Tour v381
SNAP
SNAP INC Class A
$4.56 +0.00%
$4.57 (+0.22%)🌙
as of 07/21 07:04 PM
7/21 19:04

Option Volume

Detail
Current (07/21) 22,466
Calls: 17,069 (76%)
Puts: 5,397 (24%)
Prior (07/20) 58,644
Calls: 41,660 (71%)
Puts: 16,984 (29%)
Current vs Prior -61.69%
Calls: -59.03% (Calls)
Puts: -68.22% (Puts)
Prior 7-Day Total 311,300
Calls: 243,318 (78%)
Puts: 67,982 (22%)
Prior 7-Day Average 44,471
Calls: 34,759 (78%)
Puts: 9,711 (22%)
Current vs Prior 7-Day Avg -49.48%
Calls: -50.89%
Puts: -44.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $961.2K
Calls: $524.9K (55%)
Puts: $436.3K (45%)
Prior (07/20) $2.41M
Calls: $1.21M (50%)
Puts: $1.21M (50%)
Current vs Prior -60.15%
Calls: -56.50%
Puts: -63.81%
Prior 7-Day Total $10.28M
Calls: $6.96M (68%)
Puts: $3.32M (32%)
Prior 7-Day Average $1.47M
Calls: $994.1K (68%)
Puts: $473.9K (32%)
Current vs Prior 7-Day Avg -34.52%
Calls: -47.19%
Puts: -7.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.32
Prior (07/20) 0.41
Current vs Prior -22.44%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg +19.77%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 960,665
Calls: 765,660 (80%)
Puts: 195,005 (20%)
Prior (07/20) 1,024,698
Calls: 797,513 (78%)
Puts: 227,185 (22%)
Current vs Prior -6.25%
Prior 7-Day Total 7,590,181
Calls: 5,944,190 (78%)
Puts: 1,645,991 (22%)
Prior 7-Day Average 1,084,311
Calls: 849,170 (78%)
Puts: 235,141 (22%)
Current vs Prior 7-Day Avg -11.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.61% | 7.46%19.52% | 26.75%
Prior 5.48% | 8.11%20.18% | 27.19%
Current vs Prior -16.00% | -8.11%-3.26% | -1.61%
Prior 7-Day Avg 5.65% | 8.05%7.06% | 23.08%
Current vs 7-Day Avg -18.53% | -7.38%+176.55% | +15.91%
Prior 7-Day Eod 5.48% | 8.11%20.18% | 27.19%
Current vs 7-Day Eod -16.00% | -8.11%-3.26% | -1.61%
Sentiment BULLISHBULLISH

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
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🤖 AI Insights

Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 62% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (17,069 calls vs 5,397 puts). P/C ratio dropping 22% - sentiment shifting bullish.

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 6 of results (avg 6.8%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Aug 70.420.44$0.434.7%7240.571.1K
$5.00Aug 210.290.31$0.306.7%5790.419.4K
$4.50Jul 240.130.14$0.147.1%4470.623.7K
$5.00Aug 70.230.25$0.248.3%1.1K0.395.9K
$4.00Aug 280.770.85$0.819.9%20.746
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.700.73$0.724.2%440.596.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 24 found (avg $0.42, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.130.14$0.147.1%4470.623.7K
$5.00Aug 70.230.25$0.248.3%1.1K0.395.9K
$5.00Aug 140.250.29$0.2714.8%9610.403.3K
$5.00Aug 210.290.31$0.306.7%5790.419.4K
$5.00Aug 280.300.36$0.3318.2%320.42292
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.060.07$0.0714.3%6560.383.1K
$4.50Jul 310.110.13$0.1216.7%2320.408.0K
$4.00Aug 70.130.15$0.1414.3%360.231.7K
$4.00Aug 140.160.18$0.1711.8%4960.24223
$4.00Aug 210.170.20$0.1915.8%1490.252.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 16 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 240.440.63$0.5435.2%100.97486
$4.00Jul 310.540.68$0.6123.0%110.93--
$4.00Aug 70.700.78$0.7410.8%560.77179
$4.00Aug 210.750.84$0.8011.2%10.76--
$4.00Aug 280.770.85$0.819.9%20.746
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.370.48$0.4325.6%180.912.6K
$5.00Jul 310.380.70$0.5459.3%450.84--
$5.00Aug 70.640.72$0.6811.8%20.62--
$5.00Aug 140.660.76$0.7114.1%10.601.4K
$5.00Aug 210.700.73$0.724.2%440.596.4K

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 12.5K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.040.05$0.0520.0%2.5K0.204.6K
$5.00Jul 240.010.02$0.0250.0%1.6K0.1013.1K
$5.00Aug 70.230.25$0.248.3%1.1K0.395.9K
$5.00Aug 140.250.29$0.2714.8%9610.403.3K
$4.50Aug 70.420.44$0.434.7%7240.571.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 310.010.02$0.0250.0%9630.071.6K
$4.50Jul 240.060.07$0.0714.3%6560.383.1K
$4.50Aug 140.350.43$0.3920.5%6070.43278
$4.00Aug 140.160.18$0.1711.8%4960.24223
$4.50Aug 210.370.42$0.4012.5%2650.431.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 7.2%, max 7.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 24Aug 2884.2%78.5%7.2%12492
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 24Aug 2884.2%78.5%7.2%371.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 3.17, avg 1.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$5.00Jul 24$0.12$0.38$0.123.17$4.62
$4.50$5.00Jul 31$0.17$0.33$0.171.94$4.67
$4.50$5.00Aug 7$0.19$0.31$0.191.63$4.69
$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
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Aug 7$0.21$0.29$0.211.38$4.29
$4.50$4.00Aug 21$0.21$0.29$0.211.38$4.29
$4.50$4.00Aug 14$0.22$0.28$0.221.27$4.28
$4.50$4.00Aug 28$0.23$0.27$0.231.17$4.27
$5.00$4.50Aug 28$0.31$0.19$0.310.61$4.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 3.55, avg 1.29)

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 7$0.31$0.31$0.191.63$4.31
$4.00$4.50Aug 21$0.31$0.31$0.191.63$4.31
$4.00$5.00Aug 28$0.48$0.48$0.520.92$4.48
$4.50$5.00Aug 14$0.20$0.20$0.300.67$4.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.00$4.50Jul 24$0.36$0.36$0.142.57$4.64
$5.00$4.50Aug 7$0.33$0.33$0.171.94$4.67
$5.00$4.50Aug 14$0.32$0.32$0.181.78$4.68
$5.00$4.50Aug 21$0.32$0.32$0.181.78$4.68
$5.00$4.50Aug 28$0.31$0.31$0.191.63$4.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.09, cheapest $0.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.00Jul 24Jul 31$0.0784.2%59.3%
$4.50Jul 24Jul 31$0.0859.0%53.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 24Jul 31$0.1177.5%57.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 4.61% of stock, avg 16.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 24$0.14$0.07$0.21$4.29$4.714.61%
$4.50Jul 31$0.22$0.12$0.34$4.16$4.847.46%
$5.00Jul 24$0.02$0.43$0.45$4.55$5.459.87%
$4.00Jul 24$0.54$0.01$0.55$3.45$4.5512.06%
$5.00Jul 31$0.05$0.54$0.59$4.41$5.5912.94%
$4.00Jul 31$0.61$0.02$0.63$3.37$4.6313.82%
$4.50Aug 7$0.43$0.35$0.78$3.72$5.2817.11%
$4.50Aug 14$0.47$0.39$0.86$3.64$5.3618.86%
$4.00Aug 7$0.74$0.14$0.88$3.12$4.8819.30%
$4.50Aug 21$0.49$0.40$0.89$3.61$5.3919.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 1.54% of stock, avg 9.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.00Jul 31$0.05$0.02$0.07$3.93$5.07
$5.00$4.50Jul 24$0.02$0.07$0.09$4.41$5.09
$5.00$4.50Jul 31$0.05$0.12$0.17$4.33$5.17
$5.00$4.00Aug 7$0.24$0.14$0.38$3.62$5.38
$5.00$4.00Aug 14$0.27$0.17$0.44$3.56$5.44
$5.00$4.00Aug 21$0.30$0.19$0.49$3.51$5.49
$5.00$4.00Aug 28$0.33$0.21$0.54$3.46$5.54
$5.00$4.50Aug 7$0.24$0.35$0.59$3.91$5.59
$5.00$4.50Aug 14$0.27$0.39$0.66$3.84$5.66
$5.00$4.50Aug 21$0.30$0.40$0.70$3.80$5.70

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. 10 found (best R:R 5.25, cheapest $0.08)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 7$0.12$0.383.17
$4.00$4.50$5.00Aug 21$0.12$0.383.17
$4.00$4.50$5.00Jul 31$0.22$0.281.27
$4.00$4.50$5.00Jul 24$0.28$0.220.79
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 28$0.08$0.425.25
$4.00$4.50$5.00Aug 14$0.10$0.404.00
$4.00$4.50$5.00Aug 21$0.11$0.393.55
$4.00$4.50$5.00Aug 7$0.12$0.383.17
$4.00$4.50$5.00Jul 24$0.30$0.200.67

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 $-0.07, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.50$5.001:2Aug 14-$0.07$0.43
$4.50$5.001:2Aug 21-$0.11$0.39
$4.00$4.501:2Aug 7-$0.12$0.38
$4.00$4.501:2Aug 21-$0.18$0.32
$4.00$5.001:2Aug 28$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 14-$0.07$0.43
$5.00$4.501:2Aug 21-$0.08$0.42
$5.00$4.501:2Aug 28-$0.13$0.37
$4.50$4.001:2Jul 24$0.05$0.45
$4.50$4.001:2Aug 7$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 6.58%, avg 5.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 28$0.300.429.7%6.58%16.23%32292
$5.00Aug 21$0.290.419.7%6.36%16.01%5799.4K
$5.00Aug 14$0.250.409.7%5.48%15.13%9613.3K
$5.00Aug 7$0.230.399.7%5.04%14.69%1.1K5.9K

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 17,069
Total Puts 5,397
Put/Call Ratio 0.32
Net Difference 11,672

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 243,318
Total Puts 67,982
Average Put/Call Ratio 0.26
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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