Tour v366
O
REALTY INCOME CORP REIT
$65.18 -0.81%
$65.17 (-0.02%)🌙
as of 07/20 06:53 PM
7/20 18:53

Option Volume

Detail
Current (07/20) 4,277
Calls: 2,233 (52%)
Puts: 2,044 (48%)
Prior (07/17) 10,762
Calls: 8,330 (77%)
Puts: 2,432 (23%)
Current vs Prior -60.26%
Calls: -73.19% (Calls)
Puts: -15.95% (Puts)
Prior 7-Day Total 34,589
Calls: 27,046 (78%)
Puts: 7,543 (22%)
Prior 7-Day Average 4,941
Calls: 3,863 (78%)
Puts: 1,077 (22%)
Current vs Prior 7-Day Avg -13.44%
Calls: -42.21%
Puts: +89.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $590.1K
Calls: $393.4K (67%)
Puts: $196.7K (33%)
Prior (07/17) $1.64M
Calls: $1.35M (82%)
Puts: $288.5K (18%)
Current vs Prior -63.99%
Calls: -70.87%
Puts: -31.82%
Prior 7-Day Total $5.18M
Calls: $4.47M (86%)
Puts: $711.7K (14%)
Prior 7-Day Average $740.6K
Calls: $639.0K (86%)
Puts: $101.7K (14%)
Current vs Prior 7-Day Avg -20.33%
Calls: -38.44%
Puts: +93.45%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.92
Prior (07/17) 0.29
Current vs Prior +213.53%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +122.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 80,241
Calls: 54,927 (68%)
Puts: 25,314 (32%)
Prior (07/17) 86,616
Calls: 60,508 (70%)
Puts: 26,108 (30%)
Current vs Prior -7.36%
Prior 7-Day Total 562,766
Calls: 381,193 (68%)
Puts: 181,573 (32%)
Prior 7-Day Average 80,395
Calls: 54,456 (68%)
Puts: 25,939 (32%)
Current vs Prior 7-Day Avg -0.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.36% | 8.13%
Prior 6.92% | 8.31%
Current vs Prior +6.35% | -2.14%
Prior 7-Day Avg 4.69% | 7.26%
Current vs 7-Day Avg +56.95% | +11.97%
Prior 7-Day Eod 6.92% | 8.31%
Current vs 7-Day Eod +6.35% | -2.14%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 40.72% | 51.95%
Calls: 17.14% | 12.24%
Puts: 64.29% | 91.67%
Prior 40.72% | 51.95%
Calls: 17.14% | 12.24%
Puts: 64.29% | 91.67%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.58% | 23.88%
Calls: 11.97% | 8.74%
Puts: 23.19% | 39.02%
Current vs 7-Day Avg +131.66% | +117.56%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($393.4K). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 60% vs prior. P/C ratio rising 214% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
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 3 of results (avg 7.7%, best 6.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 217.508.00$7.756.5%81.0068
$65.00Aug 211.351.45$1.407.1%2240.505.6K
$62.50Aug 213.003.30$3.159.5%1320.794.1K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.43, cheapest $0.43)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 210.400.45$0.4311.6%6510.233.6K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 7 found (avg delta 0.78, highest 1.00)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 217.508.00$7.756.5%81.0068
$60.00Aug 214.905.50$5.2011.5%50.95567
$62.50Aug 213.003.30$3.159.5%1320.794.1K
$65.00Aug 211.351.45$1.407.1%2240.505.6K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 214.005.50$4.7531.6%50.9340
$67.50Aug 212.804.00$3.4035.3%130.77113
$65.00Aug 211.201.40$1.3015.4%4090.50193

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 2.5K, top 651)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 210.400.45$0.4311.6%6510.233.6K
$70.00Aug 210.050.15$0.10100.0%2320.07498
$65.00Aug 211.351.45$1.407.1%2240.505.6K
$62.50Aug 213.003.30$3.159.5%1320.794.1K
$75.00Aug 210.000.05$0.03166.7%100.0214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.450.55$0.5020.0%5080.231.8K
$65.00Aug 211.201.40$1.3015.4%4090.50193
$60.00Aug 210.150.20$0.1827.8%2840.092.4K
$57.50Aug 210.050.10$0.0862.5%410.04937
$67.50Aug 212.804.00$3.4035.3%130.77113

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 6.81, avg 3.59)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.50$70.00Aug 21$0.33$2.17$0.336.58$67.83
$65.00$67.50Aug 21$0.97$1.53$0.971.58$65.97
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.50$60.00Aug 21$0.32$2.18$0.326.81$62.18
$65.00$62.50Aug 21$0.80$1.70$0.802.12$64.20
$70.00$67.50Aug 21$1.35$1.15$1.350.85$68.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 5.25, avg 1.84)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$62.50Aug 21$2.05$2.05$0.454.56$62.05
$62.50$65.00Aug 21$1.75$1.75$0.752.33$64.25
$65.00$67.50Aug 21$0.97$0.97$1.530.63$65.97
$67.50$70.00Aug 21$0.33$0.33$2.170.15$67.83
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.50$65.00Aug 21$2.10$2.10$0.405.25$65.40
$70.00$67.50Aug 21$1.35$1.35$1.151.17$68.65
$65.00$62.50Aug 21$0.80$0.80$1.700.47$64.20
$62.50$60.00Aug 21$0.32$0.32$2.180.15$62.18

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. 6 found (cheapest 4.14% of stock, avg 7.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$65.00Aug 21$1.40$1.30$2.70$62.30$67.704.14%
$62.50Aug 21$3.15$0.50$3.65$58.85$66.155.60%
$67.50Aug 21$0.43$3.40$3.83$63.67$71.335.88%
$70.00Aug 21$0.10$4.75$4.85$65.15$74.857.44%
$60.00Aug 21$5.20$0.18$5.38$54.62$65.388.25%
$57.50Aug 21$7.75$0.08$7.83$49.67$65.3312.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 0.43% of stock, avg 0.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$70.00$60.00Aug 21$0.10$0.18$0.28$59.72$70.28
$70.00$62.50Aug 21$0.10$0.50$0.60$61.90$70.60
$67.50$60.00Aug 21$0.43$0.18$0.61$59.39$68.11
$67.50$62.50Aug 21$0.43$0.50$0.93$61.57$68.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.07, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
60/6265/68Aug 21$1.29$1.211.07$61.21$66.29
62/6568/70Aug 21$1.13$1.370.82$63.87$68.63
60/6268/70Aug 21$0.65$1.850.35$61.85$68.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 10.36, cheapest $0.22)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.30$2.207.33
$57.50$60.00$62.50Aug 21$0.50$2.004.00
$65.00$67.50$70.00Aug 21$0.64$1.862.91
$62.50$65.00$67.50Aug 21$0.78$1.722.21
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$57.50$60.00$62.50Aug 21$0.22$2.2810.36
$60.00$62.50$65.00Aug 21$0.48$2.024.21
$62.50$65.00$67.50Aug 21$1.30$1.200.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.13, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$1.10$1.40
$70.00$75.001:2Aug 21$0.04$4.96
$67.50$70.001:2Aug 21$0.23$2.27
$62.50$65.001:2Aug 21$0.35$2.15
$65.00$67.501:2Aug 21$0.54$1.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Aug 21-$0.13$4.87
$70.00$67.501:2Aug 21-$2.05$0.45
$57.50$55.001:2Aug 21$0.02$2.48
$60.00$57.501:2Aug 21$0.02$2.48
$62.50$60.001:2Aug 21$0.14$2.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.61%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Aug 21$0.400.233.6%0.61%4.17%6513.6K

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 2,233
Total Puts 2,044
Put/Call Ratio 0.92
Net Difference 189

Prior's Put/Call Breakdown

Total Calls 8,330
Total Puts 2,432
Put/Call Ratio 0.29
Net Difference 5,898

Prior 7-Day Put/Call Summary

Total Calls 27,046
Total Puts 7,543
Average Put/Call Ratio 0.41
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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