sep 11$0.05$2.451%49.00
$342.50$345.00$347.50Sep 11$0.12$2.386%19.83
$330.00$332.50$335.00Sep 11$0.07$2.431%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 125 found (best net $-7.50, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$340.001:2Oct 16-$7.50$17.50
$340.00$350.001:2Sep 18-$7.05$2.95
$370.00$375.001:2Oct 2-$0.95$4.05
$365.00$367.501:2Sep 11-$0.18$2.32
$367.50$370.001:2Sep 11$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$405.00$385.001:2Oct 2-$8.95$11.05
$345.00$330.001:2Oct 2-$0.55$14.45
$330.00$315.001:2Oct 23-$0.90$14.10
$360.00$350.001:2Oct 2-$3.05$6.95
$340.00$335.001:2Sep 25-$0.25$4.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 3.86%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Oct 23$13.900.462.6%3.86%6.50%45
$375.00Oct 23$11.800.424.0%3.27%7.31%1--
$365.00Oct 16$14.200.491.3%3.94%5.20%17173
$370.00Oct 16$11.900.442.6%3.30%5.95%84160
$375.00Oct 16$9.700.404.0%2.69%6.72%66161
$380.00Oct 16$8.200.345.4%2.27%7.70%11307
$400.00Oct 23$4.300.2511.0%1.19%12.16%65
$385.00Oct 16$6.600.306.8%1.83%8.64%988
$410.00Oct 23$2.850.2213.7%0.79%14.53%1--
$370.00Oct 9$9.500.422.6%2.64%5.28%210

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 6,246
Total Puts 5,871
Put/Call Ratio 0.94
Net Difference 375

Prior's Put/Call Breakdown

Total Calls 3,070
Total Puts 3,413
Put/Call Ratio 1.11
Net Difference -343

Prior 7-Day Put/Call Summary

Total Calls 23,727
Total Puts 22,043
Average Put/Call Ratio 1.04
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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