Tour v381
STM
STMICROELECTRONICS N ADR
$65.43 +5.91%
$65.92 (+0.75%)🌙
as of 07/21 07:06 PM
7/21 19:06

Option Volume

Detail
Current (07/21) 11,554
Calls: 7,550 (65%)
Puts: 4,004 (35%)
Prior (07/20) 7,732
Calls: 6,230 (81%)
Puts: 1,502 (19%)
Current vs Prior +49.43%
Calls: +21.19% (Calls)
Puts: +166.58% (Puts)
Prior 7-Day Total 134,859
Calls: 93,785 (70%)
Puts: 41,074 (30%)
Prior 7-Day Average 19,265
Calls: 13,397 (70%)
Puts: 5,867 (30%)
Current vs Prior 7-Day Avg -40.03%
Calls: -43.65%
Puts: -31.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $5.89M
Calls: $3.75M (64%)
Puts: $2.13M (36%)
Prior (07/20) $3.33M
Calls: $2.38M (72%)
Puts: $947.8K (28%)
Current vs Prior +76.94%
Calls: +57.75%
Puts: +125.12%
Prior 7-Day Total $43.23M
Calls: $23.07M (53%)
Puts: $20.16M (47%)
Prior 7-Day Average $6.18M
Calls: $3.30M (53%)
Puts: $2.88M (47%)
Current vs Prior 7-Day Avg -4.66%
Calls: +13.91%
Puts: -25.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.53
Prior (07/20) 0.24
Current vs Prior +119.97%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -19.56%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 125,205
Calls: 85,435 (68%)
Puts: 39,770 (32%)
Prior (07/20) 108,882
Calls: 74,990 (69%)
Puts: 33,892 (31%)
Current vs Prior +14.99%
Prior 7-Day Total 967,268
Calls: 715,223 (74%)
Puts: 252,045 (26%)
Prior 7-Day Average 138,181
Calls: 102,174 (74%)
Puts: 36,006 (26%)
Current vs Prior 7-Day Avg -9.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 13.30% | 15.67%21.78% | 26.36%
Prior 14.08% | 16.02%21.61% | 26.55%
Current vs Prior -5.58% | -2.24%+0.79% | -0.68%
Prior 7-Day Avg 9.01% | 15.81%8.71% | 22.76%
Current vs 7-Day Avg +47.55% | -0.93%+150.11% | +15.82%
Prior 7-Day Eod 14.08% | 16.02%21.61% | 26.55%
Current vs 7-Day Eod -5.58% | -2.24%+0.79% | -0.68%
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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($3.75M). Elevated premium activity with dollar volume up 77% vs prior. Bullish P/C ratio of 0.53. P/C ratio rising 120% - increased hedging/bearish 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 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 19 of results (avg 8.7%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Aug 145.906.30$6.106.6%70.5410
$62.00Jul 316.507.00$6.757.4%10.65--
$65.00Aug 216.907.50$7.208.3%190.571.3K
$65.00Aug 75.706.20$5.958.4%30.5620
$64.00Jul 315.405.90$5.658.8%10.59--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Aug 219.5010.20$9.857.1%400.57--
$66.00Jul 314.905.30$5.107.8%300.4814
$70.00Aug 77.908.60$8.258.5%20.58--
$71.00Jul 317.808.50$8.158.6%60.6416
$70.00Aug 218.709.50$9.108.8%180.55875

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. 36 found (avg delta 0.59, highest 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 318.5011.00$9.7525.6%10.7942
$60.00Aug 219.4010.30$9.859.1%250.691.2K
$61.00Jul 316.807.80$7.3013.7%20.694
$62.00Jul 245.606.70$6.1517.9%40.6721
$62.00Jul 316.507.00$6.757.4%10.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 2410.0011.80$10.9016.5%110.80--
$70.00Jul 246.307.10$6.7011.9%20.6560
$71.00Jul 317.808.50$8.158.6%60.6416
$70.00Aug 77.908.60$8.258.5%20.58--
$71.00Aug 219.5010.20$9.857.1%400.57--

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 9.1K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 242.703.30$3.0020.0%9070.4491
$74.00Aug 213.304.00$3.6519.2%8080.37--
$66.00Jul 243.604.30$3.9517.7%5930.521.5K
$75.00Jul 240.701.25$0.9856.1%5430.20213
$71.00Jul 241.752.20$1.9822.7%5370.331.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Aug 215.506.30$5.9013.6%2.0K0.411
$63.00Jul 242.603.20$2.9020.7%1840.37116
$66.00Aug 216.507.60$7.0515.6%1580.46--
$68.00Aug 217.609.20$8.4019.0%1480.50--
$67.00Aug 217.007.70$7.359.5%980.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 81.3%, max 108.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Jul 24Aug 21176.7%87.4%102.2%731.5K
$74.00Jul 24Aug 21173.0%86.9%99.1%813--
$66.00Jul 24Aug 28178.4%90.5%97.2%5941.5K
$62.00Jul 24Aug 21172.3%87.9%96.0%1021
$67.00Jul 24Aug 21173.3%89.9%92.7%906.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 24Aug 21195.3%93.7%108.5%4297
$55.00Jul 24Aug 21188.1%92.1%104.3%54575
$65.00Jul 24Aug 21176.7%87.4%102.2%361.7K
$66.00Jul 24Aug 21178.4%89.5%99.3%19021
$58.00Jul 24Aug 21179.7%91.7%96.0%4550

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 89 found (best R:R 7.33, avg 1.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.00$75.00Jul 31$0.15$0.85$0.155.67$74.15
$70.00$71.00Jul 24$0.17$0.83$0.174.88$70.17
$75.00$76.00Jul 31$0.20$0.80$0.204.00$75.20
$74.00$75.00Aug 21$0.20$0.80$0.204.00$74.20
$72.00$73.00Jul 24$0.23$0.77$0.233.35$72.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$59.00Jul 24$0.12$0.88$0.127.33$59.88
$58.00$57.00Jul 24$0.19$0.81$0.194.26$57.81
$55.00$54.00Aug 21$0.19$0.81$0.194.26$54.81
$64.00$63.00Jul 24$0.20$0.80$0.204.00$63.80
$61.00$60.00Jul 31$0.22$0.78$0.223.55$60.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 5.67, avg 0.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$61.00Jul 31$2.45$2.45$0.554.45$60.45
$71.00$72.00Aug 7$0.80$0.80$0.204.00$71.80
$62.00$63.00Jul 24$0.70$0.70$0.302.33$62.70
$63.00$64.00Jul 31$0.65$0.65$0.351.86$63.65
$64.00$65.00Jul 24$0.60$0.60$0.401.50$64.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Jul 24$0.85$0.85$0.155.67$60.15
$75.00$70.00Jul 24$4.20$4.20$0.805.25$70.80
$66.00$65.00Aug 21$0.80$0.80$0.204.00$65.20
$65.00$64.00Jul 24$0.75$0.75$0.253.00$64.25
$71.00$70.00Aug 21$0.75$0.75$0.253.00$70.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $0.96, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Jul 24Jul 31$0.38178.9%110.5%
$76.00Jul 24Jul 31$0.55174.1%111.9%
$74.00Jul 24Jul 31$0.57173.0%110.2%
$62.00Jul 24Jul 31$0.60172.3%113.7%
$64.00Jul 24Jul 31$0.65165.3%112.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.00Jul 24Jul 31$0.15197.7%111.2%
$58.00Jul 24Jul 31$0.28179.7%106.4%
$55.00Jul 24Jul 31$0.49188.1%122.1%
$63.00Jul 24Jul 31$0.70176.4%112.8%
$65.00Jul 24Jul 31$0.70176.7%112.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 12.38% of stock, avg 17.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$64.00Jul 24$5.00$3.10$8.10$55.90$72.1012.38%
$65.00Jul 24$4.40$3.85$8.25$56.75$73.2512.61%
$66.00Jul 24$3.95$4.30$8.25$57.75$74.2512.61%
$63.00Jul 24$5.45$2.90$8.35$54.65$71.3512.76%
$62.00Jul 24$6.15$2.40$8.55$53.45$70.5513.07%
$70.00Jul 24$2.15$6.70$8.85$61.15$78.8513.53%
$65.00Jul 31$5.15$4.55$9.70$55.30$74.7014.83%
$66.00Jul 31$4.75$5.10$9.85$56.15$75.8515.05%
$63.00Jul 31$6.30$3.60$9.90$53.10$72.9015.13%
$61.00Jul 31$7.30$2.70$10.00$51.00$71.0015.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 6.69% of stock, avg 12.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$71.00$62.00Jul 24$1.98$2.40$4.38$57.62$75.38
$70.00$62.00Jul 24$2.15$2.40$4.55$57.45$74.55
$71.00$63.00Jul 24$1.98$2.90$4.88$58.12$75.88
$72.00$55.00Aug 7$3.25$1.73$4.98$50.02$76.98
$69.00$62.00Jul 24$2.63$2.40$5.03$56.97$74.03
$70.00$63.00Jul 24$2.15$2.90$5.05$57.95$75.05
$71.00$64.00Jul 24$1.98$3.10$5.08$58.92$76.08
$71.00$60.00Jul 31$2.75$2.48$5.23$54.77$76.23
$70.00$64.00Jul 24$2.15$3.10$5.25$58.75$75.25
$72.00$56.00Aug 7$3.25$2.05$5.30$50.70$77.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 202 found (best R:R 9.00, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
62/6367/68Jul 24$0.90$0.109.00$62.10$67.90
62/6371/72Jul 24$0.90$0.109.00$62.10$71.90
65/6669/70Jul 31$0.90$0.109.00$65.10$69.90
63/6571/72Aug 7$1.80$0.209.00$63.20$72.80
57/5862/63Jul 24$0.89$0.118.09$57.11$62.89
56/5769/70Jul 24$0.88$0.127.33$56.12$69.88
62/6368/69Jul 24$0.87$0.136.69$62.13$68.87
60/6163/64Jul 31$0.87$0.136.69$60.13$63.87
55/5664/65Aug 7$0.87$0.136.69$55.13$64.87
58/5966/67Jul 24$0.86$0.146.14$58.14$66.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$66.00$67.00$68.00Aug 7$0.05$0.9519.00
$67.00$68.00$69.00Aug 14$0.05$0.9519.00
$60.00$62.00$64.00Aug 21$0.10$1.9019.00
$71.00$72.00$73.00Aug 21$0.05$0.9519.00
$73.00$74.00$75.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Aug 7$0.07$0.9313.29
$57.00$58.00$59.00Jul 24$0.12$0.887.33
$60.00$62.00$64.00Aug 21$0.25$1.757.00
$58.00$60.00$62.00Aug 21$0.30$1.705.67
$55.00$60.00$65.00Aug 14$1.29$3.712.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.81, 21 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$76.00$77.001:2Jul 24-$0.50$0.50
$74.00$75.001:2Jul 24-$0.63$0.37
$77.00$78.001:2Jul 31-$0.83$0.17
$77.00$78.001:2Jul 24-$0.85$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$60.001:2Aug 14-$0.81$4.19
$60.00$55.001:2Aug 14-$0.82$4.18
$60.00$56.001:2Aug 7-$0.92$3.08
$70.00$65.001:2Aug 7-$2.45$2.55
$75.00$70.001:2Jul 24-$2.50$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 9.48%, avg 4.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$66.00Aug 21$6.200.550.9%9.48%10.35%672
$67.00Aug 21$6.000.532.4%9.17%11.57%3--
$66.00Aug 14$5.900.540.9%9.02%9.89%710
$66.00Aug 28$5.800.570.9%8.86%9.74%14
$67.00Aug 14$5.400.522.4%8.25%10.65%2--
$66.00Aug 7$5.200.530.9%7.95%8.82%46
$68.00Aug 14$5.000.493.9%7.64%11.57%3--
$69.00Aug 21$5.000.485.5%7.64%13.10%31
$67.00Aug 7$4.800.502.4%7.34%9.74%29
$70.00Aug 21$4.800.467.0%7.34%14.32%801.4K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 7,550
Total Puts 4,004
Put/Call Ratio 0.53
Net Difference 3,546

Prior's Put/Call Breakdown

Total Calls 6,230
Total Puts 1,502
Put/Call Ratio 0.24
Net Difference 4,728

Prior 7-Day Put/Call Summary

Total Calls 93,785
Total Puts 41,074
Average Put/Call Ratio 0.66
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All