Tour v456
ON
ON SEMICONDUCTOR COR
$78.86 -6.55%
$78.82 (-0.05%)🌙
as of 07/29 06:59 PM
7/29 18:59

Option Volume

Detail
Current (07/29) 24,830
Calls: 17,528 (71%)
Puts: 7,302 (29%)
Prior (07/28) 9,529
Calls: 5,234 (55%)
Puts: 4,295 (45%)
Current vs Prior +160.57%
Calls: +234.89% (Calls)
Puts: +70.01% (Puts)
Prior 7-Day Total 116,580
Calls: 60,961 (52%)
Puts: 55,619 (48%)
Prior 7-Day Average 16,654
Calls: 8,708 (52%)
Puts: 7,945 (48%)
Current vs Prior 7-Day Avg +49.09%
Calls: +101.27%
Puts: -8.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $10.57M
Calls: $5.97M (57%)
Puts: $4.60M (43%)
Prior (07/28) $5.13M
Calls: $3.90M (76%)
Puts: $1.22M (24%)
Current vs Prior +106.22%
Calls: +53.01%
Puts: +276.21%
Prior 7-Day Total $56.45M
Calls: $29.95M (53%)
Puts: $26.50M (47%)
Prior 7-Day Average $8.06M
Calls: $4.28M (53%)
Puts: $3.79M (47%)
Current vs Prior 7-Day Avg +31.10%
Calls: +39.64%
Puts: +21.45%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.42
Prior (07/28) 0.82
Current vs Prior -49.23%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg -60.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 162,989
Calls: 82,845 (51%)
Puts: 80,144 (49%)
Prior (07/28) 124,351
Calls: 63,750 (51%)
Puts: 60,601 (49%)
Current vs Prior +31.07%
Prior 7-Day Total 981,526
Calls: 500,222 (51%)
Puts: 481,304 (49%)
Prior 7-Day Average 140,218
Calls: 71,460 (51%)
Puts: 68,757 (49%)
Current vs Prior 7-Day Avg +16.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 7.49% | 15.66%19.16% | 25.49%
Prior 7.71% | 15.31%19.27% | 25.87%
Current vs Prior -2.85% | +2.29%-0.56% | -1.47%
Prior 7-Day Avg 8.28% | 13.97%21.18% | 27.31%
Current vs 7-Day Avg -9.51% | +12.07%-9.51% | -6.69%
Prior 7-Day Eod 7.71% | 15.31%19.27% | 25.87%
Current vs 7-Day Eod -2.85% | +2.29%-0.56% | -1.47%
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

Massive premium surge with dollar volume up 106% vs prior. Unusually high activity with volume up 161% vs prior - elevated interest. Extreme bullish P/C ratio of 0.42 - heavy call buying (17,528 calls vs 7,302 puts). P/C ratio dropping 49% - 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 BULLISH
Current BULLISH
Prior NEUTRAL
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 8 of results (avg 8.4%, best 7.1%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2113.5514.55$14.057.1%150.67--
$83.00Aug 218.809.50$9.157.7%1670.5440
$90.00Aug 712.4013.40$12.907.8%50.75--
$90.00Aug 2814.0515.20$14.637.9%50.64--
$85.00Aug 2810.8011.75$11.288.4%10.564

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. 66 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 3113.6016.10$14.8516.8%2550.9916
$66.00Jul 3112.5515.10$13.8318.4%3490.961
$67.00Jul 3111.5014.15$12.8320.7%960.9411
$68.00Jul 3110.6013.20$11.9021.8%10.94--
$69.00Jul 319.5512.25$10.9024.8%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 3110.7512.60$11.6815.8%51.00--
$90.00Jul 319.1011.70$10.4025.0%580.98764
$92.00Jul 3111.0513.70$12.3821.4%60.96--
$89.00Jul 318.1511.00$9.5729.8%20.94311
$94.00Jul 3113.0515.75$14.4018.7%30.9086

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 12.3K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 72.954.75$3.8546.8%2.3K0.4120
$93.00Jul 310.051.92$0.99188.9%2.3K0.172.4K
$87.00Aug 72.313.85$3.0850.0%2.3K0.3531
$66.00Jul 3112.5515.10$13.8318.4%3490.961
$65.00Jul 3113.6016.10$14.8516.8%2550.9916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 70.401.53$0.97116.5%3390.12276
$80.00Aug 216.857.75$7.3012.3%3090.475.7K
$80.00Aug 75.406.55$5.9819.2%2650.48229
$75.00Aug 214.705.55$5.1316.6%2280.361.1K
$66.00Jul 310.020.32$0.17176.5%2260.0492

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 28.1%, max 131.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Jul 31Aug 28210.7%91.1%131.3%2.4K2.4K
$94.00Jul 31Aug 21186.8%94.1%98.4%17737
$92.00Jul 31Aug 21134.7%95.9%40.5%50498
$81.00Jul 31Sep 4117.1%86.9%34.7%2844
$88.00Jul 31Aug 21124.1%94.7%31.1%43234
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Jul 31Aug 7186.8%109.7%70.2%8113
$70.00Jul 31Sep 4129.0%86.4%49.3%111572
$92.00Jul 31Aug 28134.7%92.6%45.5%111
$65.00Jul 31Aug 21132.3%97.0%36.5%731.3K
$75.00Jul 31Sep 4119.1%88.1%35.1%284.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 8.09, avg 2.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$88.00$89.00Aug 7$0.11$0.89$0.118.09$88.11
$90.00$91.00Aug 21$0.11$0.89$0.118.09$90.11
$89.00$90.00Jul 31$0.12$0.88$0.127.33$89.12
$91.00$92.00Aug 14$0.13$0.87$0.136.69$91.13
$85.00$86.00Jul 31$0.15$0.85$0.155.67$85.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$65.00Jul 31$0.12$0.88$0.127.33$65.88
$68.00$65.00Aug 7$0.39$2.61$0.396.69$67.61
$72.00$70.00Aug 7$0.35$1.65$0.354.71$71.65
$85.00$84.00Aug 7$0.20$0.80$0.204.00$84.80
$72.00$71.00Jul 31$0.22$0.78$0.223.55$71.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 114 found (best R:R 7.00, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.00$73.00Jul 31$3.50$3.50$0.507.00$72.50
$82.00$83.00Aug 21$0.85$0.85$0.155.67$82.85
$75.00$76.00Jul 31$0.75$0.75$0.253.00$75.75
$86.00$87.00Aug 21$0.73$0.73$0.272.70$86.73
$74.00$75.00Jul 31$0.68$0.68$0.322.13$74.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$88.00$87.00Jul 31$0.87$0.87$0.136.69$87.13
$90.00$89.00Jul 31$0.83$0.83$0.174.88$89.17
$88.00$87.00Aug 7$0.82$0.82$0.184.56$87.18
$94.00$92.00Aug 7$1.60$1.60$0.404.00$92.40
$89.00$88.00Aug 7$0.75$0.75$0.253.00$88.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $2.50, cheapest $0.59)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$93.00Jul 31Aug 7$0.59210.7%112.5%
$94.00Jul 31Aug 7$0.76186.8%109.7%
$92.00Jul 31Aug 7$1.53134.7%112.5%
$90.00Jul 31Aug 7$2.01108.6%112.2%
$91.00Jul 31Aug 7$2.11107.9%119.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Jul 31Aug 7$0.92132.3%120.7%
$68.00Jul 31Aug 7$1.14141.0%114.6%
$94.00Jul 31Aug 7$1.20186.8%109.7%
$70.00Jul 31Aug 7$1.57129.0%116.0%
$92.00Jul 31Aug 7$1.62134.7%112.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 6.38% of stock, avg 15.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Jul 31$1.95$3.08$5.03$74.97$85.036.38%
$77.00Jul 31$3.88$1.69$5.57$71.43$82.577.06%
$81.00Jul 31$1.90$3.71$5.61$75.39$86.617.11%
$82.00Jul 31$1.40$4.22$5.62$76.38$87.627.13%
$76.00Jul 31$4.55$1.38$5.93$70.07$81.937.52%
$83.00Jul 31$1.23$4.93$6.16$76.84$89.167.81%
$75.00Jul 31$5.30$1.07$6.37$68.63$81.378.08%
$84.00Jul 31$0.81$5.60$6.41$77.59$90.418.13%
$74.00Jul 31$5.98$0.80$6.78$67.22$80.788.60%
$85.00Jul 31$0.65$6.30$6.95$78.05$91.958.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 2.38% of stock, avg 10.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$84.00$75.00Jul 31$0.81$1.07$1.88$73.12$85.88
$84.00$76.00Jul 31$0.81$1.38$2.19$73.81$86.19
$83.00$75.00Jul 31$1.23$1.07$2.30$72.70$85.30
$82.00$75.00Jul 31$1.40$1.07$2.47$72.53$84.47
$84.00$77.00Jul 31$0.81$1.69$2.50$74.50$86.50
$83.00$76.00Jul 31$1.23$1.38$2.61$73.39$85.61
$82.00$76.00Jul 31$1.40$1.38$2.78$73.22$84.78
$84.00$78.00Jul 31$0.81$2.09$2.90$75.10$86.90
$83.00$77.00Jul 31$1.23$1.69$2.92$74.08$85.92
$81.00$75.00Jul 31$1.90$1.07$2.97$72.03$83.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 166 found (best R:R 12.33, avg credit $1.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
81/8390/91Aug 14$1.85$0.1512.33$81.15$91.85
65/6669/73Jul 31$3.62$0.389.53$62.38$72.62
77/7881/82Aug 7$0.90$0.109.00$77.10$81.90
76/7779/80Aug 21$0.90$0.109.00$76.10$79.90
71/7276/77Jul 31$0.89$0.118.09$71.11$76.89
80/8190/91Aug 14$0.89$0.118.09$80.11$90.89
80/8285/86Aug 21$1.77$0.237.70$80.23$86.77
80/8289/90Aug 21$1.77$0.237.70$80.23$90.77
76/7781/82Aug 7$0.88$0.127.33$76.12$81.88
80/8283/84Aug 21$1.75$0.257.00$80.25$84.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$66.00$67.00$68.00Jul 31$0.07$0.9313.29
$88.00$89.00$90.00Jul 31$0.07$0.9313.29
$80.00$81.00$82.00Aug 7$0.07$0.9313.29
$75.00$76.00$77.00Jul 31$0.08$0.9211.50
$89.00$90.00$91.00Jul 31$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$92.00$93.00$94.00Jul 31$0.08$0.9211.50
$67.00$68.00$69.00Jul 31$0.09$0.9110.11
$76.00$77.00$78.00Jul 31$0.09$0.9110.11
$77.00$78.00$79.00Jul 31$0.09$0.9110.11
$80.00$81.00$82.00Aug 7$0.10$0.909.00

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 $-2.11, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$77.00$80.001:2Jul 31-$0.02$2.98
$90.00$91.001:2Jul 31-$0.06$0.94
$88.00$89.001:2Jul 31-$0.07$0.93
$93.00$94.001:2Jul 31-$0.15$0.85
$85.00$86.001:2Jul 31-$0.35$0.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.00$75.001:2Aug 28-$2.11$4.89
$70.00$65.001:2Aug 14-$0.35$4.65
$75.00$70.001:2Aug 14-$0.60$4.40
$70.00$65.001:2Aug 21-$0.72$4.28
$75.00$70.001:2Aug 28-$1.29$3.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 9.64%, avg 4.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Sep 4$7.600.561.4%9.64%11.08%2--
$79.00Aug 21$7.000.560.2%8.88%9.05%2--
$81.00Sep 4$7.000.552.7%8.88%11.59%2--
$80.00Aug 28$6.600.531.4%8.37%9.81%15--
$80.00Aug 21$6.400.541.4%8.12%9.56%1561
$81.00Aug 21$5.950.522.7%7.55%10.26%251
$83.00Aug 28$5.850.485.2%7.42%12.67%1946
$82.00Aug 28$5.750.494.0%7.29%11.27%1195
$80.00Aug 14$5.700.541.4%7.23%8.67%1--
$82.00Aug 21$5.500.504.0%6.97%10.96%51

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 17,528
Total Puts 7,302
Put/Call Ratio 0.42
Net Difference 10,226

Prior's Put/Call Breakdown

Total Calls 5,234
Total Puts 4,295
Put/Call Ratio 0.82
Net Difference 939

Prior 7-Day Put/Call Summary

Total Calls 60,961
Total Puts 55,619
Average Put/Call Ratio 1.07
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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