Tour v536
SMH
VanEck Semiconductor ETF
$463.96 +3.62%
$464.92 (+0.21%)🌙
as of 11/06 06:51 PM
◀ 11/6 18:51

Option Volume

Detail
ℹ
Current (11/06) 463,822
Calls: 147,541 (32%)
Puts: 316,281 (68%)
Prior (11/05) 889,355
Calls: 221,889 (25%)
Puts: 667,466 (75%)
Current vs Prior -47.85%
Calls: -33.51% (Calls)
Puts: -52.61% (Puts)
Prior 7-Day Total 3,095,418
Calls: 925,822 (30%)
Puts: 2,169,596 (70%)
Prior 7-Day Average 442,202
Calls: 132,260 (30%)
Puts: 309,942 (70%)
Current vs Prior 7-Day Avg +4.89%
Calls: +11.55%
Puts: +2.05%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $505.38M
Calls: $113.06M (22%)
Puts: $392.33M (78%)
Prior (11/05) $2.08B
Calls: $225.43M (11%)
Puts: $1.85B (89%)
Current vs Prior -75.70%
Calls: -49.85%
Puts: -78.84%
Prior 7-Day Total $4.18B
Calls: $793.15M (19%)
Puts: $3.39B (81%)
Prior 7-Day Average $597.80M
Calls: $113.31M (19%)
Puts: $484.50M (81%)
Current vs Prior 7-Day Avg -15.46%
Calls: -0.22%
Puts: -19.02%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 2.14
Prior (11/05) 3.01
Current vs Prior -28.74%
Prior 7-Day Average 2.18
Current vs Prior 7-Day Avg -1.59%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 1,806,938
Calls: 653,954 (36%)
Puts: 1,152,984 (64%)
Prior (11/05) 1,759,768
Calls: 638,594 (36%)
Puts: 1,121,174 (64%)
Current vs Prior +2.68%
Prior 7-Day Total 11,361,074
Calls: 4,463,676 (39%)
Puts: 6,897,398 (61%)
Prior 7-Day Average 1,623,010
Calls: 637,668 (39%)
Puts: 985,342 (61%)
Current vs Prior 7-Day Avg +11.33%
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 0.78% | 4.03%0.78% | 7.31%7.97% | 14.38%
Prior 5.07% | 6.50%5.07% | 9.00%9.39% | 15.76%
Current vs Prior -20.52% | -7.21%-84.68% | -18.82%-15.05% | -8.80%
Prior 7-Day Avg 3.69% | 4.87%3.80% | 6.78%8.19% | 13.02%
Current vs 7-Day Avg +9.23% | +23.65%-79.59% | +7.79%-2.57% | +10.41%
Prior 7-Day Eod 1.16% | 3.88%5.07% | 9.00%9.39% | 15.76%
Current vs 7-Day Eod +248.12% | +55.31%-84.68% | -18.82%-15.05% | -8.80%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 38.67% | 23.95%
Calls: 38.88% | 23.41%
Puts: 38.46% | 24.50%
Prior 12.66% | 30.98%
Calls: 18.18% | 30.07%
Puts: 7.14% | 31.88%
Current vs Prior +205.45% | -22.69%
Prior 7-Day Avg 29.02% | 23.25%
Calls: 35.27% | 26.17%
Puts: 27.82% | 24.26%
Current vs 7-Day Avg +33.25% | +3.02%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($392.33M) vs calls ($113.06M). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 48% vs prior. Extreme bearish P/C ratio of 2.14 - 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 177 of results (avg 7.1%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Dec 1817.1017.70$17.403.4%3.8K0.365.2K
$380.00Dec 1892.0096.50$94.254.8%10.85--
$400.00Dec 472.0075.75$73.885.1%50.82--
$405.00Dec 1871.5075.30$73.405.2%20.79199
$415.00Dec 1864.0067.55$65.785.4%60.7558
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Dec 1886.9590.50$88.734.0%2010.855.9K
$555.00Nov 2789.0093.00$91.004.4%120.93--
$552.50Dec 1188.0092.10$90.054.6%40.88--
$555.00Dec 1891.1595.50$93.334.7%150.861.2K
$555.00Nov 688.0092.35$90.184.8%3521.00351

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. 321 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 662.5067.00$64.756.9%51.0031
$425.00Nov 637.5042.00$39.7511.3%21.008
$430.00Nov 632.7537.00$34.8812.2%161.0027
$435.00Nov 627.6532.00$29.8314.6%21.004
$440.00Nov 622.7027.00$24.8517.3%181.001.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Nov 658.0062.40$60.207.3%441.00266
$530.00Nov 663.0067.35$65.186.7%111.00153
$535.00Nov 668.0072.35$70.186.2%131.00288
$540.00Nov 673.0077.10$75.055.5%11.0057
$545.00Nov 678.0082.35$80.185.4%201.00--

Most actively traded options today. High liquidity = easy entry/exit. 904 active (total vol 298.0K, top 14.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Nov 60.251.66$0.96146.9%6.8K0.482.2K
$470.00Nov 60.010.03$0.02100.0%5.7K0.02744
$460.00Nov 63.007.00$5.0080.0%4.4K0.941.5K
$500.00Nov 90.200.37$0.2958.6%4.1K0.042.7K
$500.00Dec 1817.1017.70$17.403.4%3.8K0.365.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 60.000.01$0.01100.0%14.3K0.004.0K
$410.00Nov 60.000.21$0.11190.9%8.3K0.019.4K
$395.00Nov 60.000.82$0.41200.0%7.1K0.0325.2K
$465.00Nov 60.092.04$1.07182.2%7.0K0.5212.6K
$460.00Nov 60.010.15$0.08175.0%6.2K0.062.2K

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 31.8%, max 45.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$465.00Nov 6Dec 1872.0%49.6%45.1%7.0K2.4K
$420.00Nov 13Dec 1876.6%56.0%36.7%12343
$410.00Nov 20Dec 1871.6%57.1%25.5%6398
$467.50Nov 6Nov 1871.5%59.9%19.3%3.6K470
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$465.00Nov 6Dec 1872.0%49.6%45.1%7.2K13.0K
$467.50Nov 6Nov 1871.5%59.9%19.3%792322

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 540 found (best R:R 6.58, avg 5.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$472.50$475.00Nov 9$0.17$2.33$0.1734%13.71$472.67
$505.00$510.00Nov 20$0.48$4.52$0.4822%9.42$505.48
$510.00$512.50Dec 11$0.15$2.35$0.1528%15.67$510.15
$495.00$500.00Dec 18$1.35$3.65$1.3538%2.70$496.35
$505.00$510.00Dec 18$1.15$3.85$1.1533%3.35$506.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$467.50$465.00Nov 16$0.33$2.17$0.3352%6.58$467.17
$475.00$472.50Nov 9$0.87$1.63$0.8768%1.87$474.13
$470.00$465.00Nov 20$1.72$3.28$1.7252%1.91$468.28
$465.00$462.50Nov 9$0.57$1.93$0.5750%3.39$464.43
$450.00$445.00Nov 18$1.14$3.86$1.1437%3.39$448.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 433 found (best R:R 0.95, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$542.50$545.00Nov 6$2.14$2.14$0.3691%5.94$544.64
$532.50$535.00Nov 6$2.14$2.14$0.3690%5.94$534.64
$517.50$520.00Nov 6$2.14$2.14$0.3689%5.94$519.64
$547.50$550.00Nov 6$2.08$2.08$0.4291%4.95$549.58
$522.50$525.00Nov 6$1.74$1.74$0.7690%2.29$524.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$385.00Nov 6$2.43$2.43$2.5792%0.95$387.57
$405.00$402.50Nov 18$0.88$0.88$1.6285%0.54$404.12
$455.00$450.00Dec 18$2.47$2.47$2.5358%0.98$452.53
$455.00$452.50Nov 9$1.20$1.20$1.3067%0.92$453.80
$420.00$410.00Dec 4$2.52$2.52$7.4876%0.34$417.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $7.12, cheapest $6.97)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Nov 6Nov 9$6.9772.0%49.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Nov 6Nov 9$7.2872.0%49.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 209 found (cheapest 0.44% of stock, avg 8.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$465.00Nov 6$0.96$1.07$2.03$462.97$467.030.44%
$462.50Nov 6$2.53$0.10$2.63$459.87$465.130.57%
$467.50Nov 6$0.20$3.16$3.36$464.14$470.860.72%
$460.00Nov 6$5.00$0.08$5.08$454.92$465.081.09%
$470.00Nov 6$0.02$5.48$5.50$464.50$475.501.19%
$457.50Nov 6$7.50$0.04$7.54$449.96$465.041.63%
$472.50Nov 6$0.03$7.75$7.78$464.72$480.281.68%
$455.00Nov 6$9.78$0.03$9.81$445.19$464.812.11%
$475.00Nov 6$0.01$10.75$10.76$464.24$485.762.32%
$452.50Nov 6$12.33$0.02$12.35$440.15$464.852.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 270 found (cheapest 0.06% of stock, avg 6.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$467.50$462.50Nov 6$0.20$0.10$0.30$462.20$467.80
$467.50$460.00Nov 6$0.20$0.08$0.28$459.72$467.78
$487.50$462.50Nov 6$1.50$0.10$1.60$460.90$489.10
$465.00$462.50Nov 6$0.96$0.10$1.06$461.44$466.06
$487.50$460.00Nov 6$1.50$0.08$1.58$458.42$489.08
$465.00$460.00Nov 6$0.96$0.08$1.04$458.96$466.04
$517.50$462.50Nov 6$2.15$0.10$2.25$460.25$519.75
$532.50$462.50Nov 6$2.15$0.10$2.25$460.25$534.75
$532.50$460.00Nov 6$2.15$0.08$2.23$457.77$534.73
$517.50$460.00Nov 6$2.15$0.08$2.23$457.77$519.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 368 found (best R:R 10.63, avg credit $1.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
385/390542/545Nov 6$4.57$0.4382%10.63$385.43$547.07
385/390532/535Nov 6$4.57$0.4382%10.63$385.43$537.07
385/390548/550Nov 6$4.51$0.4983%9.20$385.49$552.01
385/390518/520Nov 6$4.57$0.4380%10.63$385.43$522.07
385/390522/525Nov 6$4.17$0.8382%5.02$385.83$526.67
385/390488/490Nov 6$3.91$1.0977%3.59$386.09$491.41
385/390495/498Nov 6$2.59$2.4189%1.07$387.41$497.59
385/390468/470Nov 6$2.61$2.3977%1.09$387.39$470.11
402/405500/502Nov 18$1.58$0.9262%1.72$403.42$501.58
402/405502/505Nov 18$1.43$1.0764%1.34$403.57$503.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 359 found (best R:R 2.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$462.50$465.00$467.50Nov 6$0.81$1.6975%2.09
$465.00$467.50$470.00Nov 6$0.58$1.9246%3.31
$460.00$465.00$470.00Nov 27$0.08$4.926%61.50
$470.00$475.00$480.00Nov 27$0.09$4.917%54.56
$465.00$470.00$475.00Nov 20$0.12$4.887%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$465.00$467.50$470.00Nov 6$0.23$2.2746%9.87
$462.50$465.00$467.50Nov 6$1.12$1.3874%1.23
$480.00$485.00$490.00Nov 20$0.08$4.928%61.50
$455.00$460.00$465.00Nov 20$0.08$4.927%61.50
$420.00$425.00$430.00Nov 27$0.06$4.945%82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 259 found (best net $-6.85, 232 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$430.001:2Nov 9-$6.85$23.15
$415.00$450.001:2Nov 27-$7.36$27.64
$400.00$425.001:2Nov 6-$14.75$10.25
$395.00$425.001:2Nov 18-$21.71$8.29
$460.00$462.501:2Nov 6-$0.06$2.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$527.50$500.001:2Nov 16-$15.31$12.19
$470.00$467.501:2Nov 6-$0.84$1.66
$462.50$460.001:2Nov 6-$0.06$2.44
$460.00$457.501:2Nov 6$0.00$2.50
$457.50$455.001:2Nov 6-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 237 found (best yield 6.81%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$465.00Dec 18$31.600.530.2%6.81%7.04%159217
$470.00Dec 18$28.100.511.3%6.06%7.36%1.0K257
$475.00Dec 18$25.550.482.4%5.51%7.89%246348
$480.00Dec 18$23.450.463.5%5.05%8.51%336585
$485.00Dec 18$21.000.434.5%4.53%9.06%130404
$500.00Dec 18$17.100.367.8%3.69%11.45%3.8K5.2K
$490.00Dec 18$19.000.415.6%4.10%9.71%288219
$495.00Dec 18$17.600.386.7%3.79%10.48%534479
$465.00Dec 11$28.500.530.2%6.14%6.37%9--
$470.00Dec 11$25.900.501.3%5.58%6.88%2164

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 147,541
Total Puts 316,281
Put/Call Ratio 2.14
Net Difference -168,740

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 925,822
Total Puts 2,169,596
Average Put/Call Ratio 2.18
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All