Tour v527
STM
STMICROELECTRONICS N ADR
$51.51 +1.52%
$51.61 (+0.19%)🌙
as of 09/11 07:02 PM
9/11 19:02

Option Volume

Detail
Current (09/11) 5,992
Calls: 2,918 (49%)
Puts: 3,074 (51%)
Prior (09/10) 39,410
Calls: 32,454 (82%)
Puts: 6,956 (18%)
Current vs Prior -84.80%
Calls: -91.01% (Calls)
Puts: -55.81% (Puts)
Prior 7-Day Total 154,587
Calls: 122,119 (79%)
Puts: 32,468 (21%)
Prior 7-Day Average 22,083
Calls: 17,445 (79%)
Puts: 4,638 (21%)
Current vs Prior 7-Day Avg -72.87%
Calls: -83.27%
Puts: -33.73%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $2.39M
Calls: $669.6K (28%)
Puts: $1.72M (72%)
Prior (09/10) $10.28M
Calls: $2.73M (27%)
Puts: $7.55M (73%)
Current vs Prior -76.77%
Calls: -75.44%
Puts: -77.25%
Prior 7-Day Total $40.52M
Calls: $19.01M (47%)
Puts: $21.51M (53%)
Prior 7-Day Average $5.79M
Calls: $2.72M (47%)
Puts: $3.07M (53%)
Current vs Prior 7-Day Avg -58.77%
Calls: -75.35%
Puts: -44.11%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 1.05
Prior (09/10) 0.21
Current vs Prior +391.50%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +154.59%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 181,511
Calls: 127,080 (70%)
Puts: 54,431 (30%)
Prior (09/10) 171,350
Calls: 111,065 (65%)
Puts: 60,285 (35%)
Current vs Prior +5.93%
Prior 7-Day Total 1,238,957
Calls: 732,917 (59%)
Puts: 506,040 (41%)
Prior 7-Day Average 176,993
Calls: 104,702 (59%)
Puts: 72,291 (41%)
Current vs Prior 7-Day Avg +2.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.90% | 5.94%5.94% | 12.13%
Prior 3.80% | 7.02%7.02% | 12.67%
Current vs Prior +56.18% | +19.81%-15.33% | -4.25%
Prior 7-Day Avg 4.74% | 7.47%8.41% | 13.72%
Current vs 7-Day Avg +25.30% | +12.56%-29.37% | -11.57%
Prior 7-Day Eod 3.80% | 7.02%7.02% | 12.67%
Current vs 7-Day Eod +56.18% | +19.81%-15.33% | -4.25%
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

Moderately bearish flow with 72% put dollar volume ($1.72M). Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 85% vs prior. Slightly bearish P/C ratio of 1.05.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 12 of results (avg 7.5%, best 4.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 161.751.85$1.805.6%9940.364.8K
$45.00Oct 167.107.60$7.356.8%20.83--
$45.00Sep 186.407.00$6.709.0%40.9649
$44.00Sep 187.207.90$7.559.3%40.969
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 168.909.30$9.104.4%10.81--
$55.00Oct 165.105.40$5.255.7%1790.643.6K
$59.00Sep 117.307.80$7.556.6%20.90--
$60.00Sep 188.208.80$8.507.1%31.00--
$50.00Sep 180.650.70$0.687.4%840.312.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.75, cheapest $0.53)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.50Sep 180.500.55$0.539.4%300.26130
$50.00Sep 180.650.70$0.687.4%840.312.5K
$45.00Oct 160.750.85$0.8012.5%410.172.1K
$46.00Oct 160.901.05$0.9815.3%420.21477

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Sep 187.207.90$7.559.3%40.969
$49.00Sep 112.103.10$2.6038.5%10.96--
$45.00Sep 186.407.00$6.709.0%40.9649
$47.00Sep 184.405.00$4.7012.8%20.92--
$50.00Sep 111.002.05$1.5368.6%10.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 188.208.80$8.507.1%31.00--
$55.00Sep 112.704.10$3.4041.2%10.96--
$54.00Sep 112.302.75$2.5317.8%60.964
$53.00Sep 110.901.75$1.3363.9%150.94--
$59.00Sep 117.307.80$7.556.6%20.90--

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 3.7K, top 994)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 161.751.85$1.805.6%9940.364.8K
$54.00Sep 180.400.55$0.4831.3%2040.25481
$53.00Sep 180.650.80$0.7320.5%1970.34620
$60.00Oct 160.650.85$0.7526.7%1320.183.3K
$55.00Sep 180.250.40$0.3345.5%1270.185.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 162.202.50$2.3512.8%2000.402.5K
$51.00Sep 181.001.10$1.059.5%1940.42716
$55.00Oct 165.105.40$5.255.7%1790.643.6K
$52.00Sep 181.451.60$1.539.8%1010.551.0K
$49.00Oct 161.802.05$1.9213.0%890.352.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 922.4%, max 3120.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.00Sep 11Sep 18383.3%45.9%734.7%1897.8K
$51.00Sep 11Oct 2292.5%46.7%526.7%8792
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.50Sep 11Sep 181502.2%46.6%3120.7%22181
$52.00Sep 11Sep 25383.3%50.7%656.5%105117
$51.00Sep 11Oct 9292.5%49.7%488.2%422.6K
$46.00Oct 9Oct 2352.2%48.5%7.6%1813

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 5.67, avg 2.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$51.00$52.00Sep 11$0.15$0.85$0.1567%5.67$51.15
$50.00$55.00Oct 16$2.10$2.90$2.1060%1.38$52.10
$53.00$57.00Oct 9$1.12$2.88$1.1245%2.57$54.12
$49.00$53.00Oct 9$2.20$1.80$2.2067%0.82$51.20
$57.00$60.00Oct 9$0.43$2.57$0.4325%5.98$57.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$52.00$51.00Sep 11$0.20$0.80$0.2063%4.00$51.80
$53.00$52.00Sep 25$0.55$0.45$0.5561%0.82$52.45
$51.00$50.00Sep 11$0.15$0.85$0.1533%5.67$50.85
$48.00$46.00Oct 9$0.40$1.60$0.4027%4.00$47.60
$52.00$51.00Sep 18$0.48$0.52$0.4855%1.08$51.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 0.32, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.00$53.00Sep 11$0.35$0.35$0.6563%0.54$52.35
$54.00$55.00Sep 25$0.33$0.33$0.6768%0.49$54.33
$56.00$58.00Sep 18$0.12$0.12$1.8888%0.06$56.12
$55.00$56.00Sep 18$0.13$0.13$0.8782%0.15$55.13
$53.00$54.00Sep 18$0.25$0.25$0.7566%0.33$53.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$45.00Oct 2$1.22$1.22$3.7861%0.32$48.78
$50.00$48.00Oct 9$0.80$0.80$1.2062%0.67$49.20
$47.00$46.00Oct 23$0.38$0.38$0.6273%0.61$46.62
$45.00$43.00Oct 16$0.37$0.37$1.6383%0.23$44.63
$49.00$48.00Oct 16$0.39$0.39$0.6165%0.64$48.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.90, cheapest $0.70)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.00Sep 11Sep 18$0.70383.3%45.9%
$51.00Sep 11Sep 18$1.00292.5%45.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.00Sep 11Sep 18$1.08383.3%45.9%
$51.00Sep 11Sep 18$0.80292.5%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 1.51% of stock, avg 6.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$51.00Sep 11$0.53$0.25$0.78$50.22$51.781.51%
$52.00Sep 11$0.38$0.45$0.83$51.17$52.831.61%
$53.00Sep 11$0.03$1.33$1.36$51.64$54.362.64%
$50.00Sep 11$1.53$0.10$1.63$48.37$51.633.16%
$54.00Sep 11$0.03$2.53$2.56$51.44$56.564.97%
$51.00Sep 18$1.53$1.05$2.58$48.42$53.585.01%
$52.00Sep 18$1.08$1.53$2.61$49.39$54.615.07%
$49.00Sep 11$2.60$0.03$2.63$46.37$51.635.11%
$50.00Sep 18$2.13$0.68$2.81$47.19$52.815.46%
$53.00Sep 18$0.73$2.25$2.98$50.02$55.985.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.25% of stock, avg 3.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$53.00$50.00Sep 11$0.03$0.10$0.13$49.87$53.13
$57.00$50.00Sep 11$0.08$0.10$0.18$49.82$57.18
$59.00$50.00Sep 11$0.23$0.10$0.33$49.67$59.33
$53.00$51.00Sep 11$0.03$0.25$0.28$50.72$53.28
$57.00$51.00Sep 11$0.08$0.25$0.33$50.67$57.33
$56.00$48.50Sep 18$0.20$0.30$0.50$48.00$56.50
$52.00$50.00Sep 11$0.38$0.10$0.48$49.52$52.48
$59.00$51.00Sep 11$0.23$0.25$0.48$50.52$59.48
$55.00$48.50Sep 18$0.33$0.30$0.63$47.87$55.63
$52.00$51.00Sep 11$0.38$0.25$0.63$50.37$52.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 0.30, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
48/4955/56Sep 18$0.23$0.7762%0.30$48.77$55.23
49/5055/56Sep 18$0.26$0.7457%0.35$49.24$55.26
48/4953/54Sep 18$0.35$0.6545%0.54$48.65$53.35
48/4954/55Sep 18$0.25$0.7555%0.33$48.75$54.25
50/5055/56Sep 18$0.28$0.7251%0.39$49.72$55.28
49/5053/54Sep 18$0.38$0.6240%0.61$49.12$53.38
49/5054/55Sep 18$0.28$0.7250%0.39$49.22$54.28
50/5053/54Sep 18$0.40$0.6035%0.67$49.60$53.40
50/5054/55Sep 18$0.30$0.7044%0.43$49.70$54.30
48/4956/58Sep 18$0.22$1.7867%0.12$48.78$56.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 4.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$1.05$3.9542%3.76
$45.00$50.00$55.00Oct 16$1.35$3.6547%2.70
$51.00$52.00$53.00Sep 18$0.10$0.9023%9.00
$52.00$53.00$54.00Sep 18$0.10$0.9021%9.00
$49.00$53.00$57.00Oct 9$1.08$2.9242%2.70
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$0.95$4.0542%4.26
$50.00$51.00$52.00Sep 11$0.05$0.9549%19.00
$49.00$50.00$51.00Sep 11$0.08$0.9229%11.50
$50.00$51.00$52.00Sep 18$0.11$0.8924%8.09
$53.00$54.00$55.00Sep 18$0.09$0.9116%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-0.45, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Oct 16-$0.45$4.55
$47.00$49.001:2Sep 11-$0.75$1.25
$51.00$54.001:2Oct 2-$0.13$2.87
$51.00$53.001:2Sep 25-$0.30$1.70
$57.00$60.001:2Oct 9-$0.12$2.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Oct 16-$1.40$3.60
$54.00$53.001:2Sep 11-$0.13$0.87
$54.00$51.001:2Oct 9-$0.86$2.14
$52.00$50.001:2Sep 25-$0.13$1.87
$45.00$43.001:2Oct 16-$0.06$1.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 5.05%, avg 1.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$53.00Oct 23$2.600.462.9%5.05%7.94%2--
$55.00Oct 16$1.750.366.8%3.40%10.17%9944.8K
$53.00Oct 9$1.950.452.9%3.79%6.68%1--
$57.00Oct 9$0.850.2510.7%1.65%12.31%35
$60.00Oct 16$0.650.1816.5%1.26%17.74%1323.3K
$54.00Oct 2$1.200.354.8%2.33%7.16%120
$55.00Oct 2$0.950.306.8%1.84%8.62%341
$60.00Oct 9$0.450.1616.5%0.87%17.36%4--
$53.00Sep 25$1.050.392.9%2.04%4.93%3--
$54.00Sep 25$0.800.324.8%1.55%6.39%7414

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 2,918
Total Puts 3,074
Put/Call Ratio 1.05
Net Difference -156

Prior's Put/Call Breakdown

Total Calls 32,454
Total Puts 6,956
Put/Call Ratio 0.21
Net Difference 25,498

Prior 7-Day Put/Call Summary

Total Calls 122,119
Total Puts 32,468
Average Put/Call Ratio 0.41
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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