Tour v394
ON
ON SEMICONDUCTOR COR
$90.13 -2.38%
$90.16 (+0.03%)🌙
as of 07/23 06:56 PM
7/23 18:56

Option Volume

Detail
Current (07/23) 28,783
Calls: 17,151 (60%)
Puts: 11,632 (40%)
Prior (07/22) 20,123
Calls: 12,947 (64%)
Puts: 7,176 (36%)
Current vs Prior +43.04%
Calls: +32.47% (Calls)
Puts: +62.10% (Puts)
Prior 7-Day Total 135,747
Calls: 61,811 (46%)
Puts: 73,936 (54%)
Prior 7-Day Average 19,392
Calls: 8,830 (46%)
Puts: 10,562 (54%)
Current vs Prior 7-Day Avg +48.42%
Calls: +94.23%
Puts: +10.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $11.01M
Calls: $4.70M (43%)
Puts: $6.31M (57%)
Prior (07/22) $9.01M
Calls: $6.72M (75%)
Puts: $2.29M (25%)
Current vs Prior +22.21%
Calls: -30.06%
Puts: +175.34%
Prior 7-Day Total $94.84M
Calls: $39.31M (41%)
Puts: $55.53M (59%)
Prior 7-Day Average $13.55M
Calls: $5.62M (41%)
Puts: $7.93M (59%)
Current vs Prior 7-Day Avg -18.76%
Calls: -16.36%
Puts: -20.46%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23) 0.68
Prior (07/22) 0.55
Current vs Prior +22.36%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -47.66%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 161,144
Calls: 77,153 (48%)
Puts: 83,991 (52%)
Prior (07/22) 126,082
Calls: 68,431 (54%)
Puts: 57,651 (46%)
Current vs Prior +27.81%
Prior 7-Day Total 1,075,325
Calls: 549,680 (51%)
Puts: 525,645 (49%)
Prior 7-Day Average 153,617
Calls: 78,525 (51%)
Puts: 75,092 (49%)
Current vs Prior 7-Day Avg +4.90%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.72% | 10.80%20.67% | 27.29%
Prior 8.70% | 12.90%22.86% | 27.90%
Current vs Prior -45.78% | -16.31%-9.59% | -2.17%
Prior 7-Day Avg 8.08% | 12.77%12.79% | 25.41%
Current vs 7-Day Avg -41.61% | -15.45%+61.56% | +7.43%
Prior 7-Day Eod 8.70% | 12.90%22.86% | 27.90%
Current vs 7-Day Eod -45.78% | -16.31%-9.59% | -2.17%
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

Bullish P/C ratio of 0.68. Rising open interest (up 28%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 4 of results (avg 8.2%, best 5.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 2114.3515.75$15.059.3%10.7162
$93.00Aug 217.408.15$7.789.6%40.4945
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Aug 219.109.65$9.385.9%10.4714
$85.00Aug 216.156.65$6.407.8%490.371.9K

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. 65 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Jul 2411.2014.60$12.9026.4%11.002
$78.00Jul 2410.2513.45$11.8527.0%20.952
$74.00Jul 3114.7517.90$16.3319.3%20.92--
$73.00Jul 3115.6019.20$17.4020.7%20.92--
$79.00Jul 249.2012.45$10.8330.0%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 249.0511.90$10.4827.2%50.9548
$105.00Jul 2413.9516.95$15.4519.4%330.92--
$107.00Jul 3116.4019.35$17.8816.5%100.90--
$108.00Jul 3117.1020.30$18.7017.1%100.90--
$95.00Jul 244.807.25$6.0340.6%190.86757

Most actively traded options today. High liquidity = easy entry/exit. 209 active (total vol 21.8K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 240.010.18$0.10170.0%2.4K0.044.1K
$96.00Jul 311.922.85$2.3839.1%2.3K0.33179
$97.00Jul 240.020.53$0.28182.1%2.3K0.112.4K
$93.00Jul 312.843.60$3.2223.6%2.3K0.4288
$94.00Aug 75.056.60$5.8226.6%1.1K0.461.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 240.250.52$0.3969.2%7660.14683
$89.00Jul 313.054.70$3.8842.5%6790.4424
$84.00Jul 240.110.64$0.38139.5%5490.131.7K
$80.00Aug 213.855.60$4.7237.1%5310.285.8K
$88.00Jul 313.054.10$3.5829.3%4380.40157

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 70.2%, max 263.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Jul 24Aug 28313.5%86.1%263.9%1230
$104.00Jul 24Aug 28278.9%88.2%216.4%3--
$108.00Jul 24Aug 7307.9%103.2%198.2%52812
$105.00Jul 24Aug 28205.5%90.8%126.3%1561.6K
$99.00Jul 24Aug 21200.8%93.3%115.2%11365
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Jul 24Jul 31313.5%87.3%259.1%130--
$108.00Jul 24Jul 31307.9%92.2%234.0%139--
$104.00Jul 24Aug 7278.9%101.7%174.2%22--
$73.00Jul 24Jul 31255.2%104.1%145.1%133267
$105.00Jul 24Aug 7205.5%99.9%105.6%34--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 13.29, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$101.00$103.00Jul 24$0.16$1.84$0.1611.50$101.16
$105.00$106.00Jul 31$0.13$0.87$0.136.69$105.13
$93.00$94.00Jul 24$0.14$0.86$0.146.14$93.14
$104.00$107.00Aug 7$0.43$2.57$0.435.98$104.43
$86.00$87.00Aug 21$0.15$0.85$0.155.67$86.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$73.00Jul 31$0.14$1.86$0.1413.29$74.86
$85.00$84.00Aug 21$0.10$0.90$0.109.00$84.90
$87.00$86.00Jul 24$0.11$0.89$0.118.09$86.89
$80.00$79.00Jul 31$0.11$0.89$0.118.09$79.89
$83.00$82.00Jul 24$0.12$0.88$0.127.33$82.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 20.87, avg 1.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$79.00$85.00Jul 24$5.65$5.65$0.3516.14$84.65
$74.00$80.00Jul 31$5.18$5.18$0.826.32$79.18
$95.00$96.00Aug 14$0.85$0.85$0.155.67$95.85
$80.00$82.00Aug 21$1.67$1.67$0.335.06$81.67
$88.00$89.00Jul 24$0.83$0.83$0.174.88$88.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$100.00Jul 31$6.68$6.68$0.3220.87$100.32
$82.00$81.00Aug 21$0.89$0.89$0.118.09$81.11
$84.00$83.00Aug 7$0.85$0.85$0.155.67$83.15
$92.00$91.00Aug 21$0.85$0.85$0.155.67$91.15
$98.00$95.00Jul 31$2.48$2.48$0.524.77$95.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.99, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 24Jul 31$0.41205.5%87.4%
$101.00Jul 24Jul 31$0.56188.9%82.5%
$99.00Jul 24Jul 31$0.57200.8%83.5%
$107.00Jul 24Aug 7$1.28313.5%104.2%
$100.00Jul 24Jul 31$1.36120.2%88.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Jul 24Jul 31$0.22307.9%92.2%
$73.00Jul 24Jul 31$0.27255.2%104.1%
$107.00Jul 24Jul 31$0.40313.5%87.3%
$75.00Jul 24Jul 31$0.60166.7%100.0%
$100.00Jul 24Jul 31$0.72120.2%88.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 4.03% of stock, avg 14.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$89.00Jul 24$2.24$1.39$3.63$85.37$92.634.03%
$90.00Jul 24$1.86$1.81$3.67$86.33$93.674.07%
$92.00Jul 24$0.85$3.13$3.98$88.02$95.984.42%
$88.00Jul 24$3.07$1.06$4.13$83.87$92.134.58%
$93.00Jul 24$0.60$3.70$4.30$88.70$97.304.77%
$87.00Jul 24$3.60$0.84$4.44$82.56$91.444.93%
$85.00Jul 24$5.18$0.39$5.57$79.43$90.576.18%
$95.00Jul 24$0.29$6.03$6.32$88.68$101.327.01%
$92.00Jul 31$3.68$5.10$8.78$83.22$100.789.74%
$89.00Jul 31$4.97$3.88$8.85$80.15$97.859.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.32% of stock, avg 11.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$94.00$86.00Jul 24$0.46$0.73$1.19$84.81$95.19
$94.00$87.00Jul 24$0.46$0.84$1.30$85.70$95.30
$93.00$86.00Jul 24$0.60$0.73$1.33$84.67$94.33
$93.00$87.00Jul 24$0.60$0.84$1.44$85.56$94.44
$94.00$88.00Jul 24$0.46$1.06$1.52$86.48$95.52
$92.00$86.00Jul 24$0.85$0.73$1.58$84.42$93.58
$99.00$86.00Jul 24$0.89$0.73$1.62$84.38$100.62
$93.00$88.00Jul 24$0.60$1.06$1.66$86.34$94.66
$92.00$87.00Jul 24$0.85$0.84$1.69$85.31$93.69
$99.00$87.00Jul 24$0.89$0.84$1.73$85.27$100.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 189 found (best R:R 12.33, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/8795/96Aug 21$1.85$0.1512.33$85.15$96.85
78/7985/87Jul 24$1.81$0.199.53$77.19$86.81
78/7985/86Aug 21$0.90$0.109.00$78.10$85.90
81/8297/99Aug 21$1.79$0.218.52$80.21$98.79
81/8286/87Jul 31$0.89$0.118.09$81.11$86.89
77/7888/90Aug 21$1.77$0.237.70$76.23$89.77
75/7780/83Jul 31$2.64$0.367.33$74.36$82.64
81/8389/90Aug 7$1.75$0.257.00$81.25$90.75
85/8687/88Jul 24$0.87$0.136.69$85.13$87.87
82/8385/87Jul 24$1.70$0.305.67$81.30$86.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$101.00$102.00$103.00Aug 14$0.06$0.9415.67
$97.00$98.00$99.00Jul 31$0.07$0.9313.29
$94.00$95.00$96.00Jul 31$0.10$0.909.00
$92.00$93.00$94.00Jul 24$0.11$0.898.09
$80.00$83.00$86.00Jul 31$0.34$2.667.82
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$104.00$105.00$106.00Jul 24$0.05$0.9519.00
$73.00$75.00$77.00Jul 31$0.17$1.8310.76
$88.00$89.00$90.00Jul 24$0.09$0.9110.11
$81.00$82.00$83.00Jul 24$0.10$0.909.00
$86.00$87.00$88.00Jul 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. 58 found (best net $-0.57, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$100.001:2Aug 28-$0.57$14.43
$100.00$105.001:2Aug 21-$2.52$2.48
$101.00$103.001:2Jul 24-$0.18$1.82
$106.00$108.001:2Jul 31-$0.52$1.48
$102.00$104.001:2Jul 31-$0.71$1.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$95.001:2Aug 7-$3.17$5.83
$80.00$75.001:2Aug 7-$0.10$4.90
$95.00$88.001:2Aug 7-$2.20$4.80
$80.00$75.001:2Aug 14-$0.84$4.16
$80.00$75.001:2Aug 28-$1.91$3.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 8.21%, avg 3.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$93.00Aug 21$7.400.493.2%8.21%11.39%445
$91.00Aug 14$7.250.521.0%8.04%9.01%425
$94.00Aug 21$7.250.484.3%8.04%12.34%4731
$92.00Aug 14$7.050.502.1%7.82%9.90%421
$95.00Aug 21$6.350.465.4%7.05%12.45%291.4K
$91.00Aug 7$6.300.521.0%6.99%7.96%323
$97.00Aug 21$6.100.437.6%6.77%14.39%358
$95.00Aug 14$5.550.455.4%6.16%11.56%4--
$93.00Aug 14$5.400.483.2%5.99%9.18%4--
$100.00Aug 28$5.400.4110.9%5.99%16.94%410

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 17,151
Total Puts 11,632
Put/Call Ratio 0.68
Net Difference 5,519

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 61,811
Total Puts 73,936
Average Put/Call Ratio 1.30
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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