Tour v366
SNAP
SNAP INC Class A
$4.56 +0.66%
$4.57 (+0.11%)🌙
as of 07/20 07:05 PM
7/20 19:05

Option Volume

Detail
Current (07/20) 58,644
Calls: 41,660 (71%)
Puts: 16,984 (29%)
Prior (07/17) 75,386
Calls: 57,105 (76%)
Puts: 18,281 (24%)
Current vs Prior -22.21%
Calls: -27.05% (Calls)
Puts: -7.09% (Puts)
Prior 7-Day Total 285,993
Calls: 228,225 (80%)
Puts: 57,768 (20%)
Prior 7-Day Average 40,856
Calls: 32,603 (80%)
Puts: 8,252 (20%)
Current vs Prior 7-Day Avg +43.54%
Calls: +27.78%
Puts: +105.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $2.41M
Calls: $1.21M (50%)
Puts: $1.21M (50%)
Prior (07/17) $1.83M
Calls: $1.16M (63%)
Puts: $669.1K (37%)
Current vs Prior +31.98%
Calls: +4.15%
Puts: +80.18%
Prior 7-Day Total $9.14M
Calls: $6.54M (72%)
Puts: $2.61M (28%)
Prior 7-Day Average $1.31M
Calls: $933.9K (72%)
Puts: $372.2K (28%)
Current vs Prior 7-Day Avg +84.68%
Calls: +29.19%
Puts: +223.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.41
Prior (07/17) 0.32
Current vs Prior +27.35%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg +68.35%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 1,024,698
Calls: 797,513 (78%)
Puts: 227,185 (22%)
Prior (07/17) 1,207,795
Calls: 930,246 (77%)
Puts: 277,549 (23%)
Current vs Prior -15.16%
Prior 7-Day Total 7,644,116
Calls: 6,021,862 (79%)
Puts: 1,622,254 (21%)
Prior 7-Day Average 1,092,016
Calls: 860,266 (79%)
Puts: 231,750 (21%)
Current vs Prior 7-Day Avg -6.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.48% | 8.11%20.18% | 27.19%
Prior 6.18% | 8.61%1.32% | 22.74%
Current vs Prior -11.30% | -5.75%+1423.25% | +19.60%
Prior 7-Day Avg 5.54% | 7.92%5.21% | 22.60%
Current vs 7-Day Avg -1.00% | +2.40%+287.33% | +20.31%
Prior 7-Day Eod 6.18% | 8.61%1.32% | 22.74%
Current vs 7-Day Eod -11.30% | -5.75%+1423.25% | +19.60%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 3.45% | 2.12%
Calls: 3.77% | 1.67%
Puts: 3.13% | 2.56%
Prior 3.45% | 2.12%
Calls: 3.77% | 1.67%
Puts: 3.13% | 2.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 3.45% | 2.12%
Calls: 3.77% | 1.67%
Puts: 3.13% | 2.56%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Good
+
Add Card

🤖 AI Insights

Dollar volume significantly above 7-day average (85% higher). Extreme bullish P/C ratio of 0.41 - heavy call buying (41,660 calls vs 16,984 puts). Call-heavy open interest (797,513 calls vs 227,185 puts) suggests bullish positioning. Declining open interest (down 15%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 2 of results (avg 5.6%, best 5.0%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Aug 210.190.20$0.205.0%3880.252.2K
$4.00Aug 70.150.16$0.166.3%1590.231.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 21 found (avg $0.46, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.050.06$0.0616.7%3.6K0.222.3K
$5.00Aug 70.230.26$0.2512.0%8300.395.6K
$5.00Aug 140.260.31$0.2917.2%9990.412.9K
$5.00Aug 210.290.33$0.3112.9%1.8K0.428.6K
$5.00Aug 280.310.36$0.3414.7%180.43285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.070.08$0.0812.5%4.0K0.372.6K
$4.00Aug 70.150.16$0.166.3%1590.231.7K
$4.00Aug 210.190.20$0.205.0%3880.252.2K
$4.50Aug 70.330.38$0.3613.9%1250.42995
$4.50Aug 280.400.49$0.4520.0%1820.4298

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 17 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 240.510.79$0.6543.1%1610.97444
$4.00Jul 310.380.85$0.6275.8%1710.89189
$4.00Aug 70.710.82$0.7614.5%2120.78121
$4.00Aug 140.740.82$0.7810.3%110.763
$4.00Aug 210.760.89$0.8315.7%610.754.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.360.49$0.4330.2%1.6K0.971.8K
$5.00Jul 310.400.51$0.4623.9%1110.81603
$5.00Aug 70.630.70$0.6710.4%250.62269
$5.00Aug 140.660.74$0.7011.4%130.60--
$5.00Aug 210.680.76$0.7211.1%1420.596.4K

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 29.8K, top 8.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.010.02$0.0250.0%8.7K0.1110.4K
$5.00Jul 310.050.06$0.0616.7%3.6K0.222.3K
$4.50Jul 240.140.19$0.1729.4%1.9K0.643.4K
$5.00Aug 210.290.33$0.3112.9%1.8K0.428.6K
$5.00Aug 140.260.31$0.2917.2%9990.412.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.070.08$0.0812.5%4.0K0.372.6K
$4.50Aug 210.370.46$0.4221.4%1.8K0.43--
$5.00Jul 240.360.49$0.4330.2%1.6K0.971.8K
$4.00Jul 310.020.04$0.0366.7%5600.111.1K
$4.00Aug 210.190.20$0.205.0%3880.252.2K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 3.55, avg 1.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$5.00Jul 24$0.15$0.35$0.152.33$4.65
$4.50$5.00Jul 31$0.17$0.33$0.171.94$4.67
$4.50$5.00Aug 21$0.19$0.31$0.191.63$4.69
$4.50$5.00Aug 14$0.20$0.30$0.201.50$4.70
$4.50$5.00Aug 28$0.20$0.30$0.201.50$4.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Jul 31$0.11$0.39$0.113.55$4.39
$4.50$4.00Aug 7$0.20$0.30$0.201.50$4.30
$4.50$4.00Aug 14$0.20$0.30$0.201.50$4.30
$4.50$4.00Aug 21$0.22$0.28$0.221.27$4.28
$4.50$4.00Aug 28$0.23$0.27$0.231.17$4.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 3.55, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 31$0.39$0.39$0.113.55$4.39
$4.00$4.50Aug 21$0.33$0.33$0.171.94$4.33
$4.00$4.50Aug 7$0.30$0.30$0.201.50$4.30
$4.00$4.50Aug 14$0.29$0.29$0.211.38$4.29
$4.50$5.00Aug 7$0.21$0.21$0.290.72$4.71
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.00$4.50Jul 24$0.35$0.35$0.152.33$4.65
$5.00$4.50Jul 31$0.32$0.32$0.181.78$4.68
$5.00$4.50Aug 7$0.31$0.31$0.191.63$4.69
$5.00$4.50Aug 14$0.31$0.31$0.191.63$4.69
$5.00$4.50Aug 21$0.30$0.30$0.201.50$4.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.06, cheapest $0.06)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 24Jul 31$0.0660.3%55.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 24Jul 31$0.0660.3%55.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 5.48% of stock, avg 17.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 24$0.17$0.08$0.25$4.25$4.755.48%
$4.50Jul 31$0.23$0.14$0.37$4.13$4.878.11%
$5.00Jul 24$0.02$0.43$0.45$4.55$5.459.87%
$5.00Jul 31$0.06$0.46$0.52$4.48$5.5211.40%
$4.00Jul 31$0.62$0.03$0.65$3.35$4.6514.25%
$4.00Jul 24$0.65$0.01$0.66$3.34$4.6614.47%
$4.50Aug 7$0.46$0.36$0.82$3.68$5.3217.98%
$4.50Aug 14$0.49$0.39$0.88$3.62$5.3819.30%
$4.00Aug 7$0.76$0.16$0.92$3.08$4.9220.18%
$5.00Aug 7$0.25$0.67$0.92$4.08$5.9220.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 1.97% of stock, avg 10.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.00Jul 31$0.06$0.03$0.09$3.91$5.09
$5.00$4.50Jul 24$0.02$0.08$0.10$4.40$5.10
$5.00$4.50Jul 31$0.06$0.14$0.20$4.30$5.20
$5.00$4.00Aug 7$0.25$0.16$0.41$3.59$5.41
$5.00$4.00Aug 14$0.29$0.19$0.48$3.52$5.48
$5.00$4.00Aug 21$0.31$0.20$0.51$3.49$5.51
$5.00$4.00Aug 28$0.34$0.22$0.56$3.44$5.56
$5.00$4.50Aug 7$0.25$0.36$0.61$3.89$5.61
$5.00$4.50Aug 14$0.29$0.39$0.68$3.82$5.68
$5.00$4.50Aug 21$0.31$0.42$0.73$3.77$5.73

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 7$0.09$0.414.56
$4.00$4.50$5.00Aug 14$0.09$0.414.56
$4.00$4.50$5.00Aug 21$0.14$0.362.57
$4.00$4.50$5.00Jul 31$0.22$0.281.27
$4.00$4.50$5.00Jul 24$0.33$0.170.52
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 28$0.06$0.447.33
$4.00$4.50$5.00Aug 21$0.08$0.425.25
$4.00$4.50$5.00Aug 7$0.11$0.393.55
$4.00$4.50$5.00Aug 14$0.11$0.393.55
$4.00$4.50$5.00Jul 31$0.21$0.291.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.08, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.50$5.001:2Aug 14-$0.09$0.41
$4.50$5.001:2Aug 21-$0.12$0.38
$4.50$5.001:2Aug 28-$0.14$0.36
$4.00$4.501:2Aug 7-$0.16$0.34
$4.00$4.501:2Aug 21-$0.17$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 14-$0.08$0.42
$5.00$4.501:2Aug 21-$0.12$0.38
$5.00$4.501:2Aug 28-$0.16$0.34
$4.50$4.001:2Jul 24$0.06$0.44
$4.50$4.001:2Jul 31$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 6.80%, avg 5.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 28$0.310.439.7%6.80%16.45%18285
$5.00Aug 21$0.290.429.7%6.36%16.01%1.8K8.6K
$5.00Aug 14$0.260.419.7%5.70%15.35%9992.9K
$5.00Aug 7$0.230.399.7%5.04%14.69%8305.6K

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 41,660
Total Puts 16,984
Put/Call Ratio 0.41
Net Difference 24,676

Prior's Put/Call Breakdown

Total Calls 57,105
Total Puts 18,281
Put/Call Ratio 0.32
Net Difference 38,824

Prior 7-Day Put/Call Summary

Total Calls 228,225
Total Puts 57,768
Average Put/Call Ratio 0.24
Ratio Trend Rising

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