Tour v536
MRSH
MARSH & MCLENNAN COS
$210.38 +3.31%
$210.32 (-0.03%)🌙
as of 11/04 06:44 PM
◀ 11/4 18:44 ▶

Option Volume

Detail
ℹ
Current (11/04) 505
Calls: 300 (59%)
Puts: 205 (41%)
Prior (11/03) 137
Calls: 90 (66%)
Puts: 47 (34%)
Current vs Prior +268.61%
Calls: +233.33% (Calls)
Puts: +336.17% (Puts)
Prior 7-Day Total 15,563
Calls: 3,971 (26%)
Puts: 11,592 (74%)
Prior 7-Day Average 2,223
Calls: 567 (26%)
Puts: 1,656 (74%)
Current vs Prior 7-Day Avg -77.29%
Calls: -47.12%
Puts: -87.62%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $237.3K
Calls: $133.2K (56%)
Puts: $104.1K (44%)
Prior (11/03) $84.9K
Calls: $79.1K (93%)
Puts: $5.8K (7%)
Current vs Prior +179.51%
Calls: +68.45%
Puts: +1688.35%
Prior 7-Day Total $3.57M
Calls: $916.8K (26%)
Puts: $2.65M (74%)
Prior 7-Day Average $509.3K
Calls: $131.0K (26%)
Puts: $378.3K (74%)
Current vs Prior 7-Day Avg -53.41%
Calls: +1.69%
Puts: -72.49%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.68
Prior (11/03) 0.52
Current vs Prior +30.85%
Prior 7-Day Average 2.51
Current vs Prior 7-Day Avg -72.81%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 7,831
Calls: 4,231 (54%)
Puts: 3,600 (46%)
Prior (11/03) 1,747
Calls: 1,071 (61%)
Puts: 676 (39%)
Current vs Prior +348.25%
Prior 7-Day Total 32,270
Calls: 16,916 (52%)
Puts: 15,354 (48%)
Prior 7-Day Average 4,610
Calls: 2,416 (52%)
Puts: 2,193 (48%)
Current vs Prior 7-Day Avg +69.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.44% | 9.41%
Prior 7.76% | 9.94%
Current vs Prior -4.13% | -5.36%
Prior 7-Day Avg 7.12% | 9.03%
Current vs 7-Day Avg +4.47% | +4.20%
Prior 7-Day Eod 7.76% | 9.94%
Current vs 7-Day Eod -4.13% | -5.36%
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

Massive premium surge with dollar volume up 180% vs prior. Unusually high activity with volume up 269% vs prior - elevated interest. Bullish P/C ratio of 0.68. P/C ratio rising 31% - increased hedging/bearish positioning.

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 BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 -- 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. 5 found (avg delta 0.72, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Nov 2019.8022.30$21.0511.9%10.93262
$190.00Dec 1820.8023.20$22.0010.9%10.87--
$200.00Nov 2010.7012.90$11.8018.6%30.77279
$210.00Nov 203.905.60$4.7535.8%100.52161
$210.00Dec 186.608.00$7.3019.2%70.52--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 353, top 185)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 201.001.40$1.2033.3%1850.20473
$210.00Nov 203.905.60$4.7535.8%100.52161
$210.00Dec 186.608.00$7.3019.2%70.52--
$220.00Dec 182.803.60$3.2025.0%50.30355
$200.00Nov 2010.7012.90$11.8018.6%30.77279
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Nov 200.550.90$0.7347.9%350.11653
$200.00Dec 182.503.00$2.7518.2%340.265
$195.00Dec 181.652.15$1.9026.3%230.18--
$210.00Nov 203.604.60$4.1024.4%210.4812
$190.00Nov 200.150.55$0.35114.3%60.06859

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 9.4%, max 11.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Nov 20Dec 1824.3%21.7%11.8%17161
$220.00Nov 20Dec 1825.0%23.9%4.6%190828
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Nov 20Dec 1824.3%21.7%11.8%2412

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 4.88, avg 9.91)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$220.00Dec 18$4.10$5.90$4.1052%1.44$214.10
$210.00$220.00Nov 20$3.55$6.45$3.5552%1.82$213.55
$220.00$230.00Dec 18$2.35$7.65$2.3530%3.26$222.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$195.00Dec 18$0.85$4.15$0.8526%4.88$199.15
$180.00$170.00Dec 18$0.20$9.80$0.205%49.00$179.80
$195.00$190.00Dec 18$0.63$4.37$0.6318%6.94$194.37
$190.00$185.00Dec 18$0.42$4.58$0.4213%10.90$189.58
$185.00$180.00Dec 18$0.35$4.65$0.359%13.29$184.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.31, avg 0.20)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$230.00Dec 18$2.35$2.35$7.6570%0.31$222.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$195.00Nov 20$3.37$3.37$11.6352%0.29$206.63
$210.00$200.00Dec 18$3.55$3.55$6.4552%0.55$206.45
$195.00$190.00Nov 20$0.38$0.38$4.6289%0.08$194.62
$185.00$180.00Dec 18$0.35$0.35$4.6591%0.08$184.65
$190.00$185.00Dec 18$0.42$0.42$4.5887%0.09$189.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.38, cheapest $2.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Nov 20Dec 18$2.5524.3%21.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Nov 20Dec 18$2.2024.3%21.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.21% of stock, avg 7.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Nov 20$4.75$4.10$8.85$201.15$218.854.21%
$210.00Dec 18$7.30$6.30$13.60$196.40$223.606.46%
$190.00Nov 20$21.05$0.35$21.40$168.60$211.4010.17%
$190.00Dec 18$22.00$1.27$23.27$166.73$213.2711.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 0.81% of stock, avg 1.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$230.00$185.00Dec 18$0.85$0.85$1.70$183.30$231.70
$220.00$190.00Nov 20$1.20$0.35$1.55$188.45$221.55
$220.00$195.00Nov 20$1.20$0.73$1.93$193.07$221.93
$230.00$190.00Dec 18$0.85$1.27$2.12$187.88$232.12
$220.00$180.00Nov 20$1.20$0.90$2.10$177.90$222.10
$230.00$195.00Dec 18$0.85$1.90$2.75$192.25$232.75
$230.00$200.00Dec 18$0.85$2.75$3.60$196.40$233.60
$220.00$185.00Dec 18$3.20$0.85$4.05$180.95$224.05
$220.00$190.00Dec 18$3.20$1.27$4.47$185.53$224.47
$220.00$195.00Dec 18$3.20$1.90$5.10$189.90$225.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 0.34, avg credit $2.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/180220/230Dec 18$2.55$7.4564%0.34$177.45$222.55
180/185220/230Dec 18$2.70$7.3061%0.37$182.30$222.70
185/190220/230Dec 18$2.77$7.2357%0.38$187.23$222.77
190/195220/230Dec 18$2.98$7.0252%0.42$192.02$222.98
195/200220/230Dec 18$3.20$6.8044%0.47$196.80$223.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 4.71, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Dec 18$1.75$8.2540%4.71
$200.00$210.00$220.00Nov 20$3.50$6.5057%1.86
$190.00$200.00$210.00Nov 20$2.20$7.8041%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$190.00$195.00$200.00Dec 18$0.22$4.7813%21.73
$180.00$185.00$190.00Dec 18$0.07$4.937%70.43
$185.00$190.00$195.00Dec 18$0.21$4.7910%22.81
$185.00$190.00$195.00Nov 20$0.38$4.626%12.16
$180.00$185.00$190.00Nov 20$0.55$4.452%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. 16 found (best net $-2.55, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$200.001:2Nov 20-$2.55$7.45
$190.00$210.001:2Dec 18$7.40$12.60
$200.00$210.001:2Nov 20$2.30$7.70
$210.00$220.001:2Dec 18$0.90$9.10
$210.00$220.001:2Nov 20$2.35$7.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$170.001:2Dec 18-$0.10$9.90
$185.00$180.001:2Dec 18-$0.15$4.85
$195.00$190.001:2Dec 18-$0.64$4.36
$190.00$185.001:2Dec 18-$0.43$4.57
$200.00$195.001:2Dec 18-$1.05$3.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.33%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Dec 18$2.800.304.6%1.33%5.90%5355
$220.00Nov 20$1.000.204.6%0.48%5.05%185473

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 300
Total Puts 205
Put/Call Ratio 0.68
Net Difference 95

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,971
Total Puts 11,592
Average Put/Call Ratio 2.51
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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