Tour v381
UPS
UNITED PARCEL SVC IN Class B
$116.34 +2.82%
$116.32 (-0.02%)🌙
as of 07/21 07:11 PM
7/21 19:11

Option Volume

Detail
Current (07/21) 27,866
Calls: 19,275 (69%)
Puts: 8,591 (31%)
Prior (07/20) 23,035
Calls: 13,804 (60%)
Puts: 9,231 (40%)
Current vs Prior +20.97%
Calls: +39.63% (Calls)
Puts: -6.93% (Puts)
Prior 7-Day Total 136,919
Calls: 102,111 (75%)
Puts: 34,808 (25%)
Prior 7-Day Average 19,559
Calls: 14,587 (75%)
Puts: 4,972 (25%)
Current vs Prior 7-Day Avg +42.47%
Calls: +32.14%
Puts: +72.77%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $5.55M
Calls: $3.07M (55%)
Puts: $2.48M (45%)
Prior (07/20) $7.42M
Calls: $5.71M (77%)
Puts: $1.71M (23%)
Current vs Prior -25.27%
Calls: -46.26%
Puts: +44.98%
Prior 7-Day Total $51.86M
Calls: $42.98M (83%)
Puts: $8.88M (17%)
Prior 7-Day Average $7.41M
Calls: $6.14M (83%)
Puts: $1.27M (17%)
Current vs Prior 7-Day Avg -25.13%
Calls: -49.98%
Puts: +95.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.45
Prior (07/20) 0.67
Current vs Prior -33.35%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg +25.71%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 204,846
Calls: 131,760 (64%)
Puts: 73,086 (36%)
Prior (07/20) 220,786
Calls: 134,227 (61%)
Puts: 86,559 (39%)
Current vs Prior -7.22%
Prior 7-Day Total 1,779,330
Calls: 1,147,060 (64%)
Puts: 632,270 (36%)
Prior 7-Day Average 254,190
Calls: 163,865 (64%)
Puts: 90,324 (36%)
Current vs Prior 7-Day Avg -19.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.78% | 7.65%9.74% | 13.24%
Prior 3.22% | 7.72%10.35% | 13.57%
Current vs Prior -13.70% | -0.85%-5.90% | -2.49%
Prior 7-Day Avg 2.89% | 5.19%3.56% | 12.32%
Current vs 7-Day Avg -3.99% | +47.35%+173.58% | +7.43%
Prior 7-Day Eod 3.22% | 7.72%10.35% | 13.57%
Current vs 7-Day Eod -13.70% | -0.85%-5.90% | -2.49%
Sentiment BULLISHBULLISH

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
+
Add Card

🤖 AI Insights

Extreme bullish P/C ratio of 0.45 - heavy call buying (19,275 calls vs 8,591 puts). P/C ratio dropping 33% - sentiment shifting bullish. Call-heavy open interest (131,760 calls vs 73,086 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 38 of results (avg 7.7%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 213.303.40$3.353.0%6340.3812.8K
$96.00Jul 2419.6520.55$20.104.5%20.892
$115.00Jul 242.062.18$2.125.7%2410.661.3K
$120.00Aug 143.153.35$3.256.2%2330.391.4K
$100.00Aug 2116.1017.20$16.656.6%10.94805
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Aug 217.107.60$7.356.8%920.59--
$130.00Jul 2413.5014.50$14.007.1%121.00--
$117.00Aug 216.006.45$6.237.2%140.53--
$123.00Aug 219.8510.60$10.237.3%150.70--
$129.00Jul 2412.5513.60$13.088.0%121.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.40, cheapest $0.13)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 240.120.14$0.1315.4%11.4K0.09151
$119.00Jul 240.380.43$0.4112.2%1970.22434
$118.00Jul 240.600.71$0.6616.7%5720.31681
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2120.6522.20$21.427.2%11.00--
$110.00Jul 245.557.10$6.3224.5%100.95--
$100.00Aug 2116.1017.20$16.656.6%10.94805
$111.00Jul 244.405.70$5.0525.7%20.92204
$102.00Jul 3113.9015.15$14.538.6%100.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Jul 2410.9012.65$11.7814.9%101.00--
$129.00Jul 2412.5513.60$13.088.0%121.00--
$130.00Jul 2413.5014.50$14.007.1%121.00--
$135.00Jul 2418.2519.95$19.108.9%61.00--
$126.00Jul 249.4510.45$9.9510.1%20.94--

Most actively traded options today. High liquidity = easy entry/exit. 205 active (total vol 20.1K, top 11.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 240.120.14$0.1315.4%11.4K0.09151
$120.00Jul 240.200.25$0.2321.7%7780.14578
$120.00Aug 213.303.40$3.353.0%6340.3812.8K
$118.00Jul 240.600.71$0.6616.7%5720.31681
$125.00Aug 281.662.38$2.0235.6%3530.2698
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 217.508.20$7.858.9%3800.61175
$97.00Jul 310.100.46$0.28128.6%2320.0526
$116.00Jul 241.071.28$1.1817.8%2130.4546
$116.00Jul 313.804.30$4.0512.3%1950.4856
$100.00Aug 210.601.00$0.8050.0%1310.111.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 84.2%, max 337.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 21185.6%42.4%337.8%338
$100.00Jul 24Aug 21141.2%41.7%238.6%5805
$135.00Jul 24Aug 2176.5%37.7%103.1%106552
$130.00Jul 31Aug 2859.7%35.0%70.4%18336
$126.00Jul 31Aug 2155.6%37.4%48.8%39221
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 24Aug 21141.2%41.7%238.6%1482.1K
$103.00Jul 24Aug 28113.4%38.5%194.8%6--
$107.00Jul 24Aug 21105.1%39.6%165.1%56
$106.00Jul 24Aug 2187.9%39.7%121.7%21
$102.00Jul 24Jul 31121.8%61.2%99.0%1398

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 11.20, avg 2.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 14$0.41$4.59$0.4111.20$130.41
$120.00$121.00Jul 24$0.10$0.90$0.109.00$120.10
$130.00$135.00Aug 21$0.50$4.50$0.509.00$130.50
$125.00$126.00Jul 31$0.11$0.89$0.118.09$125.11
$126.00$128.00Aug 21$0.23$1.77$0.237.70$126.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 21$0.46$4.54$0.469.87$99.54
$100.00$99.00Aug 7$0.10$0.90$0.109.00$99.90
$109.00$108.00Aug 7$0.10$0.90$0.109.00$108.90
$100.00$99.00Jul 31$0.11$0.89$0.118.09$99.89
$104.00$100.00Aug 7$0.45$3.55$0.457.89$103.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 49.00, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$110.00Jul 24$6.86$6.86$0.1449.00$109.86
$100.00$103.00Jul 24$2.87$2.87$0.1322.08$102.87
$95.00$100.00Aug 21$4.77$4.77$0.2320.74$99.77
$112.00$113.00Jul 24$0.90$0.90$0.109.00$112.90
$105.00$108.00Jul 31$2.63$2.63$0.377.11$107.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$119.00Jul 24$6.67$6.67$0.3320.21$119.33
$128.00$126.00Jul 24$1.83$1.83$0.1710.76$126.17
$130.00$129.00Aug 21$0.87$0.87$0.136.69$129.13
$129.00$123.00Aug 21$5.05$5.05$0.955.32$123.95
$119.00$117.00Jul 24$1.60$1.60$0.404.00$117.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.59, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Aug 21$0.07185.6%42.4%
$130.00Jul 31Aug 14$0.0759.7%40.8%
$126.00Jul 31Aug 7$0.1055.6%44.0%
$109.00Jul 31Aug 7$0.2856.5%44.4%
$105.00Jul 31Aug 7$0.3056.6%48.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$97.00Jul 31Aug 14$0.0668.4%44.9%
$109.00Jul 31Aug 7$0.0756.5%44.4%
$99.00Jul 31Aug 7$0.0864.4%51.8%
$105.00Jul 31Aug 7$0.2656.6%48.1%
$104.00Jul 31Aug 7$0.3656.6%50.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 2.35% of stock, avg 8.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.00Jul 24$1.55$1.18$2.73$113.27$118.732.35%
$117.00Jul 24$1.05$1.68$2.73$114.27$119.732.35%
$115.00Jul 24$2.12$0.77$2.89$112.11$117.892.48%
$114.00Jul 24$2.87$0.51$3.38$110.62$117.382.91%
$119.00Jul 24$0.41$3.28$3.69$115.31$122.693.17%
$113.00Jul 24$3.45$0.33$3.78$109.22$116.783.25%
$112.00Jul 24$4.35$0.21$4.56$107.44$116.563.92%
$111.00Jul 24$5.05$0.16$5.21$105.79$116.214.48%
$110.00Jul 24$6.32$0.08$6.40$103.60$116.405.50%
$116.00Jul 31$4.30$4.05$8.35$107.65$124.357.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.40% of stock, avg 4.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$113.00Jul 24$0.13$0.33$0.46$112.54$121.46
$120.00$113.00Jul 24$0.23$0.33$0.56$112.44$120.56
$121.00$114.00Jul 24$0.13$0.51$0.64$113.36$121.64
$119.00$113.00Jul 24$0.41$0.33$0.74$112.26$119.74
$120.00$114.00Jul 24$0.23$0.51$0.74$113.26$120.74
$121.00$115.00Jul 24$0.13$0.77$0.90$114.10$121.90
$119.00$114.00Jul 24$0.41$0.51$0.92$113.08$119.92
$118.00$113.00Jul 24$0.66$0.33$0.99$112.01$118.99
$120.00$115.00Jul 24$0.23$0.77$1.00$114.00$121.00
$118.00$114.00Jul 24$0.66$0.51$1.17$112.83$119.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 212 found (best R:R 11.50, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
102/103105/108Jul 31$2.76$0.2411.50$100.24$107.76
99/100105/108Jul 31$2.74$0.2610.54$97.26$107.74
100/104105/109Aug 7$3.60$0.409.00$100.40$108.60
111/112116/117Aug 21$0.90$0.109.00$111.10$116.90
104/105109/110Jul 31$0.89$0.118.09$104.11$109.89
109/110114/115Jul 31$0.89$0.118.09$109.11$114.89
110/111115/116Aug 7$0.89$0.118.09$110.11$115.89
102/103109/110Jul 31$0.88$0.127.33$102.12$109.88
100/104105/110Aug 21$4.40$0.607.33$99.60$109.40
110/111114/115Aug 21$0.88$0.127.33$110.12$114.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$116.00$117.00$118.00Aug 21$0.05$0.9519.00
$121.00$122.00$123.00Aug 21$0.05$0.9519.00
$115.00$116.00$117.00Jul 24$0.07$0.9313.29
$118.00$119.00$120.00Jul 24$0.07$0.9313.29
$119.00$120.00$121.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$112.00$113.00$114.00Jul 24$0.06$0.9415.67
$111.00$112.00$113.00Jul 24$0.07$0.9313.29
$104.00$105.00$106.00Jul 31$0.07$0.9313.29
$110.00$111.00$112.00Aug 21$0.07$0.9313.29
$113.00$114.00$115.00Jul 24$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-0.07, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$129.00$135.001:2Jul 24-$0.07$5.93
$107.00$114.001:2Aug 28-$1.87$5.13
$130.00$135.001:2Aug 14-$0.01$4.99
$122.00$126.001:2Aug 7-$0.23$3.77
$120.00$124.001:2Aug 14-$0.91$3.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$100.001:2Aug 7-$0.06$3.94
$104.00$100.001:2Aug 21-$0.28$3.72
$115.00$111.001:2Aug 7-$0.93$3.07
$109.00$105.001:2Aug 28-$1.01$2.99
$117.00$113.001:2Aug 14-$1.16$2.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 3.74%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Aug 21$4.350.470.6%3.74%4.31%367
$117.00Aug 14$4.300.480.6%3.70%4.26%3720
$118.00Aug 28$3.850.451.4%3.31%4.74%234
$118.00Aug 21$3.750.441.4%3.22%4.65%739
$117.00Aug 7$3.650.490.6%3.14%3.70%2--
$118.00Aug 14$3.650.451.4%3.14%4.56%6228
$117.00Jul 31$3.400.480.6%2.92%3.49%4587
$119.00Aug 14$3.400.422.3%2.92%5.21%47
$119.00Aug 21$3.400.412.3%2.92%5.21%2--
$120.00Aug 28$3.350.393.1%2.88%6.03%3--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 19,275
Total Puts 8,591
Put/Call Ratio 0.45
Net Difference 10,684

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 102,111
Total Puts 34,808
Average Put/Call Ratio 0.35
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All