Tour v390
UPS
UNITED PARCEL SVC IN Class B
$115.84 -0.43%
$115.25 (-0.51%)🌙
as of 07/22 09:14 PM
7/22 21:14

Option Volume

Detail
Current (07/22) 12,059
Calls: 9,054 (75%)
Puts: 3,005 (25%)
Prior (07/21) 27,866
Calls: 19,275 (69%)
Puts: 8,591 (31%)
Current vs Prior -56.73%
Calls: -53.03% (Calls)
Puts: -65.02% (Puts)
Prior 7-Day Total 141,678
Calls: 104,007 (73%)
Puts: 37,671 (27%)
Prior 7-Day Average 20,239
Calls: 14,858 (73%)
Puts: 5,381 (27%)
Current vs Prior 7-Day Avg -40.42%
Calls: -39.06%
Puts: -44.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $3.88M
Calls: $3.28M (85%)
Puts: $590.6K (15%)
Prior (07/21) $5.55M
Calls: $3.07M (55%)
Puts: $2.48M (45%)
Current vs Prior -30.13%
Calls: +6.96%
Puts: -76.14%
Prior 7-Day Total $51.93M
Calls: $41.74M (80%)
Puts: $10.19M (20%)
Prior 7-Day Average $7.42M
Calls: $5.96M (80%)
Puts: $1.46M (20%)
Current vs Prior 7-Day Avg -47.77%
Calls: -44.92%
Puts: -59.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.33
Prior (07/21) 0.45
Current vs Prior -25.53%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg -10.57%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 193,658
Calls: 131,062 (68%)
Puts: 62,596 (32%)
Prior (07/21) 204,846
Calls: 131,760 (64%)
Puts: 73,086 (36%)
Current vs Prior -5.46%
Prior 7-Day Total 1,725,193
Calls: 1,104,076 (64%)
Puts: 621,117 (36%)
Prior 7-Day Average 246,456
Calls: 157,725 (64%)
Puts: 88,731 (36%)
Current vs Prior 7-Day Avg -21.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.39% | 7.54%9.44% | 13.23%
Prior 2.78% | 7.65%9.74% | 13.24%
Current vs Prior -13.87% | -1.49%-3.11% | -0.09%
Prior 7-Day Avg 2.83% | 5.62%4.49% | 12.41%
Current vs 7-Day Avg -15.46% | +34.06%+110.09% | +6.53%
Prior 7-Day Eod 2.78% | 7.65%9.74% | 13.24%
Current vs 7-Day Eod -13.87% | -1.49%-3.11% | -0.09%
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
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($3.28M) vs puts ($590.6K). Below-average activity with volume down 57% vs prior. Extreme bullish P/C ratio of 0.33 - heavy call buying (9,054 calls vs 3,005 puts). P/C ratio dropping 26% - sentiment shifting bullish.

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 24 of results (avg 7.6%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 2419.6520.35$20.003.5%180.902
$97.00Jul 2418.6019.45$19.024.5%170.934
$98.00Jul 2417.3518.40$17.885.9%120.886
$99.00Jul 2416.3517.35$16.855.9%20.8814
$95.00Aug 2121.0022.35$21.686.2%11.00--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 242.372.57$2.478.1%70.7767
$135.00Jul 3117.9019.70$18.809.6%180.93--
$116.00Aug 144.454.90$4.689.6%10.48--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.53, cheapest $0.37)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 240.330.40$0.3718.9%2350.23390
$100.00Aug 210.650.74$0.7012.9%650.101.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2121.0022.35$21.686.2%11.00--
$110.00Jul 245.606.95$6.2821.5%30.95--
$109.00Jul 246.658.15$7.4020.3%10.94--
$111.00Jul 244.706.00$5.3524.3%50.94203
$97.00Jul 2418.6019.45$19.024.5%170.934
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 2417.0519.60$18.3313.9%121.00--
$121.00Jul 243.805.35$4.5733.9%220.97--
$120.00Jul 243.304.65$3.9833.9%220.9491
$135.00Jul 3117.9019.70$18.809.6%180.93--
$118.00Jul 242.372.57$2.478.1%70.7767

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 8.4K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 240.040.05$0.0520.0%2.7K0.043.7K
$105.00Aug 2111.7013.10$12.4011.3%3480.811.5K
$120.00Aug 212.993.35$3.1711.4%3470.3712.8K
$115.00Aug 215.155.60$5.388.4%2590.524.9K
$115.00Aug 145.155.55$5.357.5%2280.55876
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 310.150.75$0.45133.3%4550.08411
$112.00Aug 213.304.65$3.9833.9%2650.3924
$114.00Jul 240.330.40$0.3718.9%2350.23390
$115.00Jul 240.610.78$0.7024.3%1630.37378
$108.00Jul 240.000.60$0.30200.0%1560.10273

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 104.7%, max 449.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 21234.7%42.7%449.4%2--
$100.00Jul 24Aug 21176.0%40.6%333.8%555
$106.00Jul 24Aug 21135.1%39.0%246.1%1711
$105.00Jul 24Aug 21144.2%42.1%242.6%3571.6K
$107.00Jul 24Jul 31125.9%55.8%125.5%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 24Aug 21176.0%40.6%333.8%781.8K
$102.00Jul 24Aug 14171.4%43.9%290.4%5--
$105.00Jul 24Aug 21144.2%42.1%242.6%772.9K
$95.00Jul 31Aug 21102.1%42.7%139.0%1002.1K
$108.00Jul 24Aug 2876.6%36.6%109.4%158273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 17.18, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 21$0.37$4.63$0.3712.51$130.37
$128.00$130.00Aug 21$0.15$1.85$0.1512.33$128.15
$119.00$120.00Jul 24$0.11$0.89$0.118.09$119.11
$125.00$126.00Jul 31$0.13$0.87$0.136.69$125.13
$125.00$135.00Aug 14$1.34$8.66$1.346.46$126.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$100.00Aug 7$0.22$3.78$0.2217.18$103.78
$100.00$95.00Aug 21$0.38$4.62$0.3812.16$99.62
$113.00$112.00Jul 24$0.10$0.90$0.109.00$112.90
$102.00$100.00Jul 24$0.23$1.77$0.237.70$101.77
$106.00$102.00Jul 31$0.50$3.50$0.507.00$105.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 122 found (best R:R 57.33, avg 1.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 21$4.73$4.73$0.2717.52$104.73
$108.00$110.00Jul 31$1.88$1.88$0.1215.67$109.88
$100.00$105.00Jul 31$4.67$4.67$0.3314.15$104.67
$95.00$100.00Aug 21$4.55$4.55$0.4510.11$99.55
$106.00$110.00Aug 21$3.41$3.41$0.595.78$109.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$121.00Jul 24$13.76$13.76$0.2457.33$121.24
$135.00$117.00Jul 31$14.25$14.25$3.753.80$120.75
$120.00$118.00Jul 24$1.51$1.51$0.493.08$118.49
$118.00$117.00Jul 24$0.72$0.72$0.282.57$117.28
$112.00$111.00Aug 21$0.69$0.69$0.312.23$111.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.59, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 31Aug 21$0.0861.3%36.4%
$127.00Aug 7Aug 21$0.1546.6%37.7%
$135.00Jul 31Aug 14$0.2060.0%42.7%
$126.00Jul 31Aug 7$0.2356.9%46.1%
$95.00Jul 24Aug 21$0.35234.7%42.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 31Aug 14$0.1662.7%42.6%
$106.00Jul 31Aug 14$0.3258.0%40.3%
$107.00Jul 31Aug 7$0.3655.8%47.4%
$135.00Jul 24Jul 31$0.47113.0%60.0%
$104.00Aug 7Aug 21$0.5547.0%39.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 1.91% of stock, avg 8.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.00Jul 24$1.07$1.14$2.21$113.79$118.211.91%
$115.00Jul 24$1.63$0.70$2.33$112.67$117.332.01%
$117.00Jul 24$0.65$1.75$2.40$114.60$119.402.07%
$114.00Jul 24$2.32$0.37$2.69$111.31$116.692.32%
$118.00Jul 24$0.38$2.47$2.85$115.15$120.852.46%
$113.00Jul 24$3.47$0.23$3.70$109.30$116.703.19%
$120.00Jul 24$0.09$3.98$4.07$115.93$124.073.51%
$112.00Jul 24$4.28$0.13$4.41$107.59$116.413.81%
$121.00Jul 24$0.05$4.57$4.62$116.38$125.623.99%
$111.00Jul 24$5.35$0.10$5.45$105.55$116.454.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.28% of stock, avg 4.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$113.00Jul 24$0.09$0.23$0.32$112.68$120.32
$119.00$113.00Jul 24$0.20$0.23$0.43$112.57$119.43
$120.00$114.00Jul 24$0.09$0.37$0.46$113.54$120.46
$119.00$114.00Jul 24$0.20$0.37$0.57$113.43$119.57
$118.00$113.00Jul 24$0.38$0.23$0.61$112.39$118.61
$118.00$114.00Jul 24$0.38$0.37$0.75$113.25$118.75
$120.00$115.00Jul 24$0.09$0.70$0.79$114.21$120.79
$117.00$113.00Jul 24$0.65$0.23$0.88$112.12$117.88
$119.00$115.00Jul 24$0.20$0.70$0.90$114.10$119.90
$117.00$114.00Jul 24$0.65$0.37$1.02$112.98$118.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 193 found (best R:R 27.57, avg credit $1.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
104/105106/110Aug 21$3.86$0.1427.57$101.14$109.86
110/111115/116Jul 31$0.90$0.109.00$110.10$115.90
113/114117/118Jul 31$0.89$0.118.09$113.11$117.89
109/110115/116Aug 7$0.89$0.118.09$109.11$115.89
110/111116/117Jul 31$0.88$0.127.33$110.12$116.88
111/112117/118Jul 31$0.88$0.127.33$111.12$117.88
113/115120/122Aug 7$1.73$0.276.41$113.27$121.73
104/105115/116Aug 7$0.86$0.146.14$104.14$115.86
106/107115/116Aug 14$0.84$0.165.25$106.16$115.84
108/109115/116Aug 7$0.83$0.174.88$108.17$115.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 21.22, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$121.00$122.00Jul 24$0.06$0.9415.67
$124.00$125.00$126.00Jul 31$0.06$0.9415.67
$103.00$104.00$105.00Jul 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$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$96.00$98.00$100.00Jul 31$0.09$1.9121.22
$108.00$109.00$110.00Aug 7$0.06$0.9415.67
$109.00$110.00$111.00Jul 24$0.07$0.9313.29
$111.00$112.00$113.00Jul 24$0.07$0.9313.29
$114.00$115.00$116.00Jul 24$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-0.62, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$120.001:2Aug 28-$0.62$5.38
$125.00$130.001:2Aug 28-$0.06$4.94
$130.00$135.001:2Aug 21-$0.11$4.89
$120.00$125.001:2Aug 14-$0.47$4.53
$125.00$129.001:2Jul 24-$0.05$3.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$116.00$110.001:2Aug 28-$0.66$5.34
$104.00$100.001:2Aug 21-$0.12$3.88
$104.00$100.001:2Aug 7-$0.29$3.71
$115.00$111.001:2Aug 14-$0.33$3.67
$108.00$104.001:2Aug 28-$0.46$3.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.01%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$116.00Aug 21$4.650.490.1%4.01%4.15%7--
$116.00Aug 14$4.550.520.1%3.93%4.07%3329
$117.00Aug 21$4.150.461.0%3.58%4.58%15036
$116.00Aug 7$4.100.520.1%3.54%3.68%11--
$117.00Aug 14$4.050.481.0%3.50%4.50%13356
$116.00Jul 31$3.750.520.1%3.24%3.38%13370
$118.00Aug 21$3.750.431.9%3.24%5.10%176
$117.00Aug 7$3.700.481.0%3.19%4.20%128
$118.00Aug 14$3.500.451.9%3.02%4.89%385
$117.00Jul 31$3.450.481.0%2.98%3.98%41130

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 9,054
Total Puts 3,005
Put/Call Ratio 0.33
Net Difference 6,049

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 104,007
Total Puts 37,671
Average Put/Call Ratio 0.37
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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