Tour v536
STM
STMICROELECTRONICS N ADR
$41.72 +4.43%
$41.50 (-0.53%)🌙
as of 11/06 06:53 PM
◀ 11/6 18:53

Option Volume

Detail
ℹ
Current (11/06) 5,786
Calls: 4,290 (74%)
Puts: 1,496 (26%)
Prior (11/05) 10,632
Calls: 5,794 (54%)
Puts: 4,838 (46%)
Current vs Prior -45.58%
Calls: -25.96% (Calls)
Puts: -69.08% (Puts)
Prior 7-Day Total 162,215
Calls: 113,250 (70%)
Puts: 48,965 (30%)
Prior 7-Day Average 23,173
Calls: 16,178 (70%)
Puts: 6,995 (30%)
Current vs Prior 7-Day Avg -75.03%
Calls: -73.48%
Puts: -78.61%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.78M
Calls: $1.06M (60%)
Puts: $722.4K (40%)
Prior (11/05) $3.56M
Calls: $997.8K (28%)
Puts: $2.56M (72%)
Current vs Prior -49.87%
Calls: +6.48%
Puts: -71.81%
Prior 7-Day Total $37.24M
Calls: $17.12M (46%)
Puts: $20.12M (54%)
Prior 7-Day Average $5.32M
Calls: $2.45M (46%)
Puts: $2.87M (54%)
Current vs Prior 7-Day Avg -66.45%
Calls: -56.57%
Puts: -74.86%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.35
Prior (11/05) 0.83
Current vs Prior -58.24%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -64.15%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 101,638
Calls: 54,583 (54%)
Puts: 47,055 (46%)
Prior (11/05) 182,704
Calls: 107,380 (59%)
Puts: 75,324 (41%)
Current vs Prior -44.37%
Prior 7-Day Total 1,489,883
Calls: 929,776 (62%)
Puts: 560,107 (38%)
Prior 7-Day Average 212,840
Calls: 132,825 (62%)
Puts: 80,015 (38%)
Current vs Prior 7-Day Avg -52.25%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.70% | 8.46%11.86% | 16.54%
Prior 6.71% | 11.14%13.04% | 16.90%
Current vs Prior +26.13% | +6.52%-9.02% | -2.11%
Prior 7-Day Avg 6.55% | 9.86%11.80% | 15.85%
Current vs 7-Day Avg +29.20% | +20.35%+0.51% | +4.36%
Prior 7-Day Eod 6.71% | 11.14%13.04% | 16.90%
Current vs 7-Day Eod +26.13% | +6.52%-9.02% | -2.11%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 36.95% | 15.23%
Calls: 31.58% | 10.81%
Puts: 42.31% | 19.66%
Prior 36.95% | 15.23%
Calls: 31.58% | 10.81%
Puts: 42.31% | 19.66%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 46.93% | 20.09%
Calls: 32.67% | 11.69%
Puts: 61.19% | 28.49%
Current vs 7-Day Avg -21.27% | -24.17%
Liquidity Expensive
+
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🤖 AI Insights

Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (4,290 calls vs 1,496 puts). P/C ratio dropping 58% - sentiment shifting bullish. Declining open interest (down 44%) indicates positions being closed.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 11 of results (avg 7.3%, best 5.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Dec 187.608.00$7.805.1%150.823
$40.00Dec 184.204.50$4.356.9%5380.62129
$35.00Nov 206.807.30$7.057.1%20.90457
$40.00Nov 203.103.40$3.259.2%20.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Dec 188.809.30$9.055.5%10.79302
$45.00Dec 185.105.40$5.255.7%10.61--
$49.00Nov 207.307.80$7.556.6%10.91--
$50.00Nov 208.208.80$8.507.1%10.922.5K
$46.00Nov 204.805.20$5.008.0%410.771.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.93, cheapest $0.88)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.50Nov 130.800.95$0.8817.0%40.351
$50.00Dec 180.851.00$0.9316.1%390.211.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Dec 180.901.05$0.9815.3%650.18257

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 45 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Nov 206.807.30$7.057.1%20.90457
$41.00Nov 60.500.95$0.7361.6%100.89--
$35.00Nov 66.007.00$6.5015.4%10.832
$35.50Nov 65.506.50$6.0016.7%10.823
$35.00Dec 187.608.00$7.805.1%150.823
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 60.601.65$1.1392.9%11.00--
$43.00Nov 61.102.00$1.5558.1%131.00--
$43.50Nov 60.653.40$2.03135.5%21.00--
$46.00Nov 63.905.00$4.4524.7%11.0017
$46.50Nov 63.705.50$4.6039.1%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 4.5K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Dec 181.952.20$2.0812.0%2.7K0.39414
$40.00Dec 184.204.50$4.356.9%5380.62129
$45.00Nov 130.400.55$0.4831.3%860.2251
$47.00Nov 130.150.25$0.2050.0%610.1113
$50.00Dec 180.851.00$0.9316.1%390.211.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Nov 202.152.45$2.3013.0%2560.50920
$38.00Nov 200.750.95$0.8523.5%1070.23265
$40.00Nov 201.351.55$1.4513.8%1060.351.2K
$35.00Dec 180.901.05$0.9815.3%650.18257
$44.00Dec 43.904.30$4.109.8%490.59--

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 1456.4%, max 4049.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Nov 6Dec 42548.3%61.4%4049.7%2563
$40.00Nov 20Dec 1869.5%59.9%16.2%540129
$45.00Nov 13Dec 1868.2%60.1%13.5%2.8K465
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Nov 6Dec 181695.6%60.1%2720.6%516
$44.00Nov 6Dec 111438.1%68.7%1993.9%181.6K
$40.00Nov 6Dec 18882.8%59.9%1374.4%20429
$42.00Nov 20Nov 2767.7%53.4%26.8%257920

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 2.33, avg 2.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$45.00Dec 18$2.27$2.73$2.2762%1.20$42.27
$41.00$42.00Nov 6$0.58$0.42$0.5889%0.72$41.58
$45.00$50.00Dec 18$1.15$3.85$1.1539%3.35$46.15
$39.00$40.00Nov 20$0.65$0.35$0.6572%0.54$39.65
$43.00$43.50Nov 13$0.14$0.36$0.1439%2.57$43.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$46.50$46.00Nov 6$0.15$0.35$0.15100%2.33$46.35
$49.00$48.50Nov 6$0.20$0.30$0.2079%1.50$48.80
$43.50$43.00Nov 13$0.20$0.30$0.2066%1.50$43.30
$44.00$43.50Nov 13$0.27$0.23$0.2771%0.85$43.73
$42.00$41.00Nov 20$0.45$0.55$0.4550%1.22$41.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.46, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$49.50$50.00Nov 6$0.23$0.23$0.2789%0.85$49.73
$48.50$49.00Nov 13$0.13$0.13$0.3790%0.35$48.63
$46.00$46.50Nov 13$0.15$0.15$0.3582%0.43$46.15
$44.00$44.50Nov 13$0.20$0.20$0.3070%0.67$44.20
$43.50$46.00Nov 6$0.20$0.20$2.3076%0.09$43.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$35.00Dec 18$1.57$1.57$3.4362%0.46$38.43
$40.00$35.00Nov 13$0.90$0.90$4.1066%0.22$39.10
$40.00$39.00Nov 20$0.35$0.35$0.6565%0.54$39.65
$41.50$40.50Nov 13$0.43$0.43$0.5753%0.75$41.07
$41.00$40.00Nov 20$0.40$0.40$0.6058%0.67$40.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.97, cheapest $0.55)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.00Nov 6Nov 13$1.03939.1%57.7%
$40.00Nov 20Dec 18$1.1069.5%59.9%
$44.00Nov 13Dec 4$1.2269.2%62.7%
$43.00Nov 13Nov 20$0.6168.7%66.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.00Nov 6Nov 13$0.551438.1%69.2%
$41.50Nov 6Nov 13$1.38248.6%71.0%
$42.00Nov 20Nov 27$0.9067.7%53.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.94% of stock, avg 10.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$41.00Nov 6$0.73$0.08$0.81$40.19$41.811.94%
$42.50Nov 6$0.08$1.13$1.21$41.29$43.712.90%
$43.50Nov 6$0.25$2.03$2.28$41.22$45.785.47%
$41.50Nov 13$1.75$1.53$3.28$38.22$44.787.86%
$43.00Nov 13$1.02$2.53$3.55$39.45$46.558.51%
$43.50Nov 13$0.88$2.73$3.61$39.89$47.118.65%
$44.00Nov 13$0.73$3.00$3.73$40.27$47.738.94%
$42.00Nov 20$2.08$2.30$4.38$37.62$46.3810.50%
$41.00Nov 20$2.65$1.85$4.50$36.50$45.5010.79%
$40.00Nov 20$3.25$1.45$4.70$35.30$44.7011.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 66 found (cheapest 0.38% of stock, avg 4.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$42.50$41.00Nov 6$0.08$0.08$0.16$40.84$42.66
$47.50$41.00Nov 6$0.08$0.08$0.16$40.84$47.66
$42.50$41.50Nov 6$0.08$0.15$0.23$41.27$42.73
$47.50$41.50Nov 6$0.08$0.15$0.23$41.27$47.73
$43.50$41.00Nov 6$0.25$0.08$0.33$40.67$43.83
$49.50$41.00Nov 6$0.28$0.08$0.36$40.64$49.86
$42.50$40.00Nov 6$0.08$0.35$0.43$39.57$42.93
$43.50$41.50Nov 6$0.25$0.15$0.40$41.10$43.90
$47.50$40.00Nov 6$0.08$0.35$0.43$39.57$47.93
$49.50$41.50Nov 6$0.28$0.15$0.43$41.07$49.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.89, avg credit $0.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3945/46Nov 20$0.47$0.5341%0.89$38.53$45.47
38/3946/48Nov 20$0.53$0.9747%0.55$38.47$46.53
35/4048/49Nov 13$1.03$3.9756%0.26$38.97$49.53
35/4046/46Nov 13$1.05$3.9548%0.27$38.95$47.05
35/4044/44Nov 13$1.10$3.9036%0.28$38.90$45.10
35/4044/44Nov 13$1.05$3.9532%0.27$38.95$44.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 3.42, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$40.00$45.00Dec 18$1.18$3.8243%3.24
$40.00$45.00$50.00Dec 18$1.12$3.8841%3.46
$41.00$42.00$43.00Nov 20$0.12$0.8815%7.33
$42.50$43.00$43.50Nov 13$0.09$0.4110%4.56
$46.00$46.50$47.00Nov 13$0.10$0.407%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$40.00$45.00Dec 18$1.13$3.8743%3.42
$40.00$45.00$50.00Dec 18$1.10$3.9040%3.55
$39.00$40.00$41.00Nov 20$0.05$0.9514%19.00
$44.00$45.00$46.00Nov 20$0.10$0.9013%9.00
$38.00$39.00$40.00Nov 20$0.10$0.9012%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.90, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$40.001:2Dec 18-$0.90$4.10
$35.00$39.001:2Nov 20-$0.75$3.25
$43.00$45.001:2Nov 20-$0.27$1.73
$46.00$47.501:2Nov 20-$0.17$1.33
$46.00$47.501:2Nov 6-$0.11$1.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$46.001:2Nov 13-$1.65$2.35
$50.00$45.001:2Dec 18-$1.45$3.55
$46.00$44.001:2Nov 13-$1.05$0.95
$44.00$41.001:2Dec 11-$1.01$1.99
$43.00$41.501:2Nov 13-$0.53$0.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 4.67%, avg 1.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Dec 18$1.950.397.9%4.67%12.54%2.7K414
$44.00Dec 4$1.800.415.5%4.31%9.78%1--
$50.00Dec 18$0.850.2119.9%2.04%21.88%391.5K
$42.00Nov 20$1.950.510.7%4.67%5.35%1--
$43.00Nov 20$1.500.443.1%3.60%6.66%20--
$49.00Dec 4$0.550.1917.4%1.32%18.77%15--
$45.00Nov 20$0.850.307.9%2.04%9.90%102.6K
$49.00Nov 27$0.400.1817.4%0.96%18.41%2--
$48.00Nov 27$0.500.1915.1%1.20%16.25%3--
$46.00Nov 20$0.650.2410.3%1.56%11.82%5559

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 4,290
Total Puts 1,496
Put/Call Ratio 0.35
Net Difference 2,794

Prior's Put/Call Breakdown

Total Calls 5,794
Total Puts 4,838
Put/Call Ratio 0.83
Net Difference 956

Prior 7-Day Put/Call Summary

Total Calls 113,250
Total Puts 48,965
Average Put/Call Ratio 0.97
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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