Tour v422
UPS
UNITED PARCEL SVC IN Class B
$112.95 -1.60%
$112.88 (-0.06%)🌙
as of 07/27 06:03 PM
7/27 18:03

Option Volume

Detail
Current (07/27) 46,154
Calls: 22,134 (48%)
Puts: 24,020 (52%)
Prior (07/24) 10,216
Calls: 6,249 (61%)
Puts: 3,967 (39%)
Current vs Prior +351.78%
Calls: +254.20% (Calls)
Puts: +505.50% (Puts)
Prior 7-Day Total 135,872
Calls: 96,534 (71%)
Puts: 39,338 (29%)
Prior 7-Day Average 19,410
Calls: 13,790 (71%)
Puts: 5,619 (29%)
Current vs Prior 7-Day Avg +137.78%
Calls: +60.50%
Puts: +327.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $12.58M
Calls: $6.61M (52%)
Puts: $5.98M (48%)
Prior (07/24) $3.97M
Calls: $2.62M (66%)
Puts: $1.35M (34%)
Current vs Prior +217.31%
Calls: +152.28%
Puts: +343.62%
Prior 7-Day Total $50.29M
Calls: $39.49M (79%)
Puts: $10.79M (21%)
Prior 7-Day Average $7.18M
Calls: $5.64M (79%)
Puts: $1.54M (21%)
Current vs Prior 7-Day Avg +75.17%
Calls: +17.08%
Puts: +287.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 1.09
Prior (07/24) 0.63
Current vs Prior +70.95%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +140.73%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 351,134
Calls: 199,227 (57%)
Puts: 151,907 (43%)
Prior (07/24) 199,284
Calls: 119,899 (60%)
Puts: 79,385 (40%)
Current vs Prior +76.20%
Prior 7-Day Total 1,614,459
Calls: 1,023,146 (63%)
Puts: 591,313 (37%)
Prior 7-Day Average 230,637
Calls: 146,163 (63%)
Puts: 84,473 (37%)
Current vs Prior 7-Day Avg +52.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.99% | 8.04%9.59% | 12.84%
Prior 7.47% | 8.67%9.58% | 13.22%
Current vs Prior -6.32% | -7.26%+0.06% | -2.92%
Prior 7-Day Avg 3.34% | 7.23%7.43% | 12.87%
Current vs 7-Day Avg +109.47% | +11.26%+29.12% | -0.23%
Prior 7-Day Eod 7.47% | 8.67%9.58% | 13.22%
Current vs 7-Day Eod -6.32% | -7.26%+0.06% | -2.92%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 10.07% | 13.03%
Calls: 10.26% | 7.90%
Puts: 9.88% | 18.16%
Prior 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Current vs Prior -45.60% | -1.36%
Prior 7-Day Avg 18.51% | 13.21%
Calls: 16.76% | 10.62%
Puts: 20.26% | 15.81%
Current vs 7-Day Avg -45.60% | -1.36%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 217% vs prior. Dollar volume significantly above 7-day average (75% higher). Unusually high activity with volume up 352% vs prior - elevated interest. Volume explosion - 138% above 7-day average (46,154 vs avg 19,410).

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.6%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Jul 313.553.80$3.686.8%6990.51361
$120.00Jul 311.191.28$1.237.3%1.2K0.242.5K
$113.00Sep 44.755.15$4.958.1%230.49--
$112.00Jul 314.004.35$4.188.4%1870.5667
$113.00Aug 74.004.35$4.188.4%1110.5154
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 310.770.81$0.795.1%940.15113
$120.00Aug 219.6510.35$10.007.0%--0.72307
$112.00Jul 313.103.35$3.237.7%9460.4499
$114.00Jul 314.104.45$4.288.2%3120.53255
$120.00Aug 78.208.95$8.578.8%30.74--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.62, cheapest $0.31)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 310.330.37$0.3511.4%2840.09134
$124.00Jul 310.490.58$0.5317.0%1800.12146
$122.00Jul 310.750.89$0.8217.1%5220.17724
$121.00Jul 310.891.03$0.9614.6%3580.20152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 310.280.33$0.3116.1%1.3K0.07853
$101.00Jul 310.370.45$0.4119.5%1710.09140
$102.00Jul 310.480.53$0.519.8%3990.1150
$104.00Jul 310.770.81$0.795.1%940.15113
$105.00Jul 310.861.01$0.9416.0%1.4K0.18658

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 96 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 3121.1023.15$22.139.3%71.00--
$92.00Jul 3120.0022.15$21.0810.2%251.001
$93.00Jul 3119.1021.05$20.089.7%21.00--
$94.00Jul 3118.1020.10$19.1010.5%11.00--
$95.00Jul 3117.1519.00$18.0810.2%31.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 3120.7523.05$21.9010.5%60.9918
$131.00Jul 3116.9019.10$18.0012.2%20.98--
$132.00Jul 3117.6520.10$18.8813.0%720.97--
$134.00Jul 3119.5522.10$20.8312.2%20.96--
$128.00Jul 3114.0516.20$15.1314.2%20.94--

Most actively traded options today. High liquidity = easy entry/exit. 240 active (total vol 32.4K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 213.503.90$3.7010.8%1.6K0.425.4K
$115.00Jul 312.543.00$2.7716.6%1.6K0.431.9K
$120.00Jul 311.191.28$1.237.3%1.2K0.242.5K
$115.00Aug 143.503.85$3.689.5%8190.441.5K
$130.00Jul 310.100.15$0.1338.5%7800.04486
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 310.861.01$0.9416.0%1.4K0.18658
$100.00Jul 310.280.33$0.3116.1%1.3K0.07853
$112.00Jul 313.103.35$3.237.7%9460.4499
$113.00Jul 313.553.90$3.729.4%8580.49103
$100.00Aug 210.811.10$0.9630.2%6630.141.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 63 strikes (avg 93.7%, max 123.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Jul 31Sep 478.2%36.0%116.9%15447
$120.00Jul 31Sep 478.3%37.1%111.2%1.2K2.5K
$126.00Jul 31Sep 476.0%36.2%109.8%289134
$113.00Jul 31Sep 479.7%38.1%109.3%722361
$117.00Jul 31Sep 478.0%37.5%107.9%259188
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Jul 31Sep 481.0%36.2%123.7%95113
$100.00Jul 31Sep 481.6%37.2%119.6%1.4K853
$102.00Jul 31Sep 481.5%37.1%119.5%40050
$108.00Jul 31Sep 478.2%36.0%116.9%189161
$110.00Jul 31Sep 479.0%36.5%116.5%562338

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 170 found (best R:R 37.46, avg 3.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 14$0.13$4.87$0.1337.46$130.13
$130.00$135.00Aug 21$0.24$4.76$0.2419.83$130.24
$130.00$135.00Sep 4$0.34$4.66$0.3413.71$130.34
$126.00$130.00Sep 4$0.39$3.61$0.399.26$126.39
$124.00$125.00Jul 31$0.10$0.90$0.109.00$124.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$95.00Aug 14$0.12$2.88$0.1224.00$97.88
$99.00$97.00Aug 7$0.15$1.85$0.1512.33$98.85
$102.00$101.00Jul 31$0.10$0.90$0.109.00$101.90
$93.00$92.00Jul 31$0.11$0.89$0.118.09$92.89
$106.00$105.00Aug 7$0.11$0.89$0.118.09$105.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 204 found (best R:R 22.08, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.67$4.67$0.3314.15$99.67
$98.00$99.00Jul 31$0.88$0.88$0.127.33$98.88
$99.00$104.00Aug 7$4.32$4.32$0.686.35$103.32
$103.00$104.00Jul 31$0.85$0.85$0.155.67$103.85
$107.00$108.00Jul 31$0.83$0.83$0.174.88$107.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$131.00$128.00Jul 31$2.87$2.87$0.1322.08$128.13
$125.00$123.00Jul 31$1.80$1.80$0.209.00$123.20
$132.00$131.00Jul 31$0.88$0.88$0.127.33$131.12
$128.00$125.00Jul 31$2.58$2.58$0.426.14$125.42
$119.00$118.00Jul 31$0.85$0.85$0.155.67$118.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 65 found (avg debit $0.51, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 31Aug 7$0.0675.0%52.3%
$131.00Jul 31Aug 7$0.0770.7%48.1%
$124.00Jul 31Aug 7$0.1076.1%48.5%
$130.00Jul 31Aug 7$0.1274.5%51.4%
$123.00Jul 31Aug 7$0.1775.1%49.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 31Aug 7$0.1381.6%52.8%
$97.00Jul 31Aug 7$0.1984.6%59.6%
$103.00Jul 31Aug 7$0.2079.8%51.8%
$104.00Jul 31Aug 7$0.2081.0%51.9%
$106.00Jul 31Aug 7$0.2079.5%50.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 90 found (cheapest 6.55% of stock, avg 10.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 31$3.68$3.72$7.40$105.60$120.406.55%
$111.00Jul 31$4.63$2.78$7.41$103.59$118.416.56%
$112.00Jul 31$4.18$3.23$7.41$104.59$119.416.56%
$114.00Jul 31$3.20$4.28$7.48$106.52$121.486.62%
$115.00Jul 31$2.77$4.78$7.55$107.45$122.556.68%
$110.00Jul 31$5.30$2.37$7.67$102.33$117.676.79%
$116.00Jul 31$2.33$5.45$7.78$108.22$123.786.89%
$109.00Jul 31$5.95$2.02$7.97$101.03$116.977.06%
$117.00Jul 31$2.02$6.05$8.07$108.93$125.077.14%
$115.00Aug 7$3.19$5.00$8.19$106.81$123.197.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.35% of stock, avg 5.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$100.00Sep 4$1.38$1.27$2.65$97.35$127.65
$125.00$102.00Sep 4$1.38$1.72$3.10$98.90$128.10
$125.00$104.00Sep 4$1.38$2.16$3.54$100.46$128.54
$120.00$100.00Sep 4$2.38$1.27$3.65$96.35$123.65
$118.00$109.00Jul 31$1.71$2.02$3.73$105.27$121.73
$117.00$109.00Jul 31$2.02$2.02$4.04$104.96$121.04
$118.00$110.00Jul 31$1.71$2.37$4.08$105.92$122.08
$120.00$102.00Sep 4$2.38$1.72$4.10$97.90$124.10
$116.00$109.00Jul 31$2.33$2.02$4.35$104.65$120.35
$117.00$110.00Jul 31$2.02$2.37$4.39$105.61$121.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 258 found (best R:R 17.18, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
111/113117/118Aug 14$1.89$0.1117.18$111.11$118.89
108/110116/118Aug 28$1.89$0.1117.18$108.11$117.89
105/107110/112Aug 14$1.88$0.1215.67$105.12$111.88
105/107109/110Aug 14$1.87$0.1314.38$105.13$110.87
108/110114/115Aug 28$1.87$0.1314.38$108.13$115.87
103/104106/108Aug 21$1.85$0.1512.33$102.15$107.85
106/107110/111Aug 7$0.90$0.109.00$106.10$110.90
105/106112/113Aug 21$0.90$0.109.00$105.10$112.90
104/105114/115Aug 28$0.90$0.109.00$104.10$114.90
111/113115/116Aug 14$1.78$0.228.09$111.22$116.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$99.00$100.00Jul 31$0.06$0.9415.67
$111.00$112.00$113.00Aug 7$0.06$0.9415.67
$122.00$123.00$124.00Aug 14$0.06$0.9415.67
$123.00$124.00$125.00Aug 21$0.06$0.9415.67
$130.00$131.00$132.00Jul 31$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$116.00$117.00$118.00Jul 31$0.05$0.9519.00
$109.00$110.00$111.00Aug 7$0.05$0.9519.00
$94.00$95.00$96.00Jul 31$0.06$0.9415.67
$104.00$105.00$106.00Jul 31$0.06$0.9415.67
$109.00$110.00$111.00Jul 31$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-0.02, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Aug 14-$0.02$4.98
$130.00$135.001:2Sep 4-$0.05$4.95
$120.00$125.001:2Sep 4-$0.38$4.62
$131.00$135.001:2Aug 7-$0.06$3.94
$126.00$130.001:2Sep 4-$0.34$3.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Sep 4-$0.05$4.95
$116.00$110.001:2Sep 4-$1.30$4.70
$108.00$104.001:2Sep 4-$0.77$3.23
$103.00$100.001:2Aug 14-$0.11$2.89
$98.00$95.001:2Aug 28-$0.12$2.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 86 found (best yield 4.21%, avg 1.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.00Sep 4$4.750.490.0%4.21%4.25%23--
$113.00Aug 28$4.550.490.0%4.03%4.07%3712
$113.00Aug 21$4.350.490.0%3.85%3.90%157655
$113.00Aug 14$4.300.510.0%3.81%3.85%132632
$113.00Aug 7$4.000.510.0%3.54%3.59%11154
$114.00Sep 4$4.000.460.9%3.54%4.47%11
$114.00Aug 28$3.900.460.9%3.45%4.38%1023
$114.00Aug 21$3.750.460.9%3.32%4.25%116109
$113.00Jul 31$3.550.510.0%3.14%3.19%699361
$115.00Aug 28$3.550.431.8%3.14%4.96%782

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 22,134
Total Puts 24,020
Put/Call Ratio 1.09
Net Difference -1,886

Prior's Put/Call Breakdown

Total Calls 6,249
Total Puts 3,967
Put/Call Ratio 0.63
Net Difference 2,282

Prior 7-Day Put/Call Summary

Total Calls 96,534
Total Puts 39,338
Average Put/Call Ratio 0.45
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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