Tour v533
SMH
VanEck Semiconductor ETF
$511.45 -2.11%
◀ 11/2 15:12 ▶

Option Volume

Detail
ℹ
Current (11/02) 275,334
Calls: 77,628 (28%)
Puts: 197,706 (72%)
Prior (10/30) 674,308
Calls: 187,777 (28%)
Puts: 486,531 (72%)
Current vs Prior -59.17%
Calls: -58.66% (Calls)
Puts: -59.36% (Puts)
Prior 7-Day Total 1,981,081
Calls: 638,191 (32%)
Puts: 1,342,890 (68%)
Prior 7-Day Average 330,180
Calls: 91,170 (32%)
Puts: 191,841 (68%)
Current vs Prior 7-Day Avg -16.61%
Calls: -14.85%
Puts: +3.06%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $275.71M
Calls: $62.23M (23%)
Puts: $213.48M (77%)
Prior (10/30) $534.44M
Calls: $149.52M (28%)
Puts: $384.91M (72%)
Current vs Prior -48.41%
Calls: -58.38%
Puts: -44.54%
Prior 7-Day Total $1.48B
Calls: $521.30M (35%)
Puts: $961.76M (65%)
Prior 7-Day Average $247.18M
Calls: $74.47M (35%)
Puts: $137.39M (65%)
Current vs Prior 7-Day Avg +11.54%
Calls: -16.44%
Puts: +55.37%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 2.55
Prior (10/30) 2.59
Current vs Prior -1.70%
Prior 7-Day Average 2.01
Current vs Prior 7-Day Avg +26.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 1,934,242
Calls: 798,850 (41%)
Puts: 1,135,392 (59%)
Prior (10/30) 1,608,197
Calls: 633,351 (39%)
Puts: 974,846 (61%)
Current vs Prior +20.27%
Prior 7-Day Total 8,461,436
Calls: 3,337,163 (39%)
Puts: 5,124,273 (61%)
Prior 7-Day Average 1,410,239
Calls: 556,193 (39%)
Puts: 854,045 (61%)
Current vs Prior 7-Day Avg +37.16%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/02) | Next (11/04)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 1.05% | 4.13%5.37% | 7.44%8.00% | 12.99%
Prior 2.82% | 4.57%0.73% | 5.54%9.23% | 12.61%
Current vs Prior -62.95% | -9.65%+632.47% | +34.36%-13.30% | +3.01%
Prior 7-Day Avg 2.72% | 3.83%2.52% | 5.45%8.55% | 12.03%
Current vs 7-Day Avg -61.53% | +7.81%+113.11% | +36.50%-6.41% | +7.99%
Prior 7-Day Eod 2.82% | 4.57%0.73% | 5.54%9.23% | 12.61%
Current vs 7-Day Eod -62.95% | -9.65%+632.47% | +34.36%-13.30% | +3.01%
Sentiment BULLISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 19.23% | 8.19%
Calls: 23.71% | 10.44%
Puts: 14.75% | 5.94%
Prior 27.71% | 15.05%
Calls: 22.35% | 17.07%
Puts: 33.07% | 13.03%
Current vs Prior -30.60% | -45.58%
Prior 7-Day Avg 34.73% | 22.18%
Calls: 32.81% | 20.43%
Puts: 36.65% | 23.93%
Current vs 7-Day Avg -44.62% | -63.07%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($213.48M) vs calls ($62.23M). Below-average activity with volume down 59% vs prior. Extreme bearish P/C ratio of 2.55 - heavy put buying. Rising open interest (up 20%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 526 of results (avg 6.1%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2046.9548.25$47.602.7%10.75180
$525.00Dec 421.1021.70$21.402.8%3630.4536
$485.00Nov 2039.6040.75$40.172.9%20.7045
$532.50Nov 2715.3015.75$15.532.9%1870.3944
$520.00Dec 423.4024.10$23.752.9%210.4821
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Dec 427.6028.15$27.882.0%580.4938
$507.50Nov 1316.0516.40$16.232.2%1430.4434
$495.00Nov 2717.1017.50$17.302.3%440.37148
$500.00Nov 2718.9519.40$19.172.3%690.40321
$495.00Dec 419.3019.80$19.552.6%160.3879

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.71, cheapest $0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$542.50Nov 40.740.85$0.8013.7%840.08217
$562.50Nov 60.450.52$0.4914.3%6770.04230
$582.50Nov 130.790.93$0.8616.3%80.0564
$580.00Nov 130.881.02$0.9514.7%1410.061.2K
$610.00Nov 200.750.91$0.8319.3%1990.045.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$462.50Nov 40.520.61$0.5616.1%10.0462
$460.00Nov 40.450.54$0.5018.0%1990.0482
$465.00Nov 40.610.73$0.6717.9%330.0544
$467.50Nov 40.740.82$0.7810.3%100.068
$445.00Nov 40.230.28$0.2619.2%160.02138

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 329 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 260.0563.85$61.956.1%171.0017
$460.00Nov 250.5053.35$51.935.5%21.00--
$462.50Nov 248.0050.95$49.486.0%21.00--
$475.00Nov 236.0538.45$37.256.4%--1.0010
$480.00Nov 231.1533.30$32.226.7%91.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$567.50Nov 653.8057.85$55.837.3%--1.00145
$570.00Nov 656.2560.40$58.337.1%51.00192
$572.50Nov 658.7062.85$60.786.8%41.0064
$575.00Nov 661.6064.85$63.225.1%151.00320
$577.50Nov 663.6567.80$65.726.3%--1.00143

Most actively traded options today. High liquidity = easy entry/exit. 825 active (total vol 201.3K, top 12.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Nov 20.070.12$0.1050.0%3.1K0.05454
$517.50Nov 20.150.28$0.2259.1%2.2K0.1179
$550.00Nov 61.201.34$1.2711.0%2.0K0.103.1K
$530.00Nov 20.010.02$0.0250.0%1.9K0.011.0K
$540.00Nov 20.000.01$0.01100.0%1.8K0.001.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Nov 62.222.34$2.285.3%12.6K0.123.2K
$530.00Nov 2030.6031.90$31.254.2%10.8K0.6110.1K
$465.00Nov 61.611.88$1.7515.4%10.0K0.09750
$480.00Nov 137.407.85$7.635.9%8.9K0.24236
$500.00Nov 67.908.55$8.237.9%8.0K0.3541.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 71.2%, max 107.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Nov 2Dec 1186.3%45.3%90.5%1.4K32
$507.50Nov 2Nov 1394.4%51.9%82.0%523
$512.50Nov 2Nov 1388.0%50.6%73.8%56312
$485.00Nov 6Nov 2066.2%52.9%25.3%445
$495.00Nov 20Dec 1151.4%44.5%15.6%413162
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Nov 2Dec 1188.3%42.6%107.4%3.1K1.6K
$515.00Nov 2Dec 1186.3%45.3%90.5%3.4K500
$507.50Nov 2Nov 1394.4%51.9%82.0%709126
$512.50Nov 2Nov 1388.0%50.6%73.8%2.1K284

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 560 found (best R:R 2.23, avg 5.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$505.00Dec 4$2.18$2.82$2.1860%1.29$502.18
$565.00$575.00Nov 16$0.41$9.59$0.4112%23.39$565.41
$480.00$485.00Nov 20$3.23$1.77$3.2373%0.55$483.23
$500.00$502.50Nov 4$1.34$1.16$1.3469%0.87$501.34
$540.00$542.50Nov 9$0.23$2.27$0.2321%9.87$540.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$515.00Nov 27$1.55$3.45$1.5553%2.23$518.45
$480.00$475.00Dec 11$0.70$4.30$0.7030%6.14$479.30
$522.50$520.00Nov 4$0.95$1.55$0.9567%1.63$521.55
$520.00$515.00Dec 4$1.97$3.03$1.9752%1.54$518.03
$517.50$515.00Nov 2$1.57$0.93$1.5789%0.59$515.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 449 found (best R:R 0.92, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$567.50$570.00Nov 2$1.20$1.20$1.3092%0.92$568.70
$582.50$585.00Nov 2$1.01$1.01$1.4994%0.68$583.51
$605.00$607.50Nov 4$0.81$0.81$1.6994%0.48$605.81
$517.50$522.50Nov 11$2.93$2.93$2.0753%1.42$520.43
$515.00$520.00Dec 4$3.15$3.15$1.8549%1.70$518.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$460.00$425.00Nov 9$1.68$1.68$33.3290%0.05$458.32
$500.00$497.50Nov 13$1.43$1.43$1.0762%1.34$498.57
$507.50$505.00Nov 11$1.50$1.50$1.0056%1.50$506.00
$485.00$480.00Dec 11$1.97$1.97$3.0367%0.65$483.03
$470.00$465.00Dec 11$1.65$1.65$3.3573%0.49$468.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $7.85, cheapest $7.68)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Nov 2Nov 4$8.1188.3%64.0%
$512.50Nov 2Nov 4$7.8088.0%64.1%
$495.00Nov 20Dec 11$8.0251.4%44.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Nov 2Nov 4$7.6888.3%64.0%
$512.50Nov 2Nov 4$7.6688.0%64.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 219 found (cheapest 0.76% of stock, avg 7.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$512.50Nov 2$1.45$2.44$3.89$508.61$516.390.76%
$510.00Nov 2$2.91$1.32$4.23$505.77$514.230.83%
$515.00Nov 2$0.62$4.03$4.65$510.35$519.650.91%
$517.50Nov 2$0.22$5.60$5.82$511.68$523.321.14%
$507.50Nov 2$5.33$0.68$6.01$501.49$513.511.18%
$505.00Nov 2$7.32$0.33$7.65$497.35$512.651.50%
$520.00Nov 2$0.10$7.73$7.83$512.17$527.831.53%
$522.50Nov 2$0.06$10.60$10.66$511.84$533.162.08%
$500.00Nov 2$12.18$0.05$12.23$487.77$512.232.39%
$525.00Nov 2$0.02$12.78$12.80$512.20$537.802.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 265 found (cheapest 0.11% of stock, avg 5.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$517.50$505.00Nov 2$0.22$0.33$0.55$504.45$518.05
$517.50$507.50Nov 2$0.22$0.68$0.90$506.60$518.40
$515.00$505.00Nov 2$0.62$0.33$0.95$504.05$515.95
$515.00$507.50Nov 2$0.62$0.68$1.30$506.20$516.30
$582.50$505.00Nov 2$1.02$0.33$1.35$503.65$583.85
$567.50$505.00Nov 2$1.25$0.33$1.58$503.42$569.08
$582.50$507.50Nov 2$1.02$0.68$1.70$505.80$584.20
$517.50$510.00Nov 2$0.22$1.32$1.54$508.46$519.04
$515.00$510.00Nov 2$0.62$1.32$1.94$508.06$516.94
$567.50$507.50Nov 2$1.25$0.68$1.93$505.57$569.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 332 found (best R:R 0.43, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440568/570Nov 2$1.51$3.4990%0.43$438.49$569.01
502/505568/570Nov 2$1.42$1.0881%1.31$503.58$568.92
435/440582/585Nov 2$1.32$3.6892%0.36$438.68$583.82
505/508568/570Nov 2$1.55$0.9571%1.63$505.95$569.05
502/505582/585Nov 2$1.23$1.2783%0.97$503.77$583.73
505/508582/585Nov 2$1.36$1.1473%1.19$506.14$583.86
480/482538/540Nov 9$1.58$0.9255%1.72$480.92$539.08
435/440575/578Nov 2$0.56$4.4495%0.13$439.44$575.56
435/440572/575Nov 2$0.67$4.3393%0.15$439.33$573.17
435/440595/598Nov 2$0.54$4.4696%0.12$439.46$595.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 347 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$555.00$565.00Nov 16$0.28$9.7213%34.71
$500.00$505.00$510.00Nov 6$0.06$4.9411%82.33
$480.00$490.00$500.00Nov 4$0.87$9.1319%10.49
$505.00$510.00$515.00Nov 20$0.11$4.897%44.45
$512.50$515.00$517.50Nov 2$0.43$2.0732%4.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$495.00$500.00$505.00Nov 11$0.08$4.928%61.50
$510.00$515.00$520.00Nov 16$0.09$4.918%54.56
$510.00$512.50$515.00Nov 2$0.47$2.0339%4.32
$502.50$505.00$507.50Nov 2$0.13$2.3717%18.23
$520.00$525.00$530.00Dec 11$0.07$4.936%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 321 found (best net $-7.90, 285 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$450.001:2Nov 6-$24.07$15.93
$490.00$500.001:2Nov 2-$2.36$7.64
$465.00$485.001:2Nov 6-$13.85$6.15
$500.00$505.001:2Nov 2-$2.46$2.54
$507.50$510.001:2Nov 2-$0.49$2.01
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$605.00$562.501:2Nov 2-$7.90$34.60
$580.00$535.001:2Dec 11-$7.12$37.88
$490.00$470.001:2Nov 16-$1.47$18.53
$512.50$510.001:2Nov 2-$0.20$2.30
$515.00$512.501:2Nov 2-$0.85$1.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 250 found (best yield 5.07%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Dec 11$25.950.491.7%5.07%6.75%495
$515.00Dec 11$27.900.520.7%5.46%6.15%112
$525.00Dec 11$23.500.462.6%4.59%7.24%157--
$530.00Dec 11$21.250.443.6%4.15%7.78%191
$532.50Dec 11$20.200.424.1%3.95%8.07%4--
$535.00Dec 11$19.350.414.6%3.78%8.39%91
$537.50Dec 11$18.350.405.1%3.59%8.68%6--
$542.50Dec 11$16.450.376.1%3.22%9.29%28--
$515.00Dec 4$26.000.510.7%5.08%5.78%61
$540.00Dec 11$16.950.385.6%3.31%8.90%61--

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 77,628
Total Puts 197,706
Put/Call Ratio 2.55
Net Difference -120,078

Prior's Put/Call Breakdown

Total Calls 187,777
Total Puts 486,531
Put/Call Ratio 2.59
Net Difference -298,754

Prior 7-Day Put/Call Summary

Total Calls 638,191
Total Puts 1,342,890
Average Put/Call Ratio 2.01
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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