Tour v487
ON
ON SEMICONDUCTOR COR
$80.40 -1.48%
$84.11 (+4.61%)🌙
as of 08/03 06:03 PM
8/3 18:03

Option Volume

Detail
Current (08/03) 51,343
Calls: 30,169 (59%)
Puts: 21,174 (41%)
Prior (07/31) 11,737
Calls: 4,365 (37%)
Puts: 7,372 (63%)
Current vs Prior +337.45%
Calls: +591.16% (Calls)
Puts: +187.22% (Puts)
Prior 7-Day Total 121,662
Calls: 64,609 (53%)
Puts: 57,053 (47%)
Prior 7-Day Average 17,380
Calls: 9,229 (53%)
Puts: 8,150 (47%)
Current vs Prior 7-Day Avg +195.41%
Calls: +226.86%
Puts: +159.79%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $21.62M
Calls: $11.51M (53%)
Puts: $10.11M (47%)
Prior (07/31) $5.51M
Calls: $2.48M (45%)
Puts: $3.03M (55%)
Current vs Prior +292.16%
Calls: +363.42%
Puts: +233.72%
Prior 7-Day Total $57.28M
Calls: $27.01M (47%)
Puts: $30.27M (53%)
Prior 7-Day Average $8.18M
Calls: $3.86M (47%)
Puts: $4.32M (53%)
Current vs Prior 7-Day Avg +164.26%
Calls: +198.40%
Puts: +133.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.70
Prior (07/31) 1.69
Current vs Prior -58.44%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -35.21%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/03) 279,660
Calls: 144,774 (52%)
Puts: 134,886 (48%)
Prior (07/31) 307,589
Calls: 158,192 (51%)
Puts: 149,397 (49%)
Current vs Prior -9.08%
Prior 7-Day Total 1,221,572
Calls: 611,610 (50%)
Puts: 609,962 (50%)
Prior 7-Day Average 174,510
Calls: 87,372 (50%)
Puts: 87,137 (50%)
Current vs Prior 7-Day Avg +60.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 11.92% | 14.71%17.18% | 23.79%
Prior 13.09% | 15.41%18.33% | 24.36%
Current vs Prior -8.95% | -4.55%-6.30% | -2.32%
Prior 7-Day Avg 7.96% | 14.67%19.34% | 25.92%
Current vs 7-Day Avg +49.61% | +0.29%-11.17% | -8.21%
Prior 7-Day Eod 13.09% | 15.41%18.33% | 24.36%
Current vs 7-Day Eod -8.95% | -4.55%-6.30% | -2.32%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.60% | 8.40%
Calls: 7.32% | 9.52%
Puts: 3.88% | 7.28%
Prior 58.11% | 15.13%
Calls: 42.22% | 14.46%
Puts: 74.00% | 15.80%
Current vs Prior -90.36% | -44.48%
Prior 7-Day Avg 65.45% | 30.31%
Calls: 43.53% | 27.46%
Puts: 87.37% | 33.15%
Current vs 7-Day Avg -91.44% | -72.29%
Liquidity Pricy
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🤖 AI Insights

Massive premium surge with dollar volume up 292% vs prior. Dollar volume significantly above 7-day average (164% higher). Unusually high activity with volume up 337% vs prior - elevated interest. Volume explosion - 195% above 7-day average (51,343 vs avg 17,380).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 47 of results (avg 7.1%, best 0.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 71.441.45$1.440.7%1.3K0.23212
$85.00Aug 72.702.85$2.785.4%1.9K0.382.4K
$75.00Aug 77.457.95$7.706.5%2170.711
$80.00Aug 287.257.80$7.537.3%110.5715
$82.00Aug 73.704.00$3.857.8%6350.4749
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Aug 2113.6514.25$13.954.3%--0.70522
$70.00Aug 70.900.94$0.924.3%1.3K0.15197
$87.00Aug 2110.0510.50$10.284.4%--0.60114
$91.00Sep 414.0514.70$14.384.5%--0.6414
$91.00Aug 2813.5014.25$13.885.4%--0.6561

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.69, cheapest $0.34)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 70.550.66$0.6118.0%5670.12656
$95.00Aug 70.700.78$0.7410.8%1.6K0.141.3K
$93.00Aug 70.851.01$0.9317.2%3820.17102
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 70.330.35$0.345.9%1.1K0.06791
$67.00Aug 70.520.55$0.545.6%2560.094
$68.00Aug 70.600.66$0.639.5%4670.11159
$69.00Aug 70.740.80$0.777.8%2.0K0.13202
$70.00Aug 70.900.94$0.924.3%1.3K0.15197

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 92 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 714.0016.60$15.3017.0%30.944
$66.00Aug 713.8516.90$15.3819.8%10.926
$67.00Aug 713.1515.30$14.2315.1%20.911
$65.00Aug 1414.4018.30$16.3523.9%30.91--
$68.00Aug 711.4515.15$13.3027.8%40.891
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 714.3517.40$15.8819.2%170.8782
$95.00Aug 714.2017.10$15.6518.5%60.86233
$94.00Aug 712.3516.10$14.2326.4%10.8527
$96.00Aug 1414.8518.55$16.7022.2%--0.8369
$93.00Aug 711.4015.20$13.3028.6%40.8340

Most actively traded options today. High liquidity = easy entry/exit. 197 active (total vol 28.8K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 72.702.85$2.785.4%1.9K0.382.4K
$95.00Aug 70.700.78$0.7410.8%1.6K0.141.3K
$90.00Aug 71.441.45$1.440.7%1.3K0.23212
$94.00Aug 70.700.92$0.8127.2%8870.15291
$84.00Aug 72.833.20$3.0212.3%8300.4142
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Aug 70.740.80$0.777.8%2.0K0.13202
$80.00Aug 74.204.45$4.335.8%1.6K0.46437
$70.00Aug 70.900.94$0.924.3%1.3K0.15197
$71.00Aug 71.071.20$1.1411.4%1.2K0.1710
$65.00Aug 70.330.35$0.345.9%1.1K0.06791

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 54.2%, max 75.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Aug 7Sep 11137.1%78.2%75.4%43270
$77.00Aug 7Sep 11134.5%77.2%74.2%4812
$85.00Aug 7Sep 11137.7%79.3%73.8%1.9K2.4K
$95.00Aug 7Sep 11137.1%81.4%68.5%1.6K1.3K
$91.00Aug 7Sep 11135.1%81.4%66.0%131142
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Aug 7Sep 11137.1%78.2%75.4%1.6K439
$65.00Aug 7Sep 11141.1%81.6%72.8%1.1K791
$79.00Aug 7Sep 11134.6%78.0%72.5%12646
$75.00Aug 7Sep 4137.3%81.4%68.8%474246
$71.00Aug 7Sep 4137.8%81.8%68.6%1.3K10

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 8.09, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$96.00Aug 28$0.11$0.89$0.118.09$95.11
$93.00$94.00Aug 7$0.12$0.88$0.127.33$93.12
$95.00$96.00Aug 14$0.12$0.88$0.127.33$95.12
$94.00$95.00Aug 28$0.12$0.88$0.127.33$94.12
$85.00$87.00Sep 11$0.25$1.75$0.257.00$85.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.00$66.00Aug 7$0.11$0.89$0.118.09$66.89
$72.00$71.00Aug 14$0.13$0.87$0.136.69$71.87
$69.00$68.00Aug 7$0.14$0.86$0.146.14$68.86
$72.00$71.00Aug 7$0.14$0.86$0.146.14$71.86
$70.00$69.00Aug 7$0.15$0.85$0.155.67$69.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 7.33, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$79.00$80.00Sep 4$0.88$0.88$0.127.33$79.88
$73.00$74.00Aug 7$0.85$0.85$0.155.67$73.85
$85.00$86.00Aug 28$0.85$0.85$0.155.67$85.85
$84.00$85.00Aug 21$0.83$0.83$0.174.88$84.83
$70.00$73.00Aug 7$2.40$2.40$0.604.00$72.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$80.00Aug 21$0.88$0.88$0.127.33$80.12
$85.00$84.00Aug 14$0.85$0.85$0.155.67$84.15
$95.00$94.00Aug 14$0.85$0.85$0.155.67$94.15
$78.00$77.00Aug 21$0.85$0.85$0.155.67$77.15
$91.00$90.00Sep 4$0.85$0.85$0.155.67$90.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $0.98, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Aug 7Aug 14$0.49137.1%96.0%
$96.00Aug 7Aug 14$0.50135.1%96.3%
$93.00Aug 7Aug 14$0.51134.6%93.5%
$90.00Aug 7Aug 14$0.82135.8%98.5%
$92.00Aug 7Aug 14$0.82134.0%99.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.00Aug 7Aug 14$0.30140.6%96.9%
$65.00Aug 7Aug 14$0.35141.1%101.9%
$94.00Aug 7Aug 14$0.42134.9%102.5%
$86.00Aug 7Aug 14$0.43136.1%97.1%
$91.00Aug 7Aug 14$0.55135.1%100.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 87 found (cheapest 11.07% of stock, avg 17.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$78.00Aug 7$5.57$3.33$8.90$69.10$86.9011.07%
$81.00Aug 7$4.25$4.78$9.03$71.97$90.0311.23%
$79.00Aug 7$5.35$3.75$9.10$69.90$88.1011.32%
$80.00Aug 7$4.80$4.33$9.13$70.87$89.1311.36%
$83.00Aug 7$3.38$5.88$9.26$73.74$92.2611.52%
$82.00Aug 7$3.85$5.45$9.30$72.70$91.3011.57%
$77.00Aug 7$6.50$2.87$9.37$67.63$86.3711.65%
$76.00Aug 7$6.95$2.49$9.44$66.56$85.4411.74%
$84.00Aug 7$3.02$6.55$9.57$74.43$93.5711.90%
$75.00Aug 7$7.70$2.21$9.91$65.09$84.9112.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 6.58% of stock, avg 13.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$86.00$77.00Aug 7$2.42$2.87$5.29$71.71$91.29
$85.00$77.00Aug 7$2.78$2.87$5.65$71.35$90.65
$86.00$78.00Aug 7$2.42$3.33$5.75$72.25$91.75
$84.00$77.00Aug 7$3.02$2.87$5.89$71.11$89.89
$95.00$65.00Sep 11$3.67$2.34$6.01$58.99$101.01
$85.00$78.00Aug 7$2.78$3.33$6.11$71.89$91.11
$86.00$79.00Aug 7$2.42$3.75$6.17$72.83$92.17
$83.00$77.00Aug 7$3.38$2.87$6.25$70.75$89.25
$84.00$78.00Aug 7$3.02$3.33$6.35$71.65$90.35
$94.00$65.00Sep 11$4.10$2.34$6.44$58.56$100.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 194 found (best R:R 9.00, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
69/7074/75Aug 7$0.90$0.109.00$69.10$74.90
70/7188/89Aug 14$0.90$0.109.00$70.10$88.90
73/7481/82Aug 14$0.90$0.109.00$73.10$81.90
82/8588/89Aug 28$2.69$0.318.68$82.31$90.69
68/6974/75Aug 7$0.89$0.118.09$68.11$74.89
68/6975/76Aug 7$0.89$0.118.09$68.11$75.89
71/7274/75Aug 7$0.89$0.118.09$71.11$74.89
71/7275/76Aug 7$0.89$0.118.09$71.11$75.89
76/8082/84Sep 4$3.55$0.457.89$76.45$85.55
71/7281/82Aug 14$0.88$0.127.33$71.12$81.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$91.00$92.00$93.00Aug 7$0.06$0.9415.67
$65.00$70.00$75.00Aug 21$0.31$4.6915.13
$88.00$89.00$90.00Aug 7$0.08$0.9211.50
$79.00$80.00$81.00Aug 14$0.08$0.9211.50
$73.00$74.00$75.00Aug 7$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$67.00$68.00$69.00Aug 7$0.05$0.9519.00
$68.00$69.00$70.00Aug 14$0.06$0.9415.67
$69.00$70.00$71.00Aug 7$0.07$0.9313.29
$85.00$86.00$87.00Aug 7$0.07$0.9313.29
$74.00$75.00$76.00Aug 14$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. 29 found (best net $-0.11, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$86.00$90.001:2Sep 4-$2.56$1.44
$87.00$91.001:2Sep 11-$3.22$0.78
$92.00$95.001:2Sep 4-$2.32$0.68
$95.00$96.001:2Aug 7-$0.48$0.52
$94.00$95.001:2Aug 7-$0.67$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Aug 21-$0.11$4.89
$70.00$65.001:2Aug 28-$0.45$4.55
$75.00$70.001:2Aug 21-$0.81$4.19
$75.00$70.001:2Aug 28-$0.95$4.05
$70.00$65.001:2Sep 4-$1.25$3.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 9.89%, avg 4.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$81.00Sep 11$7.950.540.8%9.89%10.63%1--
$81.00Sep 4$7.500.530.8%9.33%10.07%22
$82.00Sep 4$7.000.522.0%8.71%10.70%11--
$81.00Aug 28$6.750.550.8%8.40%9.14%45
$81.00Aug 21$6.050.530.8%7.52%8.27%8424
$85.00Sep 4$5.750.465.7%7.15%12.87%75
$85.00Sep 11$5.650.465.7%7.03%12.75%72
$82.00Aug 21$5.400.512.0%6.72%8.71%2544
$84.00Sep 4$5.400.474.5%6.72%11.19%32
$84.00Aug 28$5.350.494.5%6.65%11.13%836

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 30,169
Total Puts 21,174
Put/Call Ratio 0.70
Net Difference 8,995

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 64,609
Total Puts 57,053
Average Put/Call Ratio 1.08
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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