Tour v381
ON
ON SEMICONDUCTOR COR
$91.06 +5.03%
$90.74 (-0.35%)🌙
as of 07/21 06:53 PM
7/21 18:53

Option Volume

Detail
Current (07/21) 12,828
Calls: 7,293 (57%)
Puts: 5,535 (43%)
Prior (07/20) 13,595
Calls: 4,614 (34%)
Puts: 8,981 (66%)
Current vs Prior -5.64%
Calls: +58.06% (Calls)
Puts: -38.37% (Puts)
Prior 7-Day Total 141,935
Calls: 62,266 (44%)
Puts: 79,669 (56%)
Prior 7-Day Average 20,276
Calls: 8,895 (44%)
Puts: 11,381 (56%)
Current vs Prior 7-Day Avg -36.73%
Calls: -18.01%
Puts: -51.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $8.46M
Calls: $5.36M (63%)
Puts: $3.10M (37%)
Prior (07/20) $6.62M
Calls: $3.20M (48%)
Puts: $3.42M (52%)
Current vs Prior +27.88%
Calls: +67.75%
Puts: -9.35%
Prior 7-Day Total $95.67M
Calls: $39.48M (41%)
Puts: $56.19M (59%)
Prior 7-Day Average $13.67M
Calls: $5.64M (41%)
Puts: $8.03M (59%)
Current vs Prior 7-Day Avg -38.08%
Calls: -4.96%
Puts: -61.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.76
Prior (07/20) 1.95
Current vs Prior -61.01%
Prior 7-Day Average 1.38
Current vs Prior 7-Day Avg -44.87%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 127,348
Calls: 61,797 (49%)
Puts: 65,551 (51%)
Prior (07/20) 130,538
Calls: 70,234 (54%)
Puts: 60,304 (46%)
Current vs Prior -2.44%
Prior 7-Day Total 1,145,584
Calls: 569,274 (50%)
Puts: 576,310 (50%)
Prior 7-Day Average 163,654
Calls: 81,324 (50%)
Puts: 82,330 (50%)
Current vs Prior 7-Day Avg -22.19%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.91% | 13.29%22.44% | 29.05%
Prior 10.06% | 13.96%23.82% | 27.95%
Current vs Prior -11.45% | -4.79%-5.80% | +3.94%
Prior 7-Day Avg 7.98% | 12.73%8.74% | 23.99%
Current vs 7-Day Avg +11.67% | +4.37%+156.76% | +21.06%
Prior 7-Day Eod 10.06% | 13.96%23.82% | 27.95%
Current vs 7-Day Eod -11.45% | -4.79%-5.80% | +3.94%
Sentiment BULLISHBULLISH

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
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($5.36M). P/C ratio dropping 61% - 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 24 of results (avg 8.1%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Aug 2111.0511.60$11.334.9%30.591
$95.00Aug 218.308.75$8.535.3%6420.501.1K
$90.00Aug 78.659.15$8.905.6%20.5764
$100.00Aug 216.506.90$6.706.0%610.421.5K
$88.00Aug 2111.5512.45$12.007.5%120.614
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2115.0015.85$15.435.5%120.58478
$97.00Aug 2113.0514.00$13.537.0%80.53--
$94.00Aug 2111.2512.15$11.707.7%50.49--
$90.00Aug 219.109.95$9.528.9%740.433.3K
$95.00Aug 2111.7012.85$12.279.4%1330.504.5K

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. 59 found (avg delta 0.65, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Jul 249.7512.35$11.0523.5%10.88--
$80.00Jul 2410.7013.15$11.9320.5%250.87--
$78.00Jul 3113.4016.15$14.7718.6%60.84--
$80.00Jul 3112.0514.20$13.1316.4%50.79--
$84.00Jul 247.609.15$8.3818.5%40.797
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 2413.7016.25$14.9817.0%10.94--
$105.00Jul 2412.8516.10$14.4822.4%30.92--
$104.00Jul 2411.9514.55$13.2519.6%40.91--
$106.00Jul 3114.2517.35$15.8019.6%10.83--
$108.00Jul 3117.2519.10$18.1810.2%10.83--

Most actively traded options today. High liquidity = easy entry/exit. 184 active (total vol 8.6K, top 720)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2110.3012.05$11.1815.7%7200.571.1K
$94.00Aug 218.709.45$9.078.3%7200.51--
$95.00Jul 313.904.25$4.088.6%6800.42210
$95.00Aug 218.308.75$8.535.3%6420.501.1K
$94.00Jul 242.332.65$2.4912.9%2280.40209
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 315.356.10$5.7313.1%3430.47114
$80.00Aug 214.856.05$5.4522.0%2920.285.7K
$90.00Jul 314.856.05$5.4522.0%2120.44309
$85.00Aug 216.108.20$7.1529.4%2090.351.9K
$90.00Jul 242.873.50$3.1919.7%1530.43383

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 24.1%, max 73.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Jul 24Aug 21138.4%101.9%35.8%26--
$89.00Jul 24Aug 21126.6%94.3%34.2%591
$85.00Jul 24Aug 21125.5%97.6%28.6%9333
$86.00Jul 24Aug 21123.3%95.9%28.6%8--
$91.00Jul 24Aug 28115.6%92.6%24.8%104655
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Jul 24Aug 28162.2%93.3%73.9%571.3K
$79.00Jul 24Aug 21152.8%98.4%55.2%1524
$76.00Jul 24Aug 21152.4%104.8%45.4%1626
$80.00Jul 24Aug 28138.4%95.3%45.2%44355
$77.00Jul 24Aug 7158.1%110.1%43.6%2227

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 15.67, avg 2.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$107.00Jul 31$0.12$1.88$0.1215.67$105.12
$105.00$107.00Aug 7$0.14$1.86$0.1413.29$105.14
$106.00$107.00Jul 24$0.10$0.90$0.109.00$106.10
$102.00$103.00Jul 31$0.10$0.90$0.109.00$102.10
$102.00$103.00Jul 24$0.11$0.89$0.118.09$102.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$79.00$77.00Jul 24$0.21$1.79$0.218.52$78.79
$83.00$82.00Jul 24$0.12$0.88$0.127.33$82.88
$75.00$74.00Jul 24$0.13$0.87$0.136.69$74.87
$90.00$89.00Jul 24$0.15$0.85$0.155.67$89.85
$89.00$88.00Jul 31$0.15$0.85$0.155.67$88.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 142 found (best R:R 8.09, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$84.00Jul 24$2.67$2.67$0.338.09$83.67
$80.00$81.00Jul 24$0.88$0.88$0.127.33$80.88
$99.00$100.00Aug 21$0.87$0.87$0.136.69$99.87
$91.00$92.00Jul 31$0.85$0.85$0.155.67$91.85
$96.00$97.00Aug 7$0.83$0.83$0.174.88$96.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$84.00Aug 21$0.87$0.87$0.136.69$84.13
$95.00$93.00Aug 7$1.70$1.70$0.305.67$93.30
$100.00$95.00Jul 24$4.15$4.15$0.854.88$95.85
$106.00$105.00Jul 31$0.82$0.82$0.184.56$105.18
$81.00$80.00Aug 7$0.81$0.81$0.194.26$80.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.11, cheapest $0.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 24Jul 31$0.85110.1%87.0%
$107.00Jul 24Jul 31$0.91102.9%90.9%
$104.00Jul 24Jul 31$1.09108.9%90.5%
$102.00Jul 24Jul 31$1.17111.5%89.6%
$103.00Jul 24Jul 31$1.18111.9%91.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 24Jul 31$0.50110.1%87.0%
$76.00Jul 24Jul 31$0.70152.4%107.4%
$75.00Jul 24Jul 31$0.71162.2%113.7%
$79.00Jul 24Jul 31$0.78152.8%103.9%
$106.00Jul 24Jul 31$0.82109.1%86.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 8.30% of stock, avg 16.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$91.00Jul 24$3.93$3.63$7.56$83.44$98.568.30%
$92.00Jul 24$3.38$4.18$7.56$84.44$99.568.30%
$93.00Jul 24$2.94$4.70$7.64$85.36$100.648.39%
$90.00Jul 24$4.47$3.19$7.66$82.34$97.668.41%
$89.00Jul 24$5.03$3.04$8.07$80.93$97.078.86%
$88.00Jul 24$5.68$2.41$8.09$79.91$96.098.88%
$95.00Jul 24$2.22$6.03$8.25$86.75$103.259.06%
$87.00Jul 24$6.48$2.08$8.56$78.44$95.569.40%
$86.00Jul 24$6.93$1.82$8.75$77.25$94.759.61%
$85.00Jul 24$7.98$1.58$9.56$75.44$94.5610.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 4.29% of stock, avg 12.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$96.00$87.00Jul 24$1.83$2.08$3.91$83.09$99.91
$96.00$88.00Jul 24$1.83$2.41$4.24$83.76$100.24
$95.00$87.00Jul 24$2.22$2.08$4.30$82.70$99.30
$94.00$87.00Jul 24$2.49$2.08$4.57$82.43$98.57
$95.00$88.00Jul 24$2.22$2.41$4.63$83.37$99.63
$96.00$89.00Jul 24$1.83$3.04$4.87$84.13$100.87
$94.00$88.00Jul 24$2.49$2.41$4.90$83.10$98.90
$93.00$87.00Jul 24$2.94$2.08$5.02$81.98$98.02
$96.00$90.00Jul 24$1.83$3.19$5.02$84.98$101.02
$95.00$89.00Jul 24$2.22$3.04$5.26$83.74$100.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 165 found (best R:R 24.00, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
77/7981/84Jul 24$2.88$0.1224.00$76.12$83.88
76/7781/84Jul 24$2.86$0.1420.43$74.14$83.86
76/7780/83Jul 31$2.83$0.1716.65$74.17$82.83
74/7581/84Jul 24$2.80$0.2014.00$72.20$83.80
82/8390/92Aug 21$1.81$0.199.53$81.19$91.81
79/8090/92Aug 21$1.80$0.209.00$78.20$91.80
84/8588/89Jul 24$0.89$0.118.09$84.11$88.89
85/8688/89Jul 24$0.89$0.118.09$85.11$88.89
87/8889/90Jul 24$0.89$0.118.09$87.11$89.89
87/8891/92Jul 24$0.88$0.127.33$87.12$91.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$103.00$104.00$105.00Jul 24$0.07$0.9313.29
$106.00$107.00$108.00Jul 24$0.07$0.9313.29
$95.00$96.00$97.00Jul 24$0.08$0.9211.50
$98.00$99.00$100.00Jul 24$0.08$0.9211.50
$88.00$89.00$90.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$86.00$87.00$88.00Jul 24$0.07$0.9313.29
$80.00$81.00$82.00Jul 31$0.07$0.9313.29
$90.00$91.00$92.00Aug 21$0.07$0.9313.29
$82.00$83.00$84.00Jul 24$0.09$0.9110.11
$90.00$91.00$92.00Jul 24$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-1.16, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$90.001:2Aug 7-$3.00$7.00
$91.00$100.001:2Aug 28-$3.71$5.29
$87.00$95.001:2Aug 14-$3.71$4.29
$100.00$105.001:2Aug 7-$1.55$3.45
$101.00$106.001:2Aug 28-$3.22$1.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$96.001:2Jul 31-$1.16$7.84
$81.00$75.001:2Aug 14-$1.41$4.59
$89.00$83.001:2Aug 7-$1.61$4.39
$104.00$95.001:2Aug 7-$4.75$4.25
$100.00$95.001:2Jul 24-$1.88$3.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 10.49%, avg 4.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$92.00Aug 21$9.550.551.0%10.49%11.52%21328
$93.00Aug 21$9.100.532.1%9.99%12.12%3912
$94.00Aug 21$8.700.513.2%9.55%12.78%720--
$95.00Aug 21$8.300.504.3%9.11%13.44%6421.1K
$96.00Aug 21$7.950.485.4%8.73%14.16%38--
$92.00Aug 7$7.750.541.0%8.51%9.54%2724
$95.00Aug 14$7.300.494.3%8.02%12.34%335
$98.00Aug 21$6.850.467.6%7.52%15.14%12--
$94.00Aug 7$6.800.503.2%7.47%10.70%31.0K
$99.00Aug 21$6.800.458.7%7.47%16.19%3--

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 7,293
Total Puts 5,535
Put/Call Ratio 0.76
Net Difference 1,758

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 62,266
Total Puts 79,669
Average Put/Call Ratio 1.38
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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