Tour v536
SMH
VanEck Semiconductor ETF
$465.17 +3.90%
◀ 11/6 15:17 ▶

Option Volume

Detail
ℹ
Current (11/06) 381,336
Calls: 129,727 (34%)
Puts: 251,609 (66%)
Prior (11/05) 889,355
Calls: 221,889 (25%)
Puts: 667,466 (75%)
Current vs Prior -57.12%
Calls: -41.54% (Calls)
Puts: -62.30% (Puts)
Prior 7-Day Total 2,934,775
Calls: 896,598 (31%)
Puts: 2,038,177 (69%)
Prior 7-Day Average 419,253
Calls: 128,085 (31%)
Puts: 291,168 (69%)
Current vs Prior 7-Day Avg -9.04%
Calls: +1.28%
Puts: -13.59%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $415.21M
Calls: $102.74M (25%)
Puts: $312.47M (75%)
Prior (11/05) $2.08B
Calls: $225.43M (11%)
Puts: $1.85B (89%)
Current vs Prior -80.03%
Calls: -54.43%
Puts: -83.15%
Prior 7-Day Total $3.92B
Calls: $792.91M (20%)
Puts: $3.13B (80%)
Prior 7-Day Average $560.62M
Calls: $113.27M (20%)
Puts: $447.34M (80%)
Current vs Prior 7-Day Avg -25.94%
Calls: -9.30%
Puts: -30.15%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.94
Prior (11/05) 3.01
Current vs Prior -35.52%
Prior 7-Day Average 2.07
Current vs Prior 7-Day Avg -6.40%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 2,374,208
Calls: 947,652 (40%)
Puts: 1,426,556 (60%)
Prior (11/05) 1,759,768
Calls: 638,594 (36%)
Puts: 1,121,174 (64%)
Current vs Prior +34.92%
Prior 7-Day Total 10,406,762
Calls: 4,060,798 (39%)
Puts: 6,345,964 (61%)
Prior 7-Day Average 1,486,680
Calls: 580,114 (39%)
Puts: 906,566 (61%)
Current vs Prior 7-Day Avg +59.70%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 1.16% | 3.88%1.16% | 7.11%7.66% | 14.21%
Prior 5.07% | 6.50%5.07% | 9.00%9.39% | 15.76%
Current vs Prior -77.17% | -40.26%-77.17% | -21.02%-18.41% | -9.85%
Prior 7-Day Avg 3.59% | 4.66%3.69% | 6.55%8.14% | 12.80%
Current vs 7-Day Avg -67.75% | -16.71%-68.62% | +8.61%-5.85% | +11.00%
Prior 7-Day Eod 5.07% | 6.49%5.07% | 9.00%9.39% | 15.76%
Current vs 7-Day Eod -77.17% | -40.26%-77.17% | -21.02%-18.41% | -9.85%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.87% | 11.44%
Calls: 11.22% | 7.58%
Puts: 16.52% | 15.30%
Prior 12.66% | 30.98%
Calls: 18.18% | 30.07%
Puts: 7.14% | 31.88%
Current vs Prior +9.56% | -63.07%
Prior 7-Day Avg 32.65% | 27.09%
Calls: 35.74% | 27.93%
Puts: 29.56% | 26.26%
Current vs 7-Day Avg -57.52% | -57.77%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 75% of dollar volume in puts ($312.47M) vs calls ($102.74M). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 57% 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 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 604 of results (avg 6.0%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Nov 2019.1019.40$19.251.6%9400.49509
$460.00Dec 1835.1536.05$35.602.5%530.561.2K
$470.00Nov 1313.3513.70$13.522.6%7550.47381
$480.00Dec 1825.0525.75$25.402.8%3300.46585
$405.00Dec 1872.6574.85$73.753.0%20.79199
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Dec 1890.9092.95$91.932.2%110.861.2K
$490.00Dec 1843.2544.30$43.782.4%340.59708
$470.00Dec 1130.6031.40$31.002.6%110.4984
$450.00Dec 1824.0024.65$24.332.7%2.1K0.3921.3K
$520.00Nov 2057.0058.55$57.782.7%350.855.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.81, cheapest $0.51)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Nov 60.460.56$0.5119.6%4.6K0.18744
$512.50Nov 110.710.86$0.7819.2%130.066
$510.00Nov 110.871.04$0.9617.7%60.0742
$555.00Nov 200.720.86$0.7917.7%6640.046.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$462.50Nov 60.790.93$0.8616.3%1.4K0.28227
$427.50Nov 90.921.06$0.9914.1%330.08--
$425.00Nov 90.800.95$0.8817.0%7340.07169
$410.00Nov 90.400.49$0.4520.0%1.3K0.0329
$390.00Nov 110.770.89$0.8314.5%120.0435

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 396 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 663.6066.60$65.104.6%51.0031
$405.00Nov 658.9561.60$60.284.4%--1.0023
$410.00Nov 654.3056.55$55.434.1%--1.0026
$420.00Nov 643.9546.55$45.255.7%--1.0012
$425.00Nov 639.4041.60$40.505.4%21.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Nov 658.9561.40$60.184.1%421.00266
$530.00Nov 663.3566.30$64.834.6%101.00153
$535.00Nov 668.0071.40$69.704.9%131.00288
$537.50Nov 670.6573.80$72.224.4%51.0012
$540.00Nov 673.9576.55$75.253.5%11.0057

Most actively traded options today. High liquidity = easy entry/exit. 880 active (total vol 262.9K, top 14.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Nov 61.932.16$2.0511.2%5.3K0.522.2K
$470.00Nov 60.460.56$0.5119.6%4.6K0.18744
$460.00Nov 64.956.90$5.9332.9%4.4K0.851.5K
$500.00Nov 90.300.37$0.3420.6%4.1K0.042.7K
$467.50Nov 60.951.15$1.0519.0%3.6K0.33470
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 60.010.05$0.03133.3%14.2K0.014.0K
$410.00Nov 60.000.04$0.02200.0%8.3K0.009.4K
$395.00Nov 60.000.05$0.03166.7%7.1K0.0025.2K
$400.00Nov 204.454.80$4.637.6%6.0K0.137.0K
$460.00Nov 60.320.43$0.3828.9%5.9K0.142.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 88.0%, max 106.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$470.00Nov 6Dec 18107.2%51.9%106.5%4.7K1.0K
$465.00Nov 6Dec 1899.2%49.0%102.5%5.4K2.4K
$467.50Nov 6Nov 18102.7%58.6%75.5%3.6K470
$462.50Nov 6Nov 13100.3%61.9%62.0%698824
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$470.00Nov 6Dec 18107.4%51.9%106.7%5.0K16.6K
$465.00Nov 6Dec 1899.2%49.0%102.5%5.1K13.0K
$467.50Nov 6Nov 18102.7%58.6%75.5%773324
$462.50Nov 6Nov 18100.3%58.0%72.9%1.4K329

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 570 found (best R:R 2.50, avg 5.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$485.00$487.50Dec 11$0.68$1.82$0.6843%2.68$485.68
$447.50$450.00Nov 18$1.32$1.18$1.3266%0.89$448.82
$455.00$460.00Dec 11$2.60$2.40$2.6059%0.92$457.60
$497.50$500.00Nov 16$0.25$2.25$0.2522%9.00$497.75
$512.50$520.00Nov 18$0.72$6.78$0.7215%9.42$513.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$465.00$460.00Dec 11$1.43$3.57$1.4346%2.50$463.57
$495.00$490.00Dec 18$2.42$2.58$2.4261%1.07$492.58
$485.00$482.50Nov 11$1.23$1.27$1.2373%1.03$483.77
$485.00$480.00Dec 18$2.22$2.78$2.2256%1.25$482.78
$470.00$465.00Nov 27$1.93$3.07$1.9350%1.59$468.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 462 found (best R:R 0.84, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$557.50Nov 9$1.14$1.14$1.3694%0.84$556.14
$547.50$550.00Nov 9$0.81$0.81$1.6995%0.48$548.31
$542.50$545.00Nov 16$0.86$0.86$1.6493%0.52$543.36
$552.50$555.00Nov 11$0.74$0.74$1.7695%0.42$553.24
$487.50$490.00Dec 11$1.50$1.50$1.0058%1.50$489.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$417.50$415.00Nov 16$0.85$0.85$1.6583%0.52$416.65
$422.50$420.00Nov 16$0.77$0.77$1.7381%0.45$421.73
$385.00$380.00Dec 4$0.85$0.85$4.1587%0.20$384.15
$397.50$385.00Nov 18$1.38$1.38$11.1288%0.12$396.12
$445.00$440.00Dec 4$1.94$1.94$3.0665%0.63$443.06

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.39, cheapest $6.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$467.50Nov 6Nov 9$6.25102.7%50.1%
$465.00Nov 6Nov 9$6.5299.2%49.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$467.50Nov 6Nov 9$6.15102.7%50.1%
$465.00Nov 6Nov 9$6.6699.2%49.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 233 found (cheapest 0.83% of stock, avg 8.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$465.00Nov 6$2.05$1.79$3.84$461.16$468.840.83%
$462.50Nov 6$3.50$0.86$4.36$458.14$466.860.94%
$467.50Nov 6$1.05$3.33$4.38$463.12$471.880.94%
$470.00Nov 6$0.51$5.23$5.74$464.26$475.741.23%
$460.00Nov 6$5.93$0.38$6.31$453.69$466.311.36%
$472.50Nov 6$0.25$7.25$7.50$465.00$480.001.61%
$457.50Nov 6$7.85$0.17$8.02$449.48$465.521.72%
$475.00Nov 6$0.12$9.60$9.72$465.28$484.722.09%
$455.00Nov 6$10.25$0.08$10.33$444.67$465.332.22%
$477.50Nov 6$0.04$12.13$12.17$465.33$489.672.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 262 found (cheapest 0.09% of stock, avg 6.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$472.50$457.50Nov 6$0.25$0.17$0.42$457.08$472.92
$472.50$460.00Nov 6$0.25$0.38$0.63$459.37$473.13
$470.00$457.50Nov 6$0.51$0.17$0.68$456.82$470.68
$470.00$460.00Nov 6$0.51$0.38$0.89$459.11$470.89
$472.50$462.50Nov 6$0.25$0.86$1.11$461.39$473.61
$470.00$462.50Nov 6$0.51$0.86$1.37$461.13$471.37
$467.50$457.50Nov 6$1.05$0.17$1.22$456.28$468.72
$467.50$460.00Nov 6$1.05$0.38$1.43$458.57$468.93
$467.50$462.50Nov 6$1.05$0.86$1.91$460.59$469.41
$470.00$465.00Nov 6$0.51$1.79$2.30$462.70$472.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 418 found (best R:R 1.98, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
415/418495/498Nov 16$1.66$0.8459%1.98$415.84$496.66
415/418488/490Nov 16$1.73$0.7753%2.25$415.77$489.23
420/422495/498Nov 16$1.58$0.9257%1.72$420.92$496.58
415/418485/488Nov 16$1.67$0.8351%2.01$415.83$486.67
420/422488/490Nov 16$1.65$0.8551%1.94$420.85$489.15
420/422500/502Nov 18$1.49$1.0155%1.48$421.01$501.49
380/382500/502Nov 18$1.17$1.3367%0.88$381.33$501.17
415/418500/502Nov 18$1.40$1.1057%1.27$416.10$501.40
410/412500/502Nov 18$1.35$1.1559%1.17$411.15$501.35
420/422485/488Nov 16$1.59$0.9149%1.75$420.91$486.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 404 found (best R:R 7.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$430.00$460.00Dec 4$3.71$26.2927%7.09
$462.50$465.00$467.50Nov 6$0.45$2.0539%4.56
$485.00$490.00$495.00Nov 20$0.09$4.917%54.56
$430.00$435.00$440.00Nov 20$0.06$4.946%82.33
$510.00$515.00$520.00Nov 20$0.06$4.945%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$467.50$470.00$472.50Nov 6$0.12$2.3823%19.83
$465.00$467.50$470.00Nov 6$0.36$2.1434%5.94
$465.00$470.00$475.00Nov 20$0.12$4.888%40.67
$455.00$460.00$465.00Dec 18$0.06$4.945%82.33
$430.00$435.00$440.00Dec 11$0.05$4.955%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 286 found (best net $-7.23, 260 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$430.001:2Nov 9-$7.23$22.77
$430.00$460.001:2Dec 4-$10.96$19.04
$460.00$462.501:2Nov 6-$1.07$1.43
$462.50$465.001:2Nov 6-$0.60$1.90
$465.00$467.501:2Nov 6-$0.05$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$467.50$465.001:2Nov 6-$0.25$2.25
$470.00$467.501:2Nov 6-$1.43$1.07
$455.00$452.501:2Nov 6-$0.02$2.48
$452.50$450.001:2Nov 6-$0.01$2.49
$450.00$445.001:2Nov 6-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 245 found (best yield 6.37%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$470.00Dec 18$29.650.511.0%6.37%7.41%98257
$475.00Dec 18$27.150.492.1%5.84%7.95%195348
$480.00Dec 18$25.050.463.2%5.39%8.57%330585
$485.00Dec 18$22.750.444.3%4.89%9.15%118404
$490.00Dec 18$20.550.415.3%4.42%9.76%279219
$495.00Dec 18$18.650.396.4%4.01%10.42%290479
$470.00Dec 11$27.150.511.0%5.84%6.87%2164
$475.00Dec 11$24.750.482.1%5.32%7.43%6585
$500.00Dec 18$16.800.367.5%3.61%11.10%3.5K5.2K
$480.00Dec 11$22.400.463.2%4.82%8.00%4112

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 129,727
Total Puts 251,609
Put/Call Ratio 1.94
Net Difference -121,882

Prior's Put/Call Breakdown

Total Calls 221,889
Total Puts 667,466
Put/Call Ratio 3.01
Net Difference -445,577

Prior 7-Day Put/Call Summary

Total Calls 896,598
Total Puts 2,038,177
Average Put/Call Ratio 2.07
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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