Tour v533
MRSH
MARSH & MCLENNAN COS
$203.63 -0.85%
◀ 11/3 18:42 ▶

Option Volume

Detail
ℹ
Current (11/03) 137
Calls: 90 (66%)
Puts: 47 (34%)
Prior (11/02) 3,121
Calls: 303 (10%)
Puts: 2,818 (90%)
Current vs Prior -95.61%
Calls: -70.30% (Calls)
Puts: -98.33% (Puts)
Prior 7-Day Total 16,942
Calls: 3,967 (23%)
Puts: 12,975 (77%)
Prior 7-Day Average 2,420
Calls: 566 (23%)
Puts: 1,853 (77%)
Current vs Prior 7-Day Avg -94.34%
Calls: -84.12%
Puts: -97.46%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $84.9K
Calls: $79.1K (93%)
Puts: $5.8K (7%)
Prior (11/02) $723.4K
Calls: $116.6K (16%)
Puts: $606.8K (84%)
Current vs Prior -88.26%
Calls: -32.19%
Puts: -99.04%
Prior 7-Day Total $4.12M
Calls: $887.1K (22%)
Puts: $3.23M (78%)
Prior 7-Day Average $587.9K
Calls: $126.7K (22%)
Puts: $461.2K (78%)
Current vs Prior 7-Day Avg -85.56%
Calls: -37.61%
Puts: -98.74%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.52
Prior (11/02) 9.30
Current vs Prior -94.38%
Prior 7-Day Average 3.15
Current vs Prior 7-Day Avg -83.44%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 1,747
Calls: 1,071 (61%)
Puts: 676 (39%)
Prior (11/02) 6,868
Calls: 4,398 (64%)
Puts: 2,470 (36%)
Current vs Prior -74.56%
Prior 7-Day Total 31,812
Calls: 16,915 (53%)
Puts: 14,897 (47%)
Prior 7-Day Average 4,544
Calls: 2,416 (53%)
Puts: 2,128 (47%)
Current vs Prior 7-Day Avg -61.56%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.76% | 9.94%
Prior 7.89% | 9.76%
Current vs Prior -1.63% | +1.87%
Prior 7-Day Avg 6.96% | 8.83%
Current vs 7-Day Avg +11.43% | +12.61%
Prior 7-Day Eod 7.89% | 9.76%
Current vs 7-Day Eod -1.63% | +1.87%
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 bullish conviction with 93% of dollar volume in calls ($79.1K) vs puts ($5.8K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 96% vs prior. Bullish P/C ratio of 0.52.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 2 found (avg delta 0.63, highest 0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 206.608.50$7.5525.2%120.65275
$200.00Dec 189.2011.10$10.1518.7%30.62--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 104, top 26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 200.300.65$0.4872.9%260.09488
$210.00Nov 201.002.60$1.8088.9%140.29159
$200.00Nov 206.608.50$7.5525.2%120.65275
$210.00Dec 184.205.40$4.8025.0%40.40--
$200.00Dec 189.2011.10$10.1518.7%30.62--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Nov 200.451.10$0.7883.3%250.10601
$180.00Dec 180.601.30$0.9573.7%80.1023
$200.00Dec 184.105.70$4.9032.7%40.39--
$185.00Dec 181.251.75$1.5033.3%30.1417
$165.00Dec 180.150.70$0.43127.9%20.045

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 14.3%, max 14.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Nov 20Dec 1827.6%24.1%14.3%15275
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 21.73, avg 13.61)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$220.00Nov 20$1.32$8.68$1.3229%6.58$211.32
$200.00$210.00Dec 18$5.35$4.65$5.3562%0.87$205.35
$200.00$210.00Nov 20$5.75$4.25$5.7565%0.74$205.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$175.00Dec 18$0.22$4.78$0.2210%21.73$179.78
$175.00$170.00Dec 18$0.18$4.82$0.187%26.78$174.82
$170.00$165.00Dec 18$0.12$4.88$0.125%40.67$169.88
$185.00$180.00Dec 18$0.55$4.45$0.5514%8.09$184.45
$200.00$185.00Dec 18$3.40$11.60$3.4039%3.41$196.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.29, avg 0.11)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$220.00Nov 20$1.32$1.32$8.6871%0.15$211.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$200.00$185.00Dec 18$3.40$3.40$11.6061%0.29$196.60
$185.00$180.00Dec 18$0.55$0.55$4.4586%0.12$184.45
$170.00$165.00Dec 18$0.12$0.12$4.8895%0.02$169.88
$175.00$170.00Dec 18$0.18$0.18$4.8293%0.04$174.82
$180.00$175.00Dec 18$0.22$0.22$4.7890%0.05$179.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $2.60, cheapest $2.60)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Nov 20Dec 18$2.6027.6%24.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 7.39% of stock, avg 7.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$200.00Dec 18$10.15$4.90$15.05$184.95$215.057.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 7 found (cheapest 0.62% of stock, avg 2.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$220.00$185.00Nov 20$0.48$0.78$1.26$183.74$221.26
$210.00$185.00Nov 20$1.80$0.78$2.58$182.42$212.58
$210.00$170.00Dec 18$4.80$0.55$5.35$164.65$215.35
$210.00$175.00Dec 18$4.80$0.73$5.53$169.47$215.53
$210.00$180.00Dec 18$4.80$0.95$5.75$174.25$215.75
$210.00$185.00Dec 18$4.80$1.50$6.30$178.70$216.30
$210.00$200.00Dec 18$4.80$4.90$9.70$190.30$219.70

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 82.33, cheapest $0.06)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$4.43$5.5756%1.26
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Dec 18$0.06$4.943%82.33
$175.00$180.00$185.00Dec 18$0.33$4.677%14.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.40, 4 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$200.00$210.001:2Dec 18$0.55$9.45
$200.00$210.001:2Nov 20$3.95$6.05
$210.00$220.001:2Nov 20$0.84$9.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$180.001:2Dec 18-$0.40$4.60
$175.00$170.001:2Dec 18-$0.37$4.63
$170.00$165.001:2Dec 18-$0.31$4.69
$180.00$175.001:2Dec 18-$0.51$4.49
$200.00$185.001:2Dec 18$1.90$13.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.06%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Dec 18$4.200.403.1%2.06%5.19%4--
$210.00Nov 20$1.000.293.1%0.49%3.62%14159
$220.00Nov 20$0.300.098.0%0.15%8.19%26488

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 90
Total Puts 47
Put/Call Ratio 0.52
Net Difference 43

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,967
Total Puts 12,975
Average Put/Call Ratio 3.15
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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