Tour v536
ISRG
INTUITIVE SURGICAL I
$452.80 -3.36%
$454.92 (+0.47%)🌙
as of 11/06 06:33 PM
◀ 11/6 18:33

Option Volume

Detail
ℹ
Current (11/06) 3,303
Calls: 2,046 (62%)
Puts: 1,257 (38%)
Prior (11/05) 5,216
Calls: 2,724 (52%)
Puts: 2,492 (48%)
Current vs Prior -36.68%
Calls: -24.89% (Calls)
Puts: -49.56% (Puts)
Prior 7-Day Total 32,291
Calls: 19,516 (60%)
Puts: 12,775 (40%)
Prior 7-Day Average 4,613
Calls: 2,788 (60%)
Puts: 1,825 (40%)
Current vs Prior 7-Day Avg -28.40%
Calls: -26.61%
Puts: -31.12%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $7.39M
Calls: $5.41M (73%)
Puts: $1.99M (27%)
Prior (11/05) $12.52M
Calls: $6.56M (52%)
Puts: $5.96M (48%)
Current vs Prior -40.93%
Calls: -17.56%
Puts: -66.66%
Prior 7-Day Total $62.19M
Calls: $41.29M (66%)
Puts: $20.90M (34%)
Prior 7-Day Average $8.88M
Calls: $5.90M (66%)
Puts: $2.99M (34%)
Current vs Prior 7-Day Avg -16.78%
Calls: -8.33%
Puts: -33.46%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.61
Prior (11/05) 0.91
Current vs Prior -32.84%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -21.76%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 33,434
Calls: 20,870 (62%)
Puts: 12,564 (38%)
Prior (11/05) 46,128
Calls: 29,168 (63%)
Puts: 16,960 (37%)
Current vs Prior -27.52%
Prior 7-Day Total 281,717
Calls: 178,184 (63%)
Puts: 103,533 (37%)
Prior 7-Day Average 40,245
Calls: 25,454 (63%)
Puts: 14,790 (37%)
Current vs Prior 7-Day Avg -16.92%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.78% | 4.37%5.52% | 9.67%
Prior 2.97% | 5.27%6.93% | 10.34%
Current vs Prior +47.39% | +4.73%-20.28% | -6.46%
Prior 7-Day Avg 3.08% | 5.15%6.54% | 9.94%
Current vs 7-Day Avg +42.08% | +7.25%-15.55% | -2.72%
Prior 7-Day Eod 2.97% | 5.27%6.93% | 10.34%
Current vs 7-Day Eod +47.39% | +4.73%-20.28% | -6.46%
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 73% call dollar volume ($5.41M). Bullish P/C ratio of 0.61. P/C ratio dropping 33% - sentiment shifting bullish. Call-heavy open interest (20,870 calls vs 12,564 puts) suggests bullish positioning.

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 1 of results (avg 7.2%, best 7.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Dec 414.8015.90$15.357.2%350.479
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. 91 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 648.6057.00$52.8015.9%11.00--
$415.00Nov 634.6042.00$38.3019.3%231.006
$425.00Nov 624.2031.80$28.0027.1%11.00--
$440.00Nov 68.6017.00$12.8065.6%171.00100
$390.00Nov 1359.2067.60$63.4013.2%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Nov 629.7036.30$33.0020.0%10.9999
$472.50Nov 616.1023.90$20.0039.0%10.993
$465.00Nov 68.7014.50$11.6050.0%260.9444
$500.00Nov 2045.5052.10$48.8013.5%700.9170
$470.00Nov 613.1021.30$17.2047.7%70.91--

Most actively traded options today. High liquidity = easy entry/exit. 235 active (total vol 2.5K, top 201)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Nov 60.001.60$0.80200.0%2010.4366
$460.00Dec 1816.8022.90$19.8530.7%1630.48284
$465.00Nov 60.000.30$0.15200.0%710.06104
$450.00Dec 1820.0028.10$24.0533.7%670.56302
$500.00Nov 200.851.50$1.1855.1%490.08371
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Dec 181.609.40$5.50141.8%1460.17161
$430.00Dec 187.3014.90$11.1068.5%930.30261
$460.00Nov 2012.0020.20$16.1050.9%820.59101
$450.00Nov 133.4012.00$7.70111.7%700.4419
$500.00Nov 2045.5052.10$48.8013.5%700.9170

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 790.5%, max 2605.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Nov 6Dec 18937.5%34.7%2605.6%659
$480.00Nov 6Dec 18728.2%33.9%2045.4%441.3K
$437.50Nov 6Nov 13617.6%44.5%1286.7%331
$442.50Nov 6Nov 13503.4%38.5%1209.3%421
$467.50Nov 6Nov 13517.3%41.7%1140.6%615
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Nov 6Dec 18314.7%36.1%770.5%21100
$447.50Nov 6Nov 20256.6%35.9%614.7%537
$460.00Nov 6Dec 18198.9%36.5%445.0%2449
$455.00Nov 6Dec 477.1%35.1%119.7%2721
$442.50Nov 13Nov 2038.5%31.2%23.4%327

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 17.52, avg 4.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$520.00Dec 4$1.08$18.92$1.0818%17.52$501.08
$455.00$460.00Nov 13$0.80$4.20$0.8048%5.25$455.80
$430.00$450.00Dec 11$11.65$8.35$11.6571%0.72$441.65
$442.50$445.00Nov 13$0.50$2.00$0.5070%4.00$443.00
$440.00$445.00Dec 18$1.90$3.10$1.9063%1.63$441.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$460.00$455.00Nov 6$1.92$3.08$1.9279%1.60$458.08
$435.00$425.00Nov 20$0.98$9.02$0.9829%9.20$434.02
$485.00$480.00Dec 18$2.35$2.65$2.3570%1.13$482.65
$465.00$462.50Nov 6$1.00$1.50$1.0094%1.50$464.00
$465.00$460.00Dec 18$1.70$3.30$1.7055%1.94$463.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 2.12, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$475.00$480.00Nov 20$3.40$3.40$1.6072%2.12$478.40
$490.00$495.00Nov 6$2.40$2.40$2.6085%0.92$492.40
$462.50$465.00Nov 6$2.30$2.30$0.2071%11.50$464.80
$465.00$470.00Nov 20$3.15$3.15$1.8564%1.70$468.15
$475.00$480.00Nov 13$2.38$2.38$2.6276%0.91$477.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$415.00Nov 6$2.20$2.20$2.8086%0.79$417.80
$447.50$442.50Nov 20$3.70$3.70$1.3057%2.85$443.80
$395.00$390.00Nov 13$1.80$1.80$3.2090%0.56$393.20
$415.00$410.00Nov 27$2.13$2.13$2.8783%0.74$412.87
$420.00$417.50Nov 20$1.75$1.75$0.7583%2.33$418.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $6.23, cheapest $5.25)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Nov 6Nov 13$8.35314.7%36.6%
$452.50Nov 6Nov 13$5.92196.4%37.2%
$455.00Nov 6Nov 13$7.5577.1%37.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Nov 6Nov 13$5.25314.7%36.6%
$452.50Nov 6Nov 20$9.10196.4%30.2%
$455.00Nov 6Nov 13$5.8277.1%37.4%
$442.50Nov 13Nov 20$1.6538.5%31.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 1.10% of stock, avg 6.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$450.00Nov 6$2.55$2.45$5.00$445.00$455.001.10%
$455.00Nov 6$0.80$4.33$5.13$449.87$460.131.13%
$452.50Nov 6$3.73$1.85$5.58$446.92$458.081.23%
$447.50Nov 6$5.33$1.08$6.41$441.09$453.911.42%
$460.00Nov 6$0.80$6.25$7.05$452.95$467.051.56%
$465.00Nov 6$0.15$11.60$11.75$453.25$476.752.59%
$462.50Nov 6$2.45$10.60$13.05$449.45$475.552.88%
$470.00Nov 6$0.50$17.20$17.70$452.30$487.703.91%
$467.50Nov 6$2.45$15.60$18.05$449.45$485.553.99%
$455.00Nov 13$8.35$10.15$18.50$436.50$473.504.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.42% of stock, avg 3.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$447.50Nov 6$0.80$1.08$1.88$445.62$461.88
$455.00$447.50Nov 6$0.80$1.08$1.88$445.62$456.88
$457.50$447.50Nov 6$1.33$1.08$2.41$445.09$459.91
$455.00$452.50Nov 6$0.80$1.85$2.65$449.85$457.65
$460.00$452.50Nov 6$0.80$1.85$2.65$449.85$462.65
$460.00$435.00Nov 6$0.80$2.45$3.25$431.75$463.25
$457.50$452.50Nov 6$1.33$1.85$3.18$449.32$460.68
$460.00$420.00Nov 6$0.80$2.45$3.25$416.75$463.25
$455.00$450.00Nov 6$0.80$2.45$3.25$446.75$458.25
$467.50$447.50Nov 6$2.45$1.08$3.53$443.97$471.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 193 found (best R:R 11.50, avg credit $2.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
415/420490/495Nov 6$4.60$0.4071%11.50$415.40$494.60
400/405475/480Nov 20$4.43$0.5763%7.77$400.57$479.43
390/395475/480Nov 13$4.18$0.8267%5.10$390.82$479.18
415/420462/465Nov 6$4.50$0.5058%9.00$415.50$467.00
430/435490/495Nov 6$4.00$1.0066%4.00$431.00$494.00
415/420468/470Nov 6$4.15$0.8562%4.88$415.85$471.65
415/420482/485Nov 6$3.40$1.6075%2.13$416.60$485.90
425/430475/480Nov 13$4.33$0.6754%6.46$425.67$479.33
425/430490/495Nov 6$3.22$1.7876%1.81$426.78$493.22
405/410475/480Nov 20$3.95$1.0560%3.76$406.05$478.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 9.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$435.00$437.50$440.00Nov 6$0.25$2.2518%9.00
$432.50$435.00$437.50Nov 13$0.10$2.406%24.00
$447.50$450.00$452.50Nov 13$0.15$2.359%15.67
$465.00$470.00$475.00Nov 27$0.35$4.6510%13.29
$485.00$487.50$490.00Nov 13$0.19$2.315%12.16
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$425.00$430.00$435.00Nov 6$0.78$4.2218%5.41
$455.00$457.50$460.00Nov 13$0.35$2.157%6.14
$460.00$465.00$470.00Nov 27$0.60$4.4010%7.33
$415.00$420.00$425.00Dec 18$0.65$4.356%6.69
$410.00$415.00$420.00Dec 18$0.65$4.354%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-3.60, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$415.001:2Nov 13-$15.90$9.10
$435.00$450.001:2Nov 20-$5.35$9.65
$475.00$490.001:2Dec 4-$1.25$13.75
$430.00$450.001:2Dec 11-$11.35$8.65
$480.00$490.001:2Nov 27-$0.21$9.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$475.001:2Nov 20-$3.60$21.40
$460.00$440.001:2Nov 27-$0.30$19.70
$485.00$472.501:2Nov 6-$7.00$5.50
$482.50$467.501:2Nov 13-$7.75$7.25
$440.00$420.001:2Dec 11-$1.15$18.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 3.71%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$460.00Dec 18$16.800.481.6%3.71%5.30%163284
$465.00Dec 18$14.500.452.7%3.20%5.90%9155
$455.00Dec 11$17.300.510.5%3.82%4.31%3--
$460.00Dec 4$14.800.471.6%3.27%4.86%359
$455.00Dec 18$17.000.520.5%3.75%4.24%1327
$465.00Dec 11$12.700.442.7%2.80%5.50%4--
$470.00Dec 18$10.000.413.8%2.21%6.01%16305
$455.00Dec 4$15.800.510.5%3.49%3.98%36
$490.00Dec 18$6.100.288.2%1.35%9.56%4--
$460.00Dec 11$13.000.471.6%2.87%4.46%2--

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 2,046
Total Puts 1,257
Put/Call Ratio 0.61
Net Difference 789

Prior's Put/Call Breakdown

Total Calls 2,724
Total Puts 2,492
Put/Call Ratio 0.91
Net Difference 232

Prior 7-Day Put/Call Summary

Total Calls 19,516
Total Puts 12,775
Average Put/Call Ratio 0.79
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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