Tour v477
ON
ON SEMICONDUCTOR COR
$81.61 -2.54%
$81.05 (-0.69%)🌙
as of 07/31 06:02 PM
7/31 18:02

Option Volume

Detail
Current (07/31) 11,737
Calls: 4,365 (37%)
Puts: 7,372 (63%)
Prior (07/30) 15,061
Calls: 6,609 (44%)
Puts: 8,452 (56%)
Current vs Prior -22.07%
Calls: -33.95% (Calls)
Puts: -12.78% (Puts)
Prior 7-Day Total 130,048
Calls: 73,191 (56%)
Puts: 56,857 (44%)
Prior 7-Day Average 18,578
Calls: 10,455 (56%)
Puts: 8,122 (44%)
Current vs Prior 7-Day Avg -36.82%
Calls: -58.25%
Puts: -9.24%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $5.51M
Calls: $2.48M (45%)
Puts: $3.03M (55%)
Prior (07/30) $8.83M
Calls: $3.87M (44%)
Puts: $4.96M (56%)
Current vs Prior -37.55%
Calls: -35.84%
Puts: -38.89%
Prior 7-Day Total $60.77M
Calls: $31.24M (51%)
Puts: $29.53M (49%)
Prior 7-Day Average $8.68M
Calls: $4.46M (51%)
Puts: $4.22M (49%)
Current vs Prior 7-Day Avg -36.49%
Calls: -44.33%
Puts: -28.19%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 1.69
Prior (07/30) 1.28
Current vs Prior +32.06%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +83.36%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 307,589
Calls: 158,192 (51%)
Puts: 149,397 (49%)
Prior (07/30) 153,436
Calls: 70,813 (46%)
Puts: 82,623 (54%)
Current vs Prior +100.47%
Prior 7-Day Total 1,040,065
Calls: 521,849 (50%)
Puts: 518,216 (50%)
Prior 7-Day Average 148,580
Calls: 74,549 (50%)
Puts: 74,030 (50%)
Current vs Prior 7-Day Avg +107.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.82% | 13.09%18.33% | 24.36%
Prior 4.86% | 13.95%18.76% | 25.29%
Current vs Prior +169.26% | +10.52%-2.29% | -3.69%
Prior 7-Day Avg 7.34% | 14.31%19.98% | 26.43%
Current vs 7-Day Avg +78.35% | +7.71%-8.27% | -7.82%
Prior 7-Day Eod 4.86% | 13.95%18.76% | 25.29%
Current vs 7-Day Eod +169.26% | +10.52%-2.29% | -3.69%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 58.11% | 15.13%
Calls: 42.22% | 14.46%
Puts: 74.00% | 15.80%
Prior 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs Prior -12.84% | -53.93%
Prior 7-Day Avg 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs 7-Day Avg -12.84% | -53.93%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 1.69 - heavy put buying. P/C ratio rising 32% - increased hedging/bearish positioning. Rising open interest (up 100%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
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 3 of results (avg 9.6%, best 9.4%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Aug 710.6011.65$11.139.4%10.7247
$80.00Sep 117.358.10$7.739.7%10.401
$86.00Aug 218.759.65$9.209.8%40.5566

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. 110 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 3112.8015.60$14.2019.7%--0.9911
$70.00Jul 3110.7513.60$12.1823.4%50.988
$75.00Jul 315.908.60$7.2537.2%--0.9711
$66.00Jul 3115.0517.65$16.3515.9%20.9784
$71.00Jul 319.9012.60$11.2524.0%10.935
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Jul 313.406.20$4.8058.3%91.00219
$88.00Jul 314.407.20$5.8048.3%531.00588
$90.00Jul 316.409.10$7.7534.8%601.00750
$91.00Jul 317.4010.10$8.7530.9%201.00556
$95.00Jul 3111.4014.25$12.8322.2%221.0032

Most actively traded options today. High liquidity = easy entry/exit. 189 active (total vol 5.7K, top 511)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Jul 310.002.13$1.07199.1%2110.3460
$90.00Aug 71.882.36$2.1222.6%1490.29134
$85.00Aug 73.403.80$3.6011.1%1390.432.3K
$86.00Jul 310.002.03$1.01201.0%1190.27566
$85.00Aug 144.055.55$4.8031.2%1030.4624
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 310.000.05$0.03166.7%5110.02378
$71.00Jul 310.000.53$0.27196.3%2680.07477
$84.00Aug 75.706.90$6.3019.0%1830.54291
$76.00Aug 71.592.80$2.1955.3%1710.289
$78.00Aug 72.743.65$3.2028.4%1610.3542

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 1008.0%, max 2367.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Jul 31Sep 111869.2%75.7%2367.6%9379
$96.00Jul 31Aug 212044.1%88.1%2219.1%244.1K
$93.00Jul 31Sep 41738.4%78.6%2111.4%332.4K
$92.00Jul 31Aug 281684.2%83.9%1907.0%12141
$67.00Jul 31Aug 72522.0%128.5%1862.3%145
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$69.00Jul 31Aug 142257.7%95.0%2276.3%144167
$96.00Jul 31Aug 212044.1%88.1%2219.1%173
$94.00Jul 31Aug 281869.2%84.9%2101.7%--71
$67.00Jul 31Aug 72522.0%128.5%1862.3%31116
$93.00Jul 31Aug 211738.4%88.8%1857.1%5220

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 9.00, avg 2.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.00$83.00Jul 31$0.10$0.90$0.109.00$82.10
$93.00$94.00Aug 7$0.10$0.90$0.109.00$93.10
$86.00$87.00Aug 21$0.12$0.88$0.127.33$86.12
$87.00$88.00Aug 14$0.15$0.85$0.155.67$87.15
$89.00$90.00Aug 14$0.15$0.85$0.155.67$89.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$74.00Aug 28$0.10$0.90$0.109.00$74.90
$76.00$75.00Aug 21$0.11$0.89$0.118.09$75.89
$71.00$70.00Aug 7$0.14$0.86$0.146.14$70.86
$83.00$82.00Jul 31$0.15$0.85$0.155.67$82.85
$79.00$78.00Aug 21$0.17$0.83$0.174.88$78.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 150 found (best R:R 9.00, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$86.00Sep 11$0.88$0.88$0.127.33$85.88
$84.00$85.00Jul 31$0.87$0.87$0.136.69$84.87
$67.00$68.00Aug 7$0.85$0.85$0.155.67$67.85
$80.00$81.00Jul 31$0.83$0.83$0.174.88$80.83
$68.00$70.00Aug 7$1.65$1.65$0.354.71$69.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$84.00Jul 31$0.90$0.90$0.109.00$84.10
$95.00$94.00Aug 28$0.90$0.90$0.109.00$94.10
$91.00$90.00Aug 7$0.88$0.88$0.127.33$90.12
$96.00$95.00Aug 14$0.85$0.85$0.155.67$95.15
$94.00$91.00Aug 28$2.53$2.53$0.475.38$91.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.24, cheapest $0.31)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$94.00Jul 31Aug 7$0.311869.2%113.2%
$92.00Jul 31Aug 7$0.341684.2%103.4%
$93.00Jul 31Aug 7$0.481738.4%110.9%
$67.00Jul 31Aug 7$0.722522.0%128.5%
$97.00Jul 31Aug 7$0.851083.5%110.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$72.00Jul 31Aug 7$0.381863.6%114.9%
$66.00Jul 31Aug 7$0.441604.3%121.3%
$68.00Jul 31Aug 7$0.651053.2%112.6%
$97.00Aug 7Aug 14$0.75110.9%92.8%
$71.00Jul 31Aug 7$0.771321.2%107.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 96 found (cheapest 1.32% of stock, avg 15.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.00Jul 31$0.26$0.82$1.08$80.92$83.081.32%
$83.00Jul 31$0.16$0.97$1.13$81.87$84.131.38%
$81.00Jul 31$1.48$0.24$1.72$79.28$82.722.11%
$80.00Jul 31$2.31$0.31$2.62$77.38$82.623.21%
$84.00Jul 31$1.07$2.48$3.55$80.45$87.554.35%
$85.00Jul 31$0.20$3.38$3.58$81.42$88.584.39%
$79.00Jul 31$3.35$1.06$4.41$74.59$83.415.40%
$86.00Jul 31$1.01$3.75$4.76$81.24$90.765.83%
$87.00Jul 31$0.07$4.80$4.87$82.13$91.875.97%
$78.00Jul 31$4.01$1.06$5.07$72.93$83.076.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.49% of stock, avg 10.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$83.00$81.00Jul 31$0.16$0.24$0.40$80.60$83.40
$83.00$80.00Jul 31$0.16$0.31$0.47$79.53$83.47
$82.00$81.00Jul 31$0.26$0.24$0.50$80.50$82.50
$82.00$80.00Jul 31$0.26$0.31$0.57$79.43$82.57
$83.00$79.00Jul 31$0.16$1.06$1.22$77.78$84.22
$83.00$78.00Jul 31$0.16$1.06$1.22$76.78$84.22
$83.00$77.00Jul 31$0.16$1.06$1.22$75.78$84.22
$86.00$81.00Jul 31$1.01$0.24$1.25$79.75$87.25
$84.00$81.00Jul 31$1.07$0.24$1.31$79.69$85.31
$89.00$81.00Jul 31$1.07$0.24$1.31$79.69$90.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 195 found (best R:R 9.00, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
76/7784/85Aug 14$0.90$0.109.00$76.10$84.90
70/7188/89Aug 14$0.89$0.118.09$70.11$88.89
70/7178/79Jul 31$0.88$0.127.33$70.12$78.88
68/6983/84Aug 7$0.88$0.127.33$68.12$83.88
81/8287/88Aug 14$0.88$0.127.33$81.12$87.88
81/8289/90Aug 14$0.88$0.127.33$81.12$89.88
75/7689/90Aug 21$0.88$0.127.33$75.12$89.88
76/7786/87Aug 21$0.88$0.127.33$76.12$86.88
78/7982/83Aug 7$0.87$0.136.69$78.13$82.87
80/8188/89Aug 14$0.87$0.136.69$80.13$88.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$67.00$68.00$69.00Jul 31$0.08$0.9211.50
$66.00$67.00$68.00Jul 31$0.09$0.9110.11
$69.00$70.00$71.00Jul 31$0.14$0.866.14
$92.00$93.00$94.00Jul 31$0.14$0.866.14
$70.00$75.00$80.00Aug 21$0.81$4.195.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$93.00$94.00$95.00Jul 31$0.05$0.9519.00
$69.00$70.00$71.00Aug 14$0.07$0.9313.29
$72.00$73.00$74.00Aug 14$0.07$0.9313.29
$91.00$92.00$93.00Jul 31$0.17$0.834.88
$95.00$96.00$97.00Aug 21$0.17$0.834.88

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 $-2.02, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$87.00$94.001:2Sep 11-$2.02$4.98
$72.00$77.001:2Aug 7-$3.84$1.16
$82.00$83.001:2Jul 31-$0.06$0.94
$71.00$75.001:2Jul 31-$3.25$0.75
$94.00$95.001:2Aug 7-$0.64$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$70.001:2Aug 21-$0.83$4.17
$80.00$75.001:2Sep 4-$2.05$2.95
$73.00$70.001:2Aug 28-$1.65$1.35
$80.00$76.001:2Aug 28-$2.75$1.25
$67.00$66.001:2Aug 7-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 10.17%, avg 4.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.00Sep 11$8.300.580.5%10.17%10.65%2--
$82.00Aug 28$7.300.570.5%8.94%9.42%2104
$85.00Sep 11$7.150.534.2%8.76%12.92%2--
$83.00Sep 4$6.600.541.7%8.09%9.79%11
$83.00Aug 28$6.500.551.7%7.96%9.67%--65
$84.00Aug 28$6.450.532.9%7.90%10.83%533
$86.00Sep 11$6.200.515.4%7.60%12.98%14--
$84.00Sep 4$6.150.532.9%7.54%10.46%11
$86.00Sep 4$6.150.495.4%7.54%12.92%141
$83.00Aug 21$6.000.521.7%7.35%9.06%105

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 4,365
Total Puts 7,372
Put/Call Ratio 1.69
Net Difference -3,007

Prior's Put/Call Breakdown

Total Calls 6,609
Total Puts 8,452
Put/Call Ratio 1.28
Net Difference -1,843

Prior 7-Day Put/Call Summary

Total Calls 73,191
Total Puts 56,857
Average Put/Call Ratio 0.92
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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