Tour v390
SNAP
SNAP INC Class A
$4.47 -1.97%
7/22 20:53

Option Volume

Detail
Current (07/22) 23,572
Calls: 15,905 (67%)
Puts: 7,667 (33%)
Prior (07/21) 22,466
Calls: 17,069 (76%)
Puts: 5,397 (24%)
Current vs Prior +4.92%
Calls: -6.82% (Calls)
Puts: +42.06% (Puts)
Prior 7-Day Total 296,606
Calls: 228,063 (77%)
Puts: 68,543 (23%)
Prior 7-Day Average 42,372
Calls: 32,580 (77%)
Puts: 9,791 (23%)
Current vs Prior 7-Day Avg -44.37%
Calls: -51.18%
Puts: -21.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $910.3K
Calls: $583.3K (64%)
Puts: $327.0K (36%)
Prior (07/21) $961.2K
Calls: $524.9K (55%)
Puts: $436.3K (45%)
Current vs Prior -5.30%
Calls: +11.13%
Puts: -25.06%
Prior 7-Day Total $9.86M
Calls: $6.30M (64%)
Puts: $3.56M (36%)
Prior 7-Day Average $1.41M
Calls: $899.7K (64%)
Puts: $509.0K (36%)
Current vs Prior 7-Day Avg -35.38%
Calls: -35.17%
Puts: -35.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.48
Prior (07/21) 0.32
Current vs Prior +52.46%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +67.47%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 824,709
Calls: 686,709 (83%)
Puts: 138,000 (17%)
Prior (07/21) 960,665
Calls: 765,660 (80%)
Puts: 195,005 (20%)
Current vs Prior -14.15%
Prior 7-Day Total 7,407,332
Calls: 5,850,521 (79%)
Puts: 1,556,811 (21%)
Prior 7-Day Average 1,058,190
Calls: 835,788 (79%)
Puts: 222,401 (21%)
Current vs Prior 7-Day Avg -22.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.80% | 7.16%19.69% | 24.83%
Prior 4.61% | 7.46%19.52% | 26.75%
Current vs Prior -17.42% | -3.99%+0.87% | -7.18%
Prior 7-Day Avg 5.39% | 7.80%8.93% | 23.61%
Current vs 7-Day Avg -29.50% | -8.25%+120.45% | +5.18%
Prior 7-Day Eod 4.61% | 7.46%19.52% | 26.75%
Current vs 7-Day Eod -17.42% | -3.99%+0.87% | -7.18%
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
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($583.3K). Extreme bullish P/C ratio of 0.48 - heavy call buying (15,905 calls vs 7,667 puts). P/C ratio rising 52% - increased hedging/bearish positioning. Call-heavy open interest (686,709 calls vs 138,000 puts) suggests bullish positioning.

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 9 of results (avg 7.5%, best 4.7%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Aug 210.420.44$0.434.7%600.54594
$5.00Aug 210.240.26$0.258.0%7420.379.8K
$4.50Aug 70.350.38$0.378.1%3010.531.4K
$5.00Aug 140.220.24$0.238.7%6260.363.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Aug 70.160.17$0.175.9%1.1K0.261.7K
$5.00Aug 210.740.79$0.776.5%1300.626.4K
$4.50Aug 210.430.46$0.456.7%1450.461.7K
$4.50Aug 140.410.45$0.439.3%3760.46404
$4.00Aug 210.200.22$0.219.5%370.282.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 26 found (avg $0.41, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.060.07$0.0714.3%2.5K0.443.9K
$4.50Jul 310.130.15$0.1414.3%1530.481.4K
$5.00Aug 70.180.21$0.2015.0%4240.346.4K
$5.00Aug 140.220.24$0.238.7%6260.363.3K
$5.00Aug 210.240.26$0.258.0%7420.379.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Aug 70.160.17$0.175.9%1.1K0.261.7K
$4.50Jul 310.160.19$0.1816.7%2.3K0.528.2K
$4.00Aug 140.180.21$0.2015.0%250.27273
$4.00Aug 210.200.22$0.219.5%370.282.6K
$4.00Aug 280.210.25$0.2317.4%190.2970

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 16 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 240.440.49$0.4710.6%1260.96493
$4.00Jul 310.450.57$0.5123.5%40.92335
$4.00Aug 70.620.72$0.6714.9%1070.73182
$4.00Aug 210.670.76$0.7212.5%10.724.0K
$4.00Aug 280.690.78$0.7412.2%10.718
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.500.62$0.5621.4%400.952.6K
$5.00Jul 310.510.60$0.5516.4%6330.85743
$5.00Aug 70.700.78$0.7410.8%750.66273
$5.00Aug 140.720.81$0.7711.7%3980.641.4K
$5.00Aug 210.740.79$0.776.5%1300.626.4K

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 14.5K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 240.060.07$0.0714.3%2.5K0.443.9K
$5.00Jul 310.030.04$0.0425.0%2.0K0.156.0K
$5.00Jul 240.000.01$0.01100.0%9050.0413.6K
$5.00Aug 210.240.26$0.258.0%7420.379.8K
$5.00Aug 140.220.24$0.238.7%6260.363.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 310.160.19$0.1816.7%2.3K0.528.2K
$4.00Aug 70.160.17$0.175.9%1.1K0.261.7K
$4.50Jul 240.090.11$0.1020.0%7550.563.2K
$5.00Jul 310.510.60$0.5516.4%6330.85743
$5.00Aug 140.720.81$0.7711.7%3980.641.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 8.8%, max 13.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 24Aug 2889.1%78.3%13.8%127501
$5.00Jul 24Aug 2889.5%85.8%4.3%90713.9K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 24Aug 2889.1%78.3%13.8%291.1K
$5.00Jul 24Aug 2189.5%86.8%3.2%1709.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 4.00, avg 1.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$5.00Jul 31$0.10$0.40$0.104.00$4.60
$4.50$5.00Aug 28$0.16$0.34$0.162.12$4.66
$4.50$5.00Aug 7$0.17$0.33$0.171.94$4.67
$4.50$5.00Aug 14$0.18$0.32$0.181.78$4.68
$4.50$5.00Aug 21$0.18$0.32$0.181.78$4.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Jul 31$0.16$0.34$0.162.12$4.34
$4.50$4.00Aug 7$0.22$0.28$0.221.27$4.28
$4.50$4.00Aug 14$0.23$0.27$0.231.17$4.27
$4.50$4.00Aug 21$0.24$0.26$0.241.08$4.26
$4.50$4.00Aug 28$0.26$0.24$0.260.92$4.24

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 4.00, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 24$0.40$0.40$0.104.00$4.40
$4.00$4.50Jul 31$0.37$0.37$0.132.85$4.37
$4.00$4.50Aug 7$0.30$0.30$0.201.50$4.30
$4.00$4.50Aug 21$0.29$0.29$0.211.38$4.29
$4.00$4.50Aug 28$0.29$0.29$0.211.38$4.29
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.00$4.50Jul 31$0.37$0.37$0.132.85$4.63
$5.00$4.50Aug 7$0.35$0.35$0.152.33$4.65
$5.00$4.50Aug 14$0.34$0.34$0.162.13$4.66
$5.00$4.50Aug 21$0.32$0.32$0.181.78$4.68
$4.50$4.00Aug 28$0.26$0.26$0.241.08$4.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.08, cheapest $0.07)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 24Jul 31$0.0763.0%56.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.50Jul 24Jul 31$0.0863.0%56.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 3.80% of stock, avg 16.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 24$0.07$0.10$0.17$4.33$4.673.80%
$4.50Jul 31$0.14$0.18$0.32$4.18$4.827.16%
$4.00Jul 24$0.47$0.01$0.48$3.52$4.4810.74%
$4.00Jul 31$0.51$0.02$0.53$3.47$4.5311.86%
$5.00Jul 24$0.01$0.56$0.57$4.43$5.5712.75%
$5.00Jul 31$0.04$0.55$0.59$4.41$5.5913.20%
$4.50Aug 7$0.37$0.39$0.76$3.74$5.2617.00%
$4.00Aug 7$0.67$0.17$0.84$3.16$4.8418.79%
$4.50Aug 14$0.41$0.43$0.84$3.66$5.3418.79%
$4.50Aug 21$0.43$0.45$0.88$3.62$5.3819.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 1.34% of stock, avg 10.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.00Jul 31$0.04$0.02$0.06$3.94$5.06
$4.50$4.00Jul 31$0.14$0.02$0.16$3.84$4.66
$5.00$4.00Aug 7$0.20$0.17$0.37$3.63$5.37
$5.00$4.00Aug 14$0.23$0.20$0.43$3.57$5.43
$5.00$4.00Aug 21$0.25$0.21$0.46$3.54$5.46
$5.00$4.00Aug 28$0.29$0.23$0.52$3.48$5.52
$5.00$4.50Aug 7$0.20$0.39$0.59$3.91$5.59
$5.00$4.50Aug 14$0.23$0.43$0.66$3.84$5.66
$5.00$4.50Aug 21$0.25$0.45$0.70$3.80$5.70
$5.00$4.50Aug 28$0.29$0.49$0.78$3.72$5.78

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 (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 21$0.11$0.393.55
$4.00$4.50$5.00Aug 7$0.13$0.372.85
$4.00$4.50$5.00Aug 28$0.13$0.372.85
$4.00$4.50$5.00Jul 31$0.27$0.230.85
$4.00$4.50$5.00Jul 24$0.34$0.160.47
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 21$0.08$0.425.25
$4.00$4.50$5.00Aug 14$0.11$0.393.55
$4.00$4.50$5.00Aug 7$0.13$0.372.85
$4.00$4.50$5.00Jul 31$0.21$0.291.38
$4.00$4.50$5.00Jul 24$0.37$0.130.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.05, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.50$5.001:2Aug 14-$0.05$0.45
$4.00$4.501:2Aug 7-$0.07$0.43
$4.50$5.001:2Aug 21-$0.07$0.43
$4.50$5.001:2Aug 28-$0.13$0.37
$4.00$4.501:2Aug 21-$0.14$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 14-$0.09$0.41
$5.00$4.501:2Aug 21-$0.13$0.37
$4.50$4.001:2Jul 24$0.08$0.42
$4.50$4.001:2Jul 31$0.14$0.36
$5.00$4.501:2Jul 31$0.19$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 9.40%, avg 5.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$4.50Aug 21$0.420.540.7%9.40%10.07%60594
$4.50Aug 28$0.420.540.7%9.40%10.07%11334
$4.50Aug 14$0.370.540.7%8.28%8.95%21--
$4.50Aug 7$0.350.530.7%7.83%8.50%3011.4K
$5.00Aug 21$0.240.3711.9%5.37%17.23%7429.8K
$5.00Aug 28$0.240.3911.9%5.37%17.23%2304
$5.00Aug 14$0.220.3611.9%4.92%16.78%6263.3K
$5.00Aug 7$0.180.3411.9%4.03%15.88%4246.4K
$4.50Jul 31$0.130.480.7%2.91%3.58%1531.4K
$4.50Jul 24$0.060.440.7%1.34%2.01%2.5K3.9K

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 15,905
Total Puts 7,667
Put/Call Ratio 0.48
Net Difference 8,238

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 228,063
Total Puts 68,543
Average Put/Call Ratio 0.29
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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