Tour v381
IVV
ISHARES CORE S&P 500 ETF
$751.95 +0.88%
$751.46 (-0.07%)🌙
as of 07/21 06:41 PM
7/21 18:41

Option Volume

Detail
Current (07/21) 684
Calls: 528 (77%)
Puts: 156 (23%)
Prior (07/20) 199
Calls: 125 (63%)
Puts: 74 (37%)
Current vs Prior +243.72%
Calls: +322.40% (Calls)
Puts: +110.81% (Puts)
Prior 7-Day Total 1,938
Calls: 1,164 (60%)
Puts: 774 (40%)
Prior 7-Day Average 276
Calls: 166 (60%)
Puts: 110 (40%)
Current vs Prior 7-Day Avg +147.06%
Calls: +217.53%
Puts: +41.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $1.05M
Calls: $794.6K (76%)
Puts: $252.2K (24%)
Prior (07/20) $308.1K
Calls: $270.4K (88%)
Puts: $37.8K (12%)
Current vs Prior +239.74%
Calls: +193.91%
Puts: +567.77%
Prior 7-Day Total $3.24M
Calls: $2.48M (77%)
Puts: $760.0K (23%)
Prior 7-Day Average $462.7K
Calls: $354.1K (77%)
Puts: $108.6K (23%)
Current vs Prior 7-Day Avg +126.26%
Calls: +124.41%
Puts: +132.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.30
Prior (07/20) 0.59
Current vs Prior -50.09%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -58.41%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 2,139
Calls: 1,565 (73%)
Puts: 574 (27%)
Prior (07/20) 1,224
Calls: 609 (50%)
Puts: 615 (50%)
Current vs Prior +74.75%
Prior 7-Day Total 10,357
Calls: 6,533 (63%)
Puts: 3,824 (37%)
Prior 7-Day Average 1,479
Calls: 933 (63%)
Puts: 546 (37%)
Current vs Prior 7-Day Avg +44.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.02% | 1.93%3.41% | 5.08%
Prior 1.42% | 2.25%3.69% | 5.37%
Current vs Prior -28.12% | -14.45%-7.55% | -5.34%
Prior 7-Day Avg 1.17% | 1.88%1.31% | 4.18%
Current vs 7-Day Avg -12.99% | +2.71%+160.11% | +21.50%
Prior 7-Day Eod 1.42% | 2.25%3.69% | 5.37%
Current vs 7-Day Eod -28.12% | -14.45%-7.55% | -5.34%
Sentiment BULLISHBULLISH

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 76% of dollar volume in calls ($794.6K) vs puts ($252.2K). Massive premium surge with dollar volume up 240% vs prior. Dollar volume significantly above 7-day average (126% higher). Unusually high activity with volume up 244% 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 2154.1059.00$56.558.7%50.895
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. 8 found (avg delta 0.66, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Jul 2420.0024.90$22.4521.8%990.91103
$700.00Aug 2154.1059.00$56.558.7%50.895
$747.50Jul 245.907.60$6.7525.2%10.661
$749.00Aug 2114.3016.20$15.2512.5%180.55--
$750.00Jul 317.509.40$8.4522.5%20.5451
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Jul 244.606.50$5.5534.2%10.69--

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 365, top 99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Jul 2420.0024.90$22.4521.8%990.91103
$774.00Aug 212.403.70$3.0542.6%350.211
$768.00Jul 240.000.15$0.08187.5%340.0334
$767.50Jul 240.000.20$0.10200.0%290.0329
$773.00Aug 212.653.90$3.2838.1%290.22--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Aug 211.302.25$1.7853.4%50.08--
$732.00Jul 311.003.20$2.10104.8%40.18--
$680.00Aug 210.952.45$1.7088.2%30.07--
$685.00Aug 211.251.95$1.6043.7%30.071
$695.00Aug 211.002.55$1.7887.1%30.09--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 34.6%, max 60.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$780.00Jul 24Aug 2118.0%11.2%60.5%47
$774.00Jul 24Aug 2817.5%12.6%38.6%5--
$750.00Jul 31Aug 2814.0%13.4%4.6%351
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 26.78, avg 5.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$762.50$767.50Jul 24$0.28$4.72$0.2816.86$762.78
$758.00$760.00Jul 24$0.17$1.83$0.1710.76$758.17
$780.00$785.00Aug 21$0.55$4.45$0.558.09$780.55
$771.00$774.00Jul 24$0.38$2.62$0.386.89$771.38
$766.00$770.00Jul 31$0.52$3.48$0.526.69$766.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$690.00$685.00Aug 21$0.18$4.82$0.1826.78$689.82
$700.00$695.00Aug 21$0.42$4.58$0.4210.90$699.58
$746.00$736.00Jul 24$1.40$8.60$1.406.14$744.60
$750.00$746.00Jul 24$0.73$3.27$0.734.48$749.27
$747.00$732.00Jul 31$3.20$11.80$3.203.69$743.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 8.72, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$730.00$747.50Jul 24$15.70$15.70$1.808.72$745.70
$700.00$749.00Aug 21$41.30$41.30$7.705.36$741.30
$749.00$752.00Aug 21$1.90$1.90$1.101.73$750.90
$747.50$756.00Jul 24$5.20$5.20$3.301.58$752.70
$757.50$758.00Jul 24$0.30$0.30$0.201.50$757.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$756.00$750.00Jul 24$2.47$2.47$3.530.70$753.53
$747.00$732.00Jul 31$3.20$3.20$11.800.27$743.80
$750.00$746.00Jul 24$0.73$0.73$3.270.22$749.27
$746.00$736.00Jul 24$1.40$1.40$8.600.16$744.60
$700.00$695.00Aug 21$0.42$0.42$4.580.09$699.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $3.66, cheapest $0.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$780.00Jul 24Aug 14$0.9518.0%11.1%
$762.00Jul 31Aug 7$2.0011.7%12.5%
$760.00Jul 24Jul 31$2.4012.2%13.0%
$774.00Jul 24Aug 21$2.9017.5%12.1%
$770.00Jul 31Aug 21$3.7211.2%12.7%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 0.94% of stock, avg 4.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$756.00Jul 24$1.55$5.55$7.10$748.90$763.100.94%
$700.00Aug 21$56.55$2.20$58.75$641.25$758.757.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.22% of stock, avg 0.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$760.00$736.00Jul 24$0.73$0.95$1.68$734.32$761.68
$758.00$736.00Jul 24$0.90$0.95$1.85$734.15$759.85
$757.00$736.00Jul 24$1.15$0.95$2.10$733.90$759.10
$757.50$736.00Jul 24$1.20$0.95$2.15$733.85$759.65
$756.00$736.00Jul 24$1.55$0.95$2.50$733.50$758.50
$770.00$732.00Jul 31$0.63$2.10$2.73$729.27$772.73
$760.00$746.00Jul 24$0.73$2.35$3.08$742.92$763.08
$758.00$746.00Jul 24$0.90$2.35$3.25$742.75$761.25
$765.00$732.00Jul 31$1.13$2.10$3.23$728.77$768.23
$766.00$732.00Jul 31$1.15$2.10$3.25$728.75$769.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 5.52, avg credit $3.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
685/690700/749Aug 21$41.48$7.525.52$648.52$741.48
736/746748/756Jul 24$6.60$3.401.94$739.40$754.10
732/747750/760Jul 31$8.52$6.481.31$738.48$758.52
695/700752/765Aug 21$7.32$5.681.29$692.68$759.32
685/690752/765Aug 21$7.08$5.921.20$682.92$759.08
695/700765/770Aug 21$2.52$2.481.02$697.48$767.52
750/756771/774Jul 24$2.85$3.150.90$753.15$773.85
750/756760/762Jul 24$2.82$3.180.89$753.18$762.82
695/700749/752Aug 21$2.32$2.680.87$697.68$751.32
750/756758/758Jul 24$2.77$3.230.86$753.23$760.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 16.86, cheapest $0.28)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$680.00$685.00$690.00Aug 21$0.28$4.7216.86
$690.00$695.00$700.00Aug 21$0.42$4.5810.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.05, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$805.001:2Jul 24-$0.05$14.95
$780.00$790.001:2Jul 24-$0.05$9.95
$774.00$780.001:2Aug 21-$0.21$5.79
$780.00$785.001:2Aug 21-$0.53$4.47
$766.00$770.001:2Jul 31-$0.11$3.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$756.00$750.001:2Jul 24-$0.61$5.39
$700.00$695.001:2Aug 21-$1.36$3.64
$690.00$685.001:2Aug 21-$1.42$3.58
$695.00$690.001:2Aug 21-$1.78$3.22
$685.00$680.001:2Aug 21-$1.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 1.65%, avg 0.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$752.00Aug 21$12.400.500.0%1.65%1.66%8--
$765.00Aug 21$5.700.341.7%0.76%2.49%2--
$770.00Aug 21$3.800.262.4%0.51%2.91%1277
$774.00Aug 28$3.200.242.9%0.43%3.36%1--
$762.00Aug 7$3.000.311.3%0.40%1.74%1--
$773.00Aug 21$2.650.222.8%0.35%3.15%29--
$774.00Aug 21$2.400.212.9%0.32%3.25%351
$760.00Jul 31$2.050.311.1%0.27%1.34%2--
$762.00Jul 31$1.150.241.3%0.15%1.49%1--
$780.00Aug 21$1.150.133.7%0.15%3.88%3--

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 528
Total Puts 156
Put/Call Ratio 0.30
Net Difference 372

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,164
Total Puts 774
Average Put/Call Ratio 0.71
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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