Tour v366
STM
STMICROELECTRONICS N ADR
$61.78 -0.45%
$62.00 (+0.36%)🌙
as of 07/20 07:07 PM
7/20 19:07

Option Volume

Detail
Current (07/20) 7,732
Calls: 6,230 (81%)
Puts: 1,502 (19%)
Prior (07/17) 9,791
Calls: 5,426 (55%)
Puts: 4,365 (45%)
Current vs Prior -21.03%
Calls: +14.82% (Calls)
Puts: -65.59% (Puts)
Prior 7-Day Total 135,734
Calls: 91,305 (67%)
Puts: 44,429 (33%)
Prior 7-Day Average 19,390
Calls: 13,043 (67%)
Puts: 6,347 (33%)
Current vs Prior 7-Day Avg -60.12%
Calls: -52.24%
Puts: -76.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $3.33M
Calls: $2.38M (72%)
Puts: $947.8K (28%)
Prior (07/17) $5.28M
Calls: $3.34M (63%)
Puts: $1.95M (37%)
Current vs Prior -37.00%
Calls: -28.67%
Puts: -51.28%
Prior 7-Day Total $45.07M
Calls: $22.22M (49%)
Puts: $22.84M (51%)
Prior 7-Day Average $6.44M
Calls: $3.17M (49%)
Puts: $3.26M (51%)
Current vs Prior 7-Day Avg -48.32%
Calls: -25.04%
Puts: -70.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.24
Prior (07/17) 0.80
Current vs Prior -70.03%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -70.23%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 108,882
Calls: 74,990 (69%)
Puts: 33,892 (31%)
Prior (07/17) 151,624
Calls: 107,439 (71%)
Puts: 44,185 (29%)
Current vs Prior -28.19%
Prior 7-Day Total 1,023,270
Calls: 757,150 (74%)
Puts: 266,120 (26%)
Prior 7-Day Average 146,181
Calls: 108,164 (74%)
Puts: 38,017 (26%)
Current vs Prior 7-Day Avg -25.52%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 14.08% | 16.02%21.61% | 26.55%
Prior 14.34% | 17.08%4.69% | 21.35%
Current vs Prior -1.80% | -6.18%+360.84% | +24.33%
Prior 7-Day Avg 7.54% | 14.90%7.00% | 22.26%
Current vs 7-Day Avg +86.72% | +7.51%+208.63% | +19.24%
Prior 7-Day Eod 14.34% | 17.08%4.69% | 21.35%
Current vs 7-Day Eod -1.80% | -6.18%+360.84% | +24.33%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 8.03% | 8.71%
Calls: 8.22% | 4.08%
Puts: 7.84% | 13.33%
Prior 8.03% | 8.71%
Calls: 8.22% | 4.08%
Puts: 7.84% | 13.33%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.03% | 8.71%
Calls: 8.22% | 4.08%
Puts: 7.84% | 13.33%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($2.38M). Extreme bullish P/C ratio of 0.24 - heavy call buying (6,230 calls vs 1,502 puts). P/C ratio dropping 70% - sentiment shifting bullish. Call-heavy open interest (74,990 calls vs 33,892 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 BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 10 of results (avg 7.5%, best 4.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 2110.0011.00$10.509.5%10.72138
$63.00Aug 215.706.30$6.0010.0%330.53--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Aug 219.209.60$9.404.3%120.57--
$65.00Aug 217.908.30$8.104.9%630.521.5K
$66.00Jul 317.007.50$7.256.9%10.5914
$68.00Aug 219.6010.30$9.957.0%100.59--
$60.00Aug 215.205.60$5.407.4%340.40958

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.70, cheapest $0.70)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Jul 240.650.75$0.7014.3%280.12--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.59, highest 0.72)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 2110.0011.00$10.509.5%10.72138
$57.00Jul 317.108.10$7.6013.2%10.70--
$58.00Jul 316.507.20$6.8510.2%400.672
$59.00Jul 245.006.50$5.7526.1%10.65--
$60.00Jul 244.505.90$5.2026.9%200.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 246.607.70$7.1515.4%10.6674
$68.00Aug 219.6010.30$9.957.0%100.59--
$66.00Jul 317.007.50$7.256.9%10.5914
$65.00Jul 245.406.40$5.9016.9%30.59--
$67.00Aug 219.209.60$9.404.3%120.57--

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 4.5K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 242.052.55$2.3021.7%1.5K0.383
$71.00Jul 240.751.30$1.0253.9%1.5K0.21163
$64.00Jul 242.653.30$2.9721.9%770.45326
$70.00Jul 241.051.55$1.3038.5%770.24118
$72.00Jul 240.751.20$0.9845.9%730.1979
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 241.251.60$1.4324.5%670.2273
$65.00Aug 217.908.30$8.104.9%630.521.5K
$63.00Jul 244.105.00$4.5519.8%450.51120
$61.00Jul 243.104.00$3.5525.4%350.43108
$60.00Aug 215.205.60$5.407.4%340.40958

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 69.6%, max 92.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Jul 24Aug 28151.2%81.0%86.6%78118
$63.00Jul 24Aug 21153.8%87.5%75.6%9835
$72.00Jul 24Aug 21152.5%86.9%75.4%9779
$60.00Jul 24Aug 28159.0%90.8%75.0%2428
$67.00Jul 24Aug 21153.6%87.8%74.9%726.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 24Aug 28165.5%86.1%92.2%6978
$62.00Jul 24Aug 21160.5%87.6%83.1%32385
$61.00Jul 24Aug 21159.0%87.5%81.8%38108
$59.00Jul 24Aug 21161.4%90.3%78.7%4368
$60.00Jul 24Aug 21159.0%89.0%78.5%46958

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 4.56, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$70.00$71.00Jul 31$0.18$0.82$0.184.56$70.18
$67.00$69.00Aug 21$0.40$1.60$0.404.00$67.40
$70.00$71.00Aug 21$0.20$0.80$0.204.00$70.20
$64.00$65.00Jul 24$0.22$0.78$0.223.55$64.22
$66.00$67.00Jul 24$0.22$0.78$0.223.55$66.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Jul 24$0.18$0.82$0.184.56$54.82
$52.00$50.00Aug 21$0.48$1.52$0.483.17$51.52
$56.00$55.00Aug 28$0.25$0.75$0.253.00$55.75
$58.00$55.00Jul 24$0.80$2.20$0.802.75$57.20
$55.00$50.00Aug 28$1.47$3.53$1.472.40$53.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 3.00, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.00$58.00Jul 31$0.75$0.75$0.253.00$57.75
$62.00$63.00Jul 24$0.65$0.65$0.351.86$62.65
$69.00$70.00Aug 21$0.60$0.60$0.401.50$69.60
$58.00$60.00Jul 31$1.15$1.15$0.851.35$59.15
$60.00$63.00Aug 21$1.70$1.70$1.301.31$61.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$64.00$62.00Aug 21$1.40$1.40$0.602.33$62.60
$65.00$63.00Jul 24$1.35$1.35$0.652.08$63.65
$67.00$65.00Aug 21$1.30$1.30$0.701.86$65.70
$67.00$65.00Jul 24$1.25$1.25$0.751.67$65.75
$60.00$59.00Aug 14$0.60$0.60$0.401.50$59.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $1.06, cheapest $0.29)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 24Jul 31$0.50159.0%110.3%
$72.00Jul 24Jul 31$0.62152.5%112.0%
$69.00Jul 24Jul 31$0.67154.2%111.7%
$74.00Jul 24Jul 31$0.68148.5%114.2%
$67.00Jul 24Jul 31$0.72153.6%111.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Aug 7Aug 14$0.29107.3%98.7%
$55.00Jul 24Jul 31$0.50165.5%113.5%
$60.00Jul 24Jul 31$0.67159.0%110.3%
$58.00Jul 24Jul 31$0.85157.9%115.5%
$63.00Jul 24Aug 7$1.35153.8%100.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 13.03% of stock, avg 17.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$63.00Jul 24$3.50$4.55$8.05$54.95$71.0513.03%
$62.00Jul 24$4.15$4.10$8.25$53.75$70.2513.35%
$60.00Jul 24$5.20$3.08$8.28$51.72$68.2813.40%
$59.00Jul 24$5.75$2.70$8.45$50.55$67.4513.68%
$65.00Jul 24$2.75$5.90$8.65$56.35$73.6514.00%
$67.00Jul 24$2.08$7.15$9.23$57.77$76.2314.94%
$60.00Jul 31$5.70$3.75$9.45$50.55$69.4515.30%
$58.00Jul 31$6.85$3.08$9.93$48.07$67.9316.07%
$66.00Jul 31$3.15$7.25$10.40$55.60$76.4016.83%
$60.00Aug 21$7.70$5.40$13.10$46.90$73.1021.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 5.23% of stock, avg 12.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$73.00$50.00Aug 7$1.85$1.38$3.23$46.77$76.23
$70.00$50.00Aug 7$2.85$1.38$4.23$45.77$74.23
$67.00$58.00Jul 24$2.08$2.23$4.31$53.69$71.31
$68.00$55.00Jul 31$2.55$1.93$4.48$50.52$72.48
$66.00$58.00Jul 24$2.30$2.23$4.53$53.47$70.53
$70.00$50.00Aug 14$3.00$1.67$4.67$45.33$74.67
$67.00$55.00Jul 31$2.80$1.93$4.73$50.27$71.73
$67.00$59.00Jul 24$2.08$2.70$4.78$54.22$71.78
$65.00$58.00Jul 24$2.75$2.23$4.98$53.02$69.98
$66.00$59.00Jul 24$2.30$2.70$5.00$54.00$71.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 14.00, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5860/63Aug 21$2.80$0.2014.00$55.20$62.80
51/5360/62Jul 24$1.85$0.1512.33$51.15$61.85
58/5963/64Aug 21$0.90$0.109.00$58.10$63.90
60/6165/66Aug 21$0.90$0.109.00$60.10$65.90
61/6263/64Aug 21$0.90$0.109.00$61.10$63.90
62/6467/69Aug 21$1.80$0.209.00$62.20$68.80
52/5560/63Aug 21$2.67$0.338.09$52.33$62.67
55/5860/63Jul 31$2.60$0.406.50$55.40$62.60
58/5966/67Aug 21$0.85$0.155.67$58.15$66.85
58/5971/72Aug 21$0.85$0.155.67$58.15$71.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 22.08, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$66.00$67.00$68.00Jul 31$0.10$0.909.00
$62.00$63.00$64.00Jul 24$0.12$0.887.33
$65.00$66.00$67.00Aug 21$0.20$0.804.00
$65.00$66.00$67.00Jul 24$0.23$0.773.35
$71.00$72.00$73.00Aug 21$0.23$0.773.35
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$55.00$58.00Aug 21$0.13$2.8722.08
$60.00$61.00$62.00Jul 24$0.08$0.9211.50
$59.00$60.00$61.00Jul 24$0.09$0.9110.11
$60.00$61.00$62.00Aug 21$0.15$0.855.67
$53.00$54.00$55.00Jul 24$0.43$0.571.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.25, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$66.00$70.001:2Aug 14-$1.70$2.30
$70.00$73.001:2Aug 7-$0.85$2.15
$66.00$70.001:2Aug 7-$1.95$2.05
$73.00$74.001:2Jul 24-$0.42$0.58
$70.00$71.001:2Jul 24-$0.74$0.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$66.00$60.001:2Jul 31-$0.25$5.75
$55.00$50.001:2Aug 28-$0.76$4.24
$58.00$55.001:2Jul 24-$0.63$2.37
$58.00$55.001:2Jul 31-$0.78$2.22
$55.00$52.001:2Aug 21-$1.41$1.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 9.23%, avg 4.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$63.00Aug 21$5.700.532.0%9.23%11.20%33--
$64.00Aug 21$5.300.513.6%8.58%12.17%1--
$65.00Aug 21$4.900.495.2%7.93%13.14%291.3K
$66.00Aug 21$4.500.466.8%7.28%14.11%2--
$67.00Aug 21$4.200.448.4%6.80%15.25%2--
$63.00Jul 31$4.000.502.0%6.47%8.45%28
$66.00Aug 14$4.000.446.8%6.47%13.31%5--
$62.00Jul 24$3.600.540.4%5.83%6.18%179
$64.00Jul 31$3.600.473.6%5.83%9.42%1--
$69.00Aug 21$3.500.4011.7%5.67%17.35%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 6,230
Total Puts 1,502
Put/Call Ratio 0.24
Net Difference 4,728

Prior's Put/Call Breakdown

Total Calls 5,426
Total Puts 4,365
Put/Call Ratio 0.80
Net Difference 1,061

Prior 7-Day Put/Call Summary

Total Calls 91,305
Total Puts 44,429
Average Put/Call Ratio 0.81
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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