Tour v366
SRPT
SAREPTA THERAPEUTICS
$16.83 -2.26%
$17.00 (+1.01%)🌙
as of 07/20 07:06 PM
7/20 19:06

Option Volume

Detail
Current (07/20) 3,992
Calls: 3,616 (91%)
Puts: 376 (9%)
Prior (07/17) 4,360
Calls: 3,648 (84%)
Puts: 712 (16%)
Current vs Prior -8.44%
Calls: -0.88% (Calls)
Puts: -47.19% (Puts)
Prior 7-Day Total 23,322
Calls: 19,820 (85%)
Puts: 3,502 (15%)
Prior 7-Day Average 3,331
Calls: 2,831 (85%)
Puts: 500 (15%)
Current vs Prior 7-Day Avg +19.82%
Calls: +27.71%
Puts: -24.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $700.6K
Calls: $635.9K (91%)
Puts: $64.7K (9%)
Prior (07/17) $922.0K
Calls: $834.4K (90%)
Puts: $87.6K (10%)
Current vs Prior -24.01%
Calls: -23.78%
Puts: -26.19%
Prior 7-Day Total $3.26M
Calls: $2.59M (79%)
Puts: $667.9K (21%)
Prior 7-Day Average $465.3K
Calls: $369.9K (79%)
Puts: $95.4K (21%)
Current vs Prior 7-Day Avg +50.57%
Calls: +71.93%
Puts: -32.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.10
Prior (07/17) 0.20
Current vs Prior -46.72%
Prior 7-Day Average 0.18
Current vs Prior 7-Day Avg -41.01%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 21,909
Calls: 17,522 (80%)
Puts: 4,387 (20%)
Prior (07/17) 17,085
Calls: 10,188 (60%)
Puts: 6,897 (40%)
Current vs Prior +28.24%
Prior 7-Day Total 182,405
Calls: 147,754 (81%)
Puts: 34,651 (19%)
Prior 7-Day Average 26,057
Calls: 21,107 (81%)
Puts: 4,950 (19%)
Current vs Prior 7-Day Avg -15.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 9.09% | 11.88%24.54% | 25.55%
Prior 9.47% | 11.61%3.95% | 19.74%
Current vs Prior -3.96% | +2.32%+521.43% | +29.40%
Prior 7-Day Avg 7.35% | 10.07%7.17% | 19.78%
Current vs 7-Day Avg +23.63% | +18.07%+242.21% | +29.17%
Prior 7-Day Eod 9.47% | 11.61%3.95% | 19.74%
Current vs 7-Day Eod -3.96% | +2.32%+521.43% | +29.40%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 51.51% | 72.81%
Calls: 19.69% | 69.95%
Puts: 83.33% | 75.68%
Prior 51.51% | 72.81%
Calls: 19.69% | 69.95%
Puts: 83.33% | 75.68%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 51.51% | 72.81%
Calls: 19.69% | 69.95%
Puts: 83.33% | 75.68%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($635.9K) vs puts ($64.7K). Dollar volume significantly above 7-day average (51% higher). Extreme bullish P/C ratio of 0.10 - heavy call buying (3,616 calls vs 376 puts). P/C ratio dropping 47% - 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 -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 210.851.00$0.9316.1%80.40--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 7 found (avg delta 0.66, highest 1.00)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 242.753.90$3.3334.5%11.00--
$16.50Jul 240.601.00$0.8050.0%20.654
$17.00Jul 310.650.90$0.7832.1%10.51--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 240.851.50$1.1855.1%10.72166
$18.00Jul 311.151.65$1.4035.7%10.69--
$17.00Jul 240.301.15$0.73116.4%870.56146
$17.50Aug 211.701.90$1.8011.1%220.521.2K

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 893, top 142)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 211.151.35$1.2516.0%1420.50507
$19.00Jul 310.050.30$0.18138.9%1170.1742
$20.00Aug 210.250.75$0.50100.0%1150.261.3K
$17.50Jul 240.000.35$0.18194.4%560.2680
$20.00Jul 310.050.10$0.0862.5%520.09117
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 240.301.15$0.73116.4%870.56146
$15.00Aug 210.550.70$0.6323.8%350.25--
$17.50Aug 211.701.90$1.8011.1%220.521.2K
$14.00Aug 210.100.90$0.50160.0%160.19--
$16.50Jul 240.050.40$0.23152.2%150.3826

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 29.5%, max 56.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 24Aug 28108.5%71.3%52.3%11138
$19.50Jul 24Aug 21106.9%78.0%37.1%711
$18.50Jul 24Aug 2186.0%73.9%16.5%1030
$19.00Jul 24Aug 1484.5%75.4%12.1%20138
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 24Jul 31108.5%69.5%56.3%2166
$15.00Aug 7Aug 2193.7%75.3%24.5%37--
$17.00Jul 24Aug 2182.9%77.0%7.7%88146

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 6.69, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.50$19.50Aug 21$0.20$0.80$0.204.00$18.70
$19.50$20.00Jul 31$0.15$0.35$0.152.33$19.65
$17.00$17.50Jul 31$0.18$0.32$0.181.78$17.18
$19.50$20.00Aug 7$0.18$0.32$0.181.78$19.68
$18.00$18.50Jul 24$0.20$0.30$0.201.50$18.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.00Aug 21$0.13$0.87$0.136.69$14.87
$16.00$15.00Aug 14$0.15$0.85$0.155.67$15.85
$16.50$16.00Jul 31$0.17$0.33$0.171.94$16.33
$16.00$15.00Aug 21$0.42$0.58$0.421.38$15.58
$18.00$17.00Jul 24$0.45$0.55$0.451.22$17.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 1.78, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.50$18.00Aug 21$0.32$0.32$0.181.78$17.82
$16.50$17.50Jul 24$0.62$0.62$0.381.63$17.12
$19.00$19.50Aug 7$0.25$0.25$0.251.00$19.25
$19.50$20.00Aug 21$0.23$0.23$0.270.85$19.73
$18.00$18.50Jul 24$0.20$0.20$0.300.67$18.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$16.50Jul 31$0.83$0.83$0.671.24$17.17
$17.50$17.00Aug 21$0.27$0.27$0.231.17$17.23
$17.00$16.00Aug 21$0.48$0.48$0.520.92$16.52
$18.00$17.00Jul 24$0.45$0.45$0.550.82$17.55
$16.00$15.00Aug 21$0.42$0.42$0.580.72$15.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.27, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 24Jul 31$0.10108.5%69.5%
$19.00Jul 24Jul 31$0.1384.5%67.6%
$19.50Jul 24Jul 31$0.15106.9%83.8%
$20.00Jul 31Aug 7$0.1768.2%75.0%
$18.50Jul 24Jul 31$0.2886.0%79.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Aug 7Aug 14$0.1193.7%92.8%
$16.00Jul 24Jul 31$0.2265.9%67.8%
$18.00Jul 24Jul 31$0.22108.5%69.5%
$16.50Jul 24Jul 31$0.3447.0%66.0%
$17.00Jul 24Aug 21$0.8082.9%77.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 6.12% of stock, avg 10.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$16.50Jul 24$0.80$0.23$1.03$15.47$17.536.12%
$18.00Jul 24$0.30$1.18$1.48$16.52$19.488.79%
$18.00Jul 31$0.40$1.40$1.80$16.20$19.8010.70%
$17.50Aug 21$1.25$1.80$3.05$14.45$20.5518.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.37% of stock, avg 6.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$19.00$16.00Jul 24$0.05$0.18$0.23$15.77$19.23
$19.50$16.00Jul 24$0.08$0.18$0.26$15.74$19.76
$18.50$16.00Jul 24$0.10$0.18$0.28$15.72$18.78
$19.00$16.50Jul 24$0.05$0.23$0.28$16.22$19.28
$19.50$16.50Jul 24$0.08$0.23$0.31$16.19$19.81
$18.50$16.50Jul 24$0.10$0.23$0.33$16.17$18.83
$17.50$16.00Jul 24$0.18$0.18$0.36$15.64$17.86
$17.50$16.50Jul 24$0.18$0.23$0.41$16.09$17.91
$18.00$16.00Jul 24$0.30$0.18$0.48$15.52$18.48
$18.00$16.50Jul 24$0.30$0.23$0.53$15.97$18.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 4.00, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
16/1718/18Aug 21$0.80$0.204.00$16.20$18.30
16/1618/18Jul 31$0.37$0.132.85$16.13$17.87
16/1618/19Jul 31$0.37$0.132.85$16.13$18.87
15/1618/18Aug 21$0.74$0.262.85$15.26$18.24
16/1720/20Aug 21$0.71$0.292.45$16.29$20.21
16/1617/18Jul 31$0.35$0.152.33$16.15$17.35
16/1818/19Jul 31$1.03$0.472.19$16.97$19.53
16/1718/20Aug 21$0.68$0.322.13$16.32$19.18
16/1820/20Jul 31$0.98$0.521.88$17.02$20.48
15/1620/20Aug 21$0.65$0.351.86$15.35$20.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$19.50$20.00Aug 7$0.07$0.436.14
$18.50$19.00$19.50Jul 24$0.08$0.425.25
$18.00$18.50$19.00Jul 24$0.15$0.352.33
$17.50$18.00$18.50Jul 31$0.18$0.321.78
$18.50$19.00$19.50Jul 31$0.25$0.251.00
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.06$0.9415.67
$14.00$15.00$16.00Aug 21$0.29$0.712.45
$15.00$15.50$16.00Aug 7$0.44$0.060.14
$16.00$16.50$17.00Jul 24$0.45$0.050.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.21, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.50$19.501:2Aug 21-$0.53$0.47
$19.50$20.001:2Aug 7-$0.07$0.43
$19.00$19.501:2Jul 24-$0.11$0.39
$19.00$19.501:2Aug 7-$0.18$0.32
$17.50$18.001:2Jul 31-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$15.001:2Aug 21-$0.21$0.79
$18.00$17.001:2Jul 24-$0.28$0.72
$15.00$14.001:2Aug 21-$0.37$0.63
$16.00$15.001:2Aug 14-$0.53$0.47
$17.00$16.001:2Aug 21-$0.57$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 6.83%, avg 3.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$17.50Aug 21$1.150.504.0%6.83%10.81%142507
$18.00Aug 28$1.150.497.0%6.83%13.78%2--
$18.50Aug 21$0.850.409.9%5.05%14.97%8--
$17.00Jul 31$0.650.511.0%3.86%4.87%1--
$18.50Aug 7$0.600.369.9%3.57%13.49%8--
$19.00Aug 7$0.550.3312.9%3.27%16.16%1916
$18.00Aug 21$0.550.437.0%3.27%10.22%11--
$19.00Aug 14$0.500.3612.9%2.97%15.86%1--
$17.50Jul 31$0.450.424.0%2.67%6.65%2175
$19.50Aug 21$0.400.3215.9%2.38%18.24%1--

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 3,616
Total Puts 376
Put/Call Ratio 0.10
Net Difference 3,240

Prior's Put/Call Breakdown

Total Calls 3,648
Total Puts 712
Put/Call Ratio 0.20
Net Difference 2,936

Prior 7-Day Put/Call Summary

Total Calls 19,820
Total Puts 3,502
Average Put/Call Ratio 0.18
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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