Tour v394
UPS
UNITED PARCEL SVC IN Class B
$114.10 -1.50%
$114.08 (-0.02%)🌙
as of 07/23 07:15 PM
7/23 19:15

Option Volume

Detail
Current (07/23) 13,936
Calls: 8,724 (63%)
Puts: 5,212 (37%)
Prior (07/22) 12,059
Calls: 9,054 (75%)
Puts: 3,005 (25%)
Current vs Prior +15.57%
Calls: -3.64% (Calls)
Puts: +73.44% (Puts)
Prior 7-Day Total 137,224
Calls: 101,467 (74%)
Puts: 35,757 (26%)
Prior 7-Day Average 19,603
Calls: 14,495 (74%)
Puts: 5,108 (26%)
Current vs Prior 7-Day Avg -28.91%
Calls: -39.81%
Puts: +2.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $5.51M
Calls: $3.70M (67%)
Puts: $1.81M (33%)
Prior (07/22) $3.88M
Calls: $3.28M (85%)
Puts: $590.6K (15%)
Current vs Prior +42.22%
Calls: +12.64%
Puts: +206.71%
Prior 7-Day Total $49.99M
Calls: $40.49M (81%)
Puts: $9.49M (19%)
Prior 7-Day Average $7.14M
Calls: $5.78M (81%)
Puts: $1.36M (19%)
Current vs Prior 7-Day Avg -22.82%
Calls: -36.04%
Puts: +33.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.60
Prior (07/22) 0.33
Current vs Prior +80.01%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg +66.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 220,888
Calls: 137,942 (62%)
Puts: 82,946 (38%)
Prior (07/22) 193,658
Calls: 131,062 (68%)
Puts: 62,596 (32%)
Current vs Prior +14.06%
Prior 7-Day Total 1,664,242
Calls: 1,075,883 (65%)
Puts: 588,359 (35%)
Prior 7-Day Average 237,748
Calls: 153,697 (65%)
Puts: 84,051 (35%)
Current vs Prior 7-Day Avg -7.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.08% | 7.68%9.89% | 13.16%
Prior 2.39% | 7.54%9.44% | 13.23%
Current vs Prior -13.14% | +1.87%+4.78% | -0.53%
Prior 7-Day Avg 2.73% | 6.05%5.40% | 12.55%
Current vs 7-Day Avg -24.01% | +26.89%+82.99% | +4.85%
Prior 7-Day Eod 2.39% | 7.54%9.44% | 13.23%
Current vs 7-Day Eod -13.14% | +1.87%+4.78% | -0.53%
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

Moderately bullish flow with 67% call dollar volume ($3.70M). Bullish P/C ratio of 0.60. P/C ratio rising 80% - increased hedging/bearish positioning. Call-heavy open interest (137,942 calls vs 82,946 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 5 of results (avg 8.5%, best 7.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Jul 2421.6023.20$22.407.1%150.9014
$93.00Jul 2420.6522.20$21.427.2%140.909
$100.00Jul 2413.6014.95$14.279.5%140.8655
$98.00Jul 2415.5517.15$16.359.8%400.8813
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 314.905.35$5.138.8%30.56282

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.92, cheapest $0.92)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.831.00$0.9218.5%250.131.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2117.8520.90$19.3815.7%20.97--
$110.00Jul 243.455.30$4.3842.2%60.95141
$109.00Jul 244.457.00$5.7344.5%30.93131
$108.00Jul 245.458.05$6.7538.5%20.9379
$107.00Jul 246.059.05$7.5539.7%10.9255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 244.857.20$6.0339.0%601.00--
$119.00Jul 244.105.65$4.8831.8%1000.9240
$118.00Jul 243.104.50$3.8036.8%10.91--
$117.00Jul 241.883.85$2.8768.6%40.8986
$116.00Jul 241.272.55$1.9167.0%580.81230

Most actively traded options today. High liquidity = easy entry/exit. 201 active (total vol 9.1K, top 765)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 240.110.36$0.24104.2%7650.20923
$113.00Aug 144.605.85$5.2323.9%6240.5547
$117.00Jul 240.070.25$0.16112.5%5680.13553
$113.00Aug 214.605.85$5.2323.9%5080.53141
$120.00Aug 212.262.74$2.5019.2%3990.3212.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 240.560.95$0.7651.3%6700.46511
$106.00Aug 211.542.99$2.2763.9%1870.273
$115.00Jul 314.055.20$4.6324.8%1430.5260
$106.00Aug 281.322.98$2.1577.2%1360.273
$119.00Jul 244.105.65$4.8831.8%1000.9240

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 160.2%, max 625.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 21321.8%44.3%625.7%1138
$128.00Jul 24Aug 21221.6%37.9%485.2%333
$105.00Jul 24Aug 28188.6%39.2%381.2%1220
$129.00Jul 24Aug 21189.4%40.1%372.7%93
$135.00Jul 24Aug 21174.1%38.7%349.8%89
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 21321.8%44.3%625.7%222.0K
$100.00Jul 24Aug 21255.4%41.3%518.6%351.8K
$104.00Jul 24Aug 28202.1%39.5%411.7%5--
$105.00Jul 24Aug 28188.6%39.2%381.2%149
$98.00Jul 31Aug 2885.2%39.7%114.6%4542

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 16.86, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$130.00Aug 7$0.28$4.72$0.2816.86$125.28
$124.00$125.00Aug 21$0.12$0.88$0.127.33$124.12
$120.00$123.00Aug 28$0.36$2.64$0.367.33$120.36
$119.00$120.00Jul 24$0.13$0.87$0.136.69$119.13
$113.00$114.00Aug 21$0.13$0.87$0.136.69$113.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 21$0.44$4.56$0.4410.36$99.56
$105.00$97.00Aug 14$0.92$7.08$0.927.70$104.08
$101.00$98.00Aug 28$0.35$2.65$0.357.57$100.65
$104.00$100.00Aug 7$0.52$3.48$0.526.69$103.48
$113.00$112.00Jul 24$0.15$0.85$0.155.67$112.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 117 found (best R:R 8.09, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$101.00Jul 24$0.89$0.89$0.118.09$100.89
$111.00$112.00Jul 31$0.87$0.87$0.136.69$111.87
$95.00$105.00Aug 21$8.68$8.68$1.326.58$103.68
$105.00$107.00Jul 24$1.70$1.70$0.305.67$106.70
$102.00$103.00Jul 24$0.82$0.82$0.184.56$102.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$108.00$107.00Aug 28$0.86$0.86$0.146.14$107.14
$116.00$115.00Aug 21$0.77$0.77$0.233.35$115.23
$114.00$113.00Jul 31$0.70$0.70$0.302.33$113.30
$123.00$117.00Jul 31$4.17$4.17$1.832.28$118.83
$114.00$112.00Aug 28$1.33$1.33$0.671.99$112.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.99, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Aug 21$0.25321.8%44.3%
$130.00Jul 24Jul 31$0.42141.3%68.6%
$101.00Jul 24Jul 31$0.45242.1%62.4%
$125.00Jul 24Jul 31$0.7991.3%61.2%
$131.00Jul 31Aug 21$0.9164.2%49.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Jul 31Aug 28$0.1385.2%39.7%
$101.00Jul 31Aug 28$0.7962.4%37.7%
$106.00Jul 31Aug 7$0.9260.1%58.2%
$107.00Jul 31Aug 14$0.9557.2%44.6%
$109.00Jul 24Jul 31$1.6564.3%56.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 1.51% of stock, avg 7.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$114.00Jul 24$0.96$0.76$1.72$112.28$115.721.51%
$115.00Jul 24$0.45$1.41$1.86$113.14$116.861.63%
$113.00Jul 24$1.64$0.43$2.07$110.93$115.071.81%
$116.00Jul 24$0.24$1.91$2.15$113.85$118.151.88%
$112.00Jul 24$2.29$0.28$2.57$109.43$114.572.25%
$117.00Jul 24$0.16$2.87$3.03$113.97$120.032.66%
$111.00Jul 24$3.42$0.10$3.52$107.48$114.523.09%
$118.00Jul 24$0.15$3.80$3.95$114.05$121.953.46%
$110.00Jul 24$4.38$0.06$4.44$105.56$114.443.89%
$119.00Jul 24$0.14$4.88$5.02$113.98$124.024.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.39% of stock, avg 4.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$112.00Jul 24$0.16$0.28$0.44$111.56$117.44
$116.00$112.00Jul 24$0.24$0.28$0.52$111.48$116.52
$117.00$113.00Jul 24$0.16$0.43$0.59$112.41$117.59
$116.00$113.00Jul 24$0.24$0.43$0.67$112.33$116.67
$115.00$112.00Jul 24$0.45$0.28$0.73$111.27$115.73
$129.00$112.00Jul 24$0.55$0.28$0.83$111.17$129.83
$115.00$113.00Jul 24$0.45$0.43$0.88$112.12$115.88
$117.00$114.00Jul 24$0.16$0.76$0.92$113.08$117.92
$129.00$113.00Jul 24$0.55$0.43$0.98$112.02$129.98
$116.00$114.00Jul 24$0.24$0.76$1.00$113.00$117.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 194 found (best R:R 19.00, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/106118/120Aug 7$1.90$0.1019.00$104.10$119.90
112/114115/116Aug 28$1.85$0.1512.33$112.15$116.85
105/106110/114Aug 7$3.69$0.3111.90$102.31$113.69
110/111114/115Jul 31$0.90$0.109.00$110.10$114.90
110/111117/118Jul 31$0.90$0.109.00$110.10$117.90
115/116117/118Jul 31$0.90$0.109.00$115.10$117.90
109/110117/118Aug 21$0.88$0.127.33$109.12$117.88
100/104105/110Aug 21$4.33$0.676.46$99.67$109.33
109/110111/113Aug 21$1.73$0.276.41$108.27$112.73
95/96101/108Jul 31$6.04$0.966.29$89.96$107.04

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 49.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$110.00$114.00Aug 7$0.08$3.9249.00
$121.00$123.00$125.00Aug 7$0.11$1.8917.18
$120.00$121.00$122.00Jul 24$0.06$0.9415.67
$116.00$117.00$118.00Jul 24$0.07$0.9313.29
$128.00$129.00$130.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Jul 24$0.07$0.9313.29
$109.00$110.00$111.00Jul 24$0.10$0.909.00
$108.00$110.00$112.00Aug 28$0.27$1.736.41
$110.00$111.00$112.00Jul 24$0.14$0.866.14
$117.00$118.00$119.00Jul 24$0.15$0.855.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-2.02, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Aug 21-$2.02$7.98
$130.00$135.001:2Jul 24-$0.12$4.88
$125.00$130.001:2Aug 7-$0.53$4.47
$101.00$108.001:2Jul 31-$2.87$4.13
$131.00$134.001:2Jul 31-$0.17$2.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$116.001:2Aug 21-$1.07$7.93
$100.00$95.001:2Aug 21-$0.04$4.96
$123.00$117.001:2Jul 31-$1.43$4.57
$100.00$95.001:2Jul 24-$1.07$3.93
$104.00$100.001:2Aug 21-$0.16$3.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 3.77%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 28$4.300.460.8%3.77%4.56%6028
$115.00Aug 21$4.000.470.8%3.51%4.29%1684.8K
$115.00Aug 14$3.750.480.8%3.29%4.08%167772
$116.00Aug 21$3.650.441.7%3.20%4.86%39133
$115.00Aug 7$3.550.490.8%3.11%3.90%17173
$116.00Aug 28$3.500.431.7%3.07%4.73%16
$116.00Aug 14$3.350.451.7%2.94%4.60%29--
$115.00Jul 31$3.300.480.8%2.89%3.68%1721.8K
$117.00Aug 21$3.300.412.5%2.89%5.43%64177
$117.00Aug 14$3.050.412.5%2.67%5.21%41--

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 8,724
Total Puts 5,212
Put/Call Ratio 0.60
Net Difference 3,512

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 101,467
Total Puts 35,757
Average Put/Call Ratio 0.36
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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