Tour v536
NVO
NOVO-NORDISK A S ADR
$40.35 +0.11%
◀ 11/6 15:16 ▶

Option Volume

Detail
ℹ
Current (11/06) 50,295
Calls: 32,027 (64%)
Puts: 18,268 (36%)
Prior (11/05) 74,906
Calls: 43,229 (58%)
Puts: 31,677 (42%)
Current vs Prior -32.86%
Calls: -25.91% (Calls)
Puts: -42.33% (Puts)
Prior 7-Day Total 566,334
Calls: 379,029 (67%)
Puts: 187,305 (33%)
Prior 7-Day Average 80,904
Calls: 54,147 (67%)
Puts: 26,757 (33%)
Current vs Prior 7-Day Avg -37.83%
Calls: -40.85%
Puts: -31.73%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $7.02M
Calls: $3.75M (53%)
Puts: $3.27M (47%)
Prior (11/05) $22.60M
Calls: $5.02M (22%)
Puts: $17.58M (78%)
Current vs Prior -68.95%
Calls: -25.37%
Puts: -81.41%
Prior 7-Day Total $97.25M
Calls: $38.77M (40%)
Puts: $58.48M (60%)
Prior 7-Day Average $13.89M
Calls: $5.54M (40%)
Puts: $8.35M (60%)
Current vs Prior 7-Day Avg -49.49%
Calls: -32.32%
Puts: -60.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.57
Prior (11/05) 0.73
Current vs Prior -22.16%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -1.81%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 1,545,593
Calls: 922,603 (60%)
Puts: 622,990 (40%)
Prior (11/05) 1,162,169
Calls: 712,982 (61%)
Puts: 449,187 (39%)
Current vs Prior +32.99%
Prior 7-Day Total 8,312,319
Calls: 4,967,381 (60%)
Puts: 3,344,938 (40%)
Prior 7-Day Average 1,187,474
Calls: 709,625 (60%)
Puts: 477,848 (40%)
Current vs Prior 7-Day Avg +30.16%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.36% | 4.54%6.00% | 8.77%
Prior 2.80% | 5.21%6.65% | 9.08%
Current vs Prior -51.39% | -12.97%-9.81% | -3.40%
Prior 7-Day Avg 4.72% | 7.29%8.43% | 10.55%
Current vs 7-Day Avg -71.10% | -37.79%-28.85% | -16.82%
Prior 7-Day Eod 2.80% | 5.21%6.65% | 9.08%
Current vs 7-Day Eod -51.39% | -12.97%-9.81% | -3.40%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 20.11% | 8.12%
Calls: 13.89% | 9.00%
Puts: 26.32% | 7.23%
Prior 16.70% | 10.63%
Calls: 10.77% | 6.42%
Puts: 22.64% | 14.85%
Current vs Prior +20.42% | -23.61%
Prior 7-Day Avg 11.81% | 9.33%
Calls: 9.47% | 6.93%
Puts: 14.14% | 11.74%
Current vs 7-Day Avg +70.34% | -13.01%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 69% vs prior. Bullish P/C ratio of 0.57. P/C ratio dropping 22% - sentiment shifting bullish. Rising open interest (up 33%) indicates new positions being established.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 62 of results (avg 6.6%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 201.271.31$1.293.1%2360.5710.5K
$40.00Dec 182.012.08$2.053.4%3360.567.9K
$39.00Nov 272.072.15$2.113.8%100.69639
$42.50Dec 180.940.98$0.964.2%2520.344.0K
$32.50Nov 207.858.20$8.024.4%--0.991.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Nov 271.531.59$1.563.8%10.56123
$41.00Nov 201.361.42$1.394.3%1740.58546
$42.50Dec 182.842.97$2.914.5%720.664.6K
$40.00Dec 181.451.52$1.494.7%2.1K0.4414.8K
$43.00Dec 43.003.15$3.084.9%50.74207

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 39 found (avg $0.50, cheapest $0.36)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 60.330.38$0.3613.9%1.3K0.911.4K
$42.00Nov 130.220.26$0.2416.7%1.0K0.22620
$41.50Nov 130.340.36$0.355.7%890.29314
$45.00Nov 200.080.09$0.0911.1%4820.078.7K
$41.00Nov 130.490.52$0.515.9%3760.381.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Nov 130.250.28$0.2711.1%2030.23455
$39.50Nov 130.390.42$0.417.3%740.3283
$40.00Nov 130.550.62$0.5911.9%1440.41399
$38.00Nov 200.260.30$0.2814.3%370.1820.9K
$40.50Nov 130.800.86$0.837.2%290.52343

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 88 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Nov 66.256.55$6.404.7%131.0025
$35.00Nov 65.255.65$5.457.3%101.0023
$35.50Nov 64.655.15$4.9010.2%21.005
$36.00Nov 64.204.65$4.4310.2%11.0014
$37.00Nov 63.253.65$3.4511.6%31.00246
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 134.355.90$5.1330.2%--1.0097
$47.50Nov 206.857.35$7.107.0%21.0028
$46.50Nov 65.857.40$6.6323.4%10.993
$45.00Nov 64.555.65$5.1021.6%20.991
$44.00Nov 63.354.55$3.9530.4%10.99--

Most actively traded options today. High liquidity = easy entry/exit. 186 active (total vol 21.5K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 60.330.38$0.3613.9%1.3K0.911.4K
$41.00Nov 60.000.01$0.01100.0%1.2K0.044.6K
$39.00Nov 61.321.53$1.4314.7%1.1K1.001.1K
$42.00Nov 130.220.26$0.2416.7%1.0K0.22620
$41.00Dec 111.361.44$1.405.7%8840.4725
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Dec 181.451.52$1.494.7%2.1K0.4414.8K
$37.50Dec 180.590.66$0.6311.1%6810.2310.6K
$40.00Nov 200.840.90$0.876.9%6340.4311.2K
$40.50Nov 60.160.21$0.1926.3%5590.76973
$40.00Nov 60.000.02$0.01200.0%2810.094.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 1063.8%, max 2500.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Nov 6Nov 2050.9%35.1%45.0%8073.5K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Nov 6Dec 42343.2%90.1%2500.1%--300
$33.50Nov 6Nov 132231.6%126.4%1665.1%--140
$40.50Nov 6Nov 2050.9%35.1%45.0%8002.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 0.52, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.50$38.00Nov 13$0.30$0.20$0.3093%0.67$37.80
$38.00$40.00Dec 11$1.26$0.74$1.2674%0.59$39.26
$37.50$40.00Dec 18$1.65$0.85$1.6577%0.52$39.15
$42.00$43.00Dec 11$0.25$0.75$0.2538%3.00$42.25
$41.00$42.00Dec 11$0.35$0.65$0.3547%1.86$41.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$46.50$46.00Nov 6$0.33$0.17$0.3399%0.52$46.17
$39.00$38.00Dec 11$0.25$0.75$0.2534%3.00$38.75
$42.00$41.00Dec 4$0.59$0.41$0.5965%0.69$41.41
$43.00$42.00Dec 11$0.66$0.34$0.6670%0.52$42.34
$42.00$41.50Nov 20$0.33$0.17$0.3371%0.52$41.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 0.37, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.00$48.00Nov 6$0.27$0.27$0.7388%0.37$47.27
$43.00$44.00Dec 11$0.31$0.31$0.6970%0.45$43.31
$46.00$47.00Dec 4$0.11$0.11$0.8989%0.12$46.11
$40.50$41.00Nov 13$0.23$0.23$0.2752%0.85$40.73
$42.00$42.50Nov 20$0.14$0.14$0.3671%0.39$42.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.50$35.00Nov 13$0.24$0.24$0.2688%0.92$35.26
$37.50$35.00Dec 18$0.42$0.42$2.0877%0.20$37.08
$40.00$37.50Dec 18$0.86$0.86$1.6456%0.52$39.14
$37.00$35.00Dec 11$0.27$0.27$1.7381%0.16$36.73
$38.00$37.00Dec 11$0.26$0.26$0.7474%0.35$37.74

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. 63 found (cheapest 0.55% of stock, avg 6.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.50Nov 6$0.03$0.19$0.22$40.28$40.720.55%
$40.00Nov 6$0.36$0.01$0.37$39.63$40.370.92%
$41.00Nov 6$0.01$0.54$0.55$40.45$41.551.36%
$39.50Nov 6$0.97$0.03$1.00$38.50$40.502.48%
$41.50Nov 6$0.05$1.09$1.14$40.36$42.642.83%
$39.00Nov 6$1.43$0.01$1.44$37.56$40.443.57%
$40.50Nov 13$0.74$0.83$1.57$38.93$42.073.89%
$42.00Nov 6$0.01$1.58$1.59$40.41$43.593.94%
$40.00Nov 13$1.00$0.59$1.59$38.41$41.593.94%
$41.00Nov 13$0.51$1.14$1.65$39.35$42.654.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 0.10% of stock, avg 3.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.50$40.00Nov 6$0.03$0.01$0.04$39.96$40.54
$41.50$40.00Nov 6$0.05$0.01$0.06$39.94$41.56
$40.50$39.50Nov 6$0.03$0.03$0.06$39.44$40.56
$41.50$39.50Nov 6$0.05$0.03$0.08$39.42$41.58
$47.00$40.00Nov 6$0.28$0.01$0.29$39.71$47.29
$42.50$38.50Nov 13$0.16$0.16$0.32$38.18$42.82
$47.00$39.50Nov 6$0.28$0.03$0.31$39.19$47.31
$47.50$35.00Dec 18$0.17$0.21$0.38$34.62$47.88
$45.00$37.00Nov 27$0.14$0.23$0.37$36.63$45.37
$42.00$38.50Nov 13$0.24$0.16$0.40$38.10$42.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 2.33, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3642/42Nov 13$0.35$0.1559%2.33$35.15$41.85
37/3843/44Dec 11$0.57$0.4343%1.33$37.43$43.57
35/3646/47Dec 4$0.23$0.7777%0.30$35.77$46.23
38/3942/42Nov 20$0.27$0.2342%1.17$38.73$42.27
38/3946/47Dec 4$0.41$0.5956%0.69$38.59$46.41
38/3942/42Nov 13$0.22$0.2848%0.79$38.78$41.72
37/3846/47Dec 4$0.30$0.7065%0.43$37.70$46.30
39/4042/42Nov 13$0.25$0.2539%1.00$39.25$41.75
37/3844/45Dec 11$0.42$0.5852%0.72$37.58$44.42
35/3643/44Dec 4$0.32$0.6862%0.47$35.68$43.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$32.50$35.00$37.50Dec 18$0.07$2.4320%34.71
$37.50$40.00$42.50Dec 18$0.56$1.9443%3.46
$42.50$45.00$47.50Dec 18$0.31$2.1926%7.06
$40.00$40.50$41.00Nov 6$0.31$0.1987%0.61
$40.00$42.50$45.00Dec 18$0.54$1.9638%3.63
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$40.50$41.00Nov 6$0.17$0.3388%1.94
$37.50$40.00$42.50Dec 18$0.56$1.9443%3.46
$35.00$37.50$40.00Dec 18$0.44$2.0635%4.68
$40.00$41.00$42.00Dec 11$0.06$0.9419%15.67
$39.50$40.00$40.50Nov 6$0.20$0.3067%1.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-0.17, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$39.001:2Dec 4-$0.17$2.83
$35.00$37.001:2Nov 13-$0.50$1.50
$37.50$40.001:2Dec 18-$0.40$2.10
$35.00$37.501:2Dec 18-$1.55$0.95
$38.00$40.001:2Dec 11-$0.73$1.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$40.001:2Dec 18-$0.07$2.43
$45.00$42.501:2Dec 18-$0.94$1.56
$45.00$43.001:2Dec 4-$0.98$1.02
$39.00$38.001:2Nov 27-$0.12$0.88
$40.00$39.001:2Nov 27-$0.28$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 2.33%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$42.50Dec 18$0.940.345.3%2.33%7.66%2524.0K
$41.00Dec 11$1.360.471.6%3.37%4.98%88425
$42.00Dec 11$0.940.384.1%2.33%6.42%178
$41.00Dec 4$1.170.451.6%2.90%4.51%698
$43.00Dec 11$0.660.306.6%1.64%8.20%1557
$42.00Dec 4$0.800.354.1%1.98%6.07%10159
$41.00Nov 27$0.980.441.6%2.43%4.04%183140
$44.00Dec 11$0.450.229.1%1.12%10.16%1016
$45.00Dec 18$0.400.1811.5%0.99%12.52%6049.3K
$43.00Dec 4$0.520.266.6%1.29%7.86%19124

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 32,027
Total Puts 18,268
Put/Call Ratio 0.57
Net Difference 13,759

Prior's Put/Call Breakdown

Total Calls 43,229
Total Puts 31,677
Put/Call Ratio 0.73
Net Difference 11,552

Prior 7-Day Put/Call Summary

Total Calls 379,029
Total Puts 187,305
Average Put/Call Ratio 0.58
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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