Tour v533
MRSH
MARSH & MCLENNAN COS
$205.38 +2.37%
◀ 11/2 18:38 ▶

Option Volume

Detail
ℹ
Current (11/02) 3,121
Calls: 303 (10%)
Puts: 2,818 (90%)
Prior (10/30) 4,893
Calls: 1,898 (39%)
Puts: 2,995 (61%)
Current vs Prior -36.22%
Calls: -84.04% (Calls)
Puts: -5.91% (Puts)
Prior 7-Day Total 16,935
Calls: 4,013 (24%)
Puts: 12,922 (76%)
Prior 7-Day Average 2,419
Calls: 573 (24%)
Puts: 1,846 (76%)
Current vs Prior 7-Day Avg +29.01%
Calls: -47.15%
Puts: +52.65%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $723.4K
Calls: $116.6K (16%)
Puts: $606.8K (84%)
Prior (10/30) $1.12M
Calls: $344.6K (31%)
Puts: $777.6K (69%)
Current vs Prior -35.54%
Calls: -66.16%
Puts: -21.97%
Prior 7-Day Total $4.19M
Calls: $1.06M (25%)
Puts: $3.13M (75%)
Prior 7-Day Average $598.5K
Calls: $150.9K (25%)
Puts: $447.5K (75%)
Current vs Prior 7-Day Avg +20.87%
Calls: -22.74%
Puts: +35.58%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 9.30
Prior (10/30) 1.58
Current vs Prior +489.38%
Prior 7-Day Average 3.15
Current vs Prior 7-Day Avg +195.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 6,868
Calls: 4,398 (64%)
Puts: 2,470 (36%)
Prior (10/30) 6,225
Calls: 2,522 (41%)
Puts: 3,703 (59%)
Current vs Prior +10.33%
Prior 7-Day Total 28,825
Calls: 14,394 (50%)
Puts: 14,431 (50%)
Prior 7-Day Average 4,117
Calls: 2,056 (50%)
Puts: 2,061 (50%)
Current vs Prior 7-Day Avg +66.79%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.89% | 9.76%
Prior 8.15% | 10.09%
Current vs Prior -3.21% | -3.28%
Prior 7-Day Avg 6.78% | 8.65%
Current vs 7-Day Avg +16.41% | +12.89%
Prior 7-Day Eod 8.15% | 10.09%
Current vs 7-Day Eod -3.21% | -3.28%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.48% | 21.02%
Calls: 43.04% | 18.18%
Puts: 17.91% | 23.85%
Prior 30.48% | 21.02%
Calls: 43.04% | 18.18%
Puts: 17.91% | 23.85%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 30.48% | 21.02%
Calls: 43.04% | 18.18%
Puts: 17.91% | 23.85%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($606.8K) vs calls ($116.6K). Extreme bearish P/C ratio of 9.30 - heavy put buying. P/C ratio rising 489% - increased hedging/bearish positioning. Call-heavy open interest (4,398 calls vs 2,470 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 1 of results (avg 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Nov 2021.0022.90$21.958.7%30.94136
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. 3 found (avg delta 0.75, highest 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Nov 2021.0022.90$21.958.7%30.94136
$200.00Nov 208.109.90$9.0020.0%100.70273
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 206.607.80$7.2016.7%120.60--

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 2.8K, top 1.4K)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 200.051.10$0.58181.0%1070.11581
$210.00Nov 202.804.80$3.8052.6%370.41149
$200.00Nov 208.109.90$9.0020.0%100.70273
$185.00Nov 2021.0022.90$21.958.7%30.94136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Nov 201.351.60$1.4816.9%1.4K0.191.4K
$200.00Nov 202.452.80$2.6313.3%1.3K0.315
$185.00Nov 200.250.65$0.4588.9%160.07586
$210.00Nov 206.607.80$7.2016.7%120.60--
$190.00Nov 200.101.65$0.88176.1%20.12--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 0.92, avg 4.25)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$5.20$4.80$5.2070%0.92$205.20
$210.00$220.00Nov 20$3.22$6.78$3.2241%2.11$213.22
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$190.00Nov 20$0.60$4.40$0.6019%7.33$194.40
$200.00$195.00Nov 20$1.15$3.85$1.1531%3.35$198.85
$190.00$185.00Nov 20$0.43$4.57$0.4312%10.63$189.57
$210.00$200.00Nov 20$4.57$5.43$4.5760%1.19$205.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.47, avg 0.25)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$220.00Nov 20$3.22$3.22$6.7859%0.47$213.22
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Nov 20$0.43$0.43$4.5788%0.09$189.57
$200.00$195.00Nov 20$1.15$1.15$3.8569%0.30$198.85
$195.00$190.00Nov 20$0.60$0.60$4.4081%0.14$194.40

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 5.36% of stock, avg 7.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Nov 20$3.80$7.20$11.00$199.00$221.005.36%
$200.00Nov 20$9.00$2.63$11.63$188.37$211.635.66%
$185.00Nov 20$21.95$0.45$22.40$162.60$207.4010.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.50% of stock, avg 1.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$220.00$185.00Nov 20$0.58$0.45$1.03$183.97$221.03
$220.00$190.00Nov 20$0.58$0.88$1.46$188.54$221.46
$220.00$195.00Nov 20$0.58$1.48$2.06$192.94$222.06
$220.00$200.00Nov 20$0.58$2.63$3.21$196.79$223.21
$210.00$185.00Nov 20$3.80$0.45$4.25$180.75$214.25
$210.00$190.00Nov 20$3.80$0.88$4.68$185.32$214.68
$210.00$195.00Nov 20$3.80$1.48$5.28$189.72$215.28
$210.00$200.00Nov 20$3.80$2.63$6.43$193.57$216.43

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.05, cheapest $0.17)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$1.98$8.0259%4.05
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$190.00$195.00Nov 20$0.17$4.8312%28.41
$190.00$195.00$200.00Nov 20$0.55$4.4519%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.33, 3 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$185.00$200.001:2Nov 20$3.95$11.05
$200.00$210.001:2Nov 20$1.40$8.60
$210.00$220.001:2Nov 20$2.64$7.36
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$200.00$195.001:2Nov 20-$0.33$4.67
$195.00$190.001:2Nov 20-$0.28$4.72
$190.00$185.001:2Nov 20-$0.02$4.98
$210.00$200.001:2Nov 20$1.94$8.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.36%, avg 1.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Nov 20$2.800.412.2%1.36%3.61%37149

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 303
Total Puts 2,818
Put/Call Ratio 9.30
Net Difference -2,515

Prior's Put/Call Breakdown

Total Calls 1,898
Total Puts 2,995
Put/Call Ratio 1.58
Net Difference -1,097

Prior 7-Day Put/Call Summary

Total Calls 4,013
Total Puts 12,922
Average Put/Call Ratio 3.15
Ratio Trend Rising

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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