Tour v423
SNAP
SNAP INC Class A
$4.52 +3.91%
7/27 19:06

Option Volume

Detail
Current (07/27) 61,558
Calls: 44,014 (72%)
Puts: 17,544 (28%)
Prior (07/24) 39,097
Calls: 30,564 (78%)
Puts: 8,533 (22%)
Current vs Prior +57.45%
Calls: +44.01% (Calls)
Puts: +105.60% (Puts)
Prior 7-Day Total 302,508
Calls: 224,948 (74%)
Puts: 77,560 (26%)
Prior 7-Day Average 43,215
Calls: 32,135 (74%)
Puts: 11,080 (26%)
Current vs Prior 7-Day Avg +42.44%
Calls: +36.96%
Puts: +58.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $2.23M
Calls: $1.33M (60%)
Puts: $903.8K (40%)
Prior (07/24) $1.26M
Calls: $853.3K (68%)
Puts: $408.5K (32%)
Current vs Prior +76.99%
Calls: +55.80%
Puts: +121.26%
Prior 7-Day Total $11.00M
Calls: $6.78M (62%)
Puts: $4.21M (38%)
Prior 7-Day Average $1.57M
Calls: $969.2K (62%)
Puts: $601.8K (38%)
Current vs Prior 7-Day Avg +42.15%
Calls: +37.17%
Puts: +50.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.40
Prior (07/24) 0.28
Current vs Prior +42.77%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg +13.11%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 1,140,109
Calls: 887,091 (78%)
Puts: 253,018 (22%)
Prior (07/24) 1,076,217
Calls: 866,925 (81%)
Puts: 209,292 (19%)
Current vs Prior +5.94%
Prior 7-Day Total 7,212,308
Calls: 5,738,055 (80%)
Puts: 1,474,253 (20%)
Prior 7-Day Average 1,030,329
Calls: 819,722 (80%)
Puts: 210,607 (20%)
Current vs Prior 7-Day Avg +10.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.75% | 15.71%19.03% | 26.55%
Prior 6.90% | 17.93%19.77% | 23.45%
Current vs Prior -16.59% | -12.40%-3.76% | +13.22%
Prior 7-Day Avg 5.01% | 8.98%15.02% | 24.39%
Current vs 7-Day Avg +14.89% | +74.86%+26.71% | +8.83%
Prior 7-Day Eod 6.90% | 17.93%19.77% | 23.45%
Current vs 7-Day Eod -16.59% | -12.40%-3.76% | +13.22%
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
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 77% vs prior. Above-average activity with volume up 57% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (44,014 calls vs 17,544 puts). P/C ratio rising 43% - increased hedging/bearish 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 12 of results (avg 7.9%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 70.180.19$0.195.3%4.1K0.347.4K
$4.50Jul 310.130.14$0.147.1%4.5K0.546.5K
$5.00Aug 210.240.26$0.258.0%1.3K0.3810.1K
$4.50Aug 70.350.38$0.378.1%1.1K0.552.8K
$4.00Aug 210.700.76$0.738.2%7370.744.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Aug 70.330.35$0.345.9%5320.451.4K
$4.50Aug 210.390.42$0.417.3%7680.441.8K
$4.50Jul 310.110.12$0.128.3%7890.469.5K
$5.00Aug 70.640.70$0.679.0%110.66736
$5.00Aug 280.720.79$0.769.2%30.60--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 24 found (avg $0.40, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 310.130.14$0.147.1%4.5K0.546.5K
$5.00Aug 70.180.19$0.195.3%4.1K0.347.4K
$5.00Aug 140.210.23$0.229.1%5390.363.3K
$5.00Aug 210.240.26$0.258.0%1.3K0.3810.1K
$5.00Sep 40.280.33$0.3116.1%6190.4069
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 310.110.12$0.128.3%7890.469.5K
$4.00Aug 70.120.14$0.1315.4%2950.233.1K
$4.00Aug 210.180.20$0.1910.5%4360.263.1K
$4.00Aug 280.190.22$0.2114.3%4290.27522
$4.50Aug 70.330.35$0.345.9%5320.451.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 310.400.60$0.5040.0%1420.94608
$4.00Aug 70.590.70$0.6516.9%1140.77508
$4.00Aug 140.580.75$0.6725.4%50.7519
$4.00Aug 210.700.76$0.738.2%7370.744.2K
$4.00Sep 40.640.83$0.7425.7%20.72--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.470.54$0.5113.7%310.901.2K
$5.00Aug 70.640.70$0.679.0%110.66736
$5.00Aug 210.700.77$0.749.5%9110.626.3K
$5.00Aug 280.720.79$0.769.2%30.60--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 28.2K, top 6.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.010.02$0.0250.0%6.3K0.1010.0K
$4.50Jul 310.130.14$0.147.1%4.5K0.546.5K
$5.00Aug 70.180.19$0.195.3%4.1K0.347.4K
$5.00Aug 210.240.26$0.258.0%1.3K0.3810.1K
$4.50Aug 210.420.48$0.4513.3%1.2K0.56760
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 310.000.01$0.01100.0%1.6K0.042.9K
$5.00Aug 210.700.77$0.749.5%9110.626.3K
$4.50Jul 310.110.12$0.128.3%7890.469.5K
$4.50Aug 210.390.42$0.417.3%7680.441.8K
$4.50Aug 280.400.47$0.4415.9%7390.44493

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. 18 found (best R:R 3.55, avg 1.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$5.00Jul 31$0.12$0.38$0.123.17$4.62
$4.50$5.00Aug 7$0.18$0.32$0.181.78$4.68
$4.50$5.00Sep 4$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 21$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 14$0.20$0.30$0.201.50$4.30
$4.50$4.00Aug 7$0.21$0.29$0.211.38$4.29
$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. 20 found (best R:R 3.55, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Jul 31$0.36$0.36$0.142.57$4.36
$4.00$4.50Aug 7$0.28$0.28$0.221.27$4.28
$4.00$4.50Aug 21$0.28$0.28$0.221.27$4.28
$4.00$4.50Aug 14$0.25$0.25$0.251.00$4.25
$4.00$4.50Sep 4$0.24$0.24$0.260.92$4.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.00$4.50Jul 31$0.39$0.39$0.113.55$4.61
$5.00$4.50Aug 7$0.33$0.33$0.171.94$4.67
$5.00$4.50Aug 21$0.33$0.33$0.171.94$4.67
$5.00$4.50Aug 28$0.32$0.32$0.181.78$4.68
$4.50$4.00Aug 28$0.23$0.23$0.270.85$4.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.18, cheapest $0.12)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.00Jul 31Aug 7$0.1567.8%111.5%
$5.00Jul 31Aug 7$0.1773.1%115.2%
$4.50Jul 31Aug 7$0.2366.5%112.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.00Jul 31Aug 7$0.1267.8%111.5%
$5.00Jul 31Aug 7$0.1673.1%115.2%
$4.50Jul 31Aug 7$0.2266.5%112.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 5.75% of stock, avg 17.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Jul 31$0.14$0.12$0.26$4.24$4.765.75%
$4.00Jul 31$0.50$0.01$0.51$3.49$4.5111.28%
$5.00Jul 31$0.02$0.51$0.53$4.47$5.5311.73%
$4.50Aug 7$0.37$0.34$0.71$3.79$5.2115.71%
$4.00Aug 7$0.65$0.13$0.78$3.22$4.7817.26%
$4.50Aug 14$0.42$0.38$0.80$3.70$5.3017.70%
$4.00Aug 14$0.67$0.18$0.85$3.15$4.8518.81%
$5.00Aug 7$0.19$0.67$0.86$4.14$5.8619.03%
$4.50Aug 21$0.45$0.41$0.86$3.64$5.3619.03%
$4.00Aug 21$0.73$0.19$0.92$3.08$4.9220.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 3.10% of stock, avg 10.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.50Jul 31$0.02$0.12$0.14$4.36$5.14
$5.00$4.00Aug 7$0.19$0.13$0.32$3.68$5.32
$5.00$4.00Aug 14$0.22$0.18$0.40$3.60$5.40
$5.00$4.00Aug 21$0.25$0.19$0.44$3.56$5.44
$5.00$4.00Aug 28$0.28$0.21$0.49$3.51$5.49
$5.00$4.50Aug 7$0.19$0.34$0.53$3.97$5.53
$5.00$4.50Aug 14$0.22$0.38$0.60$3.90$5.60
$5.00$4.50Aug 21$0.25$0.41$0.66$3.84$5.66
$5.00$4.50Aug 28$0.28$0.44$0.72$3.78$5.72

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. 9 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 14$0.05$0.459.00
$4.00$4.50$5.00Sep 4$0.05$0.459.00
$4.00$4.50$5.00Aug 21$0.08$0.425.25
$4.00$4.50$5.00Aug 7$0.10$0.404.00
$4.00$4.50$5.00Jul 31$0.24$0.261.08
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$4.00$4.50$5.00Aug 28$0.09$0.414.56
$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 31$0.28$0.220.79

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.08, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.50$5.001:2Aug 28-$0.08$0.42
$4.00$4.501:2Aug 7-$0.09$0.41
$4.50$5.001:2Sep 4-$0.12$0.38
$4.00$4.501:2Aug 14-$0.17$0.33
$4.00$4.501:2Aug 21-$0.17$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 21-$0.08$0.42
$5.00$4.501:2Aug 28-$0.12$0.38
$4.50$4.001:2Aug 7$0.08$0.42
$4.50$4.001:2Jul 31$0.10$0.40
$5.00$4.501:2Jul 31$0.27$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.19%, avg 5.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Sep 4$0.280.4010.6%6.19%16.81%61969
$5.00Aug 28$0.250.4010.6%5.53%16.15%131309
$5.00Aug 21$0.240.3810.6%5.31%15.93%1.3K10.1K
$5.00Aug 14$0.210.3610.6%4.65%15.27%5393.3K
$5.00Aug 7$0.180.3410.6%3.98%14.60%4.1K7.4K

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 44,014
Total Puts 17,544
Put/Call Ratio 0.40
Net Difference 26,470

Prior's Put/Call Breakdown

Total Calls 30,564
Total Puts 8,533
Put/Call Ratio 0.28
Net Difference 22,031

Prior 7-Day Put/Call Summary

Total Calls 224,948
Total Puts 77,560
Average Put/Call Ratio 0.35
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