Tour v528
PG
PROCTER & GAMBLE CO
$146.39 -0.79%
$146.42 (+0.02%)🌙
as of 09/18 06:53 PM
9/18 18:53

Option Volume

Detail
Current (09/18) 16,338
Calls: 10,633 (65%)
Puts: 5,705 (35%)
Prior (09/15) 10,257
Calls: 6,041 (59%)
Puts: 4,216 (41%)
Current vs Prior +59.29%
Calls: +76.01% (Calls)
Puts: +35.32% (Puts)
Prior 7-Day Total 133,699
Calls: 84,028 (63%)
Puts: 49,671 (37%)
Prior 7-Day Average 19,099
Calls: 12,004 (63%)
Puts: 7,095 (37%)
Current vs Prior 7-Day Avg -14.46%
Calls: -11.42%
Puts: -19.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $3.38M
Calls: $1.92M (57%)
Puts: $1.47M (43%)
Prior (09/15) $2.13M
Calls: $1.33M (62%)
Puts: $804.3K (38%)
Current vs Prior +58.51%
Calls: +44.10%
Puts: +82.36%
Prior 7-Day Total $24.22M
Calls: $14.07M (58%)
Puts: $10.15M (42%)
Prior 7-Day Average $3.46M
Calls: $2.01M (58%)
Puts: $1.45M (42%)
Current vs Prior 7-Day Avg -2.18%
Calls: -4.58%
Puts: +1.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.54
Prior (09/15) 0.70
Current vs Prior -23.12%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -14.85%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 312,449
Calls: 191,804 (61%)
Puts: 120,645 (39%)
Prior (09/15) 310,681
Calls: 196,714 (63%)
Puts: 113,967 (37%)
Current vs Prior +0.57%
Prior 7-Day Total 2,107,459
Calls: 1,307,045 (62%)
Puts: 800,414 (38%)
Prior 7-Day Average 301,065
Calls: 186,720 (62%)
Puts: 114,344 (38%)
Current vs Prior 7-Day Avg +3.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 0.93% | 2.14%0.93% | 5.96%
Prior 2.02% | 2.99%2.02% | 6.48%
Current vs Prior +5.95% | +8.65%-53.97% | -7.93%
Prior 7-Day Avg 1.84% | 2.87%2.73% | 6.86%
Current vs 7-Day Avg +16.05% | +12.97%-65.98% | -13.06%
Prior 7-Day Eod 2.02% | 2.99%2.02% | 6.48%
Current vs 7-Day Eod +5.95% | +8.65%-53.97% | -7.93%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 50.94% | 31.57%
Calls: 31.71% | 19.92%
Puts: 70.17% | 43.22%
Prior 50.94% | 31.57%
Calls: 31.71% | 19.92%
Puts: 70.17% | 43.22%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 50.94% | 31.57%
Calls: 31.71% | 19.92%
Puts: 70.17% | 43.22%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 59% vs prior. Above-average activity with volume up 59% vs prior. Bullish P/C ratio of 0.54. P/C ratio dropping 23% - 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 8 of results (avg 8.1%, best 6.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1815.8516.85$16.356.1%10.97--
$150.00Oct 161.541.64$1.596.3%1930.335.3K
$145.00Oct 163.704.00$3.857.8%6590.593.4K
$140.00Oct 167.307.90$7.607.9%30.81349
$137.00Sep 189.059.80$9.438.0%20.97--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Oct 304.004.40$4.209.5%40.50--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.40, cheapest $0.26)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 160.500.58$0.5414.8%2050.1413.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 160.240.27$0.2611.5%940.074.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Sep 258.009.00$8.5011.8%41.00--
$139.00Sep 257.207.95$7.589.9%61.00--
$140.00Sep 185.856.80$6.3215.0%140.991.5K
$142.00Sep 183.155.20$4.1849.0%1050.99168
$140.00Sep 256.107.05$6.5714.5%10.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 182.044.60$3.3277.1%341.002.4K
$148.00Sep 181.031.97$1.5062.7%10.9746
$155.00Sep 258.159.85$9.0018.9%10.912
$155.00Oct 168.409.50$8.9512.3%20.85--
$155.00Oct 309.5010.95$10.2314.2%10.78--

Most actively traded options today. High liquidity = easy entry/exit. 184 active (total vol 11.9K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Sep 180.010.22$0.12175.0%1.1K0.241.4K
$146.00Sep 180.280.90$0.59105.1%8390.71617
$146.00Sep 251.501.70$1.6012.5%7470.53608
$145.00Oct 163.704.00$3.857.8%6590.593.4K
$148.00Sep 180.000.06$0.03200.0%5320.071.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Oct 92.032.30$2.1712.4%3490.4410
$146.00Sep 180.040.25$0.14150.0%2360.29276
$145.00Oct 161.872.17$2.0214.9%2060.413.4K
$140.00Sep 250.080.16$0.1266.7%1690.07468
$146.00Oct 21.672.56$2.1242.0%1510.4941

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 1461.2%, max 3883.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$143.00Sep 18Sep 25551.6%17.7%3015.8%151339
$149.00Sep 18Oct 30325.3%22.3%1361.5%175934
$146.00Sep 18Oct 3072.5%20.4%255.6%917632
$147.00Sep 18Oct 3072.1%22.6%218.3%1.1K1.4K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$139.00Sep 18Oct 30846.4%21.2%3883.2%521.1K
$143.00Sep 18Oct 30551.6%21.3%2490.1%84543
$146.00Sep 18Oct 3072.5%20.4%255.6%240276
$147.00Sep 18Oct 2372.1%23.3%209.4%94328

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 0.85, avg 5.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$142.00$143.00Sep 25$0.60$0.40$0.6091%0.67$142.60
$145.00$146.00Sep 18$0.64$0.36$0.6490%0.56$145.64
$149.00$150.00Oct 2$0.17$0.83$0.1731%4.88$149.17
$148.00$149.00Oct 23$0.32$0.68$0.3244%2.13$148.32
$148.00$149.00Sep 25$0.17$0.83$0.1731%4.88$148.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$149.00Sep 18$0.54$0.46$0.54100%0.85$149.46
$147.00$146.00Sep 25$0.17$0.83$0.1758%4.88$146.83
$147.00$146.00Oct 23$0.17$0.83$0.1753%4.88$146.83
$147.00$146.00Oct 2$0.26$0.74$0.2656%2.85$146.74
$148.00$147.00Oct 2$0.46$0.54$0.4663%1.17$147.54

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 0.26, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$149.00$150.00Sep 18$0.51$0.51$0.4976%1.04$149.51
$157.50$160.00Oct 23$0.42$0.42$2.0886%0.20$157.92
$150.00$152.50Oct 2$0.57$0.57$1.9374%0.30$150.57
$155.00$157.50Oct 30$0.57$0.57$1.9379%0.30$155.57
$149.00$150.00Oct 23$0.54$0.54$0.4660%1.17$149.54
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$139.00$135.00Sep 18$0.82$0.82$3.1880%0.26$138.18
$146.00$145.00Oct 2$0.73$0.73$0.2751%2.70$145.27
$146.00$145.00Oct 9$0.67$0.67$0.3356%2.03$145.33
$141.00$140.00Oct 30$0.55$0.55$0.4568%1.22$140.45
$137.00$135.00Sep 25$0.26$0.26$1.7491%0.15$136.74

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 0.50% of stock, avg 3.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$146.00Sep 18$0.59$0.14$0.73$145.27$146.730.50%
$147.00Sep 18$0.12$0.77$0.89$146.11$147.890.61%
$145.00Sep 18$1.23$0.06$1.29$143.71$146.290.88%
$148.00Sep 18$0.03$1.50$1.53$146.47$149.531.05%
$147.00Sep 25$1.13$1.53$2.66$144.34$149.661.82%
$144.00Sep 18$2.75$0.04$2.79$141.21$146.791.91%
$146.00Sep 25$1.60$1.36$2.96$143.04$148.962.02%
$148.00Sep 25$0.71$2.27$2.98$145.02$150.982.04%
$145.00Sep 25$2.24$0.78$3.02$141.98$148.022.06%
$149.00Sep 18$0.52$2.78$3.30$145.70$152.302.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 0.06% of stock, avg 2.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$148.00$145.00Sep 18$0.03$0.06$0.09$144.91$148.09
$147.00$145.00Sep 18$0.12$0.06$0.18$144.82$147.18
$148.00$146.00Sep 18$0.03$0.14$0.17$145.83$148.17
$147.00$146.00Sep 18$0.12$0.14$0.26$145.74$147.26
$148.00$135.00Sep 18$0.03$0.25$0.28$134.72$148.28
$147.00$135.00Sep 18$0.12$0.25$0.37$134.63$147.37
$155.00$142.00Sep 25$0.24$0.24$0.48$141.52$155.48
$150.00$142.00Sep 25$0.31$0.24$0.55$141.45$150.55
$155.00$143.00Sep 25$0.24$0.36$0.60$142.40$155.60
$149.00$145.00Sep 18$0.52$0.06$0.58$144.42$149.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 83 found (best R:R 0.69, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
138/139149/150Oct 2$0.41$0.5958%0.69$138.59$149.41
143/144149/150Sep 25$0.46$0.5450%0.85$143.54$149.46
142/143149/150Sep 25$0.35$0.6558%0.54$142.65$149.35
135/137158/160Oct 23$0.71$1.7969%0.40$136.29$158.21
138/139150/152Oct 2$0.81$1.6963%0.48$138.19$150.81
133/135158/160Oct 23$0.55$1.9573%0.28$134.45$158.05
138/140158/160Oct 23$0.87$1.6360%0.53$139.13$158.37
135/137150/152Sep 25$0.48$2.0275%0.24$136.52$150.48
138/139152/155Oct 2$0.44$2.0677%0.21$138.56$152.94
133/135152/155Oct 9$0.47$2.0375%0.23$134.53$152.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$146.00$147.00Sep 18$0.17$0.8366%4.88
$145.00$150.00$155.00Oct 16$1.21$3.7945%3.13
$150.00$155.00$160.00Oct 16$0.67$4.3328%6.46
$150.00$152.50$155.00Oct 30$0.11$2.3915%21.73
$140.00$145.00$150.00Oct 16$1.49$3.5148%2.36
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 16$0.60$4.4034%7.33
$146.00$147.00$148.00Sep 18$0.10$0.9068%9.00
$145.00$150.00$155.00Oct 16$1.21$3.7945%3.13
$144.00$145.00$146.00Sep 18$0.06$0.9423%15.67
$125.00$129.00$133.00Oct 30$0.18$3.828%21.22

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-0.10, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$145.001:2Oct 16-$0.10$4.90
$155.00$157.501:2Oct 30-$0.15$2.35
$147.00$149.001:2Oct 9-$0.64$1.36
$152.50$155.001:2Oct 23-$0.36$2.14
$149.00$150.001:2Sep 25-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$150.001:2Oct 16-$0.81$4.19
$155.00$150.001:2Oct 30-$2.63$2.37
$149.00$148.001:2Sep 18-$0.22$0.78
$150.00$146.001:2Oct 30-$1.97$2.03
$133.00$129.001:2Oct 30-$0.08$3.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 2.15%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$148.00Oct 30$3.150.431.1%2.15%3.25%5--
$147.00Oct 30$3.500.470.4%2.39%2.81%3--
$148.00Oct 23$3.000.431.1%2.05%3.15%6--
$149.00Oct 30$2.630.401.8%1.80%3.58%33
$150.00Oct 30$2.280.362.5%1.56%4.02%35432
$150.00Oct 23$2.090.362.5%1.43%3.89%2784
$147.00Oct 23$2.860.470.4%1.95%2.37%131
$152.50Oct 23$1.220.284.2%0.83%5.01%2237
$152.50Oct 30$1.160.284.2%0.79%4.97%2--
$155.00Oct 30$0.980.215.9%0.67%6.55%5549

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 10,633
Total Puts 5,705
Put/Call Ratio 0.54
Net Difference 4,928

Prior's Put/Call Breakdown

Total Calls 6,041
Total Puts 4,216
Put/Call Ratio 0.70
Net Difference 1,825

Prior 7-Day Put/Call Summary

Total Calls 84,028
Total Puts 49,671
Average Put/Call Ratio 0.63
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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