Tour v390
SRPT
SAREPTA THERAPEUTICS
$15.82 -2.41%
$15.95 (+0.82%)🌙
as of 07/22 08:57 PM
7/22 20:57

Option Volume

Detail
Current (07/22) 2,235
Calls: 1,983 (89%)
Puts: 252 (11%)
Prior (07/21) 5,171
Calls: 4,436 (86%)
Puts: 735 (14%)
Current vs Prior -56.78%
Calls: -55.30% (Calls)
Puts: -65.71% (Puts)
Prior 7-Day Total 24,007
Calls: 20,590 (86%)
Puts: 3,417 (14%)
Prior 7-Day Average 3,429
Calls: 2,941 (86%)
Puts: 488 (14%)
Current vs Prior 7-Day Avg -34.83%
Calls: -32.58%
Puts: -48.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $237.4K
Calls: $136.7K (58%)
Puts: $100.8K (42%)
Prior (07/21) $544.6K
Calls: $336.1K (62%)
Puts: $208.5K (38%)
Current vs Prior -56.40%
Calls: -59.34%
Puts: -51.66%
Prior 7-Day Total $3.08M
Calls: $2.33M (76%)
Puts: $747.6K (24%)
Prior 7-Day Average $439.7K
Calls: $332.9K (76%)
Puts: $106.8K (24%)
Current vs Prior 7-Day Avg -46.00%
Calls: -58.94%
Puts: -5.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.13
Prior (07/21) 0.17
Current vs Prior -23.30%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg -22.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 15,340
Calls: 14,736 (96%)
Puts: 604 (4%)
Prior (07/21) 33,409
Calls: 18,722 (56%)
Puts: 14,687 (44%)
Current vs Prior -54.08%
Prior 7-Day Total 178,218
Calls: 136,517 (77%)
Puts: 41,701 (23%)
Prior 7-Day Average 25,459
Calls: 19,502 (77%)
Puts: 5,957 (23%)
Current vs Prior 7-Day Avg -39.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.41% | 12.83%19.97% | 24.84%
Prior 7.28% | 13.88%19.62% | 26.53%
Current vs Prior +15.49% | -7.55%+1.82% | -6.35%
Prior 7-Day Avg 7.64% | 11.03%10.82% | 21.47%
Current vs 7-Day Avg +10.06% | +16.29%+84.61% | +15.71%
Prior 7-Day Eod 7.28% | 13.88%19.62% | 26.53%
Current vs 7-Day Eod +15.49% | -7.55%+1.82% | -6.35%
Sentiment BEARISHBEARISH

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

Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 57% vs prior. Extreme bullish P/C ratio of 0.13 - heavy call buying (1,983 calls vs 252 puts). P/C ratio dropping 23% - 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 $0.83, cheapest $0.83)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 210.750.90$0.8318.1%90.36709
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 8 found (avg delta 0.70, highest 0.95)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 141.302.50$1.9063.2%40.64--
$16.00Aug 71.051.40$1.2328.5%20.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 242.002.25$2.1311.7%50.95--
$18.00Jul 312.102.85$2.4830.2%50.89--
$16.50Jul 240.250.90$0.57114.0%20.82--
$16.00Jul 240.300.75$0.5384.9%310.59150
$17.00Aug 211.902.25$2.0816.8%10.58--

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 427, top 86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 310.200.30$0.2540.0%860.2546
$17.50Jul 240.000.10$0.05200.0%630.09125
$16.00Aug 210.751.55$1.1569.6%520.494
$16.50Aug 210.801.50$1.1560.9%310.452
$18.50Aug 70.300.55$0.4358.1%200.2613
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 240.300.75$0.5384.9%310.59150
$16.00Jul 310.551.40$0.9886.7%300.5412
$18.00Jul 242.002.25$2.1311.7%50.95--
$18.00Jul 312.102.85$2.4830.2%50.89--
$15.00Aug 140.600.90$0.7540.0%50.35113

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 24.4%, max 63.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 24Jul 3194.8%72.0%31.8%9646
$17.50Jul 24Aug 21106.3%86.1%23.4%72834
$16.00Jul 24Aug 2184.3%75.7%11.4%5734
$18.50Aug 7Aug 2188.8%85.4%4.0%3422
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 24Jul 31109.3%67.0%63.2%10--
$16.00Jul 24Aug 1484.3%75.0%12.5%36165

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 3.29, avg 1.97)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.50$18.00Aug 7$0.35$1.15$0.353.29$16.85
$16.50$17.50Aug 21$0.32$0.68$0.322.13$16.82
$18.00$18.50Aug 21$0.18$0.32$0.181.78$18.18
$16.00$16.50Jul 24$0.20$0.30$0.201.50$16.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$14.00Jul 24$0.48$1.52$0.483.17$15.52
$16.00$13.00Jul 31$0.90$2.10$0.902.33$15.10
$16.00$14.50Aug 7$0.55$0.95$0.551.73$15.45
$16.00$15.00Aug 14$0.52$0.48$0.520.92$15.48
$17.00$15.00Aug 21$1.06$0.94$1.060.89$15.94

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 3.17, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$16.50Aug 7$0.38$0.38$0.123.17$16.38
$16.00$16.50Jul 24$0.20$0.20$0.300.67$16.20
$18.00$18.50Aug 21$0.18$0.18$0.320.56$18.18
$16.50$17.50Aug 21$0.32$0.32$0.680.47$16.82
$16.50$18.00Aug 7$0.35$0.35$1.150.30$16.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$16.00Jul 31$1.50$1.50$0.503.00$16.50
$17.00$15.00Aug 21$1.06$1.06$0.941.13$15.94
$16.00$15.00Aug 14$0.52$0.52$0.481.08$15.48
$16.00$14.50Aug 7$0.55$0.55$0.950.58$15.45
$16.00$13.00Jul 31$0.90$0.90$2.100.43$15.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.40, cheapest $0.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.50Aug 7Aug 21$0.1488.8%85.4%
$17.00Jul 24Jul 31$0.1794.8%72.0%
$17.50Jul 24Jul 31$0.25106.3%91.9%
$18.00Aug 7Aug 21$0.2585.7%89.5%
$16.50Jul 24Aug 7$0.7768.6%75.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Aug 14Aug 21$0.2771.0%73.1%
$18.00Jul 24Jul 31$0.35109.3%67.0%
$16.00Jul 24Jul 31$0.4584.3%81.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.11% of stock, avg 10.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$16.50Jul 24$0.08$0.57$0.65$15.85$17.154.11%
$16.00Jul 24$0.28$0.53$0.81$15.19$16.815.12%
$16.00Aug 7$1.23$1.08$2.31$13.69$18.3114.60%
$15.00Aug 14$1.90$0.75$2.65$12.35$17.6516.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 17 found (cheapest 0.63% of stock, avg 7.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$14.00Jul 24$0.05$0.05$0.10$13.90$17.60
$16.50$14.00Jul 24$0.08$0.05$0.13$13.87$16.63
$17.00$14.00Jul 24$0.08$0.05$0.13$13.87$17.13
$16.00$14.00Jul 24$0.28$0.05$0.33$13.67$16.33
$17.00$13.00Jul 31$0.25$0.08$0.33$12.67$17.33
$17.50$13.00Jul 31$0.30$0.08$0.38$12.62$17.88
$18.50$14.50Aug 7$0.43$0.53$0.96$13.54$19.46
$18.00$14.50Aug 7$0.50$0.53$1.03$13.47$19.03
$16.50$14.50Aug 7$0.85$0.53$1.38$13.12$17.88
$18.50$16.00Aug 7$0.43$1.08$1.51$14.49$20.01

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.63, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1718/18Aug 21$1.24$0.761.63$15.76$19.24
14/1616/18Aug 7$0.90$0.601.50$15.10$17.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 1.50, cheapest $0.20)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$16.00$16.50$17.00Jul 24$0.20$0.301.50
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.15, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.50$18.001:2Aug 7-$0.15$1.35
$16.50$17.501:2Aug 21-$0.51$0.49
$16.50$17.001:2Jul 24-$0.08$0.42
$17.00$17.501:2Jul 31-$0.35$0.15
$18.00$18.501:2Aug 7-$0.36$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$15.001:2Aug 14-$0.23$0.77
$16.50$16.001:2Jul 24-$0.49$0.01
$16.00$13.001:2Jul 31$0.82$2.18
$17.00$15.001:2Aug 21$0.04$1.96
$16.00$14.001:2Jul 24$0.43$1.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 6.64%, avg 3.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Aug 7$1.050.561.1%6.64%7.77%2--
$16.50Aug 21$0.800.454.3%5.06%9.36%312
$16.00Aug 21$0.750.491.1%4.74%5.88%524
$17.50Aug 21$0.750.3610.6%4.74%15.36%9709
$18.00Aug 21$0.600.3213.8%3.79%17.57%1511
$18.50Aug 21$0.500.2716.9%3.16%20.10%149
$16.50Aug 7$0.300.484.3%1.90%6.19%1--
$18.50Aug 7$0.300.2616.9%1.90%18.84%2013
$16.00Jul 24$0.200.411.1%1.26%2.40%530
$17.00Jul 31$0.200.257.5%1.26%8.72%8646

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 1,983
Total Puts 252
Put/Call Ratio 0.13
Net Difference 1,731

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,590
Total Puts 3,417
Average Put/Call Ratio 0.17
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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