Tour v422
IVV
ISHARES CORE S&P 500 ETF
$742.55 +0.03%
$742.22 (-0.04%)🌙
as of 07/27 06:42 PM
7/27 18:42

Option Volume

Detail
Current (07/27) 211
Calls: 132 (63%)
Puts: 79 (37%)
Prior (07/24) 185
Calls: 90 (49%)
Puts: 95 (51%)
Current vs Prior +14.05%
Calls: +46.67% (Calls)
Puts: -16.84% (Puts)
Prior 7-Day Total 2,404
Calls: 1,639 (68%)
Puts: 765 (32%)
Prior 7-Day Average 343
Calls: 234 (68%)
Puts: 109 (32%)
Current vs Prior 7-Day Avg -38.56%
Calls: -43.62%
Puts: -27.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $319.4K
Calls: $276.8K (87%)
Puts: $42.6K (13%)
Prior (07/24) $276.8K
Calls: $112.1K (41%)
Puts: $164.7K (59%)
Current vs Prior +15.37%
Calls: +146.80%
Puts: -74.11%
Prior 7-Day Total $7.71M
Calls: $6.95M (90%)
Puts: $759.9K (10%)
Prior 7-Day Average $1.10M
Calls: $993.4K (90%)
Puts: $108.6K (10%)
Current vs Prior 7-Day Avg -71.02%
Calls: -72.14%
Puts: -60.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.60
Prior (07/24) 1.06
Current vs Prior -43.30%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -3.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 3,687
Calls: 3,120 (85%)
Puts: 567 (15%)
Prior (07/24) 1,970
Calls: 681 (35%)
Puts: 1,289 (65%)
Current vs Prior +87.16%
Prior 7-Day Total 13,465
Calls: 8,425 (63%)
Puts: 5,040 (37%)
Prior 7-Day Average 1,923
Calls: 1,203 (63%)
Puts: 720 (37%)
Current vs Prior 7-Day Avg +91.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.69% | 2.37%3.38% | 5.19%
Prior 1.89% | 2.55%3.50% | 5.29%
Current vs Prior -10.38% | -6.90%-3.49% | -1.81%
Prior 7-Day Avg 1.22% | 2.11%2.67% | 4.88%
Current vs 7-Day Avg +38.56% | +12.52%+26.82% | +6.37%
Prior 7-Day Eod 1.89% | 2.55%3.50% | 5.29%
Current vs 7-Day Eod -10.38% | -6.90%-3.49% | -1.81%
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 87% of dollar volume in calls ($276.8K) vs puts ($42.6K). Bullish P/C ratio of 0.60. P/C ratio dropping 43% - sentiment shifting bullish. Call-heavy open interest (3,120 calls vs 567 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 3 found (avg delta 0.57, highest 0.62)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Aug 1412.0014.70$13.3520.2%120.54--
$741.00Jul 315.507.80$6.6534.6%10.53--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$747.00Jul 316.909.30$8.1029.6%10.621

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 118, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Aug 1412.0014.70$13.3520.2%120.54--
$750.00Aug 217.409.80$8.6027.9%100.412
$760.00Jul 310.000.75$0.38197.4%90.0711
$760.00Aug 71.002.30$1.6578.8%30.171
$780.00Aug 210.001.10$0.55200.0%30.0653
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Jul 310.000.45$0.23195.7%200.03--
$740.00Jul 314.006.30$5.1544.7%100.442
$710.00Jul 310.001.95$0.98199.0%50.09--
$715.00Jul 310.351.50$0.93123.7%50.094
$730.00Jul 311.503.50$2.5080.0%50.24--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 35.5%, max 100.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$770.00Jul 31Aug 2825.7%12.8%100.9%2113
$765.00Jul 31Aug 2120.1%12.8%57.0%39
$754.00Jul 31Aug 2120.5%15.1%36.1%21
$756.00Jul 31Aug 1419.4%15.3%27.0%2--
$750.00Jul 31Aug 2117.8%15.4%15.7%122
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Jul 31Sep 429.2%19.8%47.3%22--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 49.00, avg 5.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$770.00$795.00Jul 31$0.50$24.50$0.5049.00$770.50
$754.00$755.00Jul 31$0.10$0.90$0.109.00$754.10
$765.00$780.00Aug 21$2.03$12.97$2.036.39$767.03
$753.00$754.00Jul 31$0.17$0.83$0.174.88$753.17
$758.00$760.00Jul 31$0.45$1.55$0.453.44$758.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$725.00$715.00Jul 31$0.70$9.30$0.7013.29$724.30
$710.00$700.00Jul 31$0.75$9.25$0.7512.33$709.25
$720.00$700.00Sep 4$3.35$16.65$3.354.97$716.65
$730.00$725.00Jul 31$0.87$4.13$0.874.75$729.13
$740.00$735.00Jul 31$1.30$3.70$1.302.85$738.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 2.57, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$756.00$757.00Aug 14$0.72$0.72$0.282.57$756.72
$755.00$756.00Jul 31$0.55$0.55$0.451.22$755.55
$740.00$756.00Aug 14$8.65$8.65$7.351.18$748.65
$741.00$745.00Jul 31$2.10$2.10$1.901.11$743.10
$748.00$752.00Aug 7$1.97$1.97$2.030.97$749.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$747.00$740.00Jul 31$2.95$2.95$4.050.73$744.05
$735.00$730.00Jul 31$1.35$1.35$3.650.37$733.65
$740.00$735.00Jul 31$1.30$1.30$3.700.35$738.70
$730.00$725.00Jul 31$0.87$0.87$4.130.21$729.13
$720.00$700.00Sep 4$3.35$3.35$16.650.20$716.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.88, cheapest $1.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$760.00Jul 31Aug 7$1.2715.7%14.0%
$770.00Jul 31Aug 28$1.8025.7%12.8%
$765.00Jul 31Aug 21$2.0820.1%12.8%
$752.00Jul 31Aug 7$2.2317.4%15.2%
$756.00Jul 31Aug 14$3.2719.4%15.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$700.00Jul 31Sep 4$4.3229.2%19.8%

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

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.37% of stock, avg 0.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$752.00$715.00Jul 31$1.80$0.93$2.73$712.27$754.73
$754.00$715.00Jul 31$2.08$0.93$3.01$711.99$757.01
$753.00$715.00Jul 31$2.25$0.93$3.18$711.82$756.18
$750.00$715.00Jul 31$2.40$0.93$3.33$711.67$753.33
$752.00$725.00Jul 31$1.80$1.63$3.43$721.57$755.43
$754.00$725.00Jul 31$2.08$1.63$3.71$721.29$757.71
$753.00$725.00Jul 31$2.25$1.63$3.88$721.12$756.88
$750.00$725.00Jul 31$2.40$1.63$4.03$720.97$754.03
$752.00$730.00Jul 31$1.80$2.50$4.30$725.70$756.30
$754.00$730.00Jul 31$2.08$2.50$4.58$725.42$758.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 58 found (best R:R 2.33, avg credit $1.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
730/735745/750Jul 31$3.50$1.502.33$731.50$748.50
730/735741/745Jul 31$3.45$1.552.23$731.55$744.45
735/740745/750Jul 31$3.45$1.552.23$736.55$748.45
735/740741/745Jul 31$3.40$1.602.13$736.60$744.40
725/730745/750Jul 31$3.02$1.981.53$726.98$748.02
725/730741/745Jul 31$2.97$2.031.46$727.03$743.97
740/747750/752Jul 31$3.55$3.451.03$743.45$753.55
740/747756/758Jul 31$3.55$3.451.03$743.45$759.55
740/747755/756Jul 31$3.50$3.501.00$743.50$758.50
740/747758/760Jul 31$3.40$3.600.94$743.60$761.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 13.29, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$753.00$754.00$755.00Jul 31$0.07$0.9313.29
$756.00$758.00$760.00Jul 31$0.15$1.8512.33
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$725.00$730.00$735.00Jul 31$0.48$4.529.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-1.20, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$750.001:2Jul 31-$0.25$4.75
$765.00$770.001:2Jul 31-$1.00$4.00
$760.00$764.001:2Jul 31-$1.22$2.78
$748.00$752.001:2Aug 7-$2.06$1.94
$756.00$758.001:2Jul 31-$0.23$1.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$700.001:2Sep 4-$1.20$18.80
$725.00$715.001:2Jul 31-$0.23$9.77
$747.00$740.001:2Jul 31-$2.20$4.80
$730.00$725.001:2Jul 31-$0.76$4.24
$715.00$710.001:2Jul 31-$1.03$3.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 1.66%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$745.00Aug 28$12.300.480.3%1.66%1.99%1--
$750.00Aug 21$7.400.411.0%1.00%2.00%102
$754.00Aug 21$5.500.361.5%0.74%2.28%1--
$747.50Aug 7$4.900.410.7%0.66%1.33%1--
$748.00Aug 7$4.600.400.7%0.62%1.35%1--
$760.00Aug 28$4.500.302.4%0.61%2.96%1--
$745.00Jul 31$3.400.420.3%0.46%0.79%2--
$756.00Aug 14$3.400.301.8%0.46%2.27%1--
$752.00Aug 7$2.950.321.3%0.40%1.67%1--
$757.00Aug 14$2.950.281.9%0.40%2.34%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 132
Total Puts 79
Put/Call Ratio 0.60
Net Difference 53

Prior's Put/Call Breakdown

Total Calls 90
Total Puts 95
Put/Call Ratio 1.06
Net Difference -5

Prior 7-Day Put/Call Summary

Total Calls 1,639
Total Puts 765
Average Put/Call Ratio 0.62
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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