Tour v381
ROL
ROLLINS INC
$43.86 -1.97%
$44.50 (+1.46%)🌙
as of 07/21 06:02 PM
7/21 18:02

Option Volume

Detail
Current (07/21) 53
Calls: 18 (34%)
Puts: 35 (66%)
Prior (07/20) 768
Calls: 662 (86%)
Puts: 106 (14%)
Current vs Prior -93.10%
Calls: -97.28% (Calls)
Puts: -66.98% (Puts)
Prior 7-Day Total 11,106
Calls: 10,087 (91%)
Puts: 1,019 (9%)
Prior 7-Day Average 1,586
Calls: 1,441 (91%)
Puts: 145 (9%)
Current vs Prior 7-Day Avg -96.66%
Calls: -98.75%
Puts: -75.96%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $7.5K
Calls: $2.8K (38%)
Puts: $4.6K (62%)
Prior (07/20) $115.7K
Calls: $104.6K (90%)
Puts: $11.1K (10%)
Current vs Prior -93.55%
Calls: -97.31%
Puts: -58.29%
Prior 7-Day Total $1.14M
Calls: $990.8K (87%)
Puts: $152.2K (13%)
Prior 7-Day Average $163.3K
Calls: $141.5K (87%)
Puts: $21.7K (13%)
Current vs Prior 7-Day Avg -95.43%
Calls: -98.01%
Puts: -78.62%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.94
Prior (07/20) 0.16
Current vs Prior +1114.36%
Prior 7-Day Average 1.60
Current vs Prior 7-Day Avg +21.85%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 7,771
Calls: 6,240 (80%)
Puts: 1,531 (20%)
Prior (07/20) 2,108
Calls: 1,377 (65%)
Puts: 731 (35%)
Current vs Prior +268.64%
Prior 7-Day Total 54,211
Calls: 48,840 (90%)
Puts: 5,371 (10%)
Prior 7-Day Average 7,744
Calls: 6,977 (90%)
Puts: 767 (10%)
Current vs Prior 7-Day Avg +0.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.85% | 11.35%
Prior 9.12% | 10.89%
Current vs Prior -2.99% | +4.31%
Prior 7-Day Avg 4.73% | 10.19%
Current vs 7-Day Avg +86.89% | +11.40%
Prior 7-Day Eod 9.12% | 10.89%
Current vs 7-Day Eod -2.99% | +4.31%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 34.23% | 121.12%
Calls: 20.00% | 124.46%
Puts: 48.45% | 117.78%
Prior 19.32% | 77.34%
Calls: 15.38% | 63.00%
Puts: 23.26% | 91.67%
Current vs Prior +77.17% | +56.61%
Prior 7-Day Avg 19.32% | 77.34%
Calls: 15.38% | 63.00%
Puts: 23.26% | 91.67%
Current vs 7-Day Avg +77.17% | +56.61%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($4.6K). Light premium activity with dollar volume down 94% vs prior. Below-average activity with volume down 93% vs prior. Extreme bearish P/C ratio of 1.94 - heavy put buying.

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

No options available for this category

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. 6 found (avg delta 0.76, highest 0.88)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Aug 215.408.10$6.7540.0%--0.8716
$40.00Aug 213.205.90$4.5559.3%--0.8312
$42.50Aug 211.903.90$2.9069.0%10.64101
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 215.007.80$6.4043.7%10.8889
$47.50Aug 212.905.90$4.4068.2%--0.7493
$45.00Aug 211.803.20$2.5056.0%10.58121

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 41, top 17)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Aug 210.451.00$0.7375.3%70.251.0K
$45.00Aug 211.301.45$1.3810.9%20.42269
$42.50Aug 211.903.90$2.9069.0%10.64101
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 210.250.65$0.4588.9%170.18328
$42.50Aug 210.801.35$1.0850.9%120.36284
$45.00Aug 211.803.20$2.5056.0%10.58121
$50.00Aug 215.007.80$6.4043.7%10.8889

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 24.00, avg 5.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.50$55.00Aug 21$0.10$2.40$0.1024.00$52.60
$47.50$50.00Aug 21$0.48$2.02$0.484.21$47.98
$45.00$47.50Aug 21$0.65$1.85$0.652.85$45.65
$42.50$45.00Aug 21$1.52$0.98$1.520.64$44.02
$40.00$42.50Aug 21$1.65$0.85$1.650.52$41.65
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$42.50$40.00Aug 21$0.63$1.87$0.632.97$41.87
$45.00$42.50Aug 21$1.42$1.08$1.420.76$43.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 7.33, avg 2.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$37.50$40.00Aug 21$2.20$2.20$0.307.33$39.70
$40.00$42.50Aug 21$1.65$1.65$0.851.94$41.65
$42.50$45.00Aug 21$1.52$1.52$0.981.55$44.02
$45.00$47.50Aug 21$0.65$0.65$1.850.35$45.65
$47.50$50.00Aug 21$0.48$0.48$2.020.24$47.98
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$47.50Aug 21$2.00$2.00$0.504.00$48.00
$47.50$45.00Aug 21$1.90$1.90$0.603.17$45.60
$45.00$42.50Aug 21$1.42$1.42$1.081.31$43.58
$42.50$40.00Aug 21$0.63$0.63$1.870.34$41.87

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. 6 found (cheapest 8.85% of stock, avg 12.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$1.38$2.50$3.88$41.12$48.888.85%
$42.50Aug 21$2.90$1.08$3.98$38.52$46.489.07%
$40.00Aug 21$4.55$0.45$5.00$35.00$45.0011.40%
$47.50Aug 21$0.73$4.40$5.13$42.37$52.6311.70%
$50.00Aug 21$0.25$6.40$6.65$43.35$56.6515.16%
$37.50Aug 21$6.75$0.48$7.23$30.27$44.7316.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.37% of stock, avg 2.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Aug 21$0.15$0.45$0.60$39.40$55.60
$55.00$37.50Aug 21$0.15$0.48$0.63$36.87$55.63
$50.00$40.00Aug 21$0.25$0.45$0.70$39.30$50.70
$52.50$40.00Aug 21$0.25$0.45$0.70$39.30$53.20
$50.00$37.50Aug 21$0.25$0.48$0.73$36.77$50.73
$52.50$37.50Aug 21$0.25$0.48$0.73$36.77$53.23
$47.50$40.00Aug 21$0.73$0.45$1.18$38.82$48.68
$47.50$37.50Aug 21$0.73$0.48$1.21$36.29$48.71
$55.00$42.50Aug 21$0.15$1.08$1.23$41.27$56.23
$50.00$42.50Aug 21$0.25$1.08$1.33$41.17$51.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 5.25, avg credit $1.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/5052/55Aug 21$2.10$0.405.25$47.90$54.60
45/4852/55Aug 21$2.00$0.504.00$45.50$54.50
42/4548/50Aug 21$1.90$0.603.17$43.10$49.40
42/4552/55Aug 21$1.52$0.981.55$43.48$54.02
40/4245/48Aug 21$1.28$1.221.05$41.22$46.28
40/4248/50Aug 21$1.11$1.390.80$41.39$48.61
40/4252/55Aug 21$0.73$1.770.41$41.77$53.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$42.50$45.00Aug 21$0.13$2.3718.23
$45.00$47.50$50.00Aug 21$0.17$2.3313.71
$47.50$50.00$52.50Aug 21$0.48$2.024.21
$37.50$40.00$42.50Aug 21$0.55$1.953.55
$42.50$45.00$47.50Aug 21$0.87$1.631.87
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Aug 21$0.10$2.4024.00
$42.50$45.00$47.50Aug 21$0.48$2.024.21
$37.50$40.00$42.50Aug 21$0.66$1.842.79
$40.00$42.50$45.00Aug 21$0.79$1.712.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.05, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$55.001:2Aug 21-$0.05$2.45
$45.00$47.501:2Aug 21-$0.08$2.42
$50.00$52.501:2Aug 21-$0.25$2.25
$40.00$42.501:2Aug 21-$1.25$1.25
$37.50$40.001:2Aug 21-$2.35$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$37.501:2Aug 21-$0.51$1.99
$47.50$45.001:2Aug 21-$0.60$1.90
$50.00$47.501:2Aug 21-$2.40$0.10
$42.50$40.001:2Aug 21$0.18$2.32
$45.00$42.501:2Aug 21$0.34$2.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.96%, avg 2.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 21$1.300.422.6%2.96%5.56%2269
$47.50Aug 21$0.450.258.3%1.03%9.33%71.0K

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 18
Total Puts 35
Put/Call Ratio 1.94
Net Difference -17

Prior's Put/Call Breakdown

Total Calls 662
Total Puts 106
Put/Call Ratio 0.16
Net Difference 556

Prior 7-Day Put/Call Summary

Total Calls 10,087
Total Puts 1,019
Average Put/Call Ratio 1.60
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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