Tour v487
O
REALTY INCOME CORP REIT
$63.48 -0.61%
$63.54 (+0.09%)🌙
as of 08/03 06:45 PM
8/3 18:45

Option Volume

Detail
Current (08/03) 3,388
Calls: 2,352 (69%)
Puts: 1,036 (31%)
Prior (07/31) 2,900
Calls: 1,808 (62%)
Puts: 1,092 (38%)
Current vs Prior +16.83%
Calls: +30.09% (Calls)
Puts: -5.13% (Puts)
Prior 7-Day Total 30,342
Calls: 20,219 (67%)
Puts: 10,123 (33%)
Prior 7-Day Average 4,334
Calls: 2,888 (67%)
Puts: 1,446 (33%)
Current vs Prior 7-Day Avg -21.84%
Calls: -18.57%
Puts: -28.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $443.4K
Calls: $345.5K (78%)
Puts: $97.9K (22%)
Prior (07/31) $291.9K
Calls: $213.3K (73%)
Puts: $78.6K (27%)
Current vs Prior +51.90%
Calls: +61.97%
Puts: +24.57%
Prior 7-Day Total $6.42M
Calls: $5.40M (84%)
Puts: $1.02M (16%)
Prior 7-Day Average $917.1K
Calls: $770.9K (84%)
Puts: $146.2K (16%)
Current vs Prior 7-Day Avg -51.66%
Calls: -55.18%
Puts: -33.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.44
Prior (07/31) 0.60
Current vs Prior -27.07%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -6.92%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 93,596
Calls: 63,992 (68%)
Puts: 29,604 (32%)
Prior (07/31) 79,830
Calls: 52,293 (66%)
Puts: 27,537 (34%)
Current vs Prior +17.24%
Prior 7-Day Total 563,369
Calls: 381,113 (68%)
Puts: 182,256 (32%)
Prior 7-Day Average 80,481
Calls: 54,444 (68%)
Puts: 26,036 (32%)
Current vs Prior 7-Day Avg +16.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.92% | 7.33%
Prior 5.92% | 7.52%
Current vs Prior +0.08% | -2.53%
Prior 7-Day Avg 6.23% | 7.61%
Current vs 7-Day Avg -4.94% | -3.73%
Prior 7-Day Eod 5.92% | 7.52%
Current vs 7-Day Eod +0.08% | -2.53%
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 40.72% | 51.95%
Calls: 17.14% | 12.24%
Puts: 64.29% | 91.67%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($345.5K) vs puts ($97.9K). Elevated premium activity with dollar volume up 52% vs prior. Extreme bullish P/C ratio of 0.44 - heavy call buying (2,352 calls vs 1,036 puts). P/C ratio dropping 27% - sentiment shifting bullish.

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 2 of results (avg 8.2%, best 8.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.603.90$3.758.0%740.88546
$62.50Aug 211.701.85$1.788.4%2260.652.6K
PUTS (0)
No puts meet the criteria

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 0.74, highest 0.88)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.603.90$3.758.0%740.88546
$62.50Aug 211.701.85$1.788.4%2260.652.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 211.852.10$1.9812.6%200.701.6K

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 1.8K, top 470)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 210.100.15$0.1338.5%4700.095.6K
$65.00Aug 210.450.55$0.5020.0%3280.305.9K
$62.50Aug 211.701.85$1.788.4%2260.652.6K
$70.00Aug 210.000.05$0.03166.7%1400.02897
$60.00Aug 213.603.90$3.758.0%740.88546
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.600.75$0.6822.1%3630.356.1K
$60.00Aug 210.150.25$0.2050.0%1400.122.6K
$57.50Aug 210.050.15$0.10100.0%270.061.0K
$65.00Aug 211.852.10$1.9812.6%200.701.6K
$47.50Aug 210.000.20$0.10200.0%20.036

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. 6 found (best R:R 24.00, avg 9.97)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.50$70.00Aug 21$0.10$2.40$0.1024.00$67.60
$65.00$67.50Aug 21$0.37$2.13$0.375.76$65.37
$62.50$65.00Aug 21$1.28$1.22$1.280.95$63.78
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$57.50Aug 21$0.10$2.40$0.1024.00$59.90
$62.50$60.00Aug 21$0.48$2.02$0.484.21$62.02
$65.00$62.50Aug 21$1.30$1.20$1.300.92$63.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 3.72, avg 0.91)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$62.50Aug 21$1.97$1.97$0.533.72$61.97
$62.50$65.00Aug 21$1.28$1.28$1.221.05$63.78
$65.00$67.50Aug 21$0.37$0.37$2.130.17$65.37
$67.50$70.00Aug 21$0.10$0.10$2.400.04$67.60
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$62.50Aug 21$1.30$1.30$1.201.08$63.70
$62.50$60.00Aug 21$0.48$0.48$2.020.24$62.02
$60.00$57.50Aug 21$0.10$0.10$2.400.04$59.90

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. 3 found (cheapest 3.88% of stock, avg 4.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$62.50Aug 21$1.78$0.68$2.46$60.04$64.963.88%
$65.00Aug 21$0.50$1.98$2.48$62.52$67.483.91%
$60.00Aug 21$3.75$0.20$3.95$56.05$63.956.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.36% of stock, avg 1.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$67.50$57.50Aug 21$0.13$0.10$0.23$57.27$67.73
$67.50$60.00Aug 21$0.13$0.20$0.33$59.67$67.83
$65.00$57.50Aug 21$0.50$0.10$0.60$56.90$65.60
$65.00$60.00Aug 21$0.50$0.20$0.70$59.30$65.70
$67.50$62.50Aug 21$0.13$0.68$0.81$61.69$68.31
$65.00$62.50Aug 21$0.50$0.68$1.18$61.32$66.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.27, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
62/6568/70Aug 21$1.40$1.101.27$63.60$68.90
58/6062/65Aug 21$1.38$1.121.23$58.62$63.88
60/6265/68Aug 21$0.85$1.650.52$61.65$65.85
60/6268/70Aug 21$0.58$1.920.30$61.92$68.08
58/6065/68Aug 21$0.47$2.030.23$59.53$65.47
58/6068/70Aug 21$0.20$2.300.09$59.80$67.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 8.26, cheapest $0.27)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$65.00$67.50$70.00Aug 21$0.27$2.238.26
$60.00$62.50$65.00Aug 21$0.69$1.812.62
$62.50$65.00$67.50Aug 21$0.91$1.591.75
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$57.50$60.00$62.50Aug 21$0.38$2.125.58
$60.00$62.50$65.00Aug 21$0.82$1.682.05

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.10, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$67.50$70.001:2Aug 21$0.07$2.43
$60.00$62.501:2Aug 21$0.19$2.31
$65.00$67.501:2Aug 21$0.24$2.26
$62.50$65.001:2Aug 21$0.78$1.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$47.501:2Aug 21-$0.10$9.90
$60.00$57.501:2Aug 21$0.00$2.50
$47.50$45.001:2Aug 21-$0.06$2.44
$62.50$60.001:2Aug 21$0.28$2.22
$65.00$62.501:2Aug 21$0.62$1.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.71%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Aug 21$0.450.302.4%0.71%3.10%3285.9K
$67.50Aug 21$0.100.096.3%0.16%6.49%4705.6K

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 2,352
Total Puts 1,036
Put/Call Ratio 0.44
Net Difference 1,316

Prior's Put/Call Breakdown

Total Calls 1,808
Total Puts 1,092
Put/Call Ratio 0.60
Net Difference 716

Prior 7-Day Put/Call Summary

Total Calls 20,219
Total Puts 10,123
Average Put/Call Ratio 0.47
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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