Tour v526
STM
STMICROELECTRONICS N ADR
$51.28 +1.12%
$51.35 (+0.14%)🌙
as of 09/03 07:02 PM
9/3 19:02

Option Volume

Detail
Current (09/03) 12,004
Calls: 5,522 (46%)
Puts: 6,482 (54%)
Prior (09/02) 16,193
Calls: 13,163 (81%)
Puts: 3,030 (19%)
Current vs Prior -25.87%
Calls: -58.05% (Calls)
Puts: +113.93% (Puts)
Prior 7-Day Total 82,256
Calls: 62,106 (76%)
Puts: 20,150 (24%)
Prior 7-Day Average 11,750
Calls: 8,872 (76%)
Puts: 2,878 (24%)
Current vs Prior 7-Day Avg +2.15%
Calls: -37.76%
Puts: +125.18%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03) $8.80M
Calls: $2.48M (28%)
Puts: $6.33M (72%)
Prior (09/02) $5.20M
Calls: $3.55M (68%)
Puts: $1.65M (32%)
Current vs Prior +69.34%
Calls: -30.28%
Puts: +284.11%
Prior 7-Day Total $29.08M
Calls: $11.41M (39%)
Puts: $17.68M (61%)
Prior 7-Day Average $4.15M
Calls: $1.63M (39%)
Puts: $2.53M (61%)
Current vs Prior 7-Day Avg +111.83%
Calls: +51.91%
Puts: +150.49%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/03) 1.17
Prior (09/02) 0.23
Current vs Prior +409.95%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +46.99%
Sentiment BEARISH

Open Interest

Detail
Current (09/03) 203,066
Calls: 106,715 (53%)
Puts: 96,351 (47%)
Prior (09/02) 203,157
Calls: 110,869 (55%)
Puts: 92,288 (45%)
Current vs Prior -0.04%
Prior 7-Day Total 1,112,404
Calls: 675,011 (61%)
Puts: 437,393 (39%)
Prior 7-Day Average 158,914
Calls: 96,430 (61%)
Puts: 62,484 (39%)
Current vs Prior 7-Day Avg +27.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.86% | 6.30%8.64% | 13.36%
Prior 4.14% | 7.00%9.07% | 13.86%
Current vs Prior -6.76% | -10.03%-4.77% | -3.64%
Prior 7-Day Avg 4.66% | 7.40%9.98% | 15.31%
Current vs 7-Day Avg -17.09% | -14.85%-13.42% | -12.76%
Prior 7-Day Eod 4.14% | 7.00%9.07% | 13.86%
Current vs 7-Day Eod -6.76% | -10.03%-4.77% | -3.64%
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
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🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($6.33M). Elevated premium activity with dollar volume up 69% vs prior. Dollar volume significantly above 7-day average (112% higher). Slightly bearish P/C ratio of 1.17.

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 BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 15 of results (avg 7.2%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Oct 164.604.90$4.756.3%30.64168
$45.00Oct 167.207.70$7.456.7%30.80--
$50.00Oct 164.004.30$4.157.2%160.591.5K
$55.00Oct 161.952.10$2.037.4%2880.374.8K
$50.00Sep 182.552.80$2.689.3%2230.622.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 169.209.60$9.404.3%20.792.5K
$45.00Oct 161.001.05$1.024.9%2210.201.9K
$55.00Oct 165.505.80$5.655.3%40.633.6K
$47.00Sep 250.750.80$0.786.4%10.22--
$49.00Oct 162.202.35$2.286.6%270.362.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.81, cheapest $0.70)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 180.650.75$0.7014.3%170.254.9K
$60.00Oct 160.901.00$0.9510.5%3880.202.1K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Sep 180.901.05$0.9815.3%20.3097
$47.00Sep 250.750.80$0.786.4%10.22--
$43.00Oct 160.600.70$0.6515.4%40.14174
$44.00Oct 160.750.90$0.8318.1%90.162.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 21 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Sep 42.603.60$3.1032.3%20.94--
$47.00Sep 43.804.60$4.2019.0%90.91--
$49.00Sep 41.402.55$1.9858.1%100.8867
$47.50Sep 43.304.10$3.7021.6%40.82--
$47.00Sep 184.605.10$4.8510.3%200.82--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 43.504.40$3.9522.8%750.86--
$60.00Oct 169.209.60$9.404.3%20.792.5K
$55.00Oct 165.505.80$5.655.3%40.633.6K
$52.00Sep 252.553.00$2.7816.2%50.53--

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 3.7K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 160.901.00$0.9510.5%3880.202.1K
$55.00Oct 161.952.10$2.037.4%2880.374.8K
$51.00Sep 182.002.20$2.109.5%2410.54258
$50.00Sep 182.552.80$2.689.3%2230.622.5K
$52.00Sep 40.200.35$0.2853.6%1010.318.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 181.201.40$1.3015.4%1.3K0.382.7K
$45.00Oct 161.001.05$1.024.9%2210.201.9K
$50.00Sep 251.701.85$1.788.4%1000.4025
$48.00Oct 161.801.95$1.888.0%810.32406
$55.00Sep 43.504.40$3.9522.8%750.86--

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 30.4%, max 126.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.50Sep 4Sep 18104.9%46.3%126.5%6213
$50.00Sep 4Oct 1656.8%47.4%19.6%251.8K
$51.00Sep 4Oct 256.2%47.4%18.6%1668
$52.00Sep 4Oct 254.8%51.7%6.1%1028.7K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$51.00Sep 4Oct 956.2%46.7%20.2%583
$50.00Sep 4Oct 1656.8%47.4%19.6%162.5K
$44.00Oct 9Oct 1650.7%49.8%1.9%102.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 2.85, avg 2.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$49.00$49.50Sep 4$0.13$0.37$0.1388%2.85$49.13
$50.00$55.00Oct 16$2.12$2.88$2.1259%1.36$52.12
$51.00$52.00Oct 2$0.35$0.65$0.3553%1.86$51.35
$55.00$60.00Oct 16$1.08$3.92$1.0837%3.63$56.08
$49.50$50.00Sep 4$0.30$0.20$0.3076%0.67$49.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$49.00Sep 18$0.32$0.68$0.3238%2.12$49.68
$47.00$45.00Sep 25$0.30$1.70$0.3022%5.67$46.70
$48.00$47.00Sep 25$0.24$0.76$0.2427%3.17$47.76
$47.00$46.00Sep 18$0.15$0.85$0.1518%5.67$46.85
$48.00$47.00Oct 16$0.30$0.70$0.3032%2.33$47.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 0.54, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.00$53.00Oct 2$0.55$0.55$0.4552%1.22$52.55
$54.00$55.00Sep 11$0.20$0.20$0.8076%0.25$54.20
$55.00$57.00Sep 25$0.45$0.45$1.5571%0.29$55.45
$52.00$53.00Sep 4$0.18$0.18$0.8269%0.22$52.18
$57.00$59.00Sep 25$0.27$0.27$1.7381%0.16$57.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$51.00$45.00Oct 2$2.10$2.10$3.9054%0.54$48.90
$48.00$47.50Sep 11$0.15$0.15$0.3584%0.43$47.85
$49.00$47.00Sep 18$0.48$0.48$1.5270%0.32$48.52
$49.00$48.00Sep 25$0.36$0.36$0.6467%0.56$48.64
$49.00$48.00Oct 16$0.40$0.40$0.6064%0.67$48.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.15, cheapest $1.30)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Sep 4Sep 18$1.3756.2%45.7%
$52.00Sep 4Sep 11$0.7754.8%45.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Sep 4Sep 18$1.3056.2%45.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.30% of stock, avg 8.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$51.00Sep 4$0.73$0.45$1.18$49.82$52.182.30%
$50.00Sep 4$1.55$0.15$1.70$48.30$51.703.32%
$49.00Sep 4$1.98$0.13$2.11$46.89$51.114.11%
$48.00Sep 4$3.10$0.05$3.15$44.85$51.156.14%
$49.00Sep 11$2.83$0.53$3.36$45.64$52.366.55%
$51.00Sep 18$2.10$1.75$3.85$47.15$54.857.51%
$50.00Sep 18$2.68$1.30$3.98$46.02$53.987.76%
$55.00Sep 4$0.23$3.95$4.18$50.82$59.188.15%
$49.00Sep 18$3.30$0.98$4.28$44.72$53.288.35%
$47.00Sep 18$4.85$0.50$5.35$41.65$52.3510.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.29% of stock, avg 3.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$53.00$48.00Sep 4$0.10$0.05$0.15$47.85$53.15
$53.00$49.00Sep 4$0.10$0.13$0.23$48.77$53.23
$53.00$50.00Sep 4$0.10$0.15$0.25$49.75$53.25
$55.00$48.00Sep 4$0.23$0.05$0.28$47.72$55.28
$55.00$49.00Sep 4$0.23$0.13$0.36$48.64$55.36
$55.00$50.00Sep 4$0.23$0.15$0.38$49.62$55.38
$52.00$48.00Sep 4$0.28$0.05$0.33$47.67$52.33
$52.00$50.00Sep 4$0.28$0.15$0.43$49.57$52.43
$52.00$49.00Sep 4$0.28$0.13$0.41$48.59$52.41
$55.00$47.00Sep 11$0.28$0.20$0.48$46.52$55.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 0.54, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
48/4854/55Sep 11$0.35$0.6560%0.54$47.65$54.35
48/4954/55Sep 11$0.40$0.6052%0.67$48.60$54.40
48/4853/54Sep 11$0.40$0.6051%0.67$47.60$53.40
46/4755/56Sep 18$0.32$0.6858%0.47$46.68$55.32
48/4953/54Sep 11$0.45$0.5543%0.82$48.55$53.45
47/4958/60Sep 18$0.63$1.3758%0.46$48.37$58.63
45/4757/59Sep 25$0.57$1.4359%0.40$46.43$57.57
45/4755/57Sep 25$0.75$1.2549%0.60$46.25$55.75
47/4956/58Sep 18$0.71$1.2950%0.55$48.29$56.71
46/4758/60Sep 18$0.30$1.7070%0.18$46.70$58.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 5.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$1.04$3.9639%3.81
$56.00$58.00$60.00Sep 18$0.08$1.9213%24.00
$53.00$55.00$57.00Sep 25$0.18$1.8221%10.11
$53.00$54.00$55.00Sep 11$0.05$0.9517%19.00
$52.00$53.00$54.00Sep 11$0.07$0.9319%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$0.80$4.2039%5.25
$49.00$50.00$51.00Oct 9$0.06$0.9410%15.67
$47.00$48.00$49.00Oct 9$0.06$0.9410%15.67
$45.00$46.00$47.00Oct 16$0.06$0.948%15.67
$44.00$45.00$46.00Oct 16$0.06$0.947%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-1.90, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$49.001:2Oct 16-$2.05$1.95
$53.00$55.001:2Sep 18-$0.17$1.83
$55.00$57.001:2Sep 25-$0.15$1.85
$53.00$55.001:2Sep 25-$0.42$1.58
$57.00$59.001:2Sep 25-$0.06$1.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Oct 16-$1.90$3.10
$49.00$47.001:2Sep 18-$0.02$1.98
$52.00$50.001:2Sep 25-$0.78$1.22
$47.00$45.001:2Sep 25-$0.18$1.82
$49.00$48.001:2Sep 11-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 3.80%, avg 1.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Oct 16$1.950.377.2%3.80%11.06%2884.8K
$54.00Oct 9$1.750.395.3%3.41%8.72%1--
$52.00Oct 2$2.350.481.4%4.58%5.99%1--
$60.00Oct 16$0.900.2017.0%1.76%18.76%3882.1K
$56.00Oct 9$1.150.309.2%2.24%11.45%2--
$53.00Oct 2$1.800.423.4%3.51%6.86%1--
$55.00Oct 2$1.150.327.2%2.24%9.50%6--
$53.00Sep 25$1.550.413.4%3.02%6.38%1--
$55.00Sep 25$0.950.297.2%1.85%9.11%117
$52.00Sep 18$1.500.461.4%2.93%4.33%19121

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 5,522
Total Puts 6,482
Put/Call Ratio 1.17
Net Difference -960

Prior's Put/Call Breakdown

Total Calls 13,163
Total Puts 3,030
Put/Call Ratio 0.23
Net Difference 10,133

Prior 7-Day Put/Call Summary

Total Calls 62,106
Total Puts 20,150
Average Put/Call Ratio 0.80
Ratio Trend Rising

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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