Tour v366
IVV
ISHARES CORE S&P 500 ETF
$745.36 -0.18%
$744.60 (-0.10%)🌙
as of 07/20 06:42 PM
7/20 18:42

Option Volume

Detail
Current (07/20) 199
Calls: 125 (63%)
Puts: 74 (37%)
Prior (07/17) 434
Calls: 178 (41%)
Puts: 256 (59%)
Current vs Prior -54.15%
Calls: -29.78% (Calls)
Puts: -71.09% (Puts)
Prior 7-Day Total 2,097
Calls: 1,352 (64%)
Puts: 745 (36%)
Prior 7-Day Average 299
Calls: 193 (64%)
Puts: 106 (36%)
Current vs Prior 7-Day Avg -33.57%
Calls: -35.28%
Puts: -30.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $308.1K
Calls: $270.4K (88%)
Puts: $37.8K (12%)
Prior (07/17) $702.6K
Calls: $543.8K (77%)
Puts: $158.8K (23%)
Current vs Prior -56.15%
Calls: -50.29%
Puts: -76.21%
Prior 7-Day Total $3.52M
Calls: $2.77M (79%)
Puts: $748.3K (21%)
Prior 7-Day Average $503.2K
Calls: $396.3K (79%)
Puts: $106.9K (21%)
Current vs Prior 7-Day Avg -38.76%
Calls: -31.77%
Puts: -64.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.59
Prior (07/17) 1.44
Current vs Prior -58.84%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -8.43%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 1,224
Calls: 609 (50%)
Puts: 615 (50%)
Prior (07/17) 3,506
Calls: 2,725 (78%)
Puts: 781 (22%)
Current vs Prior -65.09%
Prior 7-Day Total 10,285
Calls: 6,545 (64%)
Puts: 3,740 (36%)
Prior 7-Day Average 1,469
Calls: 935 (64%)
Puts: 534 (36%)
Current vs Prior 7-Day Avg -16.69%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.42% | 2.25%3.69% | 5.37%
Prior 1.73% | 2.51%0.46% | 4.11%
Current vs Prior -18.38% | -10.24%+710.34% | +30.53%
Prior 7-Day Avg 1.05% | 1.75%0.98% | 3.99%
Current vs 7-Day Avg +34.81% | +28.84%+277.13% | +34.51%
Prior 7-Day Eod 1.73% | 2.51%0.46% | 4.11%
Current vs 7-Day Eod -18.38% | -10.24%+710.34% | +30.53%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 87.75% | 44.28%
Calls: 37.56% | 31.42%
Puts: 137.93% | 57.14%
Prior 87.75% | 44.28%
Calls: 37.56% | 31.42%
Puts: 137.93% | 57.14%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 87.75% | 44.28%
Calls: 37.56% | 31.42%
Puts: 137.93% | 57.14%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($270.4K) vs puts ($37.8K). Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.59.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Aug 2842.5046.50$44.509.0%10.81--
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. 4 found (avg delta 0.78, highest 0.96)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$705.00Jul 2438.6043.50$41.0511.9%10.96--
$710.00Aug 2842.5046.50$44.509.0%10.81--
$735.00Jul 3114.0018.10$16.0525.5%10.71--
$738.00Aug 714.6018.50$16.5523.6%10.64--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 111, top 28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Aug 212.753.90$3.3334.5%280.2150
$780.00Aug 210.551.85$1.20108.3%40.1048
$785.00Aug 210.502.15$1.33124.1%30.10--
$758.00Jul 240.151.25$0.70157.1%20.13--
$755.00Aug 218.1011.20$9.6532.1%20.411
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Jul 240.052.00$1.02191.2%60.10--
$734.00Jul 312.604.80$3.7059.5%60.28--
$710.00Jul 240.000.60$0.30200.0%50.04--
$722.00Jul 240.002.00$1.00200.0%50.101
$715.00Aug 142.405.00$3.7070.3%50.18--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 16.1%, max 43.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$765.00Jul 24Aug 2117.3%13.5%27.4%219
$775.00Jul 31Aug 2114.1%13.5%4.3%2--
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$710.00Jul 24Aug 2826.9%18.7%43.6%8--
$715.00Aug 14Aug 2818.8%18.2%2.9%91
$730.00Aug 7Aug 2116.7%16.4%2.1%31

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 41.25, avg 8.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$765.00$775.00Jul 31$0.58$9.42$0.5816.24$765.58
$760.00$765.00Jul 24$0.35$4.65$0.3513.29$760.35
$765.00$771.00Jul 24$0.47$5.53$0.4711.77$765.47
$753.00$757.50Jul 24$0.77$3.73$0.774.84$753.77
$770.00$774.00Aug 21$0.78$3.22$0.784.13$770.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$665.00$605.00Aug 28$1.42$58.58$1.4241.25$663.58
$695.00$640.00Aug 21$1.85$53.15$1.8528.73$693.15
$710.00$665.00Aug 28$2.80$42.20$2.8015.07$707.20
$720.00$710.00Jul 24$0.72$9.28$0.7212.89$719.28
$734.00$705.00Jul 31$2.68$26.32$2.689.82$731.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 6.39, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$705.00$747.50Jul 24$36.75$36.75$5.756.39$741.75
$735.00$755.00Jul 31$11.75$11.75$8.251.42$746.75
$755.00$761.00Aug 21$2.85$2.85$3.150.90$757.85
$761.00$765.00Aug 21$1.80$1.80$2.200.82$762.80
$747.50$750.00Jul 24$0.95$0.95$1.550.61$748.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$740.00$715.00Aug 14$4.90$4.90$20.100.24$735.10
$715.00$710.00Aug 28$0.80$0.80$4.200.19$714.20
$745.00$722.00Jul 24$3.50$3.50$19.500.18$741.50
$730.00$695.00Aug 21$4.65$4.65$30.350.15$725.35
$715.00$710.00Aug 14$0.55$0.55$4.450.12$714.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.70, cheapest $0.58)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Jul 24Jul 31$0.5817.3%12.6%
$775.00Jul 31Aug 21$2.3514.1%13.5%
$758.00Jul 24Jul 31$2.6313.6%15.0%
$755.00Jul 31Aug 21$5.3515.1%15.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$715.00Aug 14Aug 28$2.1518.8%18.2%
$710.00Jul 24Aug 14$2.8526.9%19.5%
$730.00Aug 7Aug 21$3.0016.7%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 6.65% of stock, avg 6.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$710.00Aug 28$44.50$5.05$49.55$660.45$759.556.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 36 found (cheapest 0.20% of stock, avg 0.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$775.00$705.00Jul 31$0.50$1.02$1.52$703.48$776.52
$760.00$722.00Jul 24$0.85$1.00$1.85$720.15$761.85
$760.00$720.00Jul 24$0.85$1.02$1.87$718.13$761.87
$765.00$705.00Jul 31$1.08$1.02$2.10$702.90$767.10
$757.50$722.00Jul 24$1.68$1.00$2.68$719.32$760.18
$757.50$720.00Jul 24$1.68$1.02$2.70$717.30$760.20
$753.00$722.00Jul 24$2.45$1.00$3.45$718.55$756.45
$753.00$720.00Jul 24$2.45$1.02$3.47$716.53$756.47
$775.00$734.00Jul 31$0.50$3.70$4.20$729.80$779.20
$750.00$722.00Jul 24$3.35$1.00$4.35$717.65$754.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 0.99, avg credit $4.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
705/734735/755Jul 31$14.43$14.570.99$719.57$749.43
695/730755/761Aug 21$7.50$27.500.27$722.50$762.50
722/745748/750Jul 24$4.45$18.550.24$740.55$751.95
722/745750/753Jul 24$4.40$18.600.24$740.60$754.40
722/745758/758Jul 24$4.48$18.520.24$740.52$761.98
722/745753/758Jul 24$4.27$18.730.23$740.73$757.27
695/730761/765Aug 21$6.45$28.550.23$723.55$767.45
695/730765/770Aug 21$6.32$28.680.22$723.68$771.32
695/730775/780Aug 21$6.30$28.700.22$723.70$781.30
722/745765/771Jul 24$3.97$19.030.21$741.03$768.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 1.81, cheapest $1.78)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$775.00$780.00$785.00Aug 21$1.78$3.221.81
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.15, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Jul 24-$0.15$4.85
$753.00$757.501:2Jul 24-$0.91$3.59
$780.00$785.001:2Aug 21-$1.46$3.54
$765.00$770.001:2Aug 21-$1.66$3.34
$770.00$774.001:2Aug 21-$1.77$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$710.001:2Aug 14-$2.60$2.40
$722.00$720.001:2Jul 24-$1.04$0.96
$715.00$710.001:2Aug 28-$4.25$0.75
$665.00$605.001:2Aug 28$0.59$59.41
$695.00$640.001:2Aug 21$0.85$54.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 1.09%, avg 0.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$755.00Aug 21$8.100.411.3%1.09%2.38%21
$757.00Aug 14$5.900.371.6%0.79%2.35%1--
$761.00Aug 21$5.200.332.1%0.70%2.80%2--
$765.00Aug 21$3.500.282.6%0.47%3.10%1--
$755.00Jul 31$3.300.341.3%0.44%1.74%110
$747.50Jul 24$3.000.460.3%0.40%0.69%1--
$770.00Aug 21$2.750.213.3%0.37%3.67%2850
$750.00Jul 24$2.300.380.6%0.31%0.93%1--
$758.00Jul 31$2.150.281.7%0.29%1.98%1--
$775.00Aug 21$1.700.184.0%0.23%4.20%1--

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 125
Total Puts 74
Put/Call Ratio 0.59
Net Difference 51

Prior's Put/Call Breakdown

Total Calls 178
Total Puts 256
Put/Call Ratio 1.44
Net Difference -78

Prior 7-Day Put/Call Summary

Total Calls 1,352
Total Puts 745
Average Put/Call Ratio 0.65
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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