Tour v536
ISRG
INTUITIVE SURGICAL I
$482.10 +9.38%
$480.77 (-0.28%)🌙
as of 11/04 06:39 PM
◀ 11/4 18:39 ▶

Option Volume

Detail
ℹ
Current (11/04) 11,009
Calls: 7,652 (70%)
Puts: 3,357 (30%)
Prior (11/03) 2,053
Calls: 978 (48%)
Puts: 1,075 (52%)
Current vs Prior +436.24%
Calls: +682.41% (Calls)
Puts: +212.28% (Puts)
Prior 7-Day Total 24,563
Calls: 14,441 (59%)
Puts: 10,122 (41%)
Prior 7-Day Average 3,509
Calls: 2,063 (59%)
Puts: 1,446 (41%)
Current vs Prior 7-Day Avg +213.74%
Calls: +270.92%
Puts: +132.16%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $24.80M
Calls: $21.59M (87%)
Puts: $3.21M (13%)
Prior (11/03) $3.81M
Calls: $2.16M (57%)
Puts: $1.64M (43%)
Current vs Prior +551.04%
Calls: +897.52%
Puts: +94.98%
Prior 7-Day Total $44.17M
Calls: $29.71M (67%)
Puts: $14.46M (33%)
Prior 7-Day Average $6.31M
Calls: $4.24M (67%)
Puts: $2.07M (33%)
Current vs Prior 7-Day Avg +292.96%
Calls: +408.73%
Puts: +55.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.44
Prior (11/03) 1.10
Current vs Prior -60.09%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -43.90%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 63,275
Calls: 41,245 (65%)
Puts: 22,030 (35%)
Prior (11/03) 26,362
Calls: 16,745 (64%)
Puts: 9,617 (36%)
Current vs Prior +140.02%
Prior 7-Day Total 240,638
Calls: 152,333 (63%)
Puts: 88,305 (37%)
Prior 7-Day Average 34,376
Calls: 21,761 (63%)
Puts: 12,615 (37%)
Current vs Prior 7-Day Avg +84.06%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.99% | 4.82%6.16% | 9.50%
Prior 3.57% | 5.22%6.40% | 9.93%
Current vs Prior -16.41% | -7.58%-3.72% | -4.29%
Prior 7-Day Avg 3.19% | 5.17%6.67% | 10.04%
Current vs 7-Day Avg -6.38% | -6.74%-7.58% | -5.37%
Prior 7-Day Eod 3.57% | 5.22%6.40% | 9.93%
Current vs 7-Day Eod -16.41% | -7.58%-3.72% | -4.29%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($21.59M) vs puts ($3.21M). Massive premium surge with dollar volume up 551% vs prior. Dollar volume significantly above 7-day average (293% higher). Unusually high activity with volume up 436% vs prior - elevated interest.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 21 of results (avg 8.6%, best 6.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2080.1085.70$82.906.8%30.99--
$430.00Nov 2053.5057.40$55.457.0%270.92210
$390.00Nov 2089.7096.50$93.107.3%10.97215
$390.00Dec 1891.6098.70$95.157.5%20.95244
$490.00Dec 1818.3019.80$19.057.9%230.48200
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. 119 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Nov 2084.6091.60$88.107.9%20.99--
$400.00Nov 2080.1085.70$82.906.8%30.99--
$390.00Nov 2089.7096.50$93.107.3%10.97215
$425.00Nov 653.8061.60$57.7013.5%10.97--
$410.00Nov 2069.5076.80$73.1510.0%40.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Nov 619.9026.20$23.0527.3%51.00--
$495.00Nov 2017.7023.90$20.8029.8%10.65--
$487.50Nov 66.4012.20$9.3062.4%300.63--
$490.00Nov 1311.5018.50$15.0046.7%20.63--
$495.00Nov 2718.4025.90$22.1533.9%10.61--

Most actively traded options today. High liquidity = easy entry/exit. 313 active (total vol 7.5K, top 680)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Dec 1823.1025.70$24.4010.7%6800.551.7K
$500.00Dec 1814.0016.90$15.4518.8%6110.411.5K
$515.00Dec 188.8012.20$10.5032.4%2460.3133
$450.00Dec 1139.1045.10$42.1014.3%2040.772
$480.00Nov 2013.1017.70$15.4029.9%1670.55447
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Dec 185.0010.40$7.7070.1%3620.2227
$427.50Nov 200.004.90$2.45200.0%3410.10368
$420.00Nov 200.453.30$1.88151.6%1220.08354
$485.00Nov 65.4011.40$8.4071.4%1190.60--
$480.00Nov 208.0015.80$11.9065.5%700.461

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 50.3%, max 154.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$457.50Nov 6Nov 1392.1%36.2%154.5%967
$465.00Nov 6Dec 1860.8%31.1%95.5%21266
$467.50Nov 6Nov 1370.1%38.1%83.8%1036
$480.00Nov 6Dec 1850.0%30.4%64.6%7521.8K
$475.00Nov 6Dec 1843.9%30.6%43.3%10986
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Nov 6Dec 1850.0%30.4%64.6%92111
$470.00Nov 6Dec 1837.7%30.9%22.3%3380

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 152 found (best R:R 135.36, avg 6.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$425.00$430.00Nov 20$2.75$2.25$2.7596%0.82$427.75
$415.00$420.00Dec 18$2.70$2.30$2.7090%0.85$417.70
$485.00$490.00Nov 20$0.50$4.50$0.5049%9.00$485.50
$520.00$550.00Nov 6$0.12$29.88$0.129%249.00$520.12
$470.00$475.00Dec 18$1.50$3.50$1.5063%2.33$471.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$400.00Dec 11$0.22$29.78$0.2214%135.36$429.78
$490.00$480.00Nov 27$3.85$6.15$3.8557%1.60$486.15
$460.00$455.00Nov 20$0.27$4.73$0.2724%17.52$459.73
$480.00$475.00Nov 20$1.35$3.65$1.3546%2.70$478.65
$487.50$485.00Nov 6$0.90$1.60$0.9063%1.78$486.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 122 found (best R:R 18.23, avg 0.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$545.00$550.00Dec 18$2.76$2.76$2.2482%1.23$547.76
$515.00$520.00Nov 20$2.88$2.88$2.1278%1.36$517.88
$490.00$495.00Nov 20$4.10$4.10$0.9056%4.56$494.10
$495.00$500.00Nov 13$3.07$3.07$1.9366%1.59$498.07
$500.00$510.00Dec 4$4.70$4.70$5.3063%0.89$504.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$432.50$430.00Nov 6$2.37$2.37$0.1389%18.23$430.13
$407.50$390.00Nov 13$2.17$2.17$15.3392%0.14$405.33
$450.00$445.00Nov 20$2.55$2.55$2.4580%1.04$447.45
$427.50$425.00Nov 6$1.90$1.90$0.6090%3.17$425.60
$420.00$410.00Dec 4$2.45$2.45$7.5588%0.32$417.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.20, cheapest $6.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$480.00Nov 6Nov 13$3.0550.0%33.8%
$487.50Nov 6Nov 13$5.4048.7%41.8%
$490.00Nov 6Nov 13$3.8036.7%31.5%
$482.50Nov 6Nov 13$4.6041.2%37.5%
$485.00Nov 6Nov 13$5.4035.2%35.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$480.00Nov 6Nov 20$6.4550.0%32.8%
$482.50Nov 6Nov 13$5.8041.2%37.5%
$485.00Nov 6Nov 13$3.9535.2%35.5%
$495.00Nov 20Nov 27$1.3531.7%34.8%
$490.00Nov 13Nov 20$2.1531.5%37.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 2.51% of stock, avg 7.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$482.50Nov 6$6.65$5.45$12.10$470.40$494.602.51%
$485.00Nov 6$4.15$8.40$12.55$472.45$497.552.60%
$475.00Nov 6$11.10$2.80$13.90$461.10$488.902.88%
$487.50Nov 6$4.95$9.30$14.25$473.25$501.752.96%
$480.00Nov 6$8.95$5.45$14.40$465.60$494.402.99%
$470.00Nov 6$15.15$1.02$16.17$453.83$486.173.35%
$472.50Nov 6$12.55$3.98$16.53$455.97$489.033.43%
$467.50Nov 6$16.45$3.68$20.13$447.37$487.634.18%
$465.00Nov 6$18.15$2.15$20.30$444.70$485.304.21%
$490.00Nov 13$6.30$15.00$21.30$468.70$511.304.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.90% of stock, avg 3.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$495.00$475.00Nov 6$1.53$2.80$4.33$470.67$499.33
$492.50$475.00Nov 6$1.73$2.80$4.53$470.47$497.03
$490.00$475.00Nov 6$2.50$2.80$5.30$469.70$495.30
$492.50$472.50Nov 6$1.73$3.98$5.71$466.79$498.21
$495.00$472.50Nov 6$1.53$3.98$5.51$466.99$500.51
$492.50$477.50Nov 6$1.73$3.78$5.51$471.99$498.01
$495.00$477.50Nov 6$1.53$3.78$5.31$472.19$500.31
$490.00$472.50Nov 6$2.50$3.98$6.48$466.02$496.48
$490.00$477.50Nov 6$2.50$3.78$6.28$471.22$496.28
$485.00$475.00Nov 6$4.15$2.80$6.95$468.05$491.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 243 found (best R:R 15.67, avg credit $2.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
425/428515/520Nov 20$4.70$0.3068%15.67$422.80$519.70
410/415515/520Nov 27$4.48$0.5265%8.62$410.52$519.48
410/415510/515Nov 27$4.50$0.5059%9.00$410.50$514.50
425/428500/505Nov 20$4.37$0.6358%6.94$423.13$504.37
440/445515/520Nov 20$3.98$1.0265%3.90$441.02$518.98
412/415515/520Nov 20$3.48$1.5273%2.29$411.52$518.48
415/418515/520Nov 20$3.50$1.5071%2.33$414.00$518.50
390/395515/520Dec 18$3.82$1.1860%3.24$391.18$518.82
430/432505/510Nov 6$2.75$2.2579%1.22$429.75$507.75
390/395520/525Dec 18$3.42$1.5864%2.16$391.58$523.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$455.00$460.00$465.00Nov 27$0.05$4.958%99.00
$460.00$465.00$470.00Dec 4$0.10$4.909%49.00
$505.00$510.00$515.00Dec 18$0.15$4.855%32.33
$450.00$455.00$460.00Dec 18$0.20$4.807%24.00
$415.00$420.00$425.00Nov 20$0.10$4.901%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$465.00$470.00$475.00Nov 27$0.15$4.8510%32.33
$455.00$460.00$465.00Dec 18$0.10$4.907%49.00
$470.00$475.00$480.00Dec 18$0.15$4.858%32.33
$480.00$485.00$490.00Dec 18$0.15$4.857%32.33
$465.00$470.00$475.00Dec 18$0.20$4.808%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 121 found (best net $-0.05, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$560.001:2Dec 4-$0.06$19.94
$520.00$550.001:2Nov 6-$0.76$29.24
$487.50$490.001:2Nov 6-$0.05$2.45
$520.00$530.001:2Dec 4-$0.69$9.31
$500.00$510.001:2Dec 4-$2.55$7.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$445.001:2Dec 4-$0.05$19.95
$482.50$475.001:2Nov 13-$1.25$6.25
$460.00$455.001:2Nov 6$0.00$5.00
$445.00$440.001:2Nov 20-$0.25$4.75
$467.50$465.001:2Nov 6-$0.62$1.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 3.80%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$490.00Dec 18$18.300.481.6%3.80%5.43%23200
$500.00Dec 18$14.000.413.7%2.90%6.62%6111.5K
$485.00Dec 18$18.900.510.6%3.92%4.52%2565
$510.00Dec 18$10.500.345.8%2.18%7.97%7734
$515.00Dec 18$8.800.316.8%1.83%8.65%24633
$495.00Dec 18$13.200.442.7%2.74%5.41%1223
$485.00Dec 11$16.600.510.6%3.44%4.04%1--
$495.00Dec 11$12.000.432.7%2.49%5.16%5--
$505.00Dec 18$9.300.364.8%1.93%6.68%117
$520.00Dec 18$7.200.277.9%1.49%9.35%88201

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 7,652
Total Puts 3,357
Put/Call Ratio 0.44
Net Difference 4,295

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,441
Total Puts 10,122
Average Put/Call Ratio 0.78
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All