Tour v528
ISRG
INTUITIVE SURGICAL I
$401.65 +2.12%
$401.55 (-0.02%)🌙
as of 09/21 06:38 PM
9/21 18:38

Option Volume

Detail
Current (09/21) 7,064
Calls: 4,173 (59%)
Puts: 2,891 (41%)
Prior (09/18) 8,602
Calls: 4,887 (57%)
Puts: 3,715 (43%)
Current vs Prior -17.88%
Calls: -14.61% (Calls)
Puts: -22.18% (Puts)
Prior 7-Day Total 59,010
Calls: 31,635 (54%)
Puts: 27,375 (46%)
Prior 7-Day Average 8,430
Calls: 4,519 (54%)
Puts: 3,910 (46%)
Current vs Prior 7-Day Avg -16.20%
Calls: -7.66%
Puts: -26.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $8.78M
Calls: $6.65M (76%)
Puts: $2.13M (24%)
Prior (09/18) $33.45M
Calls: $6.12M (18%)
Puts: $27.34M (82%)
Current vs Prior -73.74%
Calls: +8.79%
Puts: -92.21%
Prior 7-Day Total $141.22M
Calls: $38.97M (28%)
Puts: $102.25M (72%)
Prior 7-Day Average $20.17M
Calls: $5.57M (28%)
Puts: $14.61M (72%)
Current vs Prior 7-Day Avg -56.46%
Calls: +19.51%
Puts: -85.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.69
Prior (09/18) 0.76
Current vs Prior -8.87%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -24.27%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 53,652
Calls: 27,750 (52%)
Puts: 25,902 (48%)
Prior (09/18) 60,432
Calls: 33,195 (55%)
Puts: 27,237 (45%)
Current vs Prior -11.22%
Prior 7-Day Total 408,511
Calls: 208,746 (51%)
Puts: 199,765 (49%)
Prior 7-Day Average 58,358
Calls: 29,820 (51%)
Puts: 28,537 (49%)
Current vs Prior 7-Day Avg -8.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.81% | 4.87%7.36% | 13.49%
Prior 3.90% | 5.24%1.15% | 8.26%
Current vs Prior -2.39% | -7.06%+538.81% | +63.31%
Prior 7-Day Avg 3.60% | 5.20%3.92% | 9.20%
Current vs 7-Day Avg +5.78% | -6.45%+87.92% | +46.75%
Prior 7-Day Eod 3.90% | 5.24%1.15% | 8.26%
Current vs 7-Day Eod -2.39% | -7.06%+538.81% | +63.31%
Sentiment BULLISHBEARISH

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 bullish conviction with 76% of dollar volume in calls ($6.65M) vs puts ($2.13M). Light premium activity with dollar volume down 74% vs prior. Bullish P/C ratio of 0.69.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 9.4%, best 8.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 1615.6017.00$16.308.6%6050.57477
$350.00Oct 1652.3057.20$54.758.9%30.93145
$330.00Oct 969.8076.70$73.259.4%30.92--
$360.00Oct 1642.6047.00$44.809.8%130.90136
$405.00Oct 1613.3014.70$14.0010.0%1300.52359
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. 66 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Sep 2534.3040.80$37.5517.3%41.00--
$375.00Sep 2526.1030.50$28.3015.5%10.97--
$380.00Sep 2519.5025.40$22.4526.3%90.96--
$345.00Oct 1656.1062.20$59.1510.3%10.94--
$350.00Oct 1652.3057.20$54.758.9%30.93145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Sep 2535.3042.20$38.7517.8%10.82--
$420.00Oct 1621.3029.10$25.2031.0%10.68--
$412.50Oct 913.5022.00$17.7547.9%30.64--
$405.00Sep 257.009.90$8.4534.3%20.592
$410.00Oct 1616.4020.20$18.3020.8%10.57123

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 4.8K, top 605)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 1615.6017.00$16.308.6%6050.57477
$415.00Sep 251.702.60$2.1541.9%2070.2279
$420.00Sep 250.851.20$1.0234.3%1670.1336
$450.00Oct 161.502.50$2.0050.0%1380.12401
$405.00Oct 1613.3014.70$14.0010.0%1300.52359
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Oct 161.352.20$1.7847.8%3430.09581
$380.00Sep 250.001.00$0.50200.0%2920.0745
$395.00Sep 252.904.20$3.5536.6%1780.3453
$370.00Oct 235.8012.00$8.9069.7%770.2510
$370.00Oct 162.854.60$3.7247.0%680.17291

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 20.3%, max 77.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$435.00Sep 25Oct 3076.6%43.3%77.0%643
$402.50Sep 25Oct 1642.4%33.4%26.9%1812
$407.50Sep 25Oct 1641.4%33.1%25.3%1415
$387.50Sep 25Oct 238.9%34.1%13.9%219
$397.50Sep 25Oct 1638.0%35.5%7.1%3038
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$382.50Sep 25Oct 249.3%35.7%38.3%1319
$392.50Sep 25Oct 234.9%31.0%12.7%1213
$405.00Sep 25Oct 1641.0%37.6%9.0%1241
$400.00Sep 25Oct 1637.2%35.0%6.3%25510
$387.50Sep 25Oct 1638.9%36.6%6.2%4015

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 4.00, avg 5.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$405.00Oct 9$1.00$4.00$1.0057%4.00$401.00
$420.00$430.00Oct 9$0.80$9.20$0.8028%11.50$420.80
$400.00$402.50Oct 16$0.25$2.25$0.2557%9.00$400.25
$375.00$390.00Oct 30$9.20$5.80$9.2072%0.63$384.20
$400.00$405.00Oct 23$1.60$3.40$1.6054%2.12$401.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$395.00$387.50Oct 9$0.80$6.70$0.8036%8.37$394.20
$375.00$370.00Oct 23$0.15$4.85$0.1527%32.33$374.85
$395.00$390.00Oct 30$0.90$4.10$0.9042%4.56$394.10
$350.00$335.00Oct 23$0.73$14.27$0.7313%19.55$349.27
$410.00$407.50Oct 16$0.70$1.80$0.7057%2.57$409.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 106 found (best R:R 8.09, avg 0.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$415.00$420.00Oct 2$3.82$3.82$1.1864%3.24$418.82
$405.00$410.00Oct 23$3.80$3.80$1.2050%3.17$408.80
$450.00$455.00Oct 23$2.10$2.10$2.9081%0.72$452.10
$425.00$430.00Oct 2$2.12$2.12$2.8875%0.74$427.12
$450.00$455.00Oct 30$1.97$1.97$3.0378%0.65$451.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$395.00Oct 9$4.45$4.45$0.5556%8.09$395.55
$340.00$330.00Oct 2$2.40$2.40$7.6091%0.32$337.60
$380.00$377.50Oct 2$2.18$2.18$0.3280%6.81$377.82
$387.50$380.00Oct 9$3.22$3.22$4.2871%0.75$384.28
$365.00$360.00Oct 2$1.80$1.80$3.2087%0.56$363.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $3.63, cheapest $2.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$410.00Sep 25Oct 2$2.3042.1%28.7%
$402.50Sep 25Oct 2$4.2542.4%31.4%
$407.50Sep 25Oct 2$3.7541.4%32.7%
$405.00Sep 25Oct 2$3.5041.0%36.1%
$397.50Sep 25Oct 2$2.5538.0%36.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$405.00Sep 25Oct 16$7.8541.0%37.6%
$397.50Sep 25Oct 2$2.2038.0%36.5%
$395.00Sep 25Oct 2$2.4036.6%36.4%
$400.00Sep 25Oct 2$2.6537.2%37.9%
$402.50Oct 2Oct 9$3.1531.4%32.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 3.31% of stock, avg 7.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Sep 25$7.55$5.75$13.30$386.70$413.303.31%
$405.00Sep 25$4.95$8.45$13.40$391.60$418.403.34%
$397.50Sep 25$8.80$4.75$13.55$383.95$411.053.37%
$395.00Sep 25$10.90$3.55$14.45$380.55$409.453.60%
$392.50Sep 25$12.25$2.50$14.75$377.75$407.253.67%
$390.00Sep 25$14.70$2.15$16.85$373.15$406.854.20%
$387.50Sep 25$15.90$1.78$17.68$369.82$405.184.40%
$392.50Oct 2$14.40$3.80$18.20$374.30$410.704.53%
$397.50Oct 2$11.35$6.95$18.30$379.20$415.804.56%
$402.50Oct 2$10.50$7.80$18.30$384.20$420.804.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.15% of stock, avg 4.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$412.50$390.00Sep 25$2.45$2.15$4.60$385.40$417.10
$412.50$392.50Sep 25$2.45$2.50$4.95$387.55$417.45
$410.00$390.00Sep 25$3.40$2.15$5.55$384.45$415.55
$410.00$392.50Sep 25$3.40$2.50$5.90$386.60$415.90
$430.00$380.00Oct 9$3.48$2.88$6.36$373.64$436.36
$412.50$395.00Sep 25$2.45$3.55$6.00$389.00$418.50
$407.50$390.00Sep 25$4.10$2.15$6.25$383.75$413.75
$410.00$395.00Sep 25$3.40$3.55$6.95$388.05$416.95
$407.50$392.50Sep 25$4.10$2.50$6.60$385.90$414.10
$407.50$395.00Sep 25$4.10$3.55$7.65$387.35$415.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 174 found (best R:R 8.09, avg credit $2.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
365/370450/455Oct 23$4.45$0.5556%8.09$365.55$454.45
378/380425/430Oct 2$4.30$0.7055%6.14$375.70$429.30
360/365425/430Oct 2$3.92$1.0862%3.63$361.08$428.92
365/370430/435Oct 23$4.60$0.4043%11.50$365.40$434.60
370/375450/455Oct 30$4.22$0.7850%5.41$370.78$454.22
375/380450/455Oct 23$4.05$0.9550%4.26$375.95$454.05
330/335450/455Oct 23$2.93$2.0771%1.42$332.07$452.93
365/370465/470Oct 23$3.25$1.7562%1.86$366.75$468.25
392/395425/430Oct 2$4.27$0.7340%5.85$390.73$429.27
380/382410/412Sep 25$2.40$0.1052%24.00$380.10$412.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$420.00$425.00$430.00Oct 23$0.05$4.958%99.00
$390.00$400.00$410.00Oct 30$0.75$9.2514%12.33
$420.00$422.50$425.00Sep 25$0.06$2.445%40.67
$405.00$407.50$410.00Sep 25$0.15$2.3510%15.67
$387.50$390.00$392.50Oct 2$0.10$2.405%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$392.50$395.00$397.50Sep 25$0.15$2.3513%15.67
$345.00$350.00$355.00Sep 25$0.14$4.863%34.71
$330.00$335.00$340.00Oct 16$0.12$4.882%40.67
$340.00$345.00$350.00Oct 16$0.24$4.763%19.83
$350.00$355.00$360.00Oct 16$0.29$4.713%16.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-0.75, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$435.00$450.001:2Oct 30-$1.95$13.05
$460.00$480.001:2Oct 30-$1.29$18.71
$445.00$450.001:2Oct 16-$0.37$4.63
$425.00$430.001:2Sep 25-$0.30$4.70
$450.00$455.001:2Oct 23-$0.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$340.001:2Oct 30-$0.75$19.25
$412.50$402.501:2Oct 9-$4.15$5.85
$390.00$382.501:2Oct 2-$0.26$7.24
$365.00$355.001:2Oct 23-$0.71$9.29
$360.00$350.001:2Oct 2-$0.25$9.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 4.48%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Oct 30$18.000.482.1%4.48%6.56%16
$430.00Oct 30$10.500.347.1%2.61%9.67%65
$425.00Oct 30$11.400.375.8%2.84%8.65%28
$435.00Oct 30$8.200.328.3%2.04%10.34%43
$405.00Oct 23$17.100.500.8%4.26%5.09%1--
$420.00Oct 23$11.200.394.6%2.79%7.36%938
$425.00Oct 23$9.900.365.8%2.46%8.28%412
$420.00Oct 30$10.500.404.6%2.61%7.18%726
$410.00Oct 23$13.200.462.1%3.29%5.37%47
$415.00Oct 23$11.300.423.3%2.81%6.14%559

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 4,173
Total Puts 2,891
Put/Call Ratio 0.69
Net Difference 1,282

Prior's Put/Call Breakdown

Total Calls 4,887
Total Puts 3,715
Put/Call Ratio 0.76
Net Difference 1,172

Prior 7-Day Put/Call Summary

Total Calls 31,635
Total Puts 27,375
Average Put/Call Ratio 0.91
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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