Tour v528
RIVN
RIVIAN AUTOMOTIVE IN A
$15.36 +2.47%
$15.38 (+0.10%)🌙
as of 09/21 06:57 PM
9/21 18:57

Option Volume

Detail
Current (09/21) 94,585
Calls: 75,847 (80%)
Puts: 18,738 (20%)
Prior (09/18) 122,638
Calls: 81,249 (66%)
Puts: 41,389 (34%)
Current vs Prior -22.87%
Calls: -6.65% (Calls)
Puts: -54.73% (Puts)
Prior 7-Day Total 611,708
Calls: 437,649 (72%)
Puts: 174,059 (28%)
Prior 7-Day Average 87,386
Calls: 62,521 (72%)
Puts: 24,865 (28%)
Current vs Prior 7-Day Avg +8.24%
Calls: +21.31%
Puts: -24.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $5.71M
Calls: $4.43M (78%)
Puts: $1.28M (22%)
Prior (09/18) $9.45M
Calls: $7.08M (75%)
Puts: $2.37M (25%)
Current vs Prior -39.59%
Calls: -37.41%
Puts: -46.11%
Prior 7-Day Total $41.79M
Calls: $31.00M (74%)
Puts: $10.79M (26%)
Prior 7-Day Average $5.97M
Calls: $4.43M (74%)
Puts: $1.54M (26%)
Current vs Prior 7-Day Avg -4.40%
Calls: +0.07%
Puts: -17.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.25
Prior (09/18) 0.51
Current vs Prior -51.50%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg -40.24%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 1,401,278
Calls: 887,743 (63%)
Puts: 513,535 (37%)
Prior (09/18) 1,565,434
Calls: 1,057,802 (68%)
Puts: 507,632 (32%)
Current vs Prior -10.49%
Prior 7-Day Total 10,679,697
Calls: 6,914,415 (65%)
Puts: 3,765,282 (35%)
Prior 7-Day Average 1,525,671
Calls: 987,773 (65%)
Puts: 537,897 (35%)
Current vs Prior 7-Day Avg -8.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 6.51% | 9.38%13.48% | 19.99%
Prior 7.07% | 9.87%5.27% | 12.01%
Current vs Prior -7.93% | -5.05%+155.71% | +66.45%
Prior 7-Day Avg 6.53% | 9.42%8.10% | 13.98%
Current vs 7-Day Avg -0.32% | -0.49%+66.31% | +43.00%
Prior 7-Day Eod 7.07% | 9.87%5.27% | 12.01%
Current vs 7-Day Eod -7.93% | -5.05%+155.71% | +66.45%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 9.08% | 14.68%
Calls: 6.00% | 18.84%
Puts: 12.16% | 10.53%
Prior 9.08% | 14.68%
Calls: 6.00% | 18.84%
Puts: 12.16% | 10.53%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 10.89% | 15.40%
Calls: 7.33% | 14.05%
Puts: 14.46% | 16.76%
Current vs 7-Day Avg -16.63% | -4.68%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($4.43M) vs puts ($1.28M). Extreme bullish P/C ratio of 0.25 - heavy call buying (75,847 calls vs 18,738 puts). P/C ratio dropping 52% - sentiment shifting bullish. Call-heavy open interest (887,743 calls vs 513,535 puts) suggests bullish positioning.

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 35 of results (avg 7.4%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Oct 90.690.72$0.714.2%2890.501.2K
$15.50Oct 20.520.55$0.545.6%4090.49646
$16.00Oct 160.660.70$0.685.9%3.6K0.439.4K
$15.00Oct 161.081.15$1.126.2%1.1K0.603.3K
$16.00Sep 250.150.16$0.166.3%14.0K0.275.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 20.390.40$0.402.5%5690.382.0K
$14.50Oct 20.210.22$0.224.5%1.0K0.251.1K
$15.00Oct 90.540.57$0.555.5%1080.401.6K
$16.50Oct 161.561.65$1.615.6%2110.65--
$15.00Oct 160.670.71$0.695.8%5850.406.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 44 found (avg $0.49, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Sep 250.080.09$0.0911.1%6.1K0.165.7K
$16.00Sep 250.150.16$0.166.3%14.0K0.275.2K
$15.50Sep 250.290.31$0.306.7%4.9K0.453.6K
$15.00Sep 250.550.59$0.577.0%4.0K0.672.3K
$17.00Oct 20.150.17$0.1612.5%1.6K0.191.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 250.190.21$0.2010.0%3.5K0.335.4K
$15.50Sep 250.410.45$0.439.3%1.6K0.551.3K
$14.50Oct 20.210.22$0.224.5%1.0K0.251.1K
$15.00Oct 20.390.40$0.402.5%5690.382.0K
$16.00Sep 250.750.81$0.787.7%5960.733.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 51 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Sep 252.132.61$2.3720.3%1970.99176
$12.50Sep 252.293.20$2.7533.1%40.9715
$13.50Sep 251.172.97$2.0787.0%50.977
$14.00Sep 251.371.59$1.4814.9%1790.95237
$13.50Oct 21.262.79$2.0375.4%20.945
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 252.283.45$2.8740.8%2541.00198
$17.50Sep 252.152.71$2.4323.0%710.93124
$17.00Sep 251.671.95$1.8115.5%2740.90273
$18.00Oct 22.353.35$2.8535.1%660.9068
$17.50Oct 22.112.68$2.4023.8%100.87135

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 74.0K, top 14.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 250.150.16$0.166.3%14.0K0.275.2K
$16.50Sep 250.080.09$0.0911.1%6.1K0.165.7K
$17.00Sep 250.040.05$0.0520.0%5.2K0.094.3K
$15.50Sep 250.290.31$0.306.7%4.9K0.453.6K
$15.00Sep 250.550.59$0.577.0%4.0K0.672.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 250.190.21$0.2010.0%3.5K0.335.4K
$15.50Sep 250.410.45$0.439.3%1.6K0.551.3K
$15.50Oct 20.610.67$0.649.4%1.0K0.521.0K
$14.50Oct 20.210.22$0.224.5%1.0K0.251.1K
$14.50Sep 250.060.08$0.0728.6%1.0K0.154.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 7.3%, max 14.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Sep 25Oct 3066.5%57.9%14.8%6.2K6.0K
$16.00Sep 25Oct 3060.9%57.4%6.1%14.5K5.8K
$15.50Sep 25Oct 3057.1%56.8%0.5%5.1K3.8K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Sep 25Oct 3066.5%57.9%14.8%141746
$15.50Sep 25Oct 3057.1%56.8%0.5%1.7K1.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 3.17, avg 1.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$14.00$15.00Oct 9$0.51$0.49$0.5180%0.96$14.51
$13.00$13.50Sep 25$0.30$0.20$0.3099%0.67$13.30
$14.50$15.00Oct 2$0.19$0.31$0.1976%1.63$14.69
$14.00$14.50Oct 30$0.24$0.26$0.2473%1.08$14.24
$14.50$15.00Oct 30$0.21$0.29$0.2168%1.38$14.71
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.50$17.00Oct 16$0.12$0.38$0.1277%3.17$17.38
$16.50$16.00Oct 2$0.30$0.20$0.3073%0.67$16.20
$14.50$14.00Oct 23$0.11$0.39$0.1134%3.55$14.39
$14.50$14.00Oct 30$0.15$0.35$0.1533%2.33$14.35
$14.50$14.00Oct 16$0.14$0.36$0.1431%2.57$14.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 0.61, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$16.00Oct 30$0.27$0.27$0.2346%1.17$15.77
$17.00$17.50Oct 30$0.14$0.14$0.3664%0.39$17.14
$15.50$16.00Sep 25$0.14$0.14$0.3655%0.39$15.64
$17.00$17.50Oct 23$0.11$0.11$0.3970%0.28$17.11
$16.00$16.50Oct 9$0.15$0.15$0.3560%0.43$16.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$13.50Oct 23$0.19$0.19$0.3173%0.61$13.81
$14.00$13.50Oct 16$0.14$0.14$0.3676%0.39$13.86
$13.50$13.00Oct 30$0.13$0.13$0.3779%0.35$13.37
$14.00$13.50Oct 30$0.16$0.16$0.3473%0.47$13.84
$15.00$14.50Oct 9$0.21$0.21$0.2960%0.72$14.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.22, cheapest $0.20)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Sep 25Oct 2$0.2356.2%53.8%
$15.50Sep 25Oct 2$0.2457.1%55.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Sep 25Oct 2$0.2056.2%53.8%
$15.50Sep 25Oct 2$0.2157.1%55.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 4.75% of stock, avg 11.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Sep 25$0.30$0.43$0.73$14.77$16.234.75%
$15.00Sep 25$0.57$0.20$0.77$14.23$15.775.01%
$16.00Sep 25$0.16$0.78$0.94$15.06$16.946.12%
$14.50Sep 25$0.97$0.07$1.04$13.46$15.546.77%
$15.50Oct 2$0.54$0.64$1.18$14.32$16.687.68%
$15.00Oct 2$0.80$0.40$1.20$13.80$16.207.81%
$14.50Oct 2$0.99$0.22$1.21$13.29$15.717.88%
$16.50Sep 25$0.09$1.21$1.30$15.20$17.808.46%
$16.00Oct 2$0.36$0.97$1.33$14.67$17.338.66%
$14.00Sep 25$1.48$0.02$1.50$12.50$15.509.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.33% of stock, avg 5.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$14.00Sep 25$0.03$0.02$0.05$13.95$17.55
$17.00$14.00Sep 25$0.05$0.02$0.07$13.93$17.07
$17.50$14.50Sep 25$0.03$0.07$0.10$14.40$17.60
$16.50$14.00Sep 25$0.09$0.02$0.11$13.89$16.61
$17.00$14.50Sep 25$0.05$0.07$0.12$14.38$17.12
$17.50$13.50Oct 2$0.10$0.04$0.14$13.36$17.64
$16.50$14.50Sep 25$0.09$0.07$0.16$14.34$16.66
$17.50$14.00Oct 2$0.10$0.10$0.20$13.80$17.70
$17.50$13.00Oct 2$0.10$0.12$0.22$12.78$17.72
$17.00$13.50Oct 2$0.16$0.04$0.20$13.30$17.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.50, avg credit $0.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
14/1417/18Oct 23$0.30$0.2043%1.50$13.70$17.30
13/1418/18Oct 30$0.23$0.2749%0.85$13.27$17.73
14/1418/18Oct 30$0.26$0.2443%1.08$13.74$17.76
14/1418/18Oct 30$0.25$0.2537%1.00$14.25$17.75
14/1416/17Oct 9$0.23$0.2739%0.85$14.27$16.73
14/1417/18Oct 23$0.22$0.2836%0.79$14.28$17.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.50$16.00$16.50Sep 25$0.07$0.4329%6.14
$15.00$15.50$16.00Sep 25$0.13$0.3740%2.85
$14.50$15.00$15.50Sep 25$0.13$0.3740%2.85
$15.00$15.50$16.00Oct 2$0.08$0.4226%5.25
$15.50$16.00$16.50Oct 2$0.07$0.4322%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.50$15.00$15.50Sep 25$0.10$0.4040%4.00
$14.50$15.00$15.50Oct 2$0.06$0.4427%7.33
$14.50$15.00$15.50Oct 9$0.05$0.4522%9.00
$14.00$14.50$15.00Oct 2$0.06$0.4424%7.33
$15.50$16.00$16.50Sep 25$0.08$0.4229%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.49, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Oct 9-$0.49$0.51
$13.00$14.001:2Oct 16-$0.54$0.46
$14.00$15.001:2Oct 9-$0.46$0.54
$14.50$15.001:2Sep 25-$0.17$0.33
$16.50$17.001:2Oct 2-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$15.501:2Sep 25-$0.08$0.42
$16.50$16.001:2Sep 25-$0.35$0.15
$15.50$15.001:2Oct 2-$0.16$0.34
$16.50$15.501:2Oct 30-$0.49$0.51
$14.00$13.501:2Oct 23-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 7.03%, avg 2.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Oct 30$1.080.540.9%7.03%7.94%184249
$17.00Oct 30$0.560.3610.7%3.65%14.32%651.1K
$17.50Oct 30$0.450.3013.9%2.93%16.86%2144.4K
$16.50Oct 30$0.610.417.4%3.97%11.39%66305
$16.00Oct 30$0.770.474.2%5.01%9.18%561613
$18.00Oct 30$0.360.2617.2%2.34%19.53%103714
$16.00Oct 23$0.750.424.2%4.88%9.05%275325
$17.00Oct 23$0.470.3010.7%3.06%13.74%238139
$16.00Oct 16$0.660.434.2%4.30%8.46%3.6K9.4K
$15.50Oct 16$0.850.510.9%5.53%6.45%234--

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 75,847
Total Puts 18,738
Put/Call Ratio 0.25
Net Difference 57,109

Prior's Put/Call Breakdown

Total Calls 81,249
Total Puts 41,389
Put/Call Ratio 0.51
Net Difference 39,860

Prior 7-Day Put/Call Summary

Total Calls 437,649
Total Puts 174,059
Average Put/Call Ratio 0.41
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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