Tour v526
STM
STMICROELECTRONICS N ADR
$49.92 -0.97%
$50.14 (+0.43%)🌙
as of 08/20 07:08 PM
8/20 19:08

Option Volume

Detail
Current (08/20) 20,476
Calls: 6,992 (34%)
Puts: 13,484 (66%)
Prior (08/19) 37,441
Calls: 33,227 (89%)
Puts: 4,214 (11%)
Current vs Prior -45.31%
Calls: -78.96% (Calls)
Puts: +219.98% (Puts)
Prior 7-Day Total 133,303
Calls: 109,774 (82%)
Puts: 23,529 (18%)
Prior 7-Day Average 19,043
Calls: 15,682 (82%)
Puts: 3,361 (18%)
Current vs Prior 7-Day Avg +7.52%
Calls: -55.41%
Puts: +301.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $14.11M
Calls: $2.06M (15%)
Puts: $12.06M (85%)
Prior (08/19) $3.89M
Calls: $2.48M (64%)
Puts: $1.41M (36%)
Current vs Prior +262.68%
Calls: -17.24%
Puts: +757.13%
Prior 7-Day Total $27.41M
Calls: $15.92M (58%)
Puts: $11.49M (42%)
Prior 7-Day Average $3.92M
Calls: $2.27M (58%)
Puts: $1.64M (42%)
Current vs Prior 7-Day Avg +260.41%
Calls: -9.59%
Puts: +634.60%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.93
Prior (08/19) 0.13
Current vs Prior +1420.60%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg +414.44%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 199,509
Calls: 126,169 (63%)
Puts: 73,340 (37%)
Prior (08/19) 192,673
Calls: 121,375 (63%)
Puts: 71,298 (37%)
Current vs Prior +3.55%
Prior 7-Day Total 1,295,963
Calls: 857,535 (66%)
Puts: 438,428 (34%)
Prior 7-Day Average 185,137
Calls: 122,505 (66%)
Puts: 62,632 (34%)
Current vs Prior 7-Day Avg +7.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.86% | 6.81%2.86% | 11.84%
Prior 4.66% | 7.95%4.66% | 12.20%
Current vs Prior -38.55% | -14.38%-38.55% | -2.96%
Prior 7-Day Avg 5.27% | 8.35%6.62% | 13.40%
Current vs 7-Day Avg -45.68% | -18.46%-56.72% | -11.62%
Prior 7-Day Eod 4.66% | 7.95%4.66% | 12.20%
Current vs 7-Day Eod -38.55% | -14.38%-38.55% | -2.96%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.15% | 11.80%
Calls: 40.87% | 12.50%
Puts: 35.43% | 11.11%
Prior 38.15% | 11.80%
Calls: 40.87% | 12.50%
Puts: 35.43% | 11.11%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 38.15% | 11.80%
Calls: 40.87% | 12.50%
Puts: 35.43% | 11.11%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 85% of dollar volume in puts ($12.06M) vs calls ($2.06M). Massive premium surge with dollar volume up 263% vs prior. Dollar volume significantly above 7-day average (260% higher). Below-average activity with volume down 45% vs prior.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 14 of results (avg 7.3%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 219.6010.10$9.855.1%31.00196
$41.00Aug 218.609.10$8.855.6%40.94143
$42.00Aug 217.608.10$7.856.4%61.00471
$43.00Aug 216.607.10$6.857.3%81.0089
$55.00Sep 181.251.35$1.307.7%1230.292.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 186.106.40$6.254.8%40.71--
$50.00Sep 182.853.00$2.935.1%1690.482.7K
$55.00Aug 214.905.30$5.107.8%2.2K0.971.5K
$57.00Aug 216.907.50$7.208.3%9610.98745
$56.00Aug 215.906.50$6.209.7%2400.98--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.82, cheapest $0.77)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Sep 40.700.85$0.7719.5%290.2557
$55.00Sep 110.800.95$0.8817.0%240.2415
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 44 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 219.6010.10$9.855.1%31.00196
$42.00Aug 217.608.10$7.856.4%61.00471
$43.00Aug 216.607.10$6.857.3%81.0089
$44.00Aug 215.606.10$5.858.5%21.00--
$45.00Aug 214.605.10$4.8510.3%31.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 216.907.50$7.208.3%9610.98745
$56.00Aug 215.906.50$6.209.7%2400.98--
$55.00Aug 214.905.30$5.107.8%2.2K0.971.5K
$54.00Aug 213.904.40$4.1512.0%9650.95639
$53.00Aug 213.003.50$3.2515.4%70.941.9K

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 8.2K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 210.000.05$0.03166.7%3970.026.0K
$57.00Aug 210.000.05$0.03166.7%3920.02--
$54.00Sep 251.302.30$1.8055.6%3920.35--
$56.00Sep 251.051.65$1.3544.4%3920.28--
$53.00Aug 280.450.65$0.5536.4%1390.247.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 214.905.30$5.107.8%2.2K0.971.5K
$54.00Aug 213.904.40$4.1512.0%9650.95639
$57.00Aug 216.907.50$7.208.3%9610.98745
$56.00Aug 215.906.50$6.209.7%2400.98--
$50.00Aug 210.450.80$0.6355.6%2210.523.2K

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 10.9%, max 25.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 21Sep 1857.5%51.4%12.1%1102.7K
$51.00Aug 21Aug 2859.1%57.5%2.7%254324
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Aug 21Sep 465.9%52.4%25.8%38750
$49.50Aug 21Aug 2863.1%55.7%13.2%53360
$50.00Aug 21Sep 2557.5%51.2%12.4%2223.2K
$51.00Aug 21Oct 259.1%54.2%9.0%70243
$52.00Aug 28Oct 254.9%54.5%0.8%1177

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 0.82, avg 2.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$50.00Sep 18$3.07$1.93$3.0777%0.63$48.07
$50.00$55.00Sep 18$1.68$3.32$1.6852%1.98$51.68
$50.00$52.00Sep 4$0.73$1.27$0.7351%1.74$50.73
$50.00$51.00Aug 28$0.32$0.68$0.3250%2.12$50.32
$55.00$56.00Sep 25$0.20$0.80$0.2031%4.00$55.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$54.00Aug 28$0.55$0.45$0.5588%0.82$54.45
$56.00$55.00Sep 4$0.55$0.45$0.5584%0.82$55.45
$55.00$52.00Sep 4$1.97$1.03$1.9780%0.52$53.03
$51.00$46.00Oct 2$1.77$3.23$1.7751%1.82$49.23
$50.00$49.50Aug 28$0.17$0.33$0.1750%1.94$49.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 2.13, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$53.00$54.00Aug 28$0.32$0.32$0.6876%0.47$53.32
$52.00$53.00Sep 4$0.40$0.40$0.6062%0.67$52.40
$51.00$52.00Aug 28$0.40$0.40$0.6059%0.67$51.40
$56.00$57.00Aug 28$0.12$0.12$0.8889%0.14$56.12
$50.00$51.00Aug 21$0.33$0.33$0.6752%0.49$50.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$46.00$45.00Oct 2$0.68$0.68$0.3269%2.13$45.32
$45.00$40.00Sep 18$0.80$0.80$4.2077%0.19$44.20
$49.00$47.50Aug 28$0.64$0.64$0.8660%0.74$48.36
$48.00$46.00Sep 4$0.65$0.65$1.3566%0.48$47.35
$45.00$44.50Sep 4$0.14$0.14$0.3682%0.39$44.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.96, cheapest $0.95)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Aug 21Aug 28$0.9563.1%55.7%
$50.00Aug 21Aug 28$0.9757.5%54.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Aug 21Aug 28$1.0363.1%55.7%
$50.00Aug 21Aug 28$1.0257.5%54.3%
$52.00Aug 28Sep 4$0.8354.9%56.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 2.32% of stock, avg 7.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$0.53$0.63$1.16$48.84$51.162.32%
$49.50Aug 21$0.80$0.45$1.25$48.25$50.752.50%
$51.00Aug 21$0.20$1.38$1.58$49.42$52.583.17%
$50.00Aug 28$1.50$1.65$3.15$46.85$53.156.31%
$49.50Aug 28$1.75$1.48$3.23$46.27$52.736.47%
$53.00Aug 21$0.05$3.25$3.30$49.70$56.306.61%
$51.00Aug 28$1.18$2.22$3.40$47.60$54.406.81%
$52.00Aug 28$0.78$2.90$3.68$48.32$55.687.37%
$53.00Aug 28$0.55$3.60$4.15$48.85$57.158.31%
$46.00Aug 28$4.15$0.33$4.48$41.52$50.488.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 0.30% of stock, avg 3.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$53.00$48.00Aug 21$0.05$0.10$0.15$47.85$53.15
$52.00$48.00Aug 21$0.10$0.10$0.20$47.80$52.20
$51.00$48.00Aug 21$0.20$0.10$0.30$47.70$51.30
$53.00$49.00Aug 21$0.05$0.30$0.35$48.65$53.35
$54.00$45.50Aug 28$0.23$0.22$0.45$45.05$54.45
$52.00$49.00Aug 21$0.10$0.30$0.40$48.60$52.40
$51.00$49.00Aug 21$0.20$0.30$0.50$48.50$51.50
$54.00$46.00Aug 28$0.23$0.33$0.56$45.44$54.56
$53.00$49.50Aug 21$0.05$0.45$0.50$49.00$53.50
$52.00$49.50Aug 21$0.10$0.45$0.55$48.95$52.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 0.75, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
46/4653/54Aug 28$0.43$0.5761%0.75$45.57$53.43
46/4656/57Aug 28$0.23$0.7774%0.30$45.77$56.23
44/4554/55Sep 4$0.34$0.6658%0.52$44.66$54.34
44/4555/56Sep 4$0.28$0.7263%0.39$44.72$55.28
44/4553/54Sep 4$0.37$0.6352%0.59$44.63$53.37
46/4652/53Aug 28$0.34$0.6654%0.52$45.66$52.34
46/4853/54Aug 28$0.62$0.8850%0.70$46.88$53.62
46/4856/57Aug 28$0.42$1.0863%0.39$47.08$56.42
48/4951/52Aug 21$0.30$0.7048%0.43$48.70$51.30
46/4855/56Sep 4$0.79$1.2146%0.65$47.21$55.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 3.76, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$50.00$55.00Sep 18$1.39$3.6148%2.60
$50.00$51.00$52.00Aug 21$0.23$0.7736%3.35
$54.00$55.00$56.00Sep 4$0.06$0.949%15.67
$54.00$55.00$56.00Sep 25$0.05$0.957%19.00
$44.00$45.00$46.00Aug 21$0.05$0.957%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$45.00$50.00Sep 18$1.05$3.9540%3.76
$45.00$50.00$55.00Sep 18$1.47$3.5348%2.40
$50.00$51.00$52.00Aug 28$0.11$0.8918%8.09
$52.00$53.00$54.00Aug 28$0.15$0.8518%5.67
$46.00$47.50$49.00Aug 28$0.34$1.1625%3.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.56, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$56.00$59.001:2Sep 11-$0.01$2.99
$50.00$52.001:2Sep 4-$0.67$1.33
$51.00$52.001:2Aug 21$0.00$1.00
$52.00$53.001:2Aug 21$0.00$1.00
$53.00$55.001:2Aug 21-$0.01$1.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.00$46.001:2Oct 2-$0.56$4.44
$58.00$55.001:2Aug 28-$1.90$1.10
$51.00$49.001:2Sep 4-$0.37$1.63
$55.00$52.001:2Sep 4-$1.76$1.24
$48.00$46.001:2Sep 4$0.00$2.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 3.91%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$53.00Sep 25$1.950.406.2%3.91%10.08%2--
$55.00Sep 25$1.350.3110.2%2.70%12.88%55
$50.00Sep 18$2.850.520.2%5.71%5.87%311.5K
$56.00Sep 25$1.050.2812.2%2.10%14.28%392--
$54.00Sep 25$1.300.358.2%2.60%10.78%392--
$55.00Sep 18$1.250.2910.2%2.50%12.68%1232.5K
$56.00Sep 11$0.600.2412.2%1.20%13.38%116
$50.00Sep 4$2.000.510.2%4.01%4.17%891
$55.00Sep 11$0.800.2410.2%1.60%11.78%2415
$52.00Sep 4$1.200.384.2%2.40%6.57%2--

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 6,992
Total Puts 13,484
Put/Call Ratio 1.93
Net Difference -6,492

Prior's Put/Call Breakdown

Total Calls 33,227
Total Puts 4,214
Put/Call Ratio 0.13
Net Difference 29,013

Prior 7-Day Put/Call Summary

Total Calls 109,774
Total Puts 23,529
Average Put/Call Ratio 0.37
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