Tour v366
UPS
UNITED PARCEL SVC IN Class B
$113.15 -3.88%
$113.28 (+0.12%)🌙
as of 07/20 07:13 PM
7/20 19:13

Option Volume

Detail
Current (07/20) 23,035
Calls: 13,804 (60%)
Puts: 9,231 (40%)
Prior (07/17) 24,802
Calls: 20,671 (83%)
Puts: 4,131 (17%)
Current vs Prior -7.12%
Calls: -33.22% (Calls)
Puts: +123.46% (Puts)
Prior 7-Day Total 174,467
Calls: 137,838 (79%)
Puts: 36,629 (21%)
Prior 7-Day Average 24,923
Calls: 19,691 (79%)
Puts: 5,232 (21%)
Current vs Prior 7-Day Avg -7.58%
Calls: -29.90%
Puts: +76.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $7.42M
Calls: $5.71M (77%)
Puts: $1.71M (23%)
Prior (07/17) $12.30M
Calls: $10.94M (89%)
Puts: $1.35M (11%)
Current vs Prior -39.65%
Calls: -47.78%
Puts: +26.16%
Prior 7-Day Total $54.70M
Calls: $44.41M (81%)
Puts: $10.29M (19%)
Prior 7-Day Average $7.81M
Calls: $6.34M (81%)
Puts: $1.47M (19%)
Current vs Prior 7-Day Avg -5.02%
Calls: -9.92%
Puts: +16.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.67
Prior (07/17) 0.20
Current vs Prior +234.62%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +129.88%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 220,786
Calls: 134,227 (61%)
Puts: 86,559 (39%)
Prior (07/17) 277,877
Calls: 181,609 (65%)
Puts: 96,268 (35%)
Current vs Prior -20.55%
Prior 7-Day Total 1,831,955
Calls: 1,178,094 (64%)
Puts: 653,861 (36%)
Prior 7-Day Average 261,707
Calls: 168,299 (64%)
Puts: 93,408 (36%)
Current vs Prior 7-Day Avg -15.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.22% | 7.72%10.35% | 13.57%
Prior 3.51% | 7.67%1.05% | 11.68%
Current vs Prior -8.30% | +0.58%+882.54% | +16.22%
Prior 7-Day Avg 2.75% | 4.81%2.80% | 12.36%
Current vs 7-Day Avg +16.79% | +60.47%+269.64% | +9.83%
Prior 7-Day Eod 3.51% | 7.67%1.05% | 11.68%
Current vs 7-Day Eod -8.30% | +0.58%+882.54% | +16.22%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Prior 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($5.71M) vs puts ($1.71M). Bullish P/C ratio of 0.67. P/C ratio rising 235% - increased hedging/bearish positioning. Call-heavy open interest (134,227 calls vs 86,559 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 11 of results (avg 7.9%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 216.707.10$6.905.8%1260.593.7K
$94.00Jul 2418.6019.80$19.206.2%180.89--
$93.00Jul 2419.5020.80$20.156.5%90.89--
$111.00Jul 315.305.75$5.538.1%170.60--
$108.00Jul 317.107.75$7.438.7%30.72447
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 216.506.85$6.685.2%790.56561
$110.00Jul 312.602.85$2.739.2%890.37263
$120.00Jul 318.008.80$8.409.5%220.72129

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.76, cheapest $0.52)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 240.480.57$0.5217.3%1580.24703
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 240.891.08$0.9919.2%1310.37194

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 74 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2117.7021.00$19.3517.1%31.00271
$97.00Jul 2415.1517.60$16.3815.0%120.971
$101.00Jul 2411.1013.75$12.4321.3%80.9732
$91.00Jul 2421.1523.40$22.2810.1%560.961
$95.00Jul 2417.1518.85$18.009.4%220.9620
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 245.857.95$6.9030.4%510.9440
$118.00Jul 244.405.50$4.9522.2%220.8871
$130.00Aug 2116.4020.35$18.3821.5%10.87--
$117.00Jul 243.205.25$4.2248.6%250.8387
$126.00Aug 2113.4015.50$14.4514.5%10.82--

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 13.5K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 313.253.70$3.4812.9%1.7K0.45856
$120.00Aug 212.272.51$2.3910.0%9940.3013.2K
$125.00Aug 211.191.35$1.2712.6%8640.183.1K
$120.00Aug 142.192.44$2.3210.8%5120.321.8K
$118.00Aug 72.283.10$2.6930.5%4510.36120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 241.822.11$1.9714.7%3110.57129
$110.00Jul 240.340.51$0.4339.5%2700.20826
$100.00Aug 211.051.19$1.1212.5%2690.151.6K
$115.00Jul 242.382.74$2.5614.1%2280.67268
$113.00Jul 241.281.59$1.4421.5%1610.4753

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 68.2%, max 199.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 24Aug 21118.4%39.6%199.4%1353
$95.00Jul 24Aug 2197.9%39.9%145.3%25291
$102.00Jul 24Jul 31101.0%57.9%74.4%123
$105.00Jul 24Aug 2860.1%37.7%59.5%791
$135.00Jul 24Aug 2164.0%40.5%58.0%27538
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 24Aug 28118.4%39.6%199.2%49317
$102.00Jul 24Aug 14101.0%41.2%145.0%5214
$95.00Jul 24Aug 2897.9%40.0%144.8%360
$104.00Jul 24Aug 2192.5%38.7%139.3%11521
$103.00Jul 24Aug 2881.6%38.3%113.2%71139

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 29.77, avg 3.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$131.00$135.00Jul 24$0.13$3.87$0.1329.77$131.13
$130.00$135.00Aug 21$0.44$4.56$0.4410.36$130.44
$133.00$135.00Jul 31$0.19$1.81$0.199.53$133.19
$125.00$130.00Aug 28$0.54$4.46$0.548.26$125.54
$117.00$118.00Jul 24$0.12$0.88$0.127.33$117.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$95.00Jul 31$0.16$2.84$0.1617.75$97.84
$95.00$93.00Jul 31$0.12$1.88$0.1215.67$94.88
$100.00$98.00Aug 14$0.18$1.82$0.1810.11$99.82
$108.00$107.00Jul 31$0.11$0.89$0.118.09$107.89
$100.00$96.00Jul 24$0.45$3.55$0.457.89$99.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 155 found (best R:R 20.74, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.77$4.77$0.2320.74$99.77
$101.00$105.00Aug 28$3.70$3.70$0.3012.33$104.70
$102.00$103.00Jul 24$0.88$0.88$0.127.33$102.88
$105.00$109.00Jul 24$3.50$3.50$0.507.00$108.50
$104.00$107.00Jul 31$2.57$2.57$0.435.98$106.57
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$117.00$116.00Jul 24$0.89$0.89$0.118.09$116.11
$102.00$101.00Jul 24$0.88$0.88$0.127.33$101.12
$107.00$106.00Aug 21$0.88$0.88$0.127.33$106.12
$109.00$108.00Aug 21$0.88$0.88$0.127.33$108.12
$113.00$112.00Jul 31$0.80$0.80$0.204.00$112.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.57, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Aug 21Aug 28$0.0738.6%38.3%
$127.00Jul 31Aug 21$0.1656.5%37.4%
$135.00Jul 24Jul 31$0.2564.0%61.7%
$130.00Jul 24Jul 31$0.4354.1%58.0%
$108.00Jul 31Aug 21$0.5049.5%39.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Jul 31Aug 14$0.0961.7%43.9%
$99.00Jul 31Aug 7$0.1059.6%49.0%
$95.00Jul 24Jul 31$0.1497.9%65.3%
$103.00Jul 24Aug 14$0.6081.6%41.7%
$105.00Jul 24Jul 31$0.8060.1%52.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.75% of stock, avg 9.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 24$1.67$1.44$3.11$109.89$116.112.75%
$114.00Jul 24$1.21$1.97$3.18$110.82$117.182.81%
$112.00Jul 24$2.25$0.99$3.24$108.76$115.242.86%
$115.00Jul 24$0.84$2.56$3.40$111.60$118.403.00%
$111.00Jul 24$2.92$0.66$3.58$107.42$114.583.16%
$116.00Jul 24$0.52$3.33$3.85$112.15$119.853.40%
$110.00Jul 24$3.58$0.43$4.01$105.99$114.013.54%
$117.00Jul 24$0.36$4.22$4.58$112.42$121.584.05%
$109.00Jul 24$4.80$0.27$5.07$103.93$114.074.48%
$118.00Jul 24$0.24$4.95$5.19$112.81$123.194.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.59% of stock, avg 5.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$110.00Jul 24$0.24$0.43$0.67$109.33$118.67
$117.00$110.00Jul 24$0.36$0.43$0.79$109.21$117.79
$118.00$111.00Jul 24$0.24$0.66$0.90$110.10$118.90
$116.00$110.00Jul 24$0.52$0.43$0.95$109.05$116.95
$117.00$111.00Jul 24$0.36$0.66$1.02$109.98$118.02
$116.00$111.00Jul 24$0.52$0.66$1.18$109.82$117.18
$118.00$112.00Jul 24$0.24$0.99$1.23$110.77$119.23
$115.00$110.00Jul 24$0.84$0.43$1.27$108.73$116.27
$118.00$104.00Jul 24$0.24$1.08$1.32$102.68$119.32
$117.00$112.00Jul 24$0.36$0.99$1.35$110.65$118.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 260 found (best R:R 12.64, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
114/117121/122Aug 7$2.78$0.2212.64$114.22$123.78
95/98104/107Jul 31$2.73$0.2710.11$95.27$106.73
104/105106/108Aug 21$1.81$0.199.53$103.19$107.81
109/110119/120Aug 7$0.90$0.109.00$109.10$119.90
114/117124/125Aug 7$2.70$0.309.00$114.30$126.70
93/95104/107Jul 31$2.69$0.318.68$92.31$106.69
105/106110/111Jul 31$0.89$0.118.09$105.11$110.89
105/106114/115Aug 28$0.89$0.118.09$105.11$114.89
95/100101/105Aug 28$4.44$0.567.93$95.56$105.44
105/106113/114Aug 28$0.88$0.127.33$105.12$113.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$114.00$115.00$116.00Jul 24$0.05$0.9519.00
$117.00$118.00$119.00Jul 24$0.06$0.9415.67
$119.00$120.00$121.00Jul 24$0.07$0.9313.29
$111.00$112.00$113.00Jul 31$0.07$0.9313.29
$111.00$112.00$113.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$107.00$108.00$109.00Jul 24$0.05$0.9519.00
$113.00$114.00$115.00Jul 24$0.06$0.9415.67
$108.00$109.00$110.00Jul 24$0.07$0.9313.29
$109.00$110.00$111.00Jul 24$0.07$0.9313.29
$91.00$92.00$93.00Jul 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-0.02, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Jul 24-$0.02$4.98
$125.00$130.001:2Aug 28-$0.36$4.64
$107.00$113.001:2Aug 14-$1.45$4.55
$115.00$119.001:2Aug 28-$1.18$2.82
$105.00$109.001:2Jul 24-$1.30$2.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$96.001:2Jul 24-$0.17$3.83
$123.00$117.001:2Aug 14-$2.21$3.79
$104.00$100.001:2Aug 21-$0.27$3.73
$109.00$105.001:2Aug 7-$1.12$2.88
$98.00$95.001:2Jul 31-$0.16$2.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 4.11%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$114.00Aug 28$4.650.480.8%4.11%4.86%205
$114.00Aug 21$4.300.470.8%3.80%4.55%66--
$114.00Aug 14$4.250.510.8%3.76%4.51%57
$115.00Aug 28$4.150.451.6%3.67%5.30%428
$114.00Aug 7$3.950.490.8%3.49%4.24%6011
$115.00Aug 21$3.900.441.6%3.45%5.08%4474.7K
$115.00Aug 14$3.800.471.6%3.36%4.99%260603
$114.00Jul 31$3.750.480.8%3.31%4.07%79213
$115.00Aug 7$3.450.461.6%3.05%4.68%32--
$116.00Aug 21$3.400.412.5%3.00%5.52%128--

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 13,804
Total Puts 9,231
Put/Call Ratio 0.67
Net Difference 4,573

Prior's Put/Call Breakdown

Total Calls 20,671
Total Puts 4,131
Put/Call Ratio 0.20
Net Difference 16,540

Prior 7-Day Put/Call Summary

Total Calls 137,838
Total Puts 36,629
Average Put/Call Ratio 0.29
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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