Tour v528
SMH
VanEck Semiconductor ETF
$596.03 +4.02%
$597.50 (+0.25%)🌙
as of 09/21 07:02 PM
9/21 19:02

Option Volume

Detail
Current (09/21) 399,736
Calls: 185,711 (46%)
Puts: 214,025 (54%)
Prior (09/18) 259,265
Calls: 78,611 (30%)
Puts: 180,654 (70%)
Current vs Prior +54.18%
Calls: +136.24% (Calls)
Puts: +18.47% (Puts)
Prior 7-Day Total 1,714,123
Calls: 646,671 (38%)
Puts: 1,067,452 (62%)
Prior 7-Day Average 244,874
Calls: 92,381 (38%)
Puts: 152,493 (62%)
Current vs Prior 7-Day Avg +63.24%
Calls: +101.03%
Puts: +40.35%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $373.47M
Calls: $255.87M (69%)
Puts: $117.60M (31%)
Prior (09/18) $140.86M
Calls: $89.72M (64%)
Puts: $51.14M (36%)
Current vs Prior +165.13%
Calls: +185.17%
Puts: +129.97%
Prior 7-Day Total $1.39B
Calls: $668.00M (48%)
Puts: $721.52M (52%)
Prior 7-Day Average $198.50M
Calls: $95.43M (48%)
Puts: $103.07M (52%)
Current vs Prior 7-Day Avg +88.14%
Calls: +168.12%
Puts: +14.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 1.15
Prior (09/18) 2.30
Current vs Prior -49.85%
Prior 7-Day Average 1.79
Current vs Prior 7-Day Avg -35.69%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 1,030,682
Calls: 399,503 (39%)
Puts: 631,179 (61%)
Prior (09/18) 1,240,650
Calls: 526,757 (42%)
Puts: 713,893 (58%)
Current vs Prior -16.92%
Prior 7-Day Total 11,368,850
Calls: 4,398,075 (39%)
Puts: 6,970,775 (61%)
Prior 7-Day Average 1,624,121
Calls: 628,296 (39%)
Puts: 995,825 (61%)
Current vs Prior 7-Day Avg -36.54%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/21) | Next (09/22)Expiry (09/21) | Next (09/23)Expiry (09/25) | Next (10/02)Expiry (09/21) | Next (10/16)
Current 0.46% | 1.46%0.46% | 1.93%2.87% | 4.88%0.46% | 7.55%
Prior 1.57% | 2.02%0.64% | 1.57%0.64% | 2.99%0.64% | 7.39%
Current vs Prior -7.08% | -4.36%-27.45% | +23.22%+348.71% | +63.51%-27.45% | +2.27%
Prior 7-Day Avg 1.16% | 1.94%0.98% | 2.20%1.89% | 3.93%1.03% | 7.94%
Current vs 7-Day Avg +25.86% | -0.65%-52.74% | -12.20%+51.84% | +24.13%-54.67% | -4.90%
Prior 7-Day Eod 0.55% | 1.50%0.64% | 1.57%0.64% | 2.99%0.64% | 7.39%
Current vs 7-Day Eod +162.68% | +29.11%-27.45% | +23.22%+348.71% | +63.51%-27.45% | +2.27%
Sentiment BULLISHBULLISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.53% | 19.54%
Calls: 26.97% | 20.90%
Puts: 26.09% | 18.18%
Prior 69.44% | 90.66%
Calls: 96.88% | 159.73%
Puts: 41.99% | 21.60%
Current vs Prior -61.79% | -78.45%
Prior 7-Day Avg 45.86% | 30.78%
Calls: 48.34% | 43.62%
Puts: 47.07% | 22.40%
Current vs 7-Day Avg -42.16% | -36.51%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($255.87M). Massive premium surge with dollar volume up 165% vs prior. Dollar volume significantly above 7-day average (88% higher). Above-average activity with volume up 54% vs prior.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 247 of results (avg 6.7%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Sep 21104.55107.00$105.782.3%521.0010
$492.50Sep 21102.05104.50$103.282.4%671.00--
$495.00Sep 2199.55102.00$100.782.4%1940.93--
$502.50Sep 2192.2094.50$93.352.5%1330.948
$497.50Sep 2197.0599.50$98.282.5%1691.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Sep 21112.20115.60$113.903.0%200.94--
$715.00Sep 21117.20120.85$119.033.1%100.92--
$705.00Sep 21107.20110.60$108.903.1%200.92--
$705.00Sep 22107.20110.75$108.983.3%20.92--
$710.00Sep 22112.20116.00$114.103.3%20.92--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.76, cheapest $0.78)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 90.720.84$0.7815.4%870.03476
$490.00Oct 90.550.66$0.6118.0%270.0385
$480.00Oct 160.830.96$0.9014.4%1580.034.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 371 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Sep 21114.10117.80$115.953.2%221.00--
$485.00Sep 21109.25112.80$111.033.2%351.00--
$490.00Sep 21104.55107.00$105.782.3%521.0010
$492.50Sep 21102.05104.50$103.282.4%671.00--
$497.50Sep 2197.0599.50$98.282.5%1691.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 2112.2015.30$13.7522.5%21.00--
$655.00Sep 2257.2060.85$59.036.2%40.99--
$650.00Sep 2252.2055.95$54.086.9%40.99--
$645.00Sep 2247.2050.75$48.987.2%20.99--
$642.50Sep 2244.7048.20$46.457.5%20.99--

Most actively traded options today. High liquidity = easy entry/exit. 1,166 active (total vol 266.5K, top 14.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$597.50Sep 210.000.29$0.14207.1%7.7K0.158
$610.00Sep 241.352.86$2.1171.6%7.2K0.223
$625.00Oct 169.0010.95$9.9819.5%6.8K0.3110.1K
$600.00Oct 1619.1020.40$19.756.6%6.2K0.4912.0K
$600.00Sep 255.806.90$6.3517.3%6.0K0.431.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Oct 24.205.05$4.6318.4%14.8K0.22116
$485.00Sep 250.010.06$0.03166.7%11.1K0.00284
$500.00Oct 161.411.58$1.5011.3%4.2K0.0512.7K
$570.00Sep 251.211.55$1.3824.6%3.0K0.12440
$570.00Sep 220.120.35$0.2495.8%2.9K0.0416

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 1630.7%, max 1860.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Sep 21Oct 30549.3%36.6%1400.8%14573
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$625.00Sep 21Oct 2643.2%32.8%1860.6%1818

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 614 found (best R:R 5.67, avg 8.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$630.00$635.00Oct 30$0.75$4.25$0.7534%5.67$630.75
$605.00$607.50Oct 2$0.30$2.20$0.3040%7.33$605.30
$565.00$567.50Oct 9$1.25$1.25$1.2577%1.00$566.25
$602.50$605.00Sep 29$0.30$2.20$0.3041%7.33$602.80
$585.00$587.50Sep 23$1.32$1.18$1.3278%0.89$586.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$600.00$597.50Oct 9$0.52$1.98$0.5252%3.81$599.48
$575.00$572.50Oct 30$0.17$2.33$0.1735%13.71$574.83
$590.00$587.50Oct 23$0.43$2.07$0.4344%4.81$589.57
$582.50$580.00Oct 23$0.31$2.19$0.3139%7.06$582.19
$595.00$592.50Sep 25$0.47$2.03$0.4747%4.32$594.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 513 found (best R:R 3.55, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$685.00$690.00Oct 2$1.93$1.93$3.0791%0.63$686.93
$602.50$605.00Oct 2$2.06$2.06$0.4456%4.68$604.56
$597.50$600.00Oct 30$2.23$2.23$0.2749%8.26$599.73
$675.00$680.00Oct 2$1.05$1.05$3.9592%0.27$676.05
$597.50$600.00Oct 23$2.00$2.00$0.5049%4.00$599.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$492.50Sep 22$1.95$1.95$0.5593%3.55$493.05
$505.00$495.00Oct 5$1.42$1.42$8.5894%0.17$503.58
$542.50$540.00Sep 21$1.25$1.25$1.2593%1.00$541.25
$517.50$515.00Sep 22$1.17$1.17$1.3394%0.88$516.33
$510.00$507.50Sep 21$1.06$1.06$1.4494%0.74$508.94

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.62, cheapest $1.90)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$607.50Sep 30Oct 2$1.9032.1%34.0%
$595.00Sep 21Sep 22$3.3329.6%32.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 278 found (cheapest 0.19% of stock, avg 5.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$595.00Sep 21$0.86$0.30$1.16$593.84$596.160.19%
$597.50Sep 21$0.14$1.91$2.05$595.45$599.550.34%
$592.50Sep 21$3.26$0.03$3.29$589.21$595.790.55%
$600.00Sep 21$0.02$4.17$4.19$595.81$604.190.70%
$590.00Sep 21$5.80$0.02$5.82$584.18$595.820.98%
$597.50Sep 22$2.88$4.60$7.48$590.02$604.981.25%
$592.50Sep 22$5.20$2.36$7.56$584.94$600.061.27%
$587.50Sep 21$7.68$0.01$7.69$579.81$595.191.29%
$595.00Sep 22$4.08$3.63$7.71$587.29$602.711.29%
$600.00Sep 22$1.88$6.10$7.98$592.02$607.981.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 362 found (cheapest 0.07% of stock, avg 3.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$597.50$595.00Sep 21$0.14$0.30$0.44$594.56$597.94
$612.50$595.00Sep 21$0.39$0.30$0.69$594.31$613.19
$607.50$585.00Sep 22$0.54$0.75$1.29$583.71$608.79
$597.50$542.50Sep 21$0.14$1.26$1.40$541.10$598.90
$605.00$585.00Sep 22$0.76$0.75$1.51$583.49$606.51
$612.50$542.50Sep 21$0.39$1.26$1.65$540.85$614.15
$597.50$510.00Sep 21$0.14$1.46$1.60$508.40$599.10
$607.50$587.50Sep 22$0.54$1.10$1.64$585.86$609.14
$612.50$510.00Sep 21$0.39$1.46$1.85$508.15$614.35
$597.50$495.00Sep 21$0.14$1.58$1.72$493.28$599.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 773 found (best R:R 4.56, avg credit $1.12)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
492/495622/625Sep 22$2.05$0.4590%4.56$492.95$624.55
492/495610/612Sep 22$2.09$0.4185%5.10$492.91$612.09
492/495608/610Sep 22$2.10$0.4082%5.25$492.90$609.60
492/495605/608Sep 22$2.17$0.3378%6.58$492.83$607.17
530/532612/615Oct 2$2.27$0.2358%9.87$530.23$614.77
492/495612/615Oct 2$2.16$0.3462%6.35$492.84$614.66
515/518622/625Sep 22$1.27$1.2392%1.03$516.23$623.77
540/542612/615Sep 21$1.42$1.0885%1.31$541.08$613.92
530/532620/622Oct 2$1.91$0.5966%3.24$530.59$621.91
492/495620/622Oct 2$1.80$0.7069%2.57$493.20$621.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 428 found (best R:R 3.17, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$595.00$597.50$600.00Sep 21$0.60$1.9089%3.17
$587.50$590.00$592.50Sep 22$0.10$2.4018%24.00
$595.00$597.50$600.00Sep 23$0.07$2.4315%34.71
$630.00$635.00$640.00Oct 2$0.06$4.947%82.33
$600.00$602.50$605.00Sep 22$0.10$2.4016%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$595.00$597.50$600.00Sep 21$0.65$1.8564%2.85
$592.50$595.00$597.50Sep 21$1.34$1.1681%0.87
$600.00$610.00$620.00Sep 21$0.62$9.3815%15.13
$597.50$600.00$602.50Sep 22$0.05$2.4518%49.00
$590.00$592.50$595.00Sep 21$0.26$2.2432%8.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 533 found (best net $-6.92, 478 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$525.00$557.501:2Sep 24-$6.92$25.58
$545.00$570.001:2Oct 5-$11.18$13.82
$590.00$592.501:2Sep 21-$0.72$1.78
$577.50$590.001:2Oct 1-$7.56$4.94
$615.00$625.001:2Sep 24-$0.11$9.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$640.001:2Oct 16-$17.22$17.78
$642.50$625.001:2Sep 22-$11.39$6.11
$620.00$610.001:2Sep 21-$3.55$6.45
$610.00$602.501:2Sep 22-$1.30$6.20
$615.00$600.001:2Oct 1-$4.12$10.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 206 found (best yield 4.60%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$597.50Oct 30$27.400.510.2%4.60%4.84%281
$605.00Oct 30$23.300.471.5%3.91%5.41%8828
$610.00Oct 30$21.250.452.3%3.57%5.91%8833
$615.00Oct 30$19.550.423.2%3.28%6.46%11230
$600.00Oct 30$25.450.500.7%4.27%4.94%228161
$620.00Oct 30$16.850.394.0%2.83%6.85%14373
$625.00Oct 30$15.450.364.9%2.59%7.45%12936
$635.00Oct 30$12.600.326.5%2.11%8.65%6010
$630.00Oct 30$13.250.345.7%2.22%7.92%3571
$597.50Oct 23$23.100.510.2%3.88%4.12%3718

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 185,711
Total Puts 214,025
Put/Call Ratio 1.15
Net Difference -28,314

Prior's Put/Call Breakdown

Total Calls 78,611
Total Puts 180,654
Put/Call Ratio 2.30
Net Difference -102,043

Prior 7-Day Put/Call Summary

Total Calls 646,671
Total Puts 1,067,452
Average Put/Call Ratio 1.79
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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