Tour v531
SMH
VanEck Semiconductor ETF
$552.29 +1.97%
◀ 10/27 11:00 ▶

Option Volume

Detail
ℹ
Current (10/27 11:00am) 103,589
Calls: 31,882 (31%)
Puts: 71,707 (69%)
Prior (10/26) 127,270
Calls: 39,309 (31%)
Puts: 87,961 (69%)
Current vs Prior -18.61%
Calls: -18.89% (Calls)
Puts: -18.48% (Puts)
Prior 7-Day Total 2,254,898
Calls: 783,120 (35%)
Puts: 1,471,778 (65%)
Prior 7-Day Average 322,128
Calls: 111,874 (35%)
Puts: 210,254 (65%)
Current vs Prior 7-Day Avg -67.84%
Calls: -71.50%
Puts: -65.90%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 11:00am) $108.38M
Calls: $31.42M (29%)
Puts: $76.96M (71%)
Prior (10/26) $95.48M
Calls: $45.60M (48%)
Puts: $49.88M (52%)
Current vs Prior +13.51%
Calls: -31.11%
Puts: +54.30%
Prior 7-Day Total $2.06B
Calls: $519.14M (25%)
Puts: $1.54B (75%)
Prior 7-Day Average $294.61M
Calls: $74.16M (25%)
Puts: $220.45M (75%)
Current vs Prior 7-Day Avg -63.21%
Calls: -57.64%
Puts: -65.09%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27 11:00am) 2.25
Prior (10/26) 2.24
Current vs Prior +0.51%
Prior 7-Day Average 2.02
Current vs Prior 7-Day Avg +11.18%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 11:00am) 1,952,731
Calls: 790,686 (40%)
Puts: 1,162,045 (60%)
Prior (10/26) 1,877,443
Calls: 774,446 (41%)
Puts: 1,102,997 (59%)
Current vs Prior +4.01%
Prior 7-Day Total 13,142,445
Calls: 4,789,985 (36%)
Puts: 8,352,460 (64%)
Prior 7-Day Average 1,877,492
Calls: 684,283 (36%)
Puts: 1,193,208 (64%)
Current vs Prior 7-Day Avg +4.01%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/28) | Next (10/30)Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.30% | 3.51%3.51% | 5.48%8.32% | 11.88%
Prior 2.82% | 4.04%4.04% | 5.98%8.70% | 12.14%
Current vs Prior -18.38% | -13.08%-13.08% | -8.29%-4.33% | -2.20%
Prior 7-Day Avg 2.51% | 3.48%2.86% | 5.59%6.83% | 11.49%
Current vs 7-Day Avg -8.38% | +1.03%+23.07% | -1.85%+21.79% | +3.37%
Prior 7-Day Eod 2.82% | 4.04%3.99% | 6.02%8.54% | 11.92%
Current vs 7-Day Eod -18.38% | -13.08%-11.92% | -8.91%-2.55% | -0.38%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 19.12% | 3.63%
Calls: 13.64% | 3.36%
Puts: 24.59% | 3.90%
Prior 23.63% | 10.96%
Calls: 27.22% | 10.05%
Puts: 20.05% | 11.87%
Current vs Prior -19.09% | -66.88%
Prior 7-Day Avg 20.06% | 21.01%
Calls: 21.17% | 17.60%
Puts: 18.96% | 24.43%
Current vs 7-Day Avg -4.71% | -82.72%
Liquidity Acceptable
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($76.96M). Extreme bearish P/C ratio of 2.25 - 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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:00BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH

📈 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 488 of results (avg 6.2%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Nov 205.255.35$5.301.9%1430.195.7K
$600.00Nov 206.156.30$6.232.4%3.6K0.217.2K
$555.00Oct 307.707.90$7.802.6%1460.461.5K
$557.50Nov 2020.1020.70$20.402.9%730.48296
$560.00Nov 2018.9019.50$19.203.1%1130.473.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Nov 2037.1038.05$37.582.5%460.671.7K
$552.50Nov 614.1014.50$14.302.8%340.49206
$550.00Nov 2020.2020.80$20.502.9%1600.466.0K
$552.50Nov 2021.3522.00$21.683.0%410.48115
$550.00Nov 612.9513.35$13.153.0%290.46332

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 53 found (avg $0.60, cheapest $0.30)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Oct 280.280.32$0.3013.3%970.05274
$567.50Oct 280.830.97$0.9015.6%2940.13430
$597.50Oct 300.170.18$0.185.6%670.02415
$590.00Oct 300.320.39$0.3619.4%620.04985
$587.50Oct 300.450.50$0.4810.4%650.05841
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 280.530.64$0.5918.6%3100.081.2K
$532.50Oct 280.700.81$0.7614.5%1670.10136
$535.00Oct 280.911.04$0.9813.3%1470.13454
$500.00Oct 300.410.43$0.424.8%4290.033.0K
$510.00Oct 300.650.78$0.7218.1%8350.063.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 284 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 28100.50104.65$102.584.0%201.0012
$500.00Oct 2850.5554.75$52.658.0%101.0013
$510.00Oct 2840.6044.65$42.639.5%--1.0032
$475.00Nov 275.9580.15$78.055.4%141.0020
$450.00Nov 6101.40105.00$103.203.5%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Oct 3041.5044.70$43.107.4%11.00212
$597.50Oct 3044.0047.15$45.586.9%--1.00221
$600.00Oct 3046.4049.25$47.836.0%11.001.7K
$602.50Oct 3048.7052.10$50.406.7%--1.00112
$605.00Oct 3051.0054.60$52.806.8%--1.00262

Most actively traded options today. High liquidity = easy entry/exit. 629 active (total vol 55.8K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 206.156.30$6.232.4%3.6K0.217.2K
$600.00Nov 133.403.70$3.558.5%1.4K0.16666
$570.00Nov 1310.8011.30$11.054.5%1.4K0.37410
$570.00Nov 44.755.90$5.3321.6%1.4K0.281.4K
$600.00Nov 40.611.01$0.8149.4%1.4K0.061.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Nov 2011.1511.60$11.384.0%6.1K0.302.9K
$480.00Nov 203.353.65$3.508.6%5.9K0.112.3K
$510.00Oct 300.650.78$0.7218.1%8350.063.6K
$520.00Oct 280.220.32$0.2737.0%7570.04422
$540.00Nov 69.059.45$9.254.3%5130.36338

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 16.9%, max 27.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$552.50Oct 28Dec 445.7%35.7%27.9%178269
$537.50Oct 28Nov 2746.6%37.5%24.3%13187
$540.00Oct 28Dec 445.4%36.8%23.6%8289
$542.50Oct 28Dec 445.0%36.9%21.9%17718
$545.00Oct 28Dec 444.0%36.4%20.9%70307
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$537.50Oct 28Dec 446.6%37.0%26.1%47124
$552.50Oct 28Nov 2745.7%36.3%25.9%5655
$540.00Oct 28Dec 445.4%36.8%23.6%106260
$542.50Oct 28Dec 445.0%36.9%21.9%10795
$545.00Oct 28Dec 444.0%36.4%20.9%157185

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 520 found (best R:R 0.64, avg 5.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$545.00$547.50Nov 2$1.02$1.48$1.0261%1.45$546.02
$550.00$552.50Nov 2$0.90$1.60$0.9054%1.78$550.90
$552.50$560.00Dec 4$3.35$4.15$3.3552%1.24$555.85
$532.50$535.00Oct 30$1.65$0.85$1.6580%0.52$534.15
$525.00$532.50Dec 4$4.72$2.78$4.7268%0.59$529.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$572.50$552.50Nov 2$12.20$7.80$12.2078%0.64$560.30
$565.00$550.00Nov 9$7.55$7.45$7.5563%0.99$557.45
$570.00$555.00Nov 4$8.90$6.10$8.9071%0.69$561.10
$555.00$552.50Nov 13$0.87$1.63$0.8751%1.87$554.13
$575.00$570.00Dec 4$2.63$2.37$2.6361%0.90$572.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 415 found (best R:R 0.36, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$560.00$600.00Nov 11$10.51$10.51$29.4957%0.36$570.51
$650.00$660.00Nov 2$0.77$0.77$9.2396%0.08$650.77
$607.50$612.50Oct 28$0.73$0.73$4.2794%0.17$608.23
$635.00$637.50Oct 28$0.67$0.67$1.8396%0.37$635.67
$557.50$560.00Nov 4$1.43$1.43$1.0756%1.34$558.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$510.00Nov 9$2.12$2.12$7.8878%0.27$517.88
$445.00$442.50Oct 28$0.38$0.38$2.1298%0.18$444.62
$490.00$487.50Nov 4$0.37$0.37$2.1394%0.17$489.63
$542.50$540.00Dec 4$1.25$1.25$1.2558%1.00$541.25
$537.50$535.00Nov 2$0.85$0.85$1.6571%0.52$536.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $3.49, cheapest $5.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$552.50Oct 28Oct 30$3.6345.7%43.3%
$557.50Oct 28Oct 30$3.3544.4%42.9%
$555.00Oct 28Oct 30$3.5544.7%43.5%
$545.00Oct 28Oct 30$3.8244.0%44.8%
$547.50Oct 28Oct 30$3.5843.1%44.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$562.50Oct 30Nov 6$5.1042.3%39.3%
$552.50Oct 28Oct 30$2.8845.7%43.3%
$557.50Oct 28Oct 30$2.9344.4%42.9%
$555.00Oct 28Oct 30$2.8744.7%43.5%
$545.00Oct 28Oct 30$3.1444.0%44.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 222 found (cheapest 2.00% of stock, avg 7.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Oct 28$6.60$4.43$11.03$538.97$561.032.00%
$552.50Oct 28$5.50$6.10$11.60$540.90$564.102.10%
$555.00Oct 28$4.25$7.48$11.73$543.27$566.732.12%
$547.50Oct 28$8.25$3.58$11.83$535.67$559.332.14%
$557.50Oct 28$3.28$8.85$12.13$545.37$569.632.20%
$545.00Oct 28$9.73$2.81$12.54$532.46$557.542.27%
$560.00Oct 28$2.43$10.48$12.91$547.09$572.912.34%
$542.50Oct 28$11.60$2.20$13.80$528.70$556.302.50%
$565.00Oct 28$1.27$13.83$15.10$549.90$580.102.73%
$540.00Oct 28$13.52$1.65$15.17$524.83$555.172.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 255 found (cheapest 0.62% of stock, avg 4.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$562.50$540.00Oct 28$1.77$1.65$3.42$536.58$565.92
$562.50$542.50Oct 28$1.77$2.20$3.97$538.53$566.47
$600.00$470.00Nov 11$2.39$1.60$3.99$466.01$603.99
$560.00$540.00Oct 28$2.43$1.65$4.08$535.92$564.08
$560.00$542.50Oct 28$2.43$2.20$4.63$537.87$564.63
$562.50$545.00Oct 28$1.77$2.81$4.58$540.42$567.08
$560.00$545.00Oct 28$2.43$2.81$5.24$539.76$565.24
$600.00$495.00Nov 11$2.39$3.10$5.49$489.51$605.49
$557.50$540.00Oct 28$3.28$1.65$4.93$535.07$562.43
$557.50$542.50Oct 28$3.28$2.20$5.48$537.02$562.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 354 found (best R:R 0.29, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
442/445608/612Oct 28$1.11$3.8992%0.29$443.89$608.61
442/445558/560Oct 28$1.23$1.2763%0.97$443.77$558.73
488/490578/580Nov 4$0.97$1.5373%0.63$489.03$578.47
442/445570/572Oct 28$0.59$1.9188%0.31$444.41$570.59
442/445572/575Oct 28$0.52$1.9890%0.26$444.48$573.02
442/445560/562Oct 28$1.04$1.4669%0.71$443.96$561.04
442/445562/565Oct 28$0.88$1.6275%0.54$444.12$563.38
442/445565/568Oct 28$0.75$1.7580%0.43$444.25$565.75
442/445568/570Oct 28$0.63$1.8784%0.34$444.37$568.13
488/490570/572Nov 4$1.10$1.4065%0.79$488.90$571.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 319 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$542.50$545.00Oct 28$0.05$2.4511%49.00
$530.00$535.00$540.00Nov 2$0.23$4.7712%20.74
$595.00$600.00$605.00Nov 20$0.07$4.935%70.43
$555.00$557.50$560.00Oct 28$0.12$2.3813%19.83
$610.00$615.00$620.00Nov 20$0.05$4.954%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$547.50$550.00Oct 28$0.08$2.4213%30.25
$540.00$542.50$545.00Oct 28$0.06$2.4411%40.67
$552.50$555.00$557.50Oct 30$0.06$2.449%40.67
$510.00$515.00$520.00Nov 20$0.08$4.925%61.50
$510.00$515.00$520.00Dec 4$0.07$4.935%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. 379 found (best net $-2.72, 366 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$500.001:2Oct 28-$2.72$47.28
$470.00$500.001:2Oct 30-$23.36$6.64
$495.00$525.001:2Nov 27-$18.77$11.23
$560.00$575.001:2Nov 9-$1.05$13.95
$612.50$630.001:2Dec 4-$1.86$15.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$555.001:2Nov 4-$5.43$9.57
$590.00$575.001:2Nov 2-$11.40$3.60
$495.00$470.001:2Nov 11-$0.10$24.90
$565.00$550.001:2Nov 9-$7.28$7.72
$530.00$515.001:2Nov 11-$2.36$12.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 214 found (best yield 4.28%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Dec 4$23.650.481.4%4.28%5.68%--24
$570.00Dec 4$19.150.423.2%3.47%6.67%228
$572.50Dec 4$18.100.413.7%3.28%6.94%52
$552.50Dec 4$26.250.520.0%4.75%4.79%1--
$575.00Dec 4$17.150.394.1%3.11%7.22%--20
$577.50Dec 4$16.200.384.6%2.93%7.50%917
$580.00Dec 4$15.250.365.0%2.76%7.78%29129
$582.50Dec 4$14.400.355.5%2.61%8.08%--16
$585.00Dec 4$13.600.345.9%2.46%8.39%520
$552.50Nov 27$24.400.520.0%4.42%4.46%218

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 31,882
Total Puts 71,707
Put/Call Ratio 2.25
Net Difference -39,825

Prior's Put/Call Breakdown

Total Calls 39,309
Total Puts 87,961
Put/Call Ratio 2.24
Net Difference -48,652

Prior 7-Day Put/Call Summary

Total Calls 783,120
Total Puts 1,471,778
Average Put/Call Ratio 2.02
Ratio Trend Rising

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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