Tour v526
STM
STMICROELECTRONICS N ADR
$50.56 +1.28%
$50.85 (+0.57%)🌙
as of 08/21 07:09 PM
8/21 19:09

Option Volume

Detail
Current (08/21) 7,102
Calls: 4,829 (68%)
Puts: 2,273 (32%)
Prior (08/20) 20,476
Calls: 6,992 (34%)
Puts: 13,484 (66%)
Current vs Prior -65.32%
Calls: -30.94% (Calls)
Puts: -83.14% (Puts)
Prior 7-Day Total 148,319
Calls: 113,273 (76%)
Puts: 35,046 (24%)
Prior 7-Day Average 21,188
Calls: 16,181 (76%)
Puts: 5,006 (24%)
Current vs Prior 7-Day Avg -66.48%
Calls: -70.16%
Puts: -54.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $2.15M
Calls: $1.27M (59%)
Puts: $884.7K (41%)
Prior (08/20) $14.11M
Calls: $2.06M (15%)
Puts: $12.06M (85%)
Current vs Prior -84.75%
Calls: -38.35%
Puts: -92.66%
Prior 7-Day Total $39.25M
Calls: $16.60M (42%)
Puts: $22.65M (58%)
Prior 7-Day Average $5.61M
Calls: $2.37M (42%)
Puts: $3.24M (58%)
Current vs Prior 7-Day Avg -61.61%
Calls: -46.52%
Puts: -72.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.47
Prior (08/20) 1.93
Current vs Prior -75.59%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -17.41%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 183,956
Calls: 118,575 (64%)
Puts: 65,381 (36%)
Prior (08/20) 199,509
Calls: 126,169 (63%)
Puts: 73,340 (37%)
Current vs Prior -7.80%
Prior 7-Day Total 1,333,541
Calls: 870,863 (65%)
Puts: 462,678 (35%)
Prior 7-Day Average 190,505
Calls: 124,409 (65%)
Puts: 66,096 (35%)
Current vs Prior 7-Day Avg -3.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.37% | 6.49%2.37% | 11.43%
Prior 2.86% | 6.81%2.86% | 11.84%
Current vs Prior +126.47% | +48.10%-17.15% | -3.44%
Prior 7-Day Avg 4.98% | 8.16%5.86% | 13.06%
Current vs 7-Day Avg +30.21% | +23.64%-59.49% | -12.48%
Prior 7-Day Eod 2.86% | 6.81%2.86% | 11.84%
Current vs 7-Day Eod +126.47% | +48.10%-17.15% | -3.44%
Sentiment BEARISHBULLISH

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
+
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🤖 AI Insights

Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 65% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (4,829 calls vs 2,273 puts). P/C ratio dropping 76% - 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 7.4%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Aug 219.209.80$9.506.3%50.84143
$42.00Aug 218.208.80$8.507.1%50.83--
$55.00Sep 181.351.45$1.407.1%2820.312.6K
$45.00Sep 186.206.70$6.457.8%10.817
$43.00Aug 217.207.80$7.508.0%110.8187
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 182.452.60$2.535.9%2640.442.7K
$60.00Aug 219.209.80$9.506.3%60.98142
$55.00Sep 185.505.90$5.707.0%10.69--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.69, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.500.60$0.5518.2%1250.158.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 180.750.90$0.8318.1%1850.191.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 45 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 213.203.80$3.5017.1%40.9435
$46.00Aug 284.405.10$4.7514.7%510.9011
$50.00Aug 210.301.10$0.70114.3%1140.901.2K
$48.00Aug 212.202.80$2.5024.0%20.90434
$43.00Aug 286.908.00$7.4514.8%300.8930
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 219.209.80$9.506.3%60.98142
$55.00Aug 214.204.80$4.5013.3%330.97844
$54.00Aug 213.203.80$3.5017.1%90.96--
$53.00Aug 212.252.75$2.5020.0%100.961.9K
$52.00Aug 211.102.10$1.6062.5%200.94398

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 3.4K, top 614)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 250.600.90$0.7540.0%6140.1752
$50.00Sep 183.103.40$3.259.2%5420.561.5K
$55.00Sep 181.351.45$1.407.1%2820.312.6K
$60.00Sep 180.500.60$0.5518.2%1250.158.2K
$51.00Aug 281.101.35$1.2320.3%1230.46210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 182.452.60$2.535.9%2640.442.7K
$45.00Sep 180.750.90$0.8318.1%1850.191.0K
$48.00Aug 280.200.60$0.40100.0%630.21937
$51.00Aug 281.102.20$1.6566.7%390.54187
$50.00Aug 281.051.35$1.2025.0%360.43131

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 1621.6%, max 3441.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Aug 21Aug 281911.6%54.0%3441.0%58190
$45.00Aug 21Sep 181610.6%52.6%2963.9%6250
$44.00Aug 21Aug 282386.4%89.2%2575.1%39102
$43.00Aug 21Aug 282622.4%99.7%2531.2%41117
$49.00Aug 21Sep 11484.0%49.2%883.8%5360
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Aug 21Sep 25484.0%57.2%746.8%22747
$51.00Aug 21Sep 4476.9%59.3%704.7%38271

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 2.70, avg 2.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$50.00Sep 18$3.20$1.80$3.2081%0.56$48.20
$50.00$51.00Aug 21$0.17$0.83$0.1790%4.88$50.17
$49.50$50.00Aug 21$0.25$0.25$0.2586%1.00$49.75
$50.00$55.00Sep 18$1.85$3.15$1.8556%1.70$51.85
$53.00$54.00Sep 25$0.25$0.75$0.2541%3.00$53.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$54.00$53.00Aug 28$0.27$0.73$0.2781%2.70$53.73
$54.00$50.00Sep 11$1.80$2.20$1.8068%1.22$52.20
$58.00$55.00Sep 25$1.85$1.15$1.8577%0.62$56.15
$53.00$51.00Sep 4$0.85$1.15$0.8569%1.35$52.15
$52.00$51.00Aug 28$0.55$0.45$0.5565%0.82$51.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 1.41, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$51.00$54.00Aug 21$0.50$0.50$2.5059%0.20$51.50
$52.00$53.00Sep 4$0.55$0.55$0.4560%1.22$52.55
$51.00$52.00Sep 4$0.52$0.52$0.4852%1.08$51.52
$51.00$52.00Aug 28$0.43$0.43$0.5754%0.75$51.43
$58.00$60.00Sep 4$0.15$0.15$1.8589%0.08$58.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$48.00Sep 11$1.17$1.17$0.8354%1.41$48.83
$50.00$45.00Sep 18$1.70$1.70$3.3056%0.52$48.30
$48.50$48.00Aug 28$0.23$0.23$0.2773%0.85$48.27
$48.00$45.50Sep 4$0.57$0.57$1.9370%0.30$47.43
$45.00$44.50Sep 4$0.13$0.13$0.3785%0.35$44.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.84, cheapest $0.70)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Aug 21Aug 28$0.70476.9%51.8%
$52.00Aug 28Sep 4$0.6850.2%55.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Aug 21Aug 28$1.15476.9%51.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 1.44% of stock, avg 8.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$0.70$0.03$0.73$49.27$50.731.44%
$49.50Aug 21$0.95$0.08$1.03$48.47$50.532.04%
$51.00Aug 21$0.53$0.50$1.03$49.97$52.032.04%
$49.00Aug 21$1.45$0.20$1.65$47.35$50.653.26%
$50.00Aug 28$1.63$1.20$2.83$47.17$52.835.60%
$51.00Aug 28$1.23$1.65$2.88$48.12$53.885.70%
$52.00Aug 28$0.80$2.20$3.00$49.00$55.005.93%
$49.00Aug 28$2.35$0.78$3.13$45.87$52.136.19%
$48.50Aug 28$2.68$0.63$3.31$45.19$51.816.55%
$54.00Aug 21$0.03$3.50$3.53$50.47$57.536.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 71 found (cheapest 1.23% of stock, avg 4.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$48.00Aug 28$0.22$0.40$0.62$47.38$55.62
$54.00$48.00Aug 28$0.38$0.40$0.78$47.22$54.78
$51.00$50.00Aug 21$0.53$0.03$0.56$49.44$51.56
$51.00$49.50Aug 21$0.53$0.08$0.61$48.89$51.61
$51.00$49.00Aug 21$0.53$0.20$0.73$48.27$51.73
$55.00$48.50Aug 28$0.22$0.63$0.85$47.65$55.85
$53.00$48.00Aug 28$0.60$0.40$1.00$47.00$54.00
$54.00$48.50Aug 28$0.38$0.63$1.01$47.49$55.01
$53.00$48.50Aug 28$0.60$0.63$1.23$47.27$54.23
$55.00$49.00Aug 28$0.22$0.78$1.00$48.00$56.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 0.35, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
44/4556/57Sep 4$0.26$0.7468%0.35$44.74$56.26
47/4854/55Aug 28$0.33$0.6760%0.49$47.67$54.33
48/4854/55Aug 28$0.39$0.6154%0.64$48.11$54.39
47/4853/54Aug 28$0.39$0.6152%0.64$47.61$53.39
48/4853/54Aug 28$0.45$0.5546%0.82$48.05$53.45
48/4954/55Aug 28$0.31$0.6949%0.45$48.69$54.31
48/4953/54Aug 28$0.37$0.6341%0.59$48.63$53.37
48/4856/57Sep 4$0.28$0.7249%0.39$48.22$56.28
44/4558/60Sep 4$0.28$1.7274%0.16$44.72$58.28
46/4858/60Sep 4$0.72$1.7859%0.40$47.28$58.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 4.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Sep 18$1.00$4.0041%4.00
$45.00$50.00$55.00Sep 18$1.35$3.6550%2.70
$53.00$54.00$55.00Aug 28$0.06$0.9414%15.67
$56.00$57.00$58.00Sep 4$0.06$0.946%15.67
$45.00$46.00$47.00Aug 21$0.10$0.9010%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$50.00$55.00Sep 18$1.47$3.5350%2.40
$50.00$51.00$52.00Aug 21$0.63$0.3782%0.59
$50.00$51.00$52.00Aug 28$0.10$0.9022%9.00
$49.00$49.50$50.00Aug 21$0.07$0.438%6.14
$49.00$49.50$50.00Aug 28$0.08$0.4211%5.25

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 $-0.05, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Sep 18-$0.05$4.95
$46.00$48.501:2Aug 28-$0.61$1.89
$45.50$48.501:2Sep 4-$1.10$1.90
$48.00$49.001:2Aug 21-$0.40$0.60
$54.00$56.001:2Sep 4-$0.11$1.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.00$50.001:2Sep 11-$0.95$3.05
$53.00$50.001:2Sep 25-$1.10$1.90
$50.00$48.001:2Sep 11-$0.41$1.59
$53.00$52.001:2Aug 21-$0.70$0.30
$48.00$47.001:2Aug 28-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 4.85%, avg 1.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.00Sep 25$2.450.462.9%4.85%7.69%151
$54.00Sep 25$1.750.376.8%3.46%10.27%6400
$53.00Sep 25$1.950.414.8%3.86%8.68%4--
$55.00Sep 25$1.400.338.8%2.77%11.55%610
$55.00Sep 18$1.350.318.8%2.67%11.45%2822.6K
$57.00Sep 25$0.950.2612.7%1.88%14.62%38
$51.00Sep 11$2.200.480.9%4.35%5.22%4--
$58.00Sep 25$0.750.2214.7%1.48%16.20%301
$52.00Sep 11$1.750.422.9%3.46%6.31%836
$60.00Sep 25$0.600.1718.7%1.19%19.86%61452

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 4,829
Total Puts 2,273
Put/Call Ratio 0.47
Net Difference 2,556

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 113,273
Total Puts 35,046
Average Put/Call Ratio 0.57
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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