Tour v533
ISRG
INTUITIVE SURGICAL I
$440.75 +0.89%
$436.86 (-0.88%)🌙
as of 11/03 06:36 PM
◀ 11/3 18:36 ▶

Option Volume

Detail
ℹ
Current (11/03) 2,053
Calls: 978 (48%)
Puts: 1,075 (52%)
Prior (11/02) 4,810
Calls: 3,437 (71%)
Puts: 1,373 (29%)
Current vs Prior -57.32%
Calls: -71.54% (Calls)
Puts: -21.70% (Puts)
Prior 7-Day Total 34,565
Calls: 21,422 (62%)
Puts: 13,143 (38%)
Prior 7-Day Average 4,937
Calls: 3,060 (62%)
Puts: 1,877 (38%)
Current vs Prior 7-Day Avg -58.42%
Calls: -68.04%
Puts: -42.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $3.81M
Calls: $2.16M (57%)
Puts: $1.64M (43%)
Prior (11/02) $6.44M
Calls: $3.67M (57%)
Puts: $2.77M (43%)
Current vs Prior -40.86%
Calls: -41.00%
Puts: -40.68%
Prior 7-Day Total $55.78M
Calls: $39.53M (71%)
Puts: $16.25M (29%)
Prior 7-Day Average $7.97M
Calls: $5.65M (71%)
Puts: $2.32M (29%)
Current vs Prior 7-Day Avg -52.20%
Calls: -61.67%
Puts: -29.15%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.10
Prior (11/02) 0.40
Current vs Prior +175.16%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +57.38%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 26,362
Calls: 16,745 (64%)
Puts: 9,617 (36%)
Prior (11/02) 36,324
Calls: 23,462 (65%)
Puts: 12,862 (35%)
Current vs Prior -27.43%
Prior 7-Day Total 279,493
Calls: 176,134 (63%)
Puts: 103,359 (37%)
Prior 7-Day Average 39,927
Calls: 25,162 (63%)
Puts: 14,765 (37%)
Current vs Prior 7-Day Avg -33.98%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.57% | 5.22%6.40% | 9.93%
Prior 3.81% | 5.77%7.07% | 9.84%
Current vs Prior -6.24% | -9.53%-9.54% | +0.85%
Prior 7-Day Avg 3.34% | 5.23%6.78% | 10.11%
Current vs 7-Day Avg +6.84% | -0.31%-5.65% | -1.77%
Prior 7-Day Eod 3.81% | 5.77%7.07% | 9.84%
Current vs 7-Day Eod -6.24% | -9.53%-9.54% | +0.85%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 57.17% | 40.93%
Calls: 66.21% | 40.00%
Puts: 48.13% | 41.86%
Prior 57.17% | 40.93%
Calls: 66.21% | 40.00%
Puts: 48.13% | 41.86%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 57.17% | 40.93%
Calls: 66.21% | 40.00%
Puts: 48.13% | 41.86%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Below-average activity with volume down 57% vs prior. Slightly bearish P/C ratio of 1.10. P/C ratio rising 175% - increased hedging/bearish positioning. Call-heavy open interest (16,745 calls vs 9,617 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 8.8%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2068.5074.80$71.658.8%20.93--
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. 25 found (avg delta 0.66, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2068.5074.80$71.658.8%20.93--
$390.00Nov 1348.1056.10$52.1015.4%10.91--
$410.00Nov 2031.4039.70$35.5523.3%10.86151
$410.00Nov 1329.3037.20$33.2523.8%10.83--
$420.00Nov 2725.0033.20$29.1028.2%20.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 68.0016.30$12.1568.3%21.00--
$450.00Nov 1311.1019.70$15.4055.8%10.73--
$450.00Nov 2014.0022.60$18.3047.0%10.64--
$440.00Nov 62.0010.30$6.15135.0%40.6432
$445.00Nov 2011.0019.20$15.1054.3%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 137 active (total vol 1.3K, top 183)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Nov 204.509.20$6.8568.6%770.35325
$445.00Nov 63.207.00$5.1074.5%370.42484
$480.00Dec 185.3010.50$7.9065.8%330.261.7K
$450.00Nov 208.6011.50$10.0528.9%320.42579
$460.00Nov 60.251.80$1.02152.0%300.13108
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Dec 1814.5020.70$17.6035.2%1830.4534
$387.50Nov 130.004.90$2.45200.0%1100.10--
$440.00Dec 1816.6023.00$19.8032.3%370.49124
$440.00Nov 209.0016.60$12.8059.4%340.51146
$437.50Nov 207.0015.50$11.2575.6%240.4718

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 21.0%, max 53.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$410.00Nov 13Nov 2051.8%35.1%47.5%2151
$445.00Nov 6Dec 1843.9%35.6%23.2%38573
$475.00Nov 13Dec 442.6%34.9%22.2%491
$455.00Nov 6Dec 1141.6%35.1%18.6%1486
$450.00Nov 6Dec 1839.0%34.0%14.9%31468
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$430.00Nov 6Dec 1848.2%31.4%53.3%14326
$435.00Nov 6Dec 1841.5%33.0%25.7%18634
$440.00Nov 6Dec 1835.3%32.4%8.9%41156
$445.00Nov 20Dec 1836.7%35.6%3.0%1023

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 91 found (best R:R 0.67, avg 6.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$495.00Dec 4$0.92$14.08$0.9222%15.30$480.92
$450.00$465.00Nov 27$3.95$11.05$3.9544%2.80$453.95
$425.00$455.00Dec 11$15.05$14.95$15.0567%0.99$440.05
$420.00$450.00Nov 27$17.00$13.00$17.0074%0.76$437.00
$460.00$465.00Nov 20$0.10$4.90$0.1029%49.00$460.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$450.00$440.00Nov 6$6.00$4.00$6.00100%0.67$444.00
$450.00$420.00Nov 13$11.00$19.00$11.0074%1.73$439.00
$420.00$392.50Nov 13$1.95$25.55$1.9524%13.10$418.05
$415.00$410.00Dec 18$0.35$4.65$0.3528%13.29$414.65
$445.00$440.00Dec 18$1.55$3.45$1.5552%2.23$443.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 2.91, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$465.00$470.00Nov 27$3.72$3.72$1.2868%2.91$468.72
$472.50$480.00Nov 6$1.97$1.97$5.5385%0.36$474.47
$480.00$490.00Nov 13$2.00$2.00$8.0085%0.25$482.00
$470.00$475.00Nov 13$2.20$2.20$2.8076%0.79$472.20
$462.50$465.00Nov 13$1.83$1.83$0.6774%2.73$464.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$355.00Nov 20$2.00$2.00$3.0092%0.67$358.00
$435.00$430.00Dec 18$3.25$3.25$1.7555%1.86$431.75
$412.50$410.00Nov 20$1.55$1.55$0.9579%1.63$410.95
$410.00$405.00Dec 18$2.25$2.25$2.7574%0.82$407.75
$417.50$415.00Nov 6$1.25$1.25$1.2585%1.00$416.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $5.25, cheapest $4.77)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$445.00Nov 6Nov 13$4.2543.9%38.0%
$437.50Nov 6Nov 20$8.2538.7%33.8%
$440.00Nov 6Nov 13$3.6035.3%35.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$430.00Nov 6Nov 20$4.7748.2%34.6%
$432.50Nov 6Nov 20$4.9747.8%34.5%
$435.00Nov 6Nov 27$7.6041.5%32.8%
$440.00Nov 6Nov 20$6.6535.3%34.6%
$445.00Nov 20Nov 27$1.9536.7%36.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.27% of stock, avg 6.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$440.00Nov 6$8.25$6.15$14.40$425.60$454.403.27%
$435.00Nov 6$10.50$4.35$14.85$420.15$449.853.37%
$450.00Nov 6$2.70$12.15$14.85$435.15$464.853.37%
$450.00Nov 13$6.50$15.40$21.90$428.10$471.904.97%
$440.00Nov 20$14.25$12.80$27.05$412.95$467.056.14%
$437.50Nov 20$16.80$11.25$28.05$409.45$465.556.36%
$450.00Nov 20$10.05$18.30$28.35$421.65$478.356.43%
$425.00Nov 20$24.00$6.90$30.90$394.10$455.907.01%
$420.00Nov 27$29.10$6.95$36.05$383.95$456.058.18%
$410.00Nov 20$35.55$2.83$38.38$371.62$448.388.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.89% of stock, avg 3.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$500.00$390.00Nov 27$1.48$2.45$3.93$386.07$503.93
$452.50$417.50Nov 6$1.92$1.80$3.72$413.78$456.22
$452.50$425.00Nov 6$1.92$2.45$4.37$420.63$456.87
$450.00$417.50Nov 6$2.70$1.80$4.50$413.00$454.50
$450.00$425.00Nov 6$2.70$2.45$5.15$419.85$455.15
$452.50$430.00Nov 6$1.92$3.43$5.35$424.65$457.85
$450.00$430.00Nov 6$2.70$3.43$6.13$423.87$456.13
$460.00$392.50Nov 13$3.40$2.45$5.85$386.65$465.85
$460.00$387.50Nov 13$3.40$2.45$5.85$381.65$465.85
$460.00$370.00Nov 13$3.40$2.45$5.85$364.15$465.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 138 found (best R:R 3.35, avg credit $2.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
355/360465/470Nov 20$3.85$1.1566%3.35$356.15$468.85
415/420465/470Nov 27$4.77$0.2340%20.74$415.23$469.77
355/360455/460Nov 20$3.65$1.3557%2.70$356.35$458.65
355/360475/480Nov 20$2.40$2.6075%0.92$357.60$477.40
410/412465/470Nov 20$3.40$1.6053%2.12$409.10$468.40
355/360490/500Nov 20$2.80$7.2082%0.39$357.20$492.80
415/418460/462Nov 6$1.67$0.8372%2.01$415.83$461.67
415/418472/480Nov 6$3.22$4.2870%0.75$414.28$475.72
415/418450/452Nov 6$2.03$0.4756%4.32$415.47$452.03
355/360470/475Nov 20$2.30$2.7072%0.85$357.70$472.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 44.45, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$490.00$500.00Nov 20$0.22$9.7810%44.45
$460.00$470.00$480.00Dec 18$0.70$9.3013%13.29
$455.00$457.50$460.00Nov 6$0.11$2.398%21.73
$440.00$442.50$445.00Nov 6$0.49$2.0112%4.10
$460.00$462.50$465.00Nov 6$0.47$2.034%4.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$415.00$420.00$425.00Dec 18$0.10$4.908%49.00
$420.00$425.00$430.00Dec 18$0.15$4.858%32.33
$420.00$422.50$425.00Nov 20$0.45$2.055%4.56
$405.00$407.50$410.00Nov 20$0.46$2.042%4.43
$380.00$390.00$400.00Dec 18$1.09$8.919%8.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-1.85, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$430.001:2Nov 13-$1.85$18.15
$390.00$410.001:2Nov 13-$14.40$5.60
$450.00$465.001:2Nov 27-$4.20$10.80
$470.00$475.001:2Nov 13-$0.25$4.75
$480.00$490.001:2Nov 20-$0.51$9.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Nov 6-$0.15$9.85
$420.00$392.501:2Nov 13-$0.50$27.00
$435.00$420.001:2Nov 27-$1.95$13.05
$410.00$390.001:2Nov 6-$0.05$19.95
$440.00$435.001:2Nov 6-$2.55$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 2.47%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$460.00Dec 18$10.900.394.4%2.47%6.84%2336
$450.00Dec 18$13.600.462.1%3.09%5.18%14329
$445.00Dec 18$15.200.501.0%3.45%4.41%189
$470.00Dec 18$7.000.336.6%1.59%8.22%3--
$455.00Dec 11$9.700.423.2%2.20%5.43%1--
$480.00Dec 18$5.300.268.9%1.20%10.11%331.7K
$465.00Dec 11$6.200.345.5%1.41%6.91%16
$490.00Dec 18$3.600.2211.2%0.82%11.99%9193
$470.00Dec 4$5.600.306.6%1.27%7.91%1123
$455.00Dec 4$8.000.403.2%1.82%5.05%65

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 978
Total Puts 1,075
Put/Call Ratio 1.10
Net Difference -97

Prior's Put/Call Breakdown

Total Calls 3,437
Total Puts 1,373
Put/Call Ratio 0.40
Net Difference 2,064

Prior 7-Day Put/Call Summary

Total Calls 21,422
Total Puts 13,143
Average Put/Call Ratio 0.70
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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