Tour v477
NVO
NOVO-NORDISK A S ADR
$47.08 -8.78%
$47.12 (+0.08%)🌙
as of 07/31 06:56 PM
7/31 18:56

Option Volume

Detail
Current (07/31) 115,826
Calls: 75,648 (65%)
Puts: 40,178 (35%)
Prior (07/30) 55,523
Calls: 34,761 (63%)
Puts: 20,762 (37%)
Current vs Prior +108.61%
Calls: +117.62% (Calls)
Puts: +93.52% (Puts)
Prior 7-Day Total 364,227
Calls: 228,733 (63%)
Puts: 135,494 (37%)
Prior 7-Day Average 52,032
Calls: 32,676 (63%)
Puts: 19,356 (37%)
Current vs Prior 7-Day Avg +122.60%
Calls: +131.51%
Puts: +107.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $21.42M
Calls: $13.72M (64%)
Puts: $7.70M (36%)
Prior (07/30) $11.27M
Calls: $6.85M (61%)
Puts: $4.42M (39%)
Current vs Prior +90.02%
Calls: +100.16%
Puts: +74.31%
Prior 7-Day Total $72.81M
Calls: $47.06M (65%)
Puts: $25.75M (35%)
Prior 7-Day Average $10.40M
Calls: $6.72M (65%)
Puts: $3.68M (35%)
Current vs Prior 7-Day Avg +105.91%
Calls: +103.99%
Puts: +109.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.53
Prior (07/30) 0.60
Current vs Prior -11.08%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -12.36%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 1,178,362
Calls: 729,143 (62%)
Puts: 449,219 (38%)
Prior (07/30) 946,526
Calls: 557,187 (59%)
Puts: 389,339 (41%)
Current vs Prior +24.49%
Prior 7-Day Total 6,935,375
Calls: 4,415,893 (64%)
Puts: 2,519,482 (36%)
Prior 7-Day Average 990,767
Calls: 630,841 (64%)
Puts: 359,926 (36%)
Current vs Prior 7-Day Avg +18.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.04% | 7.58%9.81% | 11.70%
Prior 3.45% | 8.31%10.52% | 14.45%
Current vs Prior +119.86% | +0.93%-6.73% | -19.03%
Prior 7-Day Avg 3.96% | 8.15%10.81% | 14.25%
Current vs 7-Day Avg +91.47% | +2.93%-9.25% | -17.88%
Prior 7-Day Eod 1.26% | 7.53%10.52% | 14.45%
Current vs 7-Day Eod +500.59% | +11.38%-6.73% | -19.03%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.27% | 13.08%
Calls: 7.83% | 18.32%
Puts: 26.70% | 7.84%
Prior 75.53% | 18.99%
Calls: 29.79% | 9.68%
Puts: 121.26% | 28.30%
Current vs Prior -77.13% | -31.12%
Prior 7-Day Avg 28.26% | 13.58%
Calls: 24.52% | 14.53%
Puts: 35.22% | 14.09%
Current vs 7-Day Avg -38.89% | -3.67%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($13.72M). Elevated premium activity with dollar volume up 90% vs prior. Dollar volume significantly above 7-day average (106% higher). Unusually high activity with volume up 109% vs prior - elevated interest.

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 30 of results (avg 7.7%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.50Aug 70.981.03$1.005.0%1940.3857
$39.00Aug 218.058.55$8.306.0%571.0026
$40.00Aug 217.107.60$7.356.8%480.942.0K
$40.00Aug 76.957.45$7.206.9%10.9733
$45.50Aug 212.843.05$2.957.1%210.63320
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.211.24$1.232.4%8900.3318.8K
$52.50Aug 215.906.25$6.085.8%180.81762
$45.50Aug 141.051.12$1.096.4%710.345
$47.00Aug 212.062.20$2.136.6%1920.481.2K
$48.00Aug 282.853.05$2.956.8%160.5553

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 25 found (avg $0.59, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 70.100.11$0.119.1%1.7K0.061.9K
$54.00Aug 70.130.15$0.1414.3%4640.07656
$55.00Aug 210.250.29$0.2714.8%1.1K0.1013.1K
$53.00Aug 210.410.49$0.4517.8%400.16897
$52.00Aug 140.430.50$0.4714.9%1.1K0.18366
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 210.170.19$0.1811.1%4520.079.0K
$42.00Aug 210.370.45$0.4119.5%1540.15114
$44.00Aug 70.390.45$0.4214.3%2400.19317
$42.50Aug 210.480.53$0.519.8%2320.1714.3K
$42.00Aug 280.520.57$0.549.3%970.1714

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 113 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 316.458.70$7.5729.7%171.0065
$42.00Jul 314.505.35$4.9317.2%41.0044
$43.50Jul 313.103.85$3.4821.6%51.00--
$44.00Jul 312.513.35$2.9328.7%471.00119
$45.00Jul 311.852.40$2.1325.8%391.00213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 317.6510.15$8.9028.1%20.992
$54.00Jul 316.557.55$7.0514.2%20.9925
$55.00Jul 317.508.75$8.1315.4%50.9926
$53.00Jul 315.506.45$5.9815.9%10.99--
$52.00Jul 314.555.40$4.9717.1%640.99255

Most actively traded options today. High liquidity = easy entry/exit. 262 active (total vol 65.4K, top 3.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 310.110.19$0.1553.3%3.5K0.63516
$52.50Aug 210.480.55$0.5213.5%3.1K0.185.1K
$47.50Jul 310.000.06$0.03200.0%2.5K0.14150
$52.00Aug 70.250.35$0.3033.3%2.5K0.142.3K
$52.00Jul 310.000.01$0.01100.0%2.4K0.014.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 70.610.72$0.6716.4%3.9K0.273.8K
$49.00Aug 72.542.86$2.7011.9%2.7K0.662.9K
$46.50Jul 310.000.11$0.06183.3%2.6K0.172.2K
$47.00Aug 71.401.67$1.5417.5%2.2K0.47970
$47.00Jul 310.000.12$0.06200.0%1.1K0.386.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 1270.5%, max 5018.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Jul 31Sep 41927.1%39.9%4733.8%1849
$41.00Jul 31Sep 111470.3%36.7%3901.1%716
$39.00Jul 31Aug 211788.6%45.4%3841.6%6737
$38.00Jul 31Aug 283218.8%87.0%3598.7%3620
$49.50Jul 31Aug 211413.9%47.8%2856.1%3332.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Jul 31Sep 111927.1%37.7%5018.0%8253
$44.50Jul 31Aug 211527.3%48.3%3063.2%121154
$49.50Jul 31Aug 211413.9%47.8%2856.1%141550
$40.00Jul 31Sep 41047.9%38.5%2621.3%2054
$42.00Jul 31Sep 11716.1%37.6%1805.4%17135

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 12.33, avg 2.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$53.00$54.00Aug 21$0.10$0.90$0.109.00$53.10
$54.00$55.00Aug 28$0.10$0.90$0.109.00$54.10
$51.00$52.00Aug 7$0.13$0.87$0.136.69$51.13
$53.00$54.00Aug 28$0.13$0.87$0.136.69$53.13
$52.00$53.00Aug 28$0.16$0.84$0.165.25$52.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$41.00$39.00Aug 28$0.15$1.85$0.1512.33$40.85
$41.00$39.00Sep 11$0.20$1.80$0.209.00$40.80
$41.00$40.00Aug 21$0.11$0.89$0.118.09$40.89
$42.00$41.00Sep 4$0.11$0.89$0.118.09$41.89
$42.00$41.00Aug 21$0.12$0.88$0.127.33$41.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 149 found (best R:R 14.00, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$41.00Aug 14$0.90$0.90$0.109.00$40.90
$43.00$44.00Aug 21$0.90$0.90$0.109.00$43.90
$40.00$43.00Sep 4$2.65$2.65$0.357.57$42.65
$41.00$42.00Aug 21$0.87$0.87$0.136.69$41.87
$42.00$43.00Jul 31$0.83$0.83$0.174.88$42.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$52.00Aug 14$2.80$2.80$0.2014.00$52.20
$56.00$50.00Sep 4$5.43$5.43$0.579.53$50.57
$52.00$51.00Aug 14$0.85$0.85$0.155.67$51.15
$50.00$49.50Aug 14$0.40$0.40$0.104.00$49.60
$51.00$50.00Aug 14$0.78$0.78$0.223.55$50.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $0.66, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.00Jul 31Aug 7$0.07884.3%71.6%
$55.00Jul 31Aug 7$0.10802.8%69.3%
$54.00Jul 31Aug 7$0.13718.9%66.9%
$53.00Jul 31Aug 7$0.20632.1%66.4%
$43.50Jul 31Aug 7$0.28446.7%49.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Aug 7Aug 21$0.0673.0%50.6%
$42.00Jul 31Aug 7$0.08716.1%54.8%
$39.00Aug 7Aug 14$0.0872.8%60.9%
$41.00Aug 7Aug 14$0.1461.6%54.4%
$42.50Aug 7Aug 14$0.1753.7%47.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 0.45% of stock, avg 10.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.00Jul 31$0.15$0.06$0.21$46.79$47.210.45%
$47.50Jul 31$0.03$0.34$0.37$47.13$47.870.79%
$46.50Jul 31$0.80$0.06$0.86$45.64$47.361.83%
$48.00Jul 31$0.05$0.87$0.92$47.08$48.921.95%
$46.00Jul 31$0.92$0.01$0.93$45.07$46.931.98%
$45.50Jul 31$1.51$0.05$1.56$43.94$47.063.31%
$48.50Jul 31$0.25$1.57$1.82$46.68$50.323.87%
$49.00Jul 31$0.18$1.87$2.05$46.95$51.054.35%
$45.00Jul 31$2.13$0.01$2.14$42.86$47.144.55%
$50.00Jul 31$0.01$2.84$2.85$47.15$52.856.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.17% of stock, avg 4.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.50$45.50Jul 31$0.03$0.05$0.08$45.42$47.58
$47.50$47.00Jul 31$0.03$0.06$0.09$46.91$47.59
$47.50$46.50Jul 31$0.03$0.06$0.09$46.41$47.59
$48.00$45.50Jul 31$0.05$0.05$0.10$45.40$48.10
$48.00$47.00Jul 31$0.05$0.06$0.11$46.89$48.11
$48.00$46.50Jul 31$0.05$0.06$0.11$46.39$48.11
$49.00$45.50Jul 31$0.18$0.05$0.23$45.27$49.23
$49.00$47.00Jul 31$0.18$0.06$0.24$46.76$49.24
$49.00$46.50Jul 31$0.18$0.06$0.24$46.26$49.24
$48.50$45.50Jul 31$0.25$0.05$0.30$45.20$48.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 9.53, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
39/4142/44Aug 28$1.81$0.199.53$39.19$43.81
40/4145/46Aug 14$0.89$0.118.09$40.11$45.89
43/4445/46Aug 14$0.88$0.127.33$42.62$45.88
40/4143/44Sep 4$0.88$0.127.33$40.12$43.88
44/4445/46Aug 14$0.87$0.136.69$43.63$45.87
46/4751/52Aug 28$0.85$0.155.67$46.15$51.85
40/4144/45Sep 4$0.85$0.155.67$40.15$44.85
42/4344/45Sep 4$0.85$0.155.67$42.15$44.85
45/4651/52Aug 28$0.84$0.165.25$45.16$51.84
47/4851/52Aug 28$0.84$0.165.25$47.16$51.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$51.00$52.00Aug 7$0.06$0.9415.67
$45.00$46.00$47.00Aug 28$0.08$0.9211.50
$45.00$46.00$47.00Sep 4$0.08$0.9211.50
$46.50$47.00$47.50Aug 7$0.05$0.459.00
$49.00$49.50$50.00Aug 21$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$39.00$40.00$41.00Aug 7$0.05$0.9519.00
$52.00$53.00$54.00Jul 31$0.06$0.9415.67
$42.00$43.00$44.00Sep 4$0.06$0.9415.67
$50.00$51.00$52.00Aug 14$0.07$0.9313.29
$51.00$52.00$53.00Jul 31$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-0.64, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$43.001:2Sep 4-$2.03$0.97
$55.00$56.001:2Aug 7-$0.05$0.95
$52.00$53.001:2Aug 14-$0.05$0.95
$55.00$56.001:2Aug 14-$0.06$0.94
$53.00$54.001:2Aug 7-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.001:2Sep 11-$0.64$2.36
$41.00$39.001:2Sep 11-$0.02$1.98
$41.00$39.001:2Aug 28-$0.03$1.97
$42.00$40.001:2Jul 31-$0.04$1.96
$41.00$40.001:2Aug 7$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 3.87%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$48.00Sep 4$1.820.451.9%3.87%5.82%424
$48.00Aug 28$1.640.451.9%3.48%5.44%5822
$47.50Aug 21$1.630.480.9%3.46%4.35%1532.1K
$47.50Aug 14$1.610.480.9%3.42%4.31%18910
$48.00Aug 21$1.540.441.9%3.27%5.23%274213
$48.00Aug 14$1.440.441.9%3.06%5.01%12866
$47.50Aug 7$1.350.480.9%2.87%3.76%3106
$49.00Aug 28$1.350.394.1%2.87%6.95%7094
$49.00Sep 4$1.320.384.1%2.80%6.88%1016
$49.00Aug 21$1.230.374.1%2.61%6.69%1.0K917

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 75,648
Total Puts 40,178
Put/Call Ratio 0.53
Net Difference 35,470

Prior's Put/Call Breakdown

Total Calls 34,761
Total Puts 20,762
Put/Call Ratio 0.60
Net Difference 13,999

Prior 7-Day Put/Call Summary

Total Calls 228,733
Total Puts 135,494
Average Put/Call Ratio 0.61
Ratio Trend Falling

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