Tour v381
SRPT
SAREPTA THERAPEUTICS
$16.21 -3.68%
$16.26 (+0.31%)🌙
as of 07/21 07:05 PM
7/21 19:05

Option Volume

Detail
Current (07/21) 5,171
Calls: 4,436 (86%)
Puts: 735 (14%)
Prior (07/20) 3,992
Calls: 3,616 (91%)
Puts: 376 (9%)
Current vs Prior +29.53%
Calls: +22.68% (Calls)
Puts: +95.48% (Puts)
Prior 7-Day Total 23,850
Calls: 20,599 (86%)
Puts: 3,251 (14%)
Prior 7-Day Average 3,407
Calls: 2,942 (86%)
Puts: 464 (14%)
Current vs Prior 7-Day Avg +51.77%
Calls: +50.75%
Puts: +58.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $544.6K
Calls: $336.1K (62%)
Puts: $208.5K (38%)
Prior (07/20) $700.6K
Calls: $635.9K (91%)
Puts: $64.7K (9%)
Current vs Prior -22.27%
Calls: -47.15%
Puts: +222.35%
Prior 7-Day Total $2.84M
Calls: $2.24M (79%)
Puts: $598.5K (21%)
Prior 7-Day Average $405.8K
Calls: $320.3K (79%)
Puts: $85.5K (21%)
Current vs Prior 7-Day Avg +34.21%
Calls: +4.95%
Puts: +143.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.17
Prior (07/20) 0.10
Current vs Prior +59.34%
Prior 7-Day Average 0.16
Current vs Prior 7-Day Avg +3.82%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 33,409
Calls: 18,722 (56%)
Puts: 14,687 (44%)
Prior (07/20) 21,909
Calls: 17,522 (80%)
Puts: 4,387 (20%)
Current vs Prior +52.49%
Prior 7-Day Total 174,485
Calls: 141,017 (81%)
Puts: 33,468 (19%)
Prior 7-Day Average 24,926
Calls: 20,145 (81%)
Puts: 4,781 (19%)
Current vs Prior 7-Day Avg +34.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.28% | 13.88%19.62% | 26.53%
Prior 9.09% | 11.88%24.54% | 25.55%
Current vs Prior -19.93% | +16.80%-20.06% | +3.82%
Prior 7-Day Avg 7.87% | 10.37%9.28% | 20.51%
Current vs 7-Day Avg -7.45% | +33.85%+111.30% | +29.36%
Prior 7-Day Eod 9.09% | 11.88%24.54% | 25.55%
Current vs 7-Day Eod -19.93% | +16.80%-20.06% | +3.82%
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 62% call dollar volume ($336.1K). Extreme bullish P/C ratio of 0.17 - heavy call buying (4,436 calls vs 735 puts). P/C ratio rising 59% - increased hedging/bearish positioning. Rising open interest (up 52%) indicates new positions being established.

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
$17.50Aug 210.851.00$0.9316.1%1560.40600
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 242.453.20$2.8326.5%30.94--
$14.00Jul 241.552.80$2.1757.6%10.93--
$14.50Jul 241.502.30$1.9042.1%10.90--
$13.50Jul 312.354.10$3.2254.3%1720.89--
$15.00Jul 241.101.45$1.2727.6%60.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 310.451.35$0.90100.0%11.00--
$18.00Jul 241.352.05$1.7041.2%10.91166
$17.00Jul 240.751.15$0.9542.1%220.76230
$18.00Aug 71.702.55$2.1339.9%10.6888
$17.50Aug 212.102.55$2.3319.3%20.591.2K

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 1.6K, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 240.000.10$0.05200.0%2000.09147
$13.50Jul 312.354.10$3.2254.3%1720.89--
$14.50Jul 311.603.10$2.3563.8%1720.85--
$17.50Aug 210.851.00$0.9316.1%1560.40600
$19.00Jul 310.000.10$0.05200.0%940.0999
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Jul 240.100.20$0.1566.7%1190.231
$16.50Jul 240.500.80$0.6546.2%1010.5929
$15.00Aug 210.650.95$0.8037.5%810.32857
$16.00Jul 240.250.35$0.3033.3%800.40137
$17.00Jul 240.751.15$0.9542.1%220.76230

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 12.5%, max 33.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 24Aug 2172.9%66.3%10.0%94
$17.50Jul 24Aug 2183.2%76.7%8.5%191706
$18.50Aug 7Aug 2187.0%81.3%7.0%1511
$18.00Jul 24Aug 2184.7%82.3%2.9%202157
$17.00Jul 24Aug 2873.1%72.4%1.0%19--
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Aug 7Aug 2196.2%72.2%33.1%83857
$14.00Jul 24Aug 21113.5%90.7%25.2%1216

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 7.33, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$19.00Aug 14$0.12$0.88$0.127.33$18.12
$18.00$19.00Jul 31$0.13$0.87$0.136.69$18.13
$16.50$17.00Jul 24$0.15$0.35$0.152.33$16.65
$17.00$17.50Jul 31$0.15$0.35$0.152.33$17.15
$18.00$18.50Aug 21$0.15$0.35$0.152.33$18.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.00Aug 7$0.20$0.80$0.204.00$14.80
$16.00$15.50Jul 24$0.15$0.35$0.152.33$15.85
$18.00$15.00Aug 7$1.43$1.57$1.431.10$16.57
$16.50$16.00Jul 31$0.27$0.23$0.270.85$16.23
$17.00$16.00Aug 21$0.57$0.43$0.570.75$16.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 6.69, avg 1.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.50$14.50Jul 31$0.87$0.87$0.136.69$14.37
$14.50$17.00Jul 31$1.95$1.95$0.553.55$16.45
$15.00$16.00Jul 24$0.74$0.74$0.262.85$15.74
$14.00$14.50Jul 24$0.27$0.27$0.231.17$14.27
$17.00$17.50Aug 21$0.25$0.25$0.251.00$17.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.50$17.00Aug 21$0.38$0.38$0.123.17$17.12
$18.00$17.00Jul 24$0.75$0.75$0.253.00$17.25
$16.50$16.00Jul 24$0.35$0.35$0.152.33$16.15
$17.00$16.50Jul 24$0.30$0.30$0.201.50$16.70
$16.00$15.00Aug 21$0.58$0.58$0.421.38$15.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.36, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 24Jul 31$0.1384.7%48.8%
$17.50Jul 24Jul 31$0.1583.2%43.3%
$18.50Aug 7Aug 21$0.2187.0%81.3%
$17.00Jul 24Jul 31$0.2573.1%39.9%
$19.00Jul 31Aug 7$0.3849.5%87.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Aug 7Aug 21$0.1096.2%72.2%
$16.50Jul 24Jul 31$0.1572.9%85.0%
$16.00Jul 24Jul 31$0.2369.7%80.5%
$18.00Jul 24Aug 7$0.4384.7%84.8%
$14.00Jul 24Aug 7$0.45113.5%107.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 5.12% of stock, avg 12.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$16.00Jul 24$0.53$0.30$0.83$15.17$16.835.12%
$16.50Jul 24$0.30$0.65$0.95$15.55$17.455.86%
$17.00Jul 24$0.15$0.95$1.10$15.90$18.106.79%
$17.00Jul 31$0.40$0.90$1.30$15.70$18.308.02%
$18.00Jul 24$0.05$1.70$1.75$16.25$19.7510.80%
$14.00Jul 24$2.17$0.05$2.22$11.78$16.2213.70%
$16.00Aug 14$1.35$1.08$2.43$13.57$18.4314.99%
$16.00Aug 21$1.60$1.38$2.98$13.02$18.9818.38%
$17.00Aug 21$1.18$1.95$3.13$13.87$20.1319.31%
$17.50Aug 21$0.93$2.33$3.26$14.24$20.7620.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 44 found (cheapest 0.62% of stock, avg 7.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$18.00$14.00Jul 24$0.05$0.05$0.10$13.90$18.10
$17.50$14.00Jul 24$0.10$0.05$0.15$13.85$17.65
$17.00$14.00Jul 24$0.15$0.05$0.20$13.80$17.20
$18.00$15.50Jul 24$0.05$0.15$0.20$15.30$18.20
$17.50$15.50Jul 24$0.10$0.15$0.25$15.25$17.75
$17.00$15.50Jul 24$0.15$0.15$0.30$15.20$17.30
$16.50$14.00Jul 24$0.30$0.05$0.35$13.65$16.85
$18.00$16.00Jul 24$0.05$0.30$0.35$15.65$18.35
$17.50$16.00Jul 24$0.10$0.30$0.40$15.60$17.90
$16.50$15.50Jul 24$0.30$0.15$0.45$15.05$16.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 4.88, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1617/18Aug 21$0.83$0.174.88$15.17$17.83
15/1618/18Aug 21$0.73$0.272.70$15.27$18.73
16/1718/18Aug 21$0.72$0.282.57$16.28$18.72
16/1616/17Jul 24$0.30$0.201.50$15.70$16.80
14/1516/18Aug 7$1.18$1.320.89$13.82$17.18
16/1618/19Jul 31$0.40$0.600.67$16.10$18.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 5.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$16.00$16.50$17.00Jul 24$0.08$0.425.25
$17.00$17.50$18.00Jul 31$0.08$0.425.25
$16.50$17.00$17.50Jul 24$0.10$0.404.00
$17.00$17.50$18.00Aug 21$0.20$0.301.50
$13.50$14.00$14.50Jul 24$0.39$0.110.28
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$15.50$16.00$16.50Jul 24$0.20$0.301.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.20, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$19.001:2Aug 14-$0.41$0.59
$17.00$17.501:2Jul 24-$0.05$0.45
$16.00$16.501:2Jul 24-$0.07$0.43
$17.00$17.501:2Jul 31-$0.10$0.40
$17.50$18.001:2Jul 31-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$17.001:2Jul 24-$0.20$0.80
$16.00$15.001:2Aug 21-$0.22$0.78
$15.00$14.001:2Aug 7-$0.30$0.70
$16.50$16.001:2Jul 31-$0.26$0.24
$17.00$16.001:2Aug 21-$0.81$0.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 6.48%, avg 2.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$17.00Aug 28$1.050.494.9%6.48%11.35%18--
$17.00Aug 21$1.000.464.9%6.17%11.04%3--
$17.50Aug 21$0.850.408.0%5.24%13.20%156600
$16.50Aug 21$0.800.501.8%4.94%6.72%2--
$18.00Aug 21$0.700.3711.0%4.32%15.36%210
$18.50Aug 21$0.550.3314.1%3.39%17.52%18
$18.00Aug 14$0.450.3411.0%2.78%13.82%201
$18.50Aug 7$0.350.3014.1%2.16%16.29%143
$17.00Jul 31$0.300.504.9%1.85%6.72%454
$19.00Aug 14$0.300.2717.2%1.85%19.06%211

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 4,436
Total Puts 735
Put/Call Ratio 0.17
Net Difference 3,701

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,599
Total Puts 3,251
Average Put/Call Ratio 0.16
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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