Tour v422
ON
ON SEMICONDUCTOR COR
$89.04 +2.57%
$88.70 (-0.38%)🌙
as of 07/27 06:55 PM
7/27 18:55

Option Volume

Detail
Current (07/27) 10,987
Calls: 4,470 (41%)
Puts: 6,517 (59%)
Prior (07/24) 20,735
Calls: 9,252 (45%)
Puts: 11,483 (55%)
Current vs Prior -47.01%
Calls: -51.69% (Calls)
Puts: -43.25% (Puts)
Prior 7-Day Total 151,121
Calls: 69,564 (46%)
Puts: 81,557 (54%)
Prior 7-Day Average 21,588
Calls: 9,937 (46%)
Puts: 11,651 (54%)
Current vs Prior 7-Day Avg -49.11%
Calls: -55.02%
Puts: -44.06%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $6.30M
Calls: $3.28M (52%)
Puts: $3.02M (48%)
Prior (07/24) $9.93M
Calls: $2.80M (28%)
Puts: $7.13M (72%)
Current vs Prior -36.53%
Calls: +17.14%
Puts: -57.59%
Prior 7-Day Total $95.12M
Calls: $34.58M (36%)
Puts: $60.54M (64%)
Prior 7-Day Average $13.59M
Calls: $4.94M (36%)
Puts: $8.65M (64%)
Current vs Prior 7-Day Avg -53.62%
Calls: -33.64%
Puts: -65.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 1.46
Prior (07/24) 1.24
Current vs Prior +17.47%
Prior 7-Day Average 1.31
Current vs Prior 7-Day Avg +11.01%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 142,467
Calls: 71,896 (50%)
Puts: 70,571 (50%)
Prior (07/24) 169,596
Calls: 86,961 (51%)
Puts: 82,635 (49%)
Current vs Prior -16.00%
Prior 7-Day Total 1,088,481
Calls: 557,339 (51%)
Puts: 531,142 (49%)
Prior 7-Day Average 155,497
Calls: 79,619 (51%)
Puts: 75,877 (49%)
Current vs Prior 7-Day Avg -8.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.40% | 15.50%19.09% | 26.65%
Prior 9.48% | 16.07%20.08% | 26.49%
Current vs Prior -11.39% | -3.55%-4.91% | +0.59%
Prior 7-Day Avg 8.17% | 13.15%16.69% | 26.45%
Current vs 7-Day Avg +2.76% | +17.82%+14.42% | +0.76%
Prior 7-Day Eod 9.48% | 16.07%20.08% | 26.49%
Current vs 7-Day Eod -11.39% | -3.55%-4.91% | +0.59%
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

Below-average activity with volume down 47% vs prior. Bearish P/C ratio of 1.46 indicates protective positioning. Declining open interest (down 16%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 16 of results (avg 5.9%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 217.758.05$7.903.8%170.53975
$91.00Aug 217.307.65$7.484.7%60.51--
$89.00Aug 218.208.60$8.404.8%20.5538
$96.00Aug 215.355.65$5.505.5%960.4257
$94.00Aug 216.056.40$6.235.6%70.46735
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 218.458.75$8.603.5%1300.473.8K
$88.00Aug 217.407.70$7.554.0%30.4333
$86.00Aug 216.456.75$6.604.5%310.3933
$83.00Aug 215.205.50$5.355.6%10.34--
$92.00Aug 219.259.85$9.556.3%20.51451

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. 53 found (avg delta 0.66, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 3114.3018.20$16.2524.0%20.94--
$74.00Jul 3113.3017.30$15.3026.1%20.94--
$77.00Jul 3110.5514.40$12.4830.8%20.901
$78.00Jul 319.7512.85$11.3027.4%60.907
$79.00Jul 318.8011.95$10.3830.3%10.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 3111.9514.55$13.2519.6%10.9219
$100.00Jul 319.7512.70$11.2326.3%160.9170
$98.00Jul 317.7010.90$9.3034.4%10.84122
$96.00Jul 317.058.75$7.9021.5%170.7971
$95.00Jul 316.907.55$7.239.0%20.75281

Most actively traded options today. High liquidity = easy entry/exit. 152 active (total vol 4.2K, top 613)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 215.706.05$5.886.0%2370.441.4K
$95.00Jul 310.961.36$1.1634.5%1710.25847
$96.00Jul 310.511.25$0.8884.1%1620.214.2K
$85.00Jul 315.256.35$5.8019.0%1040.6976
$91.00Aug 75.356.45$5.9018.6%1030.4923
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Jul 310.931.64$1.2955.0%6130.21167
$90.00Jul 313.704.10$3.9010.3%1380.52710
$90.00Aug 218.458.75$8.603.5%1300.473.8K
$79.00Jul 310.480.69$0.5935.6%1280.122.6K
$75.00Jul 310.250.43$0.3452.9%820.074.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 11.6%, max 25.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 31Aug 28103.9%84.7%22.7%57239
$84.00Jul 31Sep 4100.1%83.4%20.0%1221
$85.00Jul 31Sep 4101.9%85.4%19.3%10676
$83.00Jul 31Aug 28103.5%91.5%13.1%664
$97.00Jul 31Aug 2897.1%86.3%12.5%12326
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$76.00Jul 31Aug 21118.5%94.4%25.5%40227
$75.00Jul 31Aug 28116.7%93.5%24.9%834.7K
$82.00Jul 31Sep 4108.9%87.7%24.1%614167
$85.00Jul 31Aug 21101.9%84.1%21.2%382.6K
$77.00Jul 31Aug 21114.0%94.1%21.1%86245

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 8.09, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$95.00Aug 7$0.13$0.87$0.136.69$94.13
$101.00$102.00Jul 31$0.14$0.86$0.146.14$101.14
$99.00$100.00Aug 7$0.17$0.83$0.174.88$99.17
$101.00$104.00Aug 7$0.71$2.29$0.713.23$101.71
$100.00$105.00Aug 21$1.20$3.80$1.203.17$101.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$83.00$82.00Jul 31$0.11$0.89$0.118.09$82.89
$76.00$75.00Jul 31$0.12$0.88$0.127.33$75.88
$81.00$80.00Aug 7$0.13$0.87$0.136.69$80.87
$81.00$80.00Jul 31$0.14$0.86$0.146.14$80.86
$80.00$79.00Jul 31$0.15$0.85$0.155.67$79.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 104 found (best R:R 15.67, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.00$77.00Jul 31$2.82$2.82$0.1815.67$76.82
$84.00$85.00Jul 31$0.85$0.85$0.155.67$84.85
$83.00$84.00Jul 31$0.80$0.80$0.204.00$83.80
$81.00$83.00Jul 31$1.58$1.58$0.423.76$82.58
$80.00$81.00Jul 31$0.77$0.77$0.233.35$80.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$86.00$85.00Aug 21$0.87$0.87$0.136.69$85.13
$76.00$75.00Aug 7$0.82$0.82$0.184.56$75.18
$95.00$93.00Aug 7$1.45$1.45$0.552.64$93.55
$93.00$92.00Jul 31$0.70$0.70$0.302.33$92.30
$98.00$96.00Jul 31$1.40$1.40$0.602.33$96.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $2.94, cheapest $1.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Jul 31Aug 7$1.40101.5%102.0%
$105.00Jul 31Aug 7$1.41103.9%105.3%
$106.00Jul 31Aug 7$1.66103.7%113.4%
$101.00Jul 31Aug 7$2.0491.3%105.2%
$99.00Jul 31Aug 7$2.2691.1%104.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 31Aug 7$1.18116.7%108.3%
$77.00Jul 31Aug 7$1.83114.0%116.5%
$76.00Jul 31Aug 7$1.88118.5%122.6%
$82.00Jul 31Aug 7$2.11108.9%105.8%
$79.00Jul 31Aug 7$2.13103.5%112.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 7.78% of stock, avg 13.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$90.00Jul 31$3.03$3.90$6.93$83.07$96.937.78%
$89.00Jul 31$3.58$3.40$6.98$82.02$95.987.84%
$92.00Jul 31$2.18$4.93$7.11$84.89$99.117.99%
$88.00Jul 31$4.13$2.99$7.12$80.88$95.128.00%
$87.00Jul 31$4.70$2.60$7.30$79.70$94.308.20%
$93.00Jul 31$1.83$5.63$7.46$85.54$100.468.38%
$86.00Jul 31$5.38$2.24$7.62$78.38$93.628.56%
$85.00Jul 31$5.80$1.96$7.76$77.24$92.768.72%
$94.00Jul 31$1.51$6.63$8.14$85.86$102.149.14%
$84.00Jul 31$6.65$1.58$8.23$75.77$92.239.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 3.90% of stock, avg 10.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$94.00$85.00Jul 31$1.51$1.96$3.47$81.53$97.47
$94.00$86.00Jul 31$1.51$2.24$3.75$82.25$97.75
$93.00$85.00Jul 31$1.83$1.96$3.79$81.21$96.79
$93.00$86.00Jul 31$1.83$2.24$4.07$81.93$97.07
$94.00$87.00Jul 31$1.51$2.60$4.11$82.89$98.11
$92.00$85.00Jul 31$2.18$1.96$4.14$80.86$96.14
$91.00$85.00Jul 31$2.45$1.96$4.41$80.59$95.41
$92.00$86.00Jul 31$2.18$2.24$4.42$81.58$96.42
$93.00$87.00Jul 31$1.83$2.60$4.43$82.57$97.43
$94.00$88.00Jul 31$1.51$2.99$4.50$83.50$98.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 134 found (best R:R 14.00, avg credit $1.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
77/7985/88Aug 21$2.80$0.2014.00$76.20$87.80
75/7790/92Aug 14$1.83$0.1710.76$75.17$91.83
75/7680/81Jul 31$0.89$0.118.09$75.11$80.89
84/8588/89Aug 7$0.89$0.118.09$84.11$88.89
89/9093/94Aug 7$0.89$0.118.09$89.11$93.89
85/8996/100Aug 14$3.54$0.467.70$85.46$99.54
80/8195/96Aug 21$0.88$0.127.33$80.12$95.88
72/7381/83Jul 31$1.74$0.266.69$71.26$82.74
84/8592/93Aug 7$0.87$0.136.69$84.13$92.87
77/7985/87Aug 14$1.74$0.266.69$77.26$86.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 21.22, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$92.00$93.00$94.00Aug 7$0.06$0.9415.67
$94.00$95.00$96.00Jul 31$0.07$0.9313.29
$88.00$89.00$90.00Aug 7$0.08$0.9211.50
$89.00$90.00$91.00Aug 21$0.08$0.9211.50
$86.00$87.00$88.00Jul 31$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$100.00$102.00Jul 31$0.09$1.9121.22
$86.00$88.00$90.00Aug 21$0.10$1.9019.00
$78.00$79.00$80.00Jul 31$0.06$0.9415.67
$82.00$83.00$84.00Jul 31$0.07$0.9313.29
$94.00$95.00$96.00Jul 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-1.36, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.00$97.001:2Aug 28-$2.25$5.75
$100.00$105.001:2Aug 14-$0.87$4.13
$100.00$105.001:2Aug 21-$1.85$3.15
$96.00$100.001:2Aug 14-$1.76$2.24
$101.00$104.001:2Aug 7-$1.01$1.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$82.001:2Sep 4-$1.36$9.64
$85.00$80.001:2Aug 14-$1.97$3.03
$94.00$87.001:2Aug 28-$4.40$2.60
$76.00$75.001:2Jul 31-$0.22$0.78
$75.00$74.001:2Jul 31-$0.32$0.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 8.70%, avg 3.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Aug 21$7.750.531.1%8.70%9.78%17975
$91.00Aug 21$7.300.512.2%8.20%10.40%6--
$90.00Aug 14$6.900.521.1%7.75%8.83%1089
$94.00Aug 21$6.050.465.6%6.79%12.37%7735
$90.00Aug 7$5.800.511.1%6.51%7.59%1876
$95.00Aug 21$5.700.446.7%6.40%13.10%2371.4K
$91.00Aug 7$5.350.492.2%6.01%8.21%10323
$96.00Aug 21$5.350.427.8%6.01%13.83%9657
$97.00Aug 28$5.350.428.9%6.01%14.95%31
$94.00Aug 14$5.050.455.6%5.67%11.24%1--

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 4,470
Total Puts 6,517
Put/Call Ratio 1.46
Net Difference -2,047

Prior's Put/Call Breakdown

Total Calls 9,252
Total Puts 11,483
Put/Call Ratio 1.24
Net Difference -2,231

Prior 7-Day Put/Call Summary

Total Calls 69,564
Total Puts 81,557
Average Put/Call Ratio 1.31
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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