Tour v389
ON
ON SEMICONDUCTOR COR
$92.33 +1.39%
$93.01 (+0.74%)🌙
as of 07/22 08:24 PM
7/22 20:24

Option Volume

Detail
Current (07/22) 20,123
Calls: 12,947 (64%)
Puts: 7,176 (36%)
Prior (07/21) 12,828
Calls: 7,293 (57%)
Puts: 5,535 (43%)
Current vs Prior +56.87%
Calls: +77.53% (Calls)
Puts: +29.65% (Puts)
Prior 7-Day Total 130,993
Calls: 56,170 (43%)
Puts: 74,823 (57%)
Prior 7-Day Average 18,713
Calls: 8,024 (43%)
Puts: 10,689 (57%)
Current vs Prior 7-Day Avg +7.53%
Calls: +61.35%
Puts: -32.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $9.01M
Calls: $6.72M (75%)
Puts: $2.29M (25%)
Prior (07/21) $8.46M
Calls: $5.36M (63%)
Puts: $3.10M (37%)
Current vs Prior +6.43%
Calls: +25.26%
Puts: -26.12%
Prior 7-Day Total $95.96M
Calls: $39.40M (41%)
Puts: $56.56M (59%)
Prior 7-Day Average $13.71M
Calls: $5.63M (41%)
Puts: $8.08M (59%)
Current vs Prior 7-Day Avg -34.30%
Calls: +19.31%
Puts: -71.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.55
Prior (07/21) 0.76
Current vs Prior -26.97%
Prior 7-Day Average 1.37
Current vs Prior 7-Day Avg -59.67%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 126,082
Calls: 68,431 (54%)
Puts: 57,651 (46%)
Prior (07/21) 127,348
Calls: 61,797 (49%)
Puts: 65,551 (51%)
Current vs Prior -0.99%
Prior 7-Day Total 1,097,591
Calls: 550,141 (50%)
Puts: 547,450 (50%)
Prior 7-Day Average 156,798
Calls: 78,591 (50%)
Puts: 78,207 (50%)
Current vs Prior 7-Day Avg -19.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.70% | 12.90%22.86% | 27.90%
Prior 8.91% | 13.29%22.44% | 29.05%
Current vs Prior -2.35% | -2.92%+1.91% | -3.95%
Prior 7-Day Avg 8.02% | 12.77%10.71% | 24.80%
Current vs 7-Day Avg +8.50% | +1.03%+113.47% | +12.48%
Prior 7-Day Eod 8.91% | 13.29%22.44% | 29.05%
Current vs 7-Day Eod -2.35% | -2.92%+1.91% | -3.95%
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
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($6.72M). Above-average activity with volume up 57% vs prior. Bullish P/C ratio of 0.55. 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 BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 47 of results (avg 7.8%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 218.909.40$9.155.5%1310.521.4K
$91.00Jul 244.254.50$4.385.7%830.58727
$94.00Aug 219.309.85$9.575.7%290.54712
$95.00Aug 77.007.45$7.236.2%180.491.3K
$80.00Aug 2116.8018.00$17.406.9%10.7563
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 2113.6514.35$14.005.0%60.54--
$110.00Aug 2120.9522.10$21.535.3%10.68151
$92.00Aug 219.5510.10$9.825.6%430.44325
$98.00Aug 2112.9513.75$13.356.0%410.53--
$105.00Aug 1416.4517.55$17.006.5%40.66--

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. 68 found (avg delta 0.63, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 2411.5514.10$12.8319.9%100.9151
$80.00Jul 3113.2515.05$14.1512.7%10.82--
$85.00Jul 247.259.85$8.5530.4%150.7951
$83.00Jul 3110.7012.55$11.6315.9%10.7719
$80.00Aug 1415.7017.75$16.7312.3%40.75--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Jul 2415.2517.90$16.5816.0%20.9336
$110.00Jul 2416.9519.60$18.2714.5%50.92--
$108.00Jul 2414.1017.65$15.8822.4%10.9136
$107.00Jul 2413.6016.25$14.9317.7%20.90--
$110.00Jul 3116.6520.30$18.4819.8%50.85--

Most actively traded options today. High liquidity = easy entry/exit. 204 active (total vol 13.5K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 240.841.23$1.0337.9%2.3K0.212.8K
$93.00Jul 243.203.50$3.359.0%1.9K0.49243
$95.00Jul 242.332.76$2.5516.9%7210.41768
$96.00Aug 76.457.15$6.8010.3%6020.4744
$94.00Jul 242.813.10$2.969.8%3560.45287
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 240.200.78$0.49118.4%6240.10373
$84.00Jul 240.511.27$0.8985.4%3820.171.8K
$93.00Jul 243.854.30$4.0811.0%2970.51234
$88.00Jul 241.732.09$1.9118.8%2220.30362
$85.00Jul 312.513.10$2.8121.0%1560.28448

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 43.7%, max 84.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Jul 24Aug 21157.5%99.2%58.8%11114
$92.00Jul 24Aug 28141.3%90.3%56.5%256212
$85.00Jul 24Aug 21151.9%98.6%54.1%1651
$91.00Jul 24Aug 28139.7%90.8%53.8%86741
$94.00Jul 24Aug 28138.5%90.8%52.6%359287
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Jul 24Aug 28179.1%97.1%84.5%461.4K
$77.00Jul 24Aug 21176.1%100.7%74.9%4337
$76.00Jul 24Aug 21180.5%103.7%74.1%23
$80.00Jul 24Aug 28157.5%94.7%66.3%626395
$85.00Jul 24Aug 21151.9%98.6%54.1%512.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 8.09, avg 2.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$101.00$102.00Jul 31$0.11$0.89$0.118.09$101.11
$97.00$98.00Jul 24$0.12$0.88$0.127.33$97.12
$91.00$92.00Aug 28$0.12$0.88$0.127.33$91.12
$106.00$108.00Aug 7$0.33$1.67$0.335.06$106.33
$108.00$109.00Jul 24$0.17$0.83$0.174.88$108.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$86.00$85.00Jul 24$0.12$0.88$0.127.33$85.88
$80.00$79.00Jul 31$0.12$0.88$0.127.33$79.88
$79.00$78.00Aug 7$0.13$0.87$0.136.69$78.87
$84.00$83.00Aug 7$0.13$0.87$0.136.69$83.87
$83.00$82.00Aug 7$0.15$0.85$0.155.67$82.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 161 found (best R:R 10.29, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$96.00Aug 14$0.88$0.88$0.127.33$95.88
$91.00$92.00Jul 31$0.87$0.87$0.136.69$91.87
$80.00$85.00Jul 24$4.28$4.28$0.725.94$84.28
$80.00$83.00Jul 31$2.52$2.52$0.485.25$82.52
$88.00$89.00Jul 24$0.77$0.77$0.233.35$88.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$100.00Jul 24$6.38$6.38$0.6210.29$100.62
$84.00$83.00Aug 21$0.90$0.90$0.109.00$83.10
$91.00$90.00Aug 21$0.90$0.90$0.109.00$90.10
$96.00$95.00Jul 31$0.88$0.88$0.127.33$95.12
$97.00$96.00Aug 21$0.85$0.85$0.155.67$96.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.70, cheapest $0.21)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 24Jul 31$0.82140.7%99.7%
$108.00Jul 24Jul 31$0.85146.7%97.8%
$107.00Jul 24Jul 31$0.86143.5%95.3%
$109.00Jul 24Jul 31$0.93131.8%98.8%
$104.00Jul 24Jul 31$1.00145.9%94.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 24Jul 31$0.21140.7%99.7%
$75.00Jul 24Jul 31$0.77179.1%118.1%
$105.00Aug 14Aug 21$0.7798.9%94.9%
$78.00Jul 24Jul 31$0.82144.3%101.8%
$77.00Jul 24Jul 31$0.95176.1%117.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 8.05% of stock, avg 16.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Jul 24$3.35$4.08$7.43$85.57$100.438.05%
$91.00Jul 24$4.38$3.08$7.46$83.54$98.468.08%
$92.00Jul 24$3.95$3.60$7.55$84.45$99.558.18%
$94.00Jul 24$2.96$4.63$7.59$86.41$101.598.22%
$95.00Jul 24$2.55$5.10$7.65$87.35$102.658.29%
$90.00Jul 24$5.03$2.72$7.75$82.25$97.758.39%
$89.00Jul 24$5.53$2.34$7.87$81.13$96.878.52%
$96.00Jul 24$2.15$5.90$8.05$87.95$104.058.72%
$88.00Jul 24$6.30$1.91$8.21$79.79$96.218.89%
$100.00Jul 24$1.03$8.55$9.58$90.42$109.5810.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 123 found (cheapest 4.05% of stock, avg 12.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$97.00$88.00Jul 24$1.83$1.91$3.74$84.26$100.74
$96.00$88.00Jul 24$2.15$1.91$4.06$83.94$100.06
$97.00$89.00Jul 24$1.83$2.34$4.17$84.83$101.17
$95.00$88.00Jul 24$2.55$1.91$4.46$83.54$99.46
$96.00$89.00Jul 24$2.15$2.34$4.49$84.51$100.49
$97.00$90.00Jul 24$1.83$2.72$4.55$85.45$101.55
$94.00$88.00Jul 24$2.96$1.91$4.87$83.13$98.87
$96.00$90.00Jul 24$2.15$2.72$4.87$85.13$100.87
$95.00$89.00Jul 24$2.55$2.34$4.89$84.11$99.89
$97.00$91.00Jul 24$1.83$3.08$4.91$86.09$101.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 288 found (best R:R 16.65, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7780/83Jul 31$2.83$0.1716.65$74.17$82.83
80/8193/94Jul 31$0.90$0.109.00$80.10$93.90
89/9093/94Aug 7$0.90$0.109.00$89.10$93.90
78/7980/85Jul 24$4.47$0.538.43$74.53$84.47
85/8688/89Jul 24$0.89$0.118.09$85.11$88.89
80/8188/90Jul 31$1.78$0.228.09$79.22$89.78
80/8185/87Aug 7$1.78$0.228.09$79.22$86.78
81/8291/92Aug 7$0.89$0.118.09$81.11$91.89
83/8490/92Aug 21$1.77$0.237.70$82.23$91.77
84/8589/90Jul 24$0.88$0.127.33$84.12$89.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$102.00$103.00$104.00Jul 24$0.05$0.9519.00
$92.00$93.00$94.00Aug 21$0.05$0.9519.00
$95.00$96.00$97.00Jul 24$0.08$0.9211.50
$97.00$98.00$99.00Jul 31$0.09$0.9110.11
$91.00$92.00$93.00Aug 7$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$78.00$79.00$80.00Aug 7$0.06$0.9415.67
$92.00$93.00$94.00Jul 24$0.07$0.9313.29
$90.00$95.00$100.00Aug 14$0.36$4.6412.89
$81.00$82.00$83.00Jul 24$0.08$0.9211.50
$81.00$82.00$83.00Aug 14$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-0.69, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Aug 14-$0.69$9.31
$96.00$105.001:2Aug 28-$2.33$6.67
$80.00$90.001:2Aug 14-$4.87$5.13
$105.00$110.001:2Aug 21-$3.53$1.47
$100.00$105.001:2Aug 21-$3.91$1.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$109.00$100.001:2Jul 31-$2.78$6.22
$107.00$100.001:2Jul 24-$2.17$4.83
$80.00$75.001:2Aug 14-$1.12$3.88
$80.00$75.001:2Aug 28-$2.26$2.74
$78.00$75.001:2Aug 7-$0.94$2.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 10.56%, avg 4.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Aug 21$9.750.550.7%10.56%11.29%1035
$94.00Aug 21$9.300.541.8%10.07%11.88%29712
$94.00Aug 28$9.250.541.8%10.02%11.83%3--
$95.00Aug 21$8.900.522.9%9.64%12.53%1311.4K
$96.00Aug 28$8.200.514.0%8.88%12.86%6--
$97.00Aug 21$8.050.495.1%8.72%13.78%4734
$93.00Aug 7$7.800.530.7%8.45%9.17%547
$96.00Aug 21$7.800.514.0%8.45%12.42%4225
$94.00Aug 14$7.750.521.8%8.39%10.20%537
$98.00Aug 21$7.600.476.1%8.23%14.37%1712

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 12,947
Total Puts 7,176
Put/Call Ratio 0.55
Net Difference 5,771

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 56,170
Total Puts 74,823
Average Put/Call Ratio 1.37
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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