Tour v528
NVO
NOVO-NORDISK A S ADR
$39.80 -7.96%
$39.94 (+0.35%)🌙
as of 09/21 06:49 PM
9/21 18:49

Option Volume

Detail
Current (09/21) 177,898
Calls: 90,988 (51%)
Puts: 86,910 (49%)
Prior (09/18) 46,186
Calls: 30,217 (65%)
Puts: 15,969 (35%)
Current vs Prior +285.18%
Calls: +201.12% (Calls)
Puts: +444.24% (Puts)
Prior 7-Day Total 328,905
Calls: 210,820 (64%)
Puts: 118,085 (36%)
Prior 7-Day Average 46,986
Calls: 30,117 (64%)
Puts: 16,869 (36%)
Current vs Prior 7-Day Avg +278.62%
Calls: +202.11%
Puts: +415.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $28.25M
Calls: $13.64M (48%)
Puts: $14.61M (52%)
Prior (09/18) $6.06M
Calls: $4.41M (73%)
Puts: $1.66M (27%)
Current vs Prior +366.00%
Calls: +209.50%
Puts: +782.72%
Prior 7-Day Total $73.06M
Calls: $29.29M (40%)
Puts: $43.76M (60%)
Prior 7-Day Average $10.44M
Calls: $4.18M (40%)
Puts: $6.25M (60%)
Current vs Prior 7-Day Avg +170.70%
Calls: +225.95%
Puts: +133.72%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/21) 0.96
Prior (09/18) 0.53
Current vs Prior +80.74%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +38.47%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/21) 1,124,657
Calls: 705,114 (63%)
Puts: 419,543 (37%)
Prior (09/18) 982,040
Calls: 643,946 (66%)
Puts: 338,094 (34%)
Current vs Prior +14.52%
Prior 7-Day Total 7,027,635
Calls: 4,531,765 (64%)
Puts: 2,495,870 (36%)
Prior 7-Day Average 1,003,947
Calls: 647,395 (64%)
Puts: 356,552 (36%)
Current vs Prior 7-Day Avg +12.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 4.07% | 5.60%7.81% | 12.76%
Prior 5.32% | 6.50%1.16% | 8.05%
Current vs Prior -23.48% | -13.78%+575.78% | +58.59%
Prior 7-Day Avg 3.41% | 5.75%3.71% | 8.56%
Current vs 7-Day Avg +19.39% | -2.52%+110.65% | +49.08%
Prior 7-Day Eod 5.32% | 6.50%1.16% | 8.05%
Current vs 7-Day Eod -23.48% | -13.78%+575.78% | +58.59%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 7.94% | 8.56%
Calls: 9.30% | 7.69%
Puts: 6.58% | 9.43%
Prior 8.70% | 13.25%
Calls: 8.55% | 11.56%
Puts: 8.85% | 14.93%
Current vs Prior -8.74% | -35.40%
Prior 7-Day Avg 13.58% | 18.41%
Calls: 14.83% | 10.43%
Puts: 12.33% | 26.40%
Current vs 7-Day Avg -41.54% | -53.51%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 366% vs prior. Dollar volume significantly above 7-day average (171% higher). Unusually high activity with volume up 285% vs prior - elevated interest. Volume explosion - 279% above 7-day average (177,898 vs avg 46,986).

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 65 of results (avg 7.0%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Oct 162.552.62$2.592.7%20.72--
$35.00Oct 164.955.15$5.054.0%200.93213
$39.00Oct 161.901.98$1.944.1%960.62--
$40.00Oct 161.391.45$1.424.2%6.6K0.51717
$38.50Oct 162.192.29$2.244.5%10.67--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Sep 256.106.25$6.182.4%350.95342
$41.00Sep 251.411.46$1.443.5%9890.743.6K
$41.50Oct 162.352.44$2.403.7%130.65--
$46.00Oct 166.156.40$6.284.0%10.91--
$44.50Oct 164.754.95$4.854.1%20.87--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 45 found (avg $0.46, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Sep 250.050.06$0.0616.7%9240.073.0K
$42.00Sep 250.110.12$0.128.3%3.9K0.132.0K
$41.50Sep 250.160.19$0.1816.7%2.1K0.18124
$41.00Sep 250.250.29$0.2714.8%2.2K0.2655
$40.50Sep 250.390.44$0.4211.9%8310.3689
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 250.110.13$0.1216.7%2.4K0.14121
$38.50Sep 250.190.23$0.2119.0%6430.2126
$39.00Sep 250.310.34$0.339.1%2.4K0.30139
$39.50Sep 250.500.53$0.525.8%3.7K0.4173
$37.50Oct 20.190.23$0.2119.0%460.16--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 101 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 254.505.00$4.7510.5%10.98--
$34.00Oct 25.506.25$5.8812.8%10.98--
$32.00Oct 307.658.40$8.039.3%20.97--
$35.00Oct 94.605.30$4.9514.1%220.963
$36.00Sep 253.554.50$4.0323.6%20.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.50Sep 254.505.40$4.9518.2%31.0040
$45.00Sep 255.055.45$5.257.6%1581.001.6K
$47.00Sep 257.057.55$7.306.8%781.00197
$46.00Oct 25.906.45$6.188.9%91.00227
$46.50Oct 26.556.90$6.735.2%11.0013

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 107.4K, top 21.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 161.391.45$1.424.2%6.6K0.51717
$45.00Oct 160.210.22$0.224.5%5.0K0.1227.1K
$42.00Sep 250.110.12$0.128.3%3.9K0.132.0K
$40.00Sep 250.590.62$0.614.9%3.6K0.4747
$42.50Oct 160.550.58$0.565.4%2.5K0.262.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Oct 300.270.43$0.3545.7%21.1K0.1526
$40.00Sep 250.730.78$0.766.6%4.3K0.53846
$39.50Sep 250.500.53$0.525.8%3.7K0.4173
$40.00Oct 161.381.50$1.448.3%2.8K0.5013.8K
$45.00Oct 165.105.45$5.286.6%2.5K0.8922.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 19.1%, max 25.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Sep 25Oct 3041.5%33.2%25.0%4.1K49
$41.00Sep 25Oct 3042.3%34.7%21.7%2.5K57
$41.50Sep 25Oct 1643.0%35.8%20.1%3.0K124
$40.50Sep 25Oct 1642.1%35.5%18.4%98089
$37.50Oct 2Oct 1635.8%33.9%5.6%68503
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Sep 25Oct 3041.5%33.2%25.0%4.8K936
$38.50Sep 25Oct 1641.9%33.9%23.5%1.0K26
$39.00Sep 25Oct 3040.5%33.1%22.2%2.6K204
$41.00Sep 25Oct 3042.3%34.7%21.7%9913.6K
$39.50Sep 25Oct 1640.8%33.7%21.0%3.9K73

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 1.22, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$39.50Oct 9$0.18$0.32$0.1864%1.78$39.18
$38.00$38.50Oct 9$0.27$0.23$0.2776%0.85$38.27
$39.00$40.00Oct 30$0.47$0.53$0.4761%1.13$39.47
$43.00$44.00Oct 30$0.15$0.85$0.1527%5.67$43.15
$40.00$40.50Oct 9$0.16$0.34$0.1651%2.13$40.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$46.00$45.00Oct 30$0.45$0.55$0.4588%1.22$45.55
$44.00$43.00Oct 9$0.50$0.50$0.5087%1.00$43.50
$44.00$43.00Oct 30$0.55$0.45$0.5579%0.82$43.45
$45.00$44.50Sep 25$0.30$0.20$0.30100%0.67$44.70
$43.50$43.00Oct 16$0.20$0.30$0.2081%1.50$43.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 0.35, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.50$41.00Oct 9$0.32$0.32$0.1855%1.78$40.82
$46.50$47.00Sep 25$0.11$0.11$0.3993%0.28$46.61
$44.50$45.00Oct 9$0.12$0.12$0.3886%0.32$44.62
$42.00$42.50Oct 9$0.17$0.17$0.3371%0.52$42.17
$40.00$41.00Oct 30$0.52$0.52$0.4848%1.08$40.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$36.00Oct 23$0.26$0.26$0.7479%0.35$36.74
$37.00$36.00Oct 30$0.25$0.25$0.7577%0.33$36.75
$38.00$37.00Oct 30$0.30$0.30$0.7069%0.43$37.70
$39.00$38.00Oct 30$0.39$0.39$0.6160%0.64$38.61
$38.00$37.00Oct 23$0.28$0.28$0.7270%0.39$37.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.31, cheapest $0.29)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.50Sep 25Oct 2$0.3140.8%35.3%
$40.00Sep 25Oct 2$0.3341.5%37.0%
$40.50Sep 25Oct 2$0.3742.1%39.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.50Sep 25Oct 2$0.2940.8%35.3%
$39.00Sep 25Oct 2$0.2740.5%35.2%
$40.00Sep 25Oct 2$0.3041.5%37.0%
$40.50Sep 25Oct 2$0.2842.1%39.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 3.44% of stock, avg 7.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Sep 25$0.61$0.76$1.37$38.63$41.373.44%
$39.50Sep 25$0.86$0.52$1.38$38.12$40.883.47%
$40.50Sep 25$0.42$1.07$1.49$39.01$41.993.74%
$39.00Sep 25$1.18$0.33$1.51$37.49$40.513.79%
$41.00Sep 25$0.27$1.44$1.71$39.29$42.714.30%
$38.50Sep 25$1.55$0.21$1.76$36.74$40.264.42%
$41.50Sep 25$0.18$1.76$1.94$39.56$43.444.87%
$39.50Oct 2$1.17$0.81$1.98$37.52$41.484.97%
$40.00Oct 2$0.94$1.06$2.00$38.00$42.005.03%
$39.00Oct 2$1.48$0.60$2.08$36.92$41.085.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.43% of stock, avg 3.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$42.00$37.00Sep 25$0.12$0.05$0.17$36.83$42.17
$42.00$38.00Sep 25$0.12$0.12$0.24$37.76$42.24
$41.50$37.00Sep 25$0.18$0.05$0.23$36.77$41.73
$41.50$38.00Sep 25$0.18$0.12$0.30$37.70$41.80
$42.00$38.50Sep 25$0.12$0.21$0.33$38.17$42.33
$41.50$38.50Sep 25$0.18$0.21$0.39$38.11$41.89
$41.00$37.00Sep 25$0.27$0.05$0.32$36.68$41.32
$41.00$38.00Sep 25$0.27$0.12$0.39$37.61$41.39
$41.00$38.50Sep 25$0.27$0.21$0.48$38.02$41.48
$42.00$39.00Sep 25$0.12$0.33$0.45$38.55$42.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 1.27, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3844/45Oct 9$0.28$0.2256%1.27$38.22$44.78
38/3844/45Oct 9$0.24$0.2661%0.92$37.76$44.74
38/3946/47Sep 25$0.23$0.2763%0.85$38.77$46.73
38/3842/42Oct 9$0.33$0.1740%1.94$38.17$42.33
36/3746/47Oct 23$0.36$0.6467%0.56$36.64$46.36
38/3842/42Oct 9$0.29$0.2146%1.38$37.71$42.29
38/3842/42Oct 9$0.32$0.1835%1.78$38.18$41.82
36/3744/45Oct 23$0.40$0.6059%0.67$36.60$44.40
38/3842/42Oct 16$0.28$0.2241%1.27$37.72$42.28
38/3842/42Oct 9$0.28$0.2241%1.27$37.72$41.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$41.00$42.00$43.00Oct 23$0.05$0.9516%19.00
$38.00$39.00$40.00Oct 23$0.08$0.9220%11.50
$38.50$39.00$39.50Sep 25$0.05$0.4520%9.00
$39.50$40.00$40.50Sep 25$0.06$0.4423%7.33
$39.00$39.50$40.00Sep 25$0.07$0.4323%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Oct 30$0.05$0.9516%19.00
$39.00$39.50$40.00Sep 25$0.05$0.4523%9.00
$37.00$38.00$39.00Oct 30$0.09$0.9117%10.11
$38.00$39.00$40.00Oct 30$0.10$0.9018%9.00
$40.00$40.50$41.00Sep 25$0.06$0.4421%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-0.71, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$38.001:2Oct 9-$0.71$1.29
$32.00$35.001:2Oct 23-$1.98$1.02
$32.00$35.001:2Oct 30-$2.43$0.57
$40.50$41.001:2Sep 25-$0.12$0.38
$43.00$44.001:2Oct 9-$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$36.001:2Oct 30-$0.10$0.90
$36.00$35.001:2Oct 9$0.00$1.00
$36.00$35.001:2Oct 2$0.00$1.00
$39.50$39.001:2Sep 25-$0.14$0.36
$39.00$38.501:2Sep 25-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.35%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Oct 30$1.730.520.5%4.35%4.85%4852
$41.00Oct 30$1.290.433.0%3.24%6.26%2862
$42.00Oct 30$0.930.355.5%2.34%7.86%16115
$40.00Oct 23$1.510.510.5%3.79%4.30%27629
$40.00Oct 16$1.390.510.5%3.49%3.99%6.6K717
$43.00Oct 30$0.600.278.0%1.51%9.55%79145
$40.50Oct 16$1.140.451.8%2.86%4.62%149--
$44.00Oct 30$0.520.2210.6%1.31%11.86%12560
$41.00Oct 16$0.960.403.0%2.41%5.43%121--
$42.00Oct 23$0.730.325.5%1.83%7.36%7181

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 90,988
Total Puts 86,910
Put/Call Ratio 0.96
Net Difference 4,078

Prior's Put/Call Breakdown

Total Calls 30,217
Total Puts 15,969
Put/Call Ratio 0.53
Net Difference 14,248

Prior 7-Day Put/Call Summary

Total Calls 210,820
Total Puts 118,085
Average Put/Call Ratio 0.69
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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