Tour v536
ON
ON SEMICONDUCTOR COR
$63.01 -11.55%
$63.00 (-0.02%)🌙
as of 11/05 06:45 PM
◀ 11/5 18:45 ▶

Option Volume

Detail
ℹ
Current (11/05) 37,994
Calls: 19,260 (51%)
Puts: 18,734 (49%)
Prior (11/04) 13,645
Calls: 5,533 (41%)
Puts: 8,112 (59%)
Current vs Prior +178.45%
Calls: +248.09% (Calls)
Puts: +130.94% (Puts)
Prior 7-Day Total 128,868
Calls: 70,386 (55%)
Puts: 58,482 (45%)
Prior 7-Day Average 18,409
Calls: 10,055 (55%)
Puts: 8,354 (45%)
Current vs Prior 7-Day Avg +106.38%
Calls: +91.54%
Puts: +124.24%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $8.79M
Calls: $2.30M (26%)
Puts: $6.49M (74%)
Prior (11/04) $4.00M
Calls: $2.05M (51%)
Puts: $1.95M (49%)
Current vs Prior +119.93%
Calls: +12.32%
Puts: +233.39%
Prior 7-Day Total $37.55M
Calls: $19.69M (52%)
Puts: $17.86M (48%)
Prior 7-Day Average $5.36M
Calls: $2.81M (52%)
Puts: $2.55M (48%)
Current vs Prior 7-Day Avg +63.91%
Calls: -18.05%
Puts: +154.23%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.97
Prior (11/04) 1.47
Current vs Prior -33.66%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -1.80%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/05) 162,585
Calls: 86,075 (53%)
Puts: 76,510 (47%)
Prior (11/04) 144,555
Calls: 86,637 (60%)
Puts: 57,918 (40%)
Current vs Prior +12.47%
Prior 7-Day Total 1,214,605
Calls: 725,084 (60%)
Puts: 489,521 (40%)
Prior 7-Day Average 173,515
Calls: 103,583 (60%)
Puts: 69,931 (40%)
Current vs Prior 7-Day Avg -6.30%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.79% | 11.63%13.55% | 17.98%
Prior 6.15% | 9.77%12.20% | 16.28%
Current vs Prior +10.48% | +19.07%+11.11% | +10.43%
Prior 7-Day Avg 7.37% | 11.41%14.06% | 17.66%
Current vs 7-Day Avg -7.79% | +2.00%-3.63% | +1.80%
Prior 7-Day Eod 6.15% | 9.77%12.20% | 16.28%
Current vs 7-Day Eod +10.48% | +19.07%+11.11% | +10.43%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.96% | 5.64%
Calls: 5.48% | 5.77%
Puts: 6.44% | 5.52%
Prior 5.96% | 5.64%
Calls: 5.48% | 5.77%
Puts: 6.44% | 5.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.88% | 8.81%
Calls: 38.54% | 10.62%
Puts: 25.22% | 7.01%
Current vs 7-Day Avg -81.31% | -35.99%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($6.49M). Massive premium surge with dollar volume up 120% vs prior. Dollar volume significantly above 7-day average (64% higher). Unusually high activity with volume up 178% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 7.9%, best 6.0%)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 2012.1012.85$12.486.0%730.89811
$75.00Dec 412.5013.50$13.007.7%30.8111
$75.00Dec 1812.8513.95$13.408.2%360.77980
$70.00Nov 207.808.60$8.209.8%310.741.9K

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. 71 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Nov 64.656.90$5.7838.9%120.9311
$59.00Nov 63.556.55$5.0559.4%90.88--
$60.00Nov 63.405.40$4.4045.5%50.83--
$58.00Nov 135.657.70$6.6830.7%10.80--
$55.00Dec 1810.3012.65$11.4820.5%20.7881
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Nov 64.905.55$5.2312.4%691.00218
$69.00Nov 64.106.35$5.2343.0%1341.00483
$70.00Nov 65.357.50$6.4333.4%4441.001.3K
$71.00Nov 66.008.30$7.1532.2%841.00450
$72.00Nov 67.759.25$8.5017.6%221.00181

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 21.8K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 130.821.46$1.1456.1%3.2K0.267
$68.00Nov 131.332.32$1.8354.1%3.1K0.363
$74.00Nov 60.000.19$0.10190.0%3.1K0.043.4K
$66.00Nov 202.593.45$3.0228.5%5330.451
$67.00Nov 202.303.15$2.7231.2%3440.421
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Nov 61.531.78$1.6615.1%2.3K0.441.3K
$57.00Nov 60.040.22$0.13138.5%1.1K0.06164
$67.00Nov 63.554.60$4.0725.8%1.0K0.901.0K
$60.00Nov 60.270.70$0.4987.8%1.0K0.191.8K
$62.00Nov 60.651.40$1.0273.5%6460.34484

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 102.4%, max 138.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Nov 6Nov 27138.8%72.6%91.0%2017
$67.00Nov 6Nov 27131.6%71.8%83.4%1715
$65.00Nov 6Dec 18119.6%65.9%81.5%87493
$68.00Nov 6Nov 27133.4%74.9%78.2%2953
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$63.00Nov 6Dec 11161.7%67.7%138.7%2.3K1.4K
$64.00Nov 6Nov 20176.0%76.1%131.3%130345
$61.00Nov 6Dec 11149.1%67.8%119.9%11120
$60.00Nov 6Dec 18146.0%67.2%117.4%1.2K2.7K
$62.00Nov 6Dec 4143.6%67.7%112.2%647506

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 0.84, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$58.00$64.00Nov 13$3.26$2.74$3.2680%0.84$61.26
$65.00$70.00Dec 11$1.43$3.57$1.4351%2.50$66.43
$60.00$65.00Dec 18$2.72$2.28$2.7267%0.84$62.72
$65.00$70.00Dec 18$1.93$3.07$1.9353%1.59$66.93
$67.00$68.00Nov 27$0.16$0.84$0.1644%5.25$67.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$73.00$72.00Nov 13$0.27$0.73$0.27100%2.70$72.73
$73.00$70.00Nov 20$1.95$1.05$1.9585%0.54$71.05
$67.00$65.00Dec 4$0.70$1.30$0.7058%1.86$66.30
$66.00$65.00Nov 6$0.44$0.56$0.4476%1.27$65.56
$66.00$65.00Nov 20$0.32$0.68$0.3257%2.12$65.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 0.55, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$73.00$74.00Dec 4$0.55$0.55$0.4572%1.22$73.55
$68.00$69.00Nov 20$0.60$0.60$0.4061%1.50$68.60
$68.00$73.00Nov 27$1.68$1.68$3.3259%0.51$69.68
$64.00$65.00Nov 13$0.63$0.63$0.3745%1.70$64.63
$64.00$66.00Nov 20$1.10$1.10$0.9046%1.22$65.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$55.00Dec 4$1.78$1.78$3.2265%0.55$58.22
$60.00$55.00Dec 11$1.73$1.73$3.2765%0.53$58.27
$60.00$55.00Nov 20$1.40$1.40$3.6067%0.39$58.60
$63.00$62.00Nov 6$0.64$0.64$0.3656%1.78$62.36
$63.00$62.00Nov 13$0.62$0.62$0.3856%1.63$62.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.39, cheapest $1.54)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Nov 6Nov 20$2.01161.7%77.5%
$66.00Nov 6Nov 13$1.52138.8%85.3%
$65.00Nov 6Nov 13$1.77119.6%83.6%
$64.00Nov 13Nov 20$0.7088.5%76.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Nov 6Nov 13$1.54176.0%88.5%
$63.00Nov 6Nov 13$1.13161.7%89.0%
$62.00Nov 6Nov 13$1.15143.6%84.3%
$65.00Nov 6Nov 13$1.33119.6%83.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 5.70% of stock, avg 11.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$65.00Nov 6$1.02$2.57$3.59$61.41$68.595.70%
$66.00Nov 6$0.92$3.01$3.93$62.07$69.936.24%
$62.00Nov 6$3.03$1.02$4.05$57.95$66.056.43%
$63.00Nov 6$2.54$1.66$4.20$58.80$67.206.67%
$61.00Nov 6$3.57$0.76$4.33$56.67$65.336.87%
$67.00Nov 6$0.57$4.07$4.64$62.36$71.647.36%
$60.00Nov 6$4.40$0.49$4.89$55.11$64.897.76%
$59.00Nov 6$5.05$0.33$5.38$53.62$64.388.54%
$69.00Nov 6$0.22$5.23$5.45$63.55$74.458.65%
$68.00Nov 6$0.40$5.23$5.63$62.37$73.638.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.87% of stock, avg 7.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$69.00$59.00Nov 6$0.22$0.33$0.55$58.45$69.55
$68.00$59.00Nov 6$0.40$0.33$0.73$58.27$68.73
$69.00$60.00Nov 6$0.22$0.49$0.71$59.29$69.71
$68.00$60.00Nov 6$0.40$0.49$0.89$59.11$68.89
$67.00$59.00Nov 6$0.57$0.33$0.90$58.10$67.90
$67.00$60.00Nov 6$0.57$0.49$1.06$58.94$68.06
$69.00$61.00Nov 6$0.22$0.76$0.98$60.02$69.98
$68.00$61.00Nov 6$0.40$0.76$1.16$59.84$69.16
$67.00$61.00Nov 6$0.57$0.76$1.33$59.67$68.33
$66.00$59.00Nov 6$0.92$0.33$1.25$57.75$67.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 1.33, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
57/5869/70Nov 13$0.57$0.4347%1.33$57.43$69.57
57/5872/73Nov 13$0.45$0.5558%0.82$57.55$72.45
60/6166/67Nov 6$0.62$0.3840%1.63$60.38$66.62
58/5966/67Nov 6$0.49$0.5153%0.96$58.51$66.49
57/5874/75Nov 13$0.38$0.6263%0.61$57.62$74.38
60/6168/69Nov 6$0.45$0.5555%0.82$60.55$68.45
58/5968/69Nov 6$0.32$0.6868%0.47$58.68$68.32
57/5871/72Nov 13$0.45$0.5555%0.82$57.55$71.45
59/6066/67Nov 6$0.51$0.4948%1.04$59.49$66.51
59/6068/69Nov 6$0.34$0.6663%0.52$59.66$68.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 9.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Dec 18$0.52$4.4826%8.62
$55.00$60.00$65.00Dec 18$0.66$4.3425%6.58
$60.00$65.00$70.00Dec 18$0.79$4.2127%5.33
$66.00$67.00$68.00Nov 13$0.07$0.939%13.29
$58.00$59.00$60.00Nov 6$0.08$0.9210%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Dec 18$0.49$4.5128%9.20
$55.00$60.00$65.00Dec 18$0.70$4.3026%6.14
$66.00$67.00$68.00Nov 6$0.10$0.9024%9.00
$58.00$59.00$60.00Nov 13$0.05$0.957%19.00
$62.00$63.00$64.00Nov 20$0.07$0.938%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-0.16, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$64.001:2Nov 13-$0.16$5.84
$70.00$75.001:2Dec 18-$0.63$4.37
$65.00$70.001:2Dec 18-$1.52$3.48
$60.00$65.001:2Dec 18-$2.66$2.34
$65.00$70.001:2Dec 11-$1.82$3.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Dec 11-$0.26$4.74
$70.00$65.001:2Dec 18-$2.47$2.53
$65.00$60.001:2Dec 18-$1.81$3.19
$60.00$55.001:2Dec 18-$1.14$3.86
$59.00$55.001:2Nov 27-$0.77$3.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 7.78%, avg 2.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Dec 18$4.900.533.2%7.78%10.93%85489
$70.00Dec 18$3.050.4011.1%4.84%15.93%81678
$65.00Dec 11$4.150.513.2%6.59%9.74%1--
$75.00Dec 18$1.760.2719.0%2.79%21.82%1531.1K
$70.00Dec 11$2.150.3811.1%3.41%14.51%1--
$71.00Dec 11$1.900.3612.7%3.02%15.70%1--
$74.00Dec 11$1.420.2917.4%2.25%19.70%12
$64.00Dec 4$3.950.541.6%6.27%7.84%14--
$67.00Nov 27$2.680.446.3%4.25%10.59%8--
$68.00Nov 27$2.310.417.9%3.67%11.59%23

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 19,260
Total Puts 18,734
Put/Call Ratio 0.97
Net Difference 526

Prior's Put/Call Breakdown

Total Calls 5,533
Total Puts 8,112
Put/Call Ratio 1.47
Net Difference -2,579

Prior 7-Day Put/Call Summary

Total Calls 70,386
Total Puts 58,482
Average Put/Call Ratio 0.99
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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