Tour v536
SNDK
SANDISK CORP
$833.89 +3.41%
◀ 11/6 15:17 ▶

Option Volume

Detail
ℹ
Current (11/06) 310,605
Calls: 156,592 (50%)
Puts: 154,013 (50%)
Prior (11/05) 325,099
Calls: 157,420 (48%)
Puts: 167,679 (52%)
Current vs Prior -4.46%
Calls: -0.53% (Calls)
Puts: -8.15% (Puts)
Prior 7-Day Total 1,251,201
Calls: 660,418 (53%)
Puts: 590,783 (47%)
Prior 7-Day Average 178,743
Calls: 94,345 (53%)
Puts: 84,397 (47%)
Current vs Prior 7-Day Avg +73.77%
Calls: +65.98%
Puts: +82.49%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $620.22M
Calls: $151.91M (24%)
Puts: $468.31M (76%)
Prior (11/05) $1.58B
Calls: $192.95M (12%)
Puts: $1.39B (88%)
Current vs Prior -60.70%
Calls: -21.27%
Puts: -66.19%
Prior 7-Day Total $4.33B
Calls: $1.28B (30%)
Puts: $3.05B (70%)
Prior 7-Day Average $617.89M
Calls: $182.59M (30%)
Puts: $435.30M (70%)
Current vs Prior 7-Day Avg +0.38%
Calls: -16.81%
Puts: +7.58%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.98
Prior (11/05) 1.07
Current vs Prior -7.66%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +16.75%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 419,586
Calls: 247,084 (59%)
Puts: 172,502 (41%)
Prior (11/05) 295,561
Calls: 144,058 (49%)
Puts: 151,503 (51%)
Current vs Prior +41.96%
Prior 7-Day Total 1,628,686
Calls: 819,045 (50%)
Puts: 809,641 (50%)
Prior 7-Day Average 232,669
Calls: 117,006 (50%)
Puts: 115,663 (50%)
Current vs Prior 7-Day Avg +80.34%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.24% | 13.47%17.86% | 26.86%
Prior 8.73% | 16.54%20.88% | 28.09%
Current vs Prior -74.38% | -18.52%-14.44% | -4.36%
Prior 7-Day Avg 8.18% | 12.50%16.10% | 22.37%
Current vs 7-Day Avg -72.67% | +7.80%+10.97% | +20.09%
Prior 7-Day Eod 8.73% | 16.54%20.88% | 28.09%
Current vs 7-Day Eod -74.38% | -18.52%-14.44% | -4.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 6.98% | 1.52%
Calls: 7.06% | 1.22%
Puts: 6.90% | 1.82%
Prior 2.45% | 4.81%
Calls: 2.43% | 3.46%
Puts: 2.46% | 6.16%
Current vs Prior +184.90% | -68.40%
Prior 7-Day Avg 2.93% | 2.48%
Calls: 2.46% | 2.51%
Puts: 3.40% | 2.44%
Current vs 7-Day Avg +138.57% | -38.60%
Liquidity Good
+
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($468.31M) vs calls ($151.91M). Light premium activity with dollar volume down 61% vs prior. Rising open interest (up 42%) indicates new positions being established.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 360 of results (avg 6.3%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$830.00Nov 1357.0057.70$57.351.2%3450.5478
$835.00Nov 1354.1055.00$54.551.6%2870.5332
$825.00Nov 1359.3060.30$59.801.7%1750.5620
$895.00Nov 1329.0029.50$29.251.7%950.3618
$780.00Nov 1386.5088.00$87.251.7%50.686
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$830.00Nov 1352.3053.00$52.651.3%1.0K0.46119
$840.00Nov 1357.0057.90$57.451.6%5430.48202
$860.00Nov 1367.5068.60$68.051.6%4420.54165
$915.00Nov 13102.50104.20$103.351.6%450.7033
$850.00Nov 1362.1063.20$62.651.8%9490.51300

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 253 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 6127.30140.40$133.859.8%231.0010
$720.00Nov 6107.30120.40$113.8511.5%--1.0063
$740.00Nov 688.60100.50$94.5512.6%51.0065
$750.00Nov 681.1090.10$85.6010.5%861.0023
$760.00Nov 668.0080.10$74.0516.3%101.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$945.00Nov 6104.60115.20$109.909.6%121.0089
$950.00Nov 6113.90120.60$117.255.7%1101.00588
$955.00Nov 6119.00124.10$121.554.2%71.0029
$960.00Nov 6123.30130.30$126.805.5%501.00182
$965.00Nov 6128.30135.50$131.905.5%41.0022

Most actively traded options today. High liquidity = easy entry/exit. 535 active (total vol 259.0K, top 19.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Nov 60.000.05$0.03166.7%13.6K0.002.5K
$850.00Nov 61.251.50$1.3818.1%12.0K0.161.0K
$1000.00Nov 60.000.05$0.03166.7%11.5K0.003.1K
$830.00Nov 68.208.80$8.507.1%7.6K0.60624
$840.00Nov 63.503.80$3.658.2%6.8K0.36451
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$800.00Nov 60.300.40$0.3528.6%19.8K0.042.1K
$820.00Nov 61.902.00$1.955.1%10.2K0.20438
$830.00Nov 64.504.90$4.708.5%9.3K0.41655
$850.00Nov 617.3018.10$17.704.5%8.8K0.831.2K
$810.00Nov 60.650.90$0.7832.1%8.3K0.09290

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 31.5%, max 99.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$820.00Nov 6Dec 18193.3%96.9%99.5%2.2K309
$830.00Nov 6Dec 18186.1%96.1%93.5%7.7K666
$840.00Nov 6Dec 18187.5%101.2%85.3%6.9K762
$850.00Nov 6Dec 18185.6%100.2%85.3%12.0K1.4K
$730.00Nov 13Dec 18131.7%100.1%31.6%10120
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$820.00Nov 6Dec 18193.3%96.9%99.5%10.5K568
$830.00Nov 6Dec 18182.8%96.1%90.2%9.3K871
$850.00Nov 6Dec 18186.8%100.2%86.5%8.9K1.5K
$840.00Nov 6Dec 18180.2%101.2%78.1%6.2K837
$815.00Nov 13Nov 27119.8%105.2%13.8%28036

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 405 found (best R:R 3.11, avg 2.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$950.00$980.00Dec 11$7.30$22.70$7.3038%3.11$957.30
$860.00$870.00Dec 11$2.00$8.00$2.0052%4.00$862.00
$830.00$840.00Dec 18$3.05$6.95$3.0556%2.28$833.05
$920.00$940.00Dec 11$5.70$14.30$5.7043%2.51$925.70
$920.00$930.00Nov 27$1.55$8.45$1.5538%5.45$921.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$990.00$985.00Nov 6$2.95$2.05$2.95100%0.69$987.05
$835.00$830.00Nov 20$0.25$4.75$0.2546%19.00$834.75
$885.00$880.00Nov 13$1.20$3.80$1.2062%3.17$883.80
$915.00$910.00Nov 13$1.65$3.35$1.6570%2.03$913.35
$900.00$895.00Nov 13$1.60$3.40$1.6066%2.13$898.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 276 found (best R:R 1.63, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$850.00$860.00Dec 11$7.10$7.10$2.9047%2.45$857.10
$940.00$950.00Dec 11$5.45$5.45$4.5560%1.20$945.45
$915.00$920.00Nov 27$3.35$3.35$1.6561%2.03$918.35
$840.00$850.00Dec 4$6.55$6.55$3.4546%1.90$846.55
$870.00$880.00Dec 4$6.00$6.00$4.0051%1.50$876.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$730.00Dec 18$6.20$6.20$3.8070%1.63$733.80
$830.00$820.00Dec 11$6.90$6.90$3.1056%2.23$823.10
$720.00$700.00Dec 11$7.65$7.65$12.3573%0.62$712.35
$740.00$730.00Dec 11$5.45$5.45$4.5570%1.20$734.55
$810.00$805.00Nov 20$3.95$3.95$1.0559%3.76$806.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $22.44, cheapest $48.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$840.00Nov 6Nov 13$48.40187.5%119.1%
$830.00Nov 6Nov 13$48.85186.1%118.5%
$805.00Nov 13Nov 20$18.20121.3%115.0%
$815.00Nov 13Nov 20$18.90119.8%114.2%
$835.00Nov 13Nov 20$19.10119.8%114.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$830.00Nov 6Nov 13$47.95182.8%118.5%
$840.00Nov 6Nov 13$47.30180.2%119.1%
$805.00Nov 13Nov 20$18.65121.2%115.2%
$815.00Nov 13Nov 20$19.00119.8%114.2%
$845.00Nov 13Nov 20$20.70118.6%113.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 138 found (cheapest 1.58% of stock, avg 18.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$830.00Nov 6$8.50$4.70$13.20$816.80$843.201.58%
$840.00Nov 6$3.65$10.15$13.80$826.20$853.801.65%
$820.00Nov 6$15.50$1.95$17.45$802.55$837.452.09%
$850.00Nov 6$1.38$17.70$19.08$830.92$869.082.29%
$810.00Nov 6$24.70$0.78$25.48$784.52$835.483.06%
$860.00Nov 6$0.43$26.55$26.98$833.02$886.983.24%
$800.00Nov 6$34.35$0.35$34.70$765.30$834.704.16%
$870.00Nov 6$0.15$36.15$36.30$833.70$906.304.35%
$790.00Nov 6$45.55$0.22$45.77$744.23$835.775.49%
$880.00Nov 6$0.08$46.90$46.98$833.02$926.985.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.15% of stock, avg 17.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$860.00$810.00Nov 6$0.43$0.78$1.21$808.79$861.21
$850.00$810.00Nov 6$1.38$0.78$2.16$807.84$852.16
$860.00$820.00Nov 6$0.43$1.95$2.38$817.62$862.38
$850.00$820.00Nov 6$1.38$1.95$3.33$816.67$853.33
$840.00$810.00Nov 6$3.65$0.78$4.43$805.57$844.43
$840.00$820.00Nov 6$3.65$1.95$5.60$814.40$845.60
$860.00$830.00Nov 6$0.43$4.70$5.13$824.87$865.13
$850.00$830.00Nov 6$1.38$4.70$6.08$823.92$856.08
$840.00$830.00Nov 6$3.65$4.70$8.35$821.65$848.35
$870.00$825.00Nov 13$38.35$50.30$88.65$736.35$958.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.04, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
790/800860/870Nov 6$0.41$9.5990%0.04$799.59$860.41
800/810860/870Nov 6$0.71$9.2985%0.08$809.29$860.71
790/800850/860Nov 6$1.08$8.9280%0.12$798.92$851.08
800/810850/860Nov 6$1.38$8.6275%0.16$808.62$851.38
810/820860/870Nov 6$1.45$8.5574%0.17$818.55$861.45
810/820850/860Nov 6$2.12$7.8863%0.27$817.88$852.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 243 found (best R:R 3.65, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$820.00$830.00$840.00Nov 6$2.15$7.8544%3.65
$780.00$800.00$820.00Dec 4$0.25$19.756%79.00
$840.00$850.00$860.00Nov 6$1.32$8.6830%6.58
$800.00$810.00$820.00Nov 6$0.45$9.5515%21.22
$830.00$840.00$850.00Nov 6$2.58$7.4244%2.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$830.00$840.00$850.00Nov 6$2.10$7.9043%3.76
$840.00$850.00$860.00Nov 6$1.30$8.7029%6.69
$810.00$820.00$830.00Nov 6$1.58$8.4232%5.33
$800.00$810.00$820.00Nov 6$0.74$9.2616%12.51
$820.00$830.00$840.00Nov 6$2.70$7.3044%2.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-1.50, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$820.00$830.001:2Nov 6-$1.50$8.50
$810.00$820.001:2Nov 6-$6.30$3.70
$870.00$880.001:2Nov 6-$0.01$9.99
$890.00$900.001:2Nov 6-$0.03$9.97
$900.00$910.001:2Nov 6-$0.03$9.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$850.00$840.001:2Nov 6-$2.60$7.40
$860.00$850.001:2Nov 6-$8.85$1.15
$800.00$790.001:2Nov 6-$0.09$9.91
$790.00$780.001:2Nov 6-$0.04$9.96
$780.00$770.001:2Nov 6-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 150 found (best yield 9.57%, avg 5.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$900.00Dec 18$79.800.477.9%9.57%17.50%204219
$880.00Dec 18$87.500.505.5%10.49%16.02%16487
$910.00Dec 18$75.500.469.1%9.05%18.18%293206
$870.00Dec 18$92.000.514.3%11.03%15.36%24137
$890.00Dec 18$83.200.486.7%9.98%16.71%2740
$860.00Dec 18$96.200.533.1%11.54%14.67%27441
$920.00Dec 18$71.700.4410.3%8.60%18.92%599224
$930.00Dec 18$68.200.4311.5%8.18%19.70%2790
$850.00Dec 18$100.600.541.9%12.06%14.00%46353
$840.00Dec 18$105.700.560.7%12.68%13.41%107311

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 156,592
Total Puts 154,013
Put/Call Ratio 0.98
Net Difference 2,579

Prior's Put/Call Breakdown

Total Calls 157,420
Total Puts 167,679
Put/Call Ratio 1.07
Net Difference -10,259

Prior 7-Day Put/Call Summary

Total Calls 660,418
Total Puts 590,783
Average Put/Call Ratio 0.84
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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