Tour v452
SNAP
SNAP INC Class A
$4.77 +5.53%
$4.71 (-1.26%)🌙
as of 07/28 07:06 PM
7/28 19:06

Option Volume

Detail
Current (07/28) 61,393
Calls: 52,908 (86%)
Puts: 8,485 (14%)
Prior (07/27) 61,558
Calls: 44,014 (72%)
Puts: 17,544 (28%)
Current vs Prior -0.27%
Calls: +20.21% (Calls)
Puts: -51.64% (Puts)
Prior 7-Day Total 320,736
Calls: 236,205 (74%)
Puts: 84,531 (26%)
Prior 7-Day Average 45,819
Calls: 33,743 (74%)
Puts: 12,075 (26%)
Current vs Prior 7-Day Avg +33.99%
Calls: +56.79%
Puts: -29.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $1.99M
Calls: $1.61M (81%)
Puts: $374.8K (19%)
Prior (07/27) $2.23M
Calls: $1.33M (60%)
Puts: $903.8K (40%)
Current vs Prior -10.95%
Calls: +21.40%
Puts: -58.54%
Prior 7-Day Total $11.59M
Calls: $7.05M (61%)
Puts: $4.53M (39%)
Prior 7-Day Average $1.66M
Calls: $1.01M (61%)
Puts: $647.8K (39%)
Current vs Prior 7-Day Avg +20.16%
Calls: +60.23%
Puts: -42.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.16
Prior (07/27) 0.40
Current vs Prior -59.77%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -55.84%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 1,097,181
Calls: 927,651 (85%)
Puts: 169,530 (15%)
Prior (07/27) 1,140,109
Calls: 887,091 (78%)
Puts: 253,018 (22%)
Current vs Prior -3.77%
Prior 7-Day Total 7,183,043
Calls: 5,716,367 (80%)
Puts: 1,466,676 (20%)
Prior 7-Day Average 1,026,149
Calls: 816,623 (80%)
Puts: 209,525 (20%)
Current vs Prior 7-Day Avg +6.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.50% | 16.56%19.71% | 24.11%
Prior 5.75% | 15.71%19.03% | 26.55%
Current vs Prior +12.98% | +5.44%+3.57% | -9.19%
Prior 7-Day Avg 5.13% | 10.22%17.03% | 25.11%
Current vs 7-Day Avg +26.74% | +62.02%+15.70% | -3.99%
Prior 7-Day Eod 5.75% | 15.71%19.03% | 26.55%
Current vs 7-Day Eod +12.98% | +5.44%+3.57% | -9.19%
Sentiment BEARISHBEARISH

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

Strong bullish conviction with 81% of dollar volume in calls ($1.61M) vs puts ($374.8K). Extreme bullish P/C ratio of 0.16 - heavy call buying (52,908 calls vs 8,485 puts). P/C ratio dropping 60% - sentiment shifting bullish. Call-heavy open interest (927,651 calls vs 169,530 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 11 of results (avg 5.6%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.340.35$0.352.9%1.6K0.4610.5K
$4.50Aug 210.570.59$0.583.4%6540.631.2K
$4.50Aug 70.500.52$0.513.9%8000.643.3K
$5.50Aug 210.190.20$0.205.0%590.30829
$5.50Aug 140.160.17$0.175.9%2830.291.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 140.530.55$0.543.7%100.551.4K
$4.00Aug 210.120.13$0.137.7%1230.193.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 28 found (avg $0.44, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 70.120.13$0.137.7%4.5K0.254.3K
$5.50Aug 140.160.17$0.175.9%2830.291.4K
$5.50Aug 210.190.20$0.205.0%590.30829
$5.50Aug 280.200.24$0.2218.2%220.32571
$5.50Sep 40.230.26$0.2512.0%140.33210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Aug 70.080.09$0.0911.1%2250.163.3K
$4.00Aug 210.120.13$0.137.7%1230.193.3K
$4.50Aug 70.230.26$0.2512.0%4050.361.5K
$4.50Aug 140.260.31$0.2917.2%810.36413
$4.50Aug 210.290.33$0.3112.9%600.362.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Jul 310.640.79$0.7220.8%641.00594
$4.50Jul 310.280.30$0.296.9%2.2K0.887.1K
$4.00Aug 70.760.95$0.8622.1%110.85480
$4.00Aug 140.740.91$0.8320.5%220.8224
$4.00Aug 210.830.92$0.8810.2%1.8K0.814.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 310.680.87$0.7824.4%70.96119
$5.00Jul 310.250.31$0.2821.4%1560.821.3K
$5.50Aug 70.840.96$0.9013.3%20.74--
$5.50Aug 140.881.02$0.9514.7%10.71--
$5.50Aug 280.901.03$0.9713.4%9710.67102

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 38.4K, top 11.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.020.03$0.0333.3%11.9K0.1813.5K
$5.00Aug 70.250.27$0.267.7%5.9K0.4210.2K
$5.50Aug 70.120.13$0.137.7%4.5K0.254.3K
$4.50Jul 310.280.30$0.296.9%2.2K0.887.1K
$4.00Aug 210.830.92$0.8810.2%1.8K0.814.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Jul 310.020.03$0.0333.3%2.4K0.179.2K
$4.50Aug 280.310.37$0.3417.6%1.0K0.37571
$5.50Aug 280.901.03$0.9713.4%9710.67102
$4.50Aug 70.230.26$0.2512.0%4050.361.5K
$4.00Aug 70.080.09$0.0911.1%2250.163.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 8.3%, max 18.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 31Sep 4102.9%87.1%18.2%66595
$5.50Jul 31Sep 489.0%84.4%5.4%6962.9K
$4.50Jul 31Sep 463.7%62.8%1.4%2.6K7.1K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Jul 31Sep 4102.9%87.1%18.2%1264.0K
$5.50Jul 31Sep 489.0%84.4%5.4%37120
$4.50Jul 31Sep 463.7%62.8%1.4%2.4K9.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 2.85, avg 1.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.00$5.50Aug 7$0.13$0.37$0.132.85$5.13
$5.00$5.50Sep 4$0.13$0.37$0.132.85$5.13
$5.00$5.50Aug 14$0.14$0.36$0.142.57$5.14
$5.00$5.50Aug 21$0.15$0.35$0.152.33$5.15
$5.00$5.50Aug 28$0.15$0.35$0.152.33$5.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$4.50$4.00Aug 7$0.16$0.34$0.162.12$4.34
$4.50$4.00Aug 28$0.16$0.34$0.162.12$4.34
$4.50$4.00Aug 14$0.18$0.32$0.181.78$4.32
$4.50$4.00Aug 21$0.18$0.32$0.181.78$4.32
$5.00$4.50Jul 31$0.25$0.25$0.251.00$4.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 2.85, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$4.00$4.50Aug 7$0.35$0.35$0.152.33$4.35
$4.00$4.50Aug 28$0.33$0.33$0.171.94$4.33
$4.50$5.00Sep 4$0.33$0.33$0.171.94$4.83
$4.00$4.50Aug 14$0.32$0.32$0.181.78$4.32
$4.00$4.50Aug 21$0.30$0.30$0.201.50$4.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$5.00Aug 7$0.37$0.37$0.132.85$5.13
$5.00$4.50Sep 4$0.37$0.37$0.132.85$4.63
$5.50$5.00Aug 28$0.34$0.34$0.162.12$5.16
$5.00$4.50Aug 28$0.29$0.29$0.211.38$4.71
$5.00$4.50Aug 7$0.28$0.28$0.221.27$4.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.17, cheapest $0.08)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 31Aug 7$0.1289.0%118.3%
$4.00Jul 31Aug 7$0.14102.9%115.0%
$4.50Jul 31Aug 7$0.2263.7%114.8%
$5.00Jul 31Aug 7$0.2362.2%118.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.00Jul 31Aug 7$0.08102.9%115.0%
$5.50Jul 31Aug 7$0.1289.0%118.3%
$4.50Jul 31Aug 7$0.2263.7%114.8%
$5.00Jul 31Aug 7$0.2562.2%118.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 6.50% of stock, avg 18.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Jul 31$0.03$0.28$0.31$4.69$5.316.50%
$4.50Jul 31$0.29$0.03$0.32$4.18$4.826.71%
$4.00Jul 31$0.72$0.01$0.73$3.27$4.7315.30%
$4.50Aug 7$0.51$0.25$0.76$3.74$5.2615.93%
$5.50Jul 31$0.01$0.78$0.79$4.71$6.2916.56%
$5.00Aug 7$0.26$0.53$0.79$4.21$5.7916.56%
$4.50Aug 14$0.51$0.29$0.80$3.70$5.3016.77%
$5.00Aug 14$0.31$0.54$0.85$4.15$5.8517.82%
$4.50Aug 21$0.58$0.31$0.89$3.61$5.3918.66%
$4.00Aug 14$0.83$0.11$0.94$3.06$4.9419.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 1.26% of stock, avg 9.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.50Jul 31$0.03$0.03$0.06$4.44$5.06
$5.50$4.00Aug 7$0.13$0.09$0.22$3.78$5.72
$5.50$4.00Aug 14$0.17$0.11$0.28$3.72$5.78
$5.50$4.00Aug 21$0.20$0.13$0.33$3.67$5.83
$5.00$4.00Aug 7$0.26$0.09$0.35$3.65$5.35
$5.50$4.50Aug 7$0.13$0.25$0.38$4.12$5.88
$5.50$4.00Aug 28$0.22$0.18$0.40$3.60$5.90
$5.00$4.00Aug 14$0.31$0.11$0.42$3.58$5.42
$5.50$4.50Aug 14$0.17$0.29$0.46$4.04$5.96
$5.50$4.00Sep 4$0.25$0.21$0.46$3.54$5.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.94, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
4/45/6Aug 21$0.33$0.171.94$4.17$5.33
4/45/6Aug 14$0.32$0.181.78$4.18$5.32
4/45/6Aug 28$0.31$0.191.63$4.19$5.31
4/45/6Aug 7$0.29$0.211.38$4.21$5.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 14$0.06$0.447.33
$4.00$4.50$5.00Aug 21$0.07$0.436.14
$4.50$5.00$5.50Aug 21$0.08$0.425.25
$4.50$5.00$5.50Aug 28$0.08$0.425.25
$4.00$4.50$5.00Aug 7$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$4.50$5.00$5.50Aug 28$0.05$0.459.00
$4.00$4.50$5.00Aug 14$0.07$0.436.14
$4.50$5.00$5.50Aug 7$0.09$0.414.56
$4.00$4.50$5.00Aug 21$0.10$0.404.00
$4.00$4.50$5.00Aug 7$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.05, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Aug 21-$0.05$0.45
$4.50$5.001:2Sep 4-$0.05$0.45
$5.00$5.501:2Aug 28-$0.07$0.43
$4.50$5.001:2Aug 14-$0.11$0.39
$4.50$5.001:2Aug 21-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Aug 28-$0.05$0.45
$5.50$5.001:2Aug 14-$0.13$0.37
$4.50$4.001:2Sep 4-$0.14$0.36
$5.50$5.001:2Aug 7-$0.16$0.34
$5.50$5.001:2Aug 28-$0.29$0.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 7.13%, avg 5.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.340.464.8%7.13%11.95%1.6K10.5K
$5.00Aug 28$0.340.464.8%7.13%11.95%63332
$5.00Aug 14$0.300.454.8%6.29%11.11%8152.9K
$5.00Sep 4$0.300.464.8%6.29%11.11%450101
$5.00Aug 7$0.250.424.8%5.24%10.06%5.9K10.2K
$5.50Sep 4$0.230.3315.3%4.82%20.13%14210
$5.50Aug 28$0.200.3215.3%4.19%19.50%22571
$5.50Aug 21$0.190.3015.3%3.98%19.29%59829
$5.50Aug 14$0.160.2915.3%3.35%18.66%2831.4K
$5.50Aug 7$0.120.2515.3%2.52%17.82%4.5K4.3K

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 52,908
Total Puts 8,485
Put/Call Ratio 0.16
Net Difference 44,423

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 236,205
Total Puts 84,531
Average Put/Call Ratio 0.36
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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