Tour v536
MRSH
MARSH & MCLENNAN COS
$204.82 -2.20%
◀ 11/6 18:39

Option Volume

Detail
ℹ
Current (11/06) 1,117
Calls: 219 (20%)
Puts: 898 (80%)
Prior (11/05) 328
Calls: 246 (75%)
Puts: 82 (25%)
Current vs Prior +240.55%
Calls: -10.98% (Calls)
Puts: +995.12% (Puts)
Prior 7-Day Total 14,630
Calls: 2,928 (20%)
Puts: 11,702 (80%)
Prior 7-Day Average 2,090
Calls: 418 (20%)
Puts: 1,671 (80%)
Current vs Prior 7-Day Avg -46.56%
Calls: -47.64%
Puts: -46.28%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $479.2K
Calls: $272.8K (57%)
Puts: $206.3K (43%)
Prior (11/05) $359.6K
Calls: $317.9K (88%)
Puts: $41.7K (12%)
Current vs Prior +33.27%
Calls: -14.17%
Puts: +395.03%
Prior 7-Day Total $3.79M
Calls: $1.04M (27%)
Puts: $2.75M (73%)
Prior 7-Day Average $541.1K
Calls: $148.7K (27%)
Puts: $392.4K (73%)
Current vs Prior 7-Day Avg -11.44%
Calls: +83.50%
Puts: -47.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 4.10
Prior (11/05) 0.33
Current vs Prior +1130.14%
Prior 7-Day Average 2.59
Current vs Prior 7-Day Avg +58.44%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 4,545
Calls: 2,379 (52%)
Puts: 2,166 (48%)
Prior (11/05) 3,519
Calls: 3,218 (91%)
Puts: 301 (9%)
Current vs Prior +29.16%
Prior 7-Day Total 37,371
Calls: 20,568 (55%)
Puts: 16,803 (45%)
Prior 7-Day Average 5,338
Calls: 2,938 (55%)
Puts: 2,400 (45%)
Current vs Prior 7-Day Avg -14.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 7.20% | 9.52%7.20% | 9.52%
Prior 7.19% | 9.74%7.19% | 9.74%
Current vs Prior +0.21% | -2.26%+0.21% | -2.26%
Prior 7-Day Avg 7.30% | 9.34%7.30% | 9.34%
Current vs 7-Day Avg -1.42% | +1.92%-1.42% | +1.92%
Prior 7-Day Eod 7.19% | 9.74%7.19% | 9.74%
Current vs 7-Day Eod +0.21% | -2.26%+0.21% | -2.26%
Sentiment BEARISHBEARISH

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
+
Add Card

🤖 AI Insights

Unusually high activity with volume up 241% vs prior - elevated interest. Extreme bearish P/C ratio of 4.10 - heavy put buying. P/C ratio rising 1130% - increased hedging/bearish positioning. Rising open interest (up 29%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 3 found (avg delta 0.79, highest 0.88)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Nov 2015.0017.60$16.3016.0%110.88262
$190.00Dec 1817.0019.10$18.0511.6%1140.8133
$200.00Nov 206.609.10$7.8531.8%110.68--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 1.0K, top 646)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Dec 1817.0019.10$18.0511.6%1140.8133
$210.00Dec 184.505.50$5.0020.0%150.4035
$190.00Nov 2015.0017.60$16.3016.0%110.88262
$200.00Nov 206.609.10$7.8531.8%110.68--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 201.853.30$2.5856.2%6460.331.3K
$185.00Dec 181.151.50$1.3326.3%2230.1321
$195.00Dec 182.403.40$2.9034.5%50.2736
$180.00Dec 180.751.15$0.9542.1%30.0935
$155.00Nov 200.000.45$0.23195.7%20.02--

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 19.3%, max 19.3%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Nov 20Dec 1829.5%24.7%19.3%6714

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 0.53, avg 18.29)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$190.00$210.00Dec 18$13.05$6.95$13.0581%0.53$203.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$190.00Nov 20$0.33$4.67$0.3318%14.15$194.67
$180.00$175.00Dec 18$0.22$4.78$0.229%21.73$179.78
$185.00$180.00Dec 18$0.38$4.62$0.3813%12.16$184.62
$155.00$150.00Nov 20$0.10$4.90$0.102%49.00$154.90
$195.00$185.00Dec 18$1.57$8.43$1.5727%5.37$193.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.37, avg 0.11)

BEAR CALL (0)
No bear call found
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$200.00$195.00Nov 20$1.35$1.35$3.6568%0.37$198.65
$190.00$160.00Nov 20$0.72$0.72$29.2887%0.02$189.28
$195.00$185.00Dec 18$1.57$1.57$8.4373%0.19$193.43
$155.00$150.00Nov 20$0.10$0.10$4.9098%0.02$154.90
$185.00$180.00Dec 18$0.38$0.38$4.6287%0.08$184.62

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. 2 found (cheapest 5.09% of stock, avg 6.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$200.00Nov 20$7.85$2.58$10.43$189.57$210.435.09%
$190.00Nov 20$16.30$0.90$17.20$172.80$207.208.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 2.90% of stock, avg 3.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$180.00Dec 18$5.00$0.95$5.95$174.05$215.95
$210.00$175.00Dec 18$5.00$0.73$5.73$169.27$215.73
$210.00$185.00Dec 18$5.00$1.33$6.33$178.67$216.33
$210.00$195.00Dec 18$5.00$2.90$7.90$187.10$217.90

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. 2 found (best R:R 30.25, cheapest $0.16)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$180.00$185.00Dec 18$0.16$4.846%30.25
$190.00$195.00$200.00Nov 20$1.02$3.9820%3.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.57, 5 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$190.00$200.001:2Nov 20$0.60$9.40
$190.00$210.001:2Dec 18$8.05$11.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$190.001:2Nov 20-$0.57$4.43
$155.00$150.001:2Nov 20-$0.03$4.97
$185.00$180.001:2Dec 18-$0.57$4.43
$180.00$175.001:2Dec 18-$0.51$4.49
$160.00$155.001:2Nov 20-$0.28$4.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 2.20%, avg 2.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Dec 18$4.500.402.5%2.20%4.73%1535

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 219
Total Puts 898
Put/Call Ratio 4.10
Net Difference -679

Prior's Put/Call Breakdown

Total Calls 246
Total Puts 82
Put/Call Ratio 0.33
Net Difference 164

Prior 7-Day Put/Call Summary

Total Calls 2,928
Total Puts 11,702
Average Put/Call Ratio 2.59
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All