Tour v366
ON
ON SEMICONDUCTOR COR
$86.70 -0.77%
$86.48 (-0.25%)🌙
as of 07/20 06:53 PM
7/20 18:53

Option Volume

Detail
Current (07/20) 13,595
Calls: 4,614 (34%)
Puts: 8,981 (66%)
Prior (07/17) 28,742
Calls: 9,528 (33%)
Puts: 19,214 (67%)
Current vs Prior -52.70%
Calls: -51.57% (Calls)
Puts: -53.26% (Puts)
Prior 7-Day Total 173,470
Calls: 83,200 (48%)
Puts: 90,270 (52%)
Prior 7-Day Average 24,781
Calls: 11,885 (48%)
Puts: 12,895 (52%)
Current vs Prior 7-Day Avg -45.14%
Calls: -61.18%
Puts: -30.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $6.62M
Calls: $3.20M (48%)
Puts: $3.42M (52%)
Prior (07/17) $20.65M
Calls: $4.24M (21%)
Puts: $16.41M (79%)
Current vs Prior -67.95%
Calls: -24.62%
Puts: -79.15%
Prior 7-Day Total $108.92M
Calls: $52.19M (48%)
Puts: $56.73M (52%)
Prior 7-Day Average $15.56M
Calls: $7.46M (48%)
Puts: $8.10M (52%)
Current vs Prior 7-Day Avg -57.47%
Calls: -57.14%
Puts: -57.78%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.95
Prior (07/17) 2.02
Current vs Prior -3.48%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg +61.13%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 130,538
Calls: 70,234 (54%)
Puts: 60,304 (46%)
Prior (07/17) 187,558
Calls: 95,556 (51%)
Puts: 92,002 (49%)
Current vs Prior -30.40%
Prior 7-Day Total 1,221,619
Calls: 610,001 (50%)
Puts: 611,618 (50%)
Prior 7-Day Average 174,517
Calls: 87,143 (50%)
Puts: 87,374 (50%)
Current vs Prior 7-Day Avg -25.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 10.06% | 13.96%23.82% | 27.95%
Prior 10.79% | 13.71%2.37% | 23.13%
Current vs Prior -6.81% | +1.78%+905.31% | +20.82%
Prior 7-Day Avg 7.19% | 12.18%6.78% | 23.57%
Current vs 7-Day Avg +39.91% | +14.55%+251.26% | +18.59%
Prior 7-Day Eod 10.79% | 13.71%2.37% | 23.13%
Current vs 7-Day Eod -6.81% | +1.78%+905.31% | +20.82%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Prior 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 53% vs prior. Extreme bearish P/C ratio of 1.95 - heavy put buying. Declining open interest (down 30%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 14 of results (avg 7.3%, best 2.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 2113.0014.05$13.537.8%100.6554
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2117.9018.35$18.132.5%70.63485
$85.00Aug 218.559.00$8.785.1%30.431.9K
$95.00Aug 2114.3515.20$14.775.8%60.574.5K
$96.00Aug 1414.1515.10$14.636.5%50.60--
$90.00Aug 2111.2512.05$11.656.9%940.493.3K

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. 74 found (avg delta 0.66, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 2415.8019.00$17.4018.4%10.95--
$71.00Jul 2414.2518.10$16.1823.8%10.94--
$74.00Jul 2411.9014.55$13.2320.0%10.89--
$75.00Jul 2411.0514.50$12.7827.0%10.88--
$76.00Jul 249.9013.65$11.7831.8%10.862
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 2415.5519.25$17.4021.3%10.95--
$103.00Jul 2414.5518.30$16.4322.8%10.947
$102.00Jul 2413.6517.50$15.5824.7%10.909
$100.00Jul 2412.6515.20$13.9318.3%20.89--
$99.00Jul 2410.9014.30$12.6027.0%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 196 active (total vol 9.0K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 315.956.60$6.2810.4%3450.553
$92.00Aug 216.208.50$7.3531.3%3280.46--
$90.00Jul 242.403.00$2.7022.2%1570.41577
$90.00Jul 313.854.80$4.3321.9%1390.44108
$92.00Jul 241.732.25$1.9926.1%1210.33109
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 311.501.98$1.7427.6%2.6K0.192.9K
$72.00Jul 240.150.67$0.41126.8%1.5K0.0711
$92.00Aug 2112.4513.60$13.028.8%3110.53--
$75.00Jul 240.550.90$0.7347.9%1300.121.2K
$80.00Jul 241.101.96$1.5356.2%1220.23259

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 19.5%, max 43.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.00Jul 24Aug 28125.3%87.6%43.1%327
$70.00Jul 24Aug 21132.9%98.6%34.8%2--
$75.00Jul 24Aug 21128.6%96.6%33.2%2--
$102.00Jul 24Jul 31119.4%90.1%32.6%15121
$81.00Jul 24Aug 21117.0%88.9%31.6%1512
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Jul 24Aug 28132.9%94.5%40.7%96320
$76.00Jul 24Aug 21130.3%93.4%39.6%2511
$86.00Jul 24Aug 21125.3%90.0%39.3%13--
$75.00Jul 24Aug 21128.6%96.6%33.2%1482.1K
$79.00Jul 24Aug 7130.1%100.0%30.0%620

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 12.33, avg 2.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$102.00$104.00Jul 31$0.15$1.85$0.1512.33$102.15
$89.00$90.00Aug 21$0.10$0.90$0.109.00$89.10
$100.00$103.00Aug 7$0.33$2.67$0.338.09$100.33
$97.00$98.00Jul 24$0.12$0.88$0.127.33$97.12
$85.00$86.00Aug 14$0.12$0.88$0.127.33$85.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$76.00$75.00Aug 21$0.10$0.90$0.109.00$75.90
$73.00$72.00Jul 24$0.15$0.85$0.155.67$72.85
$87.00$86.00Jul 31$0.17$0.83$0.174.88$86.83
$89.00$88.00Jul 31$0.18$0.82$0.184.56$88.82
$76.00$75.00Jul 24$0.19$0.81$0.194.26$75.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 9.00, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$76.00$80.00Jul 24$3.60$3.60$0.409.00$79.60
$91.00$92.00Jul 31$0.85$0.85$0.155.67$91.85
$93.00$94.00Aug 14$0.85$0.85$0.155.67$93.85
$89.00$90.00Aug 14$0.80$0.80$0.204.00$89.80
$81.00$84.00Jul 24$2.27$2.27$0.733.11$83.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$101.00$99.00Aug 7$1.80$1.80$0.209.00$99.20
$95.00$93.00Aug 21$1.79$1.79$0.218.52$93.21
$103.00$102.00Jul 24$0.85$0.85$0.155.67$102.15
$102.00$100.00Jul 24$1.65$1.65$0.354.71$100.35
$101.00$100.00Jul 31$0.82$0.82$0.184.56$100.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $1.81, cheapest $0.59)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Jul 24Jul 31$0.59119.4%90.1%
$104.00Jul 24Jul 31$0.76105.5%92.8%
$101.00Jul 24Jul 31$0.82102.5%87.8%
$99.00Jul 24Jul 31$1.17108.0%94.7%
$100.00Jul 24Jul 31$1.22107.9%97.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 24Jul 31$0.62132.9%107.4%
$102.00Jul 24Jul 31$0.65119.4%90.1%
$100.00Jul 24Jul 31$0.90107.9%97.7%
$72.00Jul 24Jul 31$0.93131.6%111.2%
$73.00Jul 24Jul 31$1.00135.1%111.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 9.49% of stock, avg 17.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$88.00Jul 24$3.48$4.75$8.23$79.77$96.239.49%
$85.00Jul 24$5.03$3.22$8.25$76.75$93.259.52%
$84.00Jul 24$5.48$2.89$8.37$75.63$92.379.65%
$89.00Jul 24$3.05$5.40$8.45$80.55$97.459.75%
$87.00Jul 24$4.22$4.25$8.47$78.53$95.479.77%
$86.00Jul 24$4.47$4.03$8.50$77.50$94.509.80%
$90.00Jul 24$2.70$5.95$8.65$81.35$98.659.98%
$91.00Jul 24$2.31$6.55$8.86$82.14$99.8610.22%
$81.00Jul 24$7.75$1.76$9.51$71.49$90.5110.97%
$80.00Jul 24$8.18$1.53$9.71$70.29$89.7111.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 5.18% of stock, avg 13.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$92.00$83.00Jul 24$1.99$2.50$4.49$78.51$96.49
$91.00$83.00Jul 24$2.31$2.50$4.81$78.19$95.81
$92.00$84.00Jul 24$1.99$2.89$4.88$79.12$96.88
$90.00$83.00Jul 24$2.70$2.50$5.20$77.80$95.20
$91.00$84.00Jul 24$2.31$2.89$5.20$78.80$96.20
$92.00$85.00Jul 24$1.99$3.22$5.21$79.79$97.21
$91.00$85.00Jul 24$2.31$3.22$5.53$79.47$96.53
$89.00$83.00Jul 24$3.05$2.50$5.55$77.45$94.55
$90.00$84.00Jul 24$2.70$2.89$5.59$78.41$95.59
$90.00$85.00Jul 24$2.70$3.22$5.92$79.08$95.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 201 found (best R:R 19.00, avg credit $1.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
73/7476/80Jul 24$3.80$0.2019.00$70.20$79.80
79/8098/100Aug 7$1.89$0.1117.18$78.11$99.89
89/9194/95Aug 7$1.89$0.1117.18$89.11$95.89
89/9198/100Aug 7$1.88$0.1215.67$89.12$99.88
72/7376/80Jul 24$3.75$0.2515.00$69.25$79.75
85/8794/95Aug 7$1.87$0.1314.38$85.13$95.87
85/8798/100Aug 7$1.86$0.1413.29$85.14$99.86
91/9298/100Aug 7$1.86$0.1413.29$90.14$99.86
70/7183/85Jul 31$1.85$0.1512.33$69.15$84.85
78/7983/85Jul 31$1.81$0.199.53$77.19$84.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$96.00$97.00Jul 24$0.06$0.9415.67
$70.00$75.00$80.00Aug 21$0.30$4.7015.67
$90.00$91.00$92.00Jul 24$0.07$0.9313.29
$88.00$89.00$90.00Jul 24$0.08$0.9211.50
$98.00$99.00$100.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$71.00$72.00$73.00Jul 24$0.08$0.9211.50
$77.00$78.00$79.00Jul 24$0.08$0.9211.50
$102.00$103.00$104.00Jul 24$0.12$0.887.33
$87.00$88.00$89.00Jul 24$0.15$0.855.67
$74.00$75.00$76.00Jul 24$0.22$0.783.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-2.39, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$83.001:2Aug 14-$2.39$10.61
$89.00$100.001:2Aug 28-$1.08$9.92
$80.00$88.001:2Aug 7-$3.95$4.05
$96.00$99.001:2Jul 31-$0.91$2.09
$102.00$104.001:2Jul 31-$0.83$1.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$81.00$75.001:2Aug 14-$1.71$4.29
$75.00$70.001:2Aug 7-$0.87$4.13
$75.00$70.001:2Aug 14-$1.23$3.77
$75.00$70.001:2Aug 21-$1.70$3.30
$85.00$80.001:2Aug 7-$3.63$1.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 10.27%, avg 4.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.00Aug 28$8.900.550.3%10.27%10.61%3--
$88.00Aug 21$8.650.531.5%9.98%11.48%6--
$89.00Aug 28$8.650.532.6%9.98%12.63%11
$89.00Aug 21$8.550.512.6%9.86%12.51%1--
$87.00Aug 21$8.300.540.3%9.57%9.92%2--
$90.00Aug 21$8.050.503.8%9.28%13.09%841.0K
$89.00Aug 14$7.700.512.6%8.88%11.53%1338
$88.00Aug 14$7.500.521.5%8.65%10.15%292
$87.00Aug 14$7.400.530.3%8.54%8.88%52
$91.00Aug 21$7.100.485.0%8.19%13.15%3--

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 4,614
Total Puts 8,981
Put/Call Ratio 1.95
Net Difference -4,367

Prior's Put/Call Breakdown

Total Calls 9,528
Total Puts 19,214
Put/Call Ratio 2.02
Net Difference -9,686

Prior 7-Day Put/Call Summary

Total Calls 83,200
Total Puts 90,270
Average Put/Call Ratio 1.21
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