Tour v528
SCHW
CHARLES market data CORP
$106.88 +1.55%
$106.50 (-0.36%)🌙
as of 09/21 06:04 PM
9/21 18:04

Option Volume

Detail
Current (09/21) 14,200
Calls: 5,244 (37%)
Puts: 8,956 (63%)
Prior (09/18) 30,494
Calls: 11,120 (36%)
Puts: 19,374 (64%)
Current vs Prior -53.43%
Calls: -52.84% (Calls)
Puts: -53.77% (Puts)
Prior 7-Day Total 154,448
Calls: 82,643 (54%)
Puts: 71,805 (46%)
Prior 7-Day Average 25,741
Calls: 11,806 (54%)
Puts: 10,257 (46%)
Current vs Prior 7-Day Avg -44.84%
Calls: -55.58%
Puts: -12.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $5.13M
Calls: $3.11M (61%)
Puts: $2.01M (39%)
Prior (09/18) $6.94M
Calls: $2.44M (35%)
Puts: $4.49M (65%)
Current vs Prior -26.07%
Calls: +27.63%
Puts: -55.24%
Prior 7-Day Total $44.71M
Calls: $29.93M (67%)
Puts: $14.78M (33%)
Prior 7-Day Average $7.45M
Calls: $4.28M (67%)
Puts: $2.11M (33%)
Current vs Prior 7-Day Avg -31.20%
Calls: -27.16%
Puts: -4.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 1.71
Prior (09/18) 1.74
Current vs Prior -1.97%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg +68.71%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 416,460
Calls: 221,475 (53%)
Puts: 194,985 (47%)
Prior (09/18) 517,241
Calls: 279,105 (54%)
Puts: 238,136 (46%)
Current vs Prior -19.48%
Prior 7-Day Total 3,027,896
Calls: 1,632,582 (54%)
Puts: 1,395,314 (46%)
Prior 7-Day Average 504,649
Calls: 272,097 (54%)
Puts: 232,552 (46%)
Current vs Prior 7-Day Avg -17.48%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.65% | 3.77%6.48% | 11.13%
Prior 2.94% | 4.13%0.88% | 8.86%
Current vs Prior -9.81% | -8.77%+633.80% | +25.60%
Prior 7-Day Avg 2.73% | 3.88%2.39% | 9.13%
Current vs 7-Day Avg -2.98% | -2.84%+171.63% | +21.95%
Prior 7-Day Eod 2.94% | 4.13%0.88% | 8.86%
Current vs 7-Day Eod -9.81% | -8.77%+633.80% | +25.60%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 41.76% | 5.77%
Calls: 52.63% | 7.79%
Puts: 30.88% | 3.75%
Prior 41.76% | 5.77%
Calls: 52.63% | 7.79%
Puts: 30.88% | 3.75%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 28.36% | 9.92%
Calls: 29.22% | 9.15%
Puts: 27.49% | 10.69%
Current vs 7-Day Avg +47.27% | -41.84%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($3.11M). Below-average activity with volume down 53% vs prior. Extreme bearish P/C ratio of 1.71 - heavy put buying. Declining open interest (down 19%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 7 of results (avg 7.0%, best 5.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Oct 1614.6515.45$15.055.3%--0.931.4K
$97.50Oct 1610.0510.60$10.335.3%--0.88318
$95.00Oct 1612.2513.10$12.686.7%10.92447
$100.00Oct 167.658.20$7.936.9%50.811.9K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 1612.6013.45$13.026.5%--0.9339
$115.00Oct 168.208.95$8.578.8%--0.83454
$107.00Oct 303.553.90$3.729.4%100.49--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.82, cheapest $0.96)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 160.630.75$0.6917.4%2680.1711.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 20.871.05$0.9618.8%350.33151

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.76, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Sep 257.459.10$8.2819.9%160.9633
$101.00Sep 254.657.20$5.9343.0%10.951
$96.00Sep 2510.1512.10$11.1317.5%20.95--
$97.00Sep 259.0011.10$10.0520.9%20.95--
$99.00Oct 27.658.65$8.1512.3%160.948
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 254.805.65$5.2316.3%50.953
$114.00Sep 255.958.50$7.2335.3%40.95--
$114.00Oct 26.607.75$7.1816.0%--0.9391
$120.00Oct 1612.6013.45$13.026.5%--0.9339
$115.00Sep 257.509.00$8.2518.2%40.93--

Most actively traded options today. High liquidity = easy entry/exit. 177 active (total vol 7.7K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 164.154.60$4.3810.3%1.5K0.614.0K
$110.00Oct 161.852.16$2.0115.4%3410.379.8K
$107.00Sep 250.991.18$1.0917.4%3370.4957
$115.00Oct 160.630.75$0.6917.4%2680.1711.7K
$108.00Sep 250.610.75$0.6820.6%1580.36502
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 162.082.61$2.3422.6%1.5K0.394.7K
$104.00Oct 161.562.07$1.8228.0%5080.34--
$87.50Oct 160.030.31$0.17164.7%3510.032.8K
$107.00Sep 251.071.21$1.1412.3%2520.51325
$96.00Sep 250.010.33$0.17188.2%1390.0587

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 43.9%, max 236.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$118.00Sep 25Oct 2396.1%28.5%236.6%435
$104.00Sep 25Oct 927.6%23.6%17.0%2100
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Sep 25Oct 3027.1%25.4%6.4%138653
$104.00Sep 25Oct 3027.6%27.0%2.1%59658
$106.00Sep 25Oct 3026.8%26.6%0.8%132622
$109.00Sep 25Oct 924.2%24.2%0.2%30240

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 3.00, avg 4.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Oct 30$6.04$3.96$6.0478%0.66$106.04
$120.00$125.00Oct 23$0.11$4.89$0.119%44.45$120.11
$116.00$120.00Oct 30$0.31$3.69$0.3118%11.90$116.31
$112.00$113.00Oct 30$0.11$0.89$0.1131%8.09$112.11
$110.00$111.00Oct 23$0.23$0.77$0.2337%3.35$110.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$108.00$107.00Oct 23$0.25$0.75$0.2554%3.00$107.75
$111.00$110.00Oct 16$0.47$0.53$0.4768%1.13$110.53
$105.00$104.00Oct 30$0.20$0.80$0.2040%4.00$104.80
$105.00$104.00Oct 9$0.17$0.83$0.1736%4.88$104.83
$106.00$105.00Oct 16$0.27$0.73$0.2744%2.70$105.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 0.18, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$125.00Sep 25$0.77$0.77$4.2385%0.18$120.77
$119.00$120.00Oct 2$0.39$0.39$0.6186%0.64$119.39
$111.00$112.00Oct 30$0.53$0.53$0.4764%1.13$111.53
$118.00$119.00Sep 25$0.29$0.29$0.7183%0.41$118.29
$107.00$109.00Oct 23$1.05$1.05$0.9550%1.11$108.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$92.00Sep 25$0.25$0.25$0.7594%0.33$92.75
$106.00$105.00Oct 30$0.62$0.62$0.3855%1.63$105.38
$98.00$97.00Oct 30$0.31$0.31$0.6983%0.45$97.69
$105.00$104.00Oct 16$0.52$0.52$0.4861%1.08$104.48
$100.00$97.50Oct 16$0.45$0.45$2.0581%0.22$99.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.58, cheapest $0.50)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 25Oct 2$0.5326.8%22.6%
$108.00Sep 25Oct 2$0.5325.8%23.5%
$107.00Sep 25Oct 2$0.6525.7%24.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Sep 25Oct 2$0.5026.8%22.6%
$108.00Sep 25Oct 2$0.5825.8%23.5%
$107.00Sep 25Oct 2$0.6725.7%24.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 2.09% of stock, avg 5.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$107.00Sep 25$1.09$1.14$2.23$104.77$109.232.09%
$108.00Sep 25$0.68$1.76$2.44$105.56$110.442.28%
$106.00Sep 25$1.69$0.79$2.48$103.52$108.482.32%
$109.00Sep 25$0.34$2.44$2.78$106.22$111.782.60%
$105.00Sep 25$2.33$0.47$2.80$102.20$107.802.62%
$104.00Sep 25$3.09$0.27$3.36$100.64$107.363.14%
$106.00Oct 2$2.22$1.29$3.51$102.49$109.513.28%
$107.00Oct 2$1.74$1.81$3.55$103.45$110.553.32%
$108.00Oct 2$1.21$2.34$3.55$104.45$111.553.32%
$110.00Sep 25$0.20$3.40$3.60$106.40$113.603.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.47% of stock, avg 2.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$103.00Sep 25$0.34$0.16$0.50$102.50$109.50
$109.00$104.00Sep 25$0.34$0.27$0.61$103.39$109.61
$109.00$98.00Sep 25$0.34$0.30$0.64$97.36$109.64
$109.00$105.00Sep 25$0.34$0.47$0.81$104.19$109.81
$111.00$102.00Oct 2$0.42$0.40$0.82$101.18$111.82
$111.00$103.00Oct 2$0.42$0.46$0.88$102.12$111.88
$110.00$102.00Oct 2$0.55$0.40$0.95$101.05$110.95
$120.00$103.00Sep 25$0.83$0.16$0.99$102.01$120.99
$110.00$103.00Oct 2$0.55$0.46$1.01$101.99$111.01
$111.00$104.00Oct 2$0.42$0.60$1.02$102.98$112.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 170 found (best R:R 1.04, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/93119/120Oct 2$0.51$0.4981%1.04$92.49$119.51
92/93118/119Sep 25$0.54$0.4677%1.17$92.46$118.54
104/105119/120Oct 2$0.75$0.2553%3.00$104.25$119.75
101/102119/120Oct 2$0.56$0.4471%1.27$101.44$119.56
92/93115/116Sep 25$0.38$0.6287%0.61$92.62$115.38
97/98115/116Oct 30$0.62$0.3860%1.63$97.38$115.62
97/98118/119Sep 25$0.43$0.5774%0.75$97.57$118.43
103/104119/120Oct 2$0.53$0.4762%1.13$103.47$119.53
92/93110/111Sep 25$0.35$0.6580%0.54$92.65$110.35
101/102115/116Oct 30$0.65$0.3549%1.86$101.35$115.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$107.00$108.00$109.00Sep 25$0.07$0.9327%13.29
$107.00$108.00$109.00Oct 9$0.06$0.9414%15.67
$108.00$109.00$110.00Oct 2$0.08$0.9217%11.50
$104.00$105.00$106.00Sep 25$0.12$0.8821%7.33
$104.00$105.00$106.00Oct 9$0.08$0.9214%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$107.00$108.00$109.00Sep 25$0.06$0.9427%15.67
$105.00$106.00$107.00Oct 9$0.06$0.9415%15.67
$104.00$105.00$106.00Sep 25$0.12$0.8821%7.33
$103.00$104.00$105.00Sep 25$0.09$0.9116%10.11
$102.00$103.00$104.00Oct 2$0.08$0.929%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 126 found (best net $-1.68, 118 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Oct 30-$0.02$4.98
$116.00$120.001:2Oct 30-$0.25$3.75
$108.00$109.001:2Sep 25$0.00$1.00
$120.00$125.001:2Oct 16-$0.02$4.98
$120.00$125.001:2Oct 23-$0.14$4.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$111.001:2Oct 2-$1.68$1.32
$115.00$111.001:2Oct 16-$2.23$1.77
$112.00$108.001:2Oct 30-$1.75$2.25
$120.00$115.001:2Oct 16-$4.12$0.88
$100.00$97.501:2Oct 16-$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 1.94%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 30$2.070.392.9%1.94%4.86%37
$113.00Oct 30$1.500.295.7%1.40%7.13%911
$109.00Oct 23$2.260.422.0%2.11%4.10%22
$111.00Oct 23$1.750.343.9%1.64%5.49%41
$111.00Oct 30$1.670.363.9%1.56%5.42%2--
$107.00Oct 23$3.050.500.1%2.85%2.97%23
$107.00Oct 16$3.000.510.1%2.81%2.92%31--
$108.00Oct 16$2.520.461.1%2.36%3.41%4--
$110.00Oct 23$1.870.372.9%1.75%4.67%2821
$112.00Oct 23$1.470.304.8%1.38%6.17%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 5,244
Total Puts 8,956
Put/Call Ratio 1.71
Net Difference -3,712

Prior's Put/Call Breakdown

Total Calls 11,120
Total Puts 19,374
Put/Call Ratio 1.74
Net Difference -8,254

Prior 7-Day Put/Call Summary

Total Calls 82,643
Total Puts 71,805
Average Put/Call Ratio 1.01
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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