Tour v477
UPS
UNITED PARCEL SVC IN Class B
$104.22 -1.00%
$104.36 (+0.13%)🌙
as of 07/31 07:16 PM
7/31 19:16

Option Volume

Detail
Current (07/31) 16,760
Calls: 10,888 (65%)
Puts: 5,872 (35%)
Prior (07/30) 41,846
Calls: 24,364 (58%)
Puts: 17,482 (42%)
Current vs Prior -59.95%
Calls: -55.31% (Calls)
Puts: -66.41% (Puts)
Prior 7-Day Total 197,999
Calls: 117,199 (59%)
Puts: 80,800 (41%)
Prior 7-Day Average 28,285
Calls: 16,742 (59%)
Puts: 11,542 (41%)
Current vs Prior 7-Day Avg -40.75%
Calls: -34.97%
Puts: -49.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $3.38M
Calls: $2.09M (62%)
Puts: $1.29M (38%)
Prior (07/30) $13.14M
Calls: $6.05M (46%)
Puts: $7.09M (54%)
Current vs Prior -74.28%
Calls: -65.46%
Puts: -81.81%
Prior 7-Day Total $56.94M
Calls: $30.89M (54%)
Puts: $26.05M (46%)
Prior 7-Day Average $8.13M
Calls: $4.41M (54%)
Puts: $3.72M (46%)
Current vs Prior 7-Day Avg -58.45%
Calls: -52.62%
Puts: -65.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.54
Prior (07/30) 0.72
Current vs Prior -24.84%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -18.81%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 264,008
Calls: 157,813 (60%)
Puts: 106,195 (40%)
Prior (07/30) 258,272
Calls: 152,176 (59%)
Puts: 106,096 (41%)
Current vs Prior +2.22%
Prior 7-Day Total 1,878,297
Calls: 1,101,591 (59%)
Puts: 776,706 (41%)
Prior 7-Day Average 268,328
Calls: 157,370 (59%)
Puts: 110,958 (41%)
Current vs Prior 7-Day Avg -1.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.29% | 3.38%5.81% | 10.46%
Prior 1.80% | 3.82%6.74% | 11.10%
Current vs Prior +88.12% | +24.88%-13.67% | -5.74%
Prior 7-Day Avg 3.83% | 6.47%8.43% | 12.34%
Current vs 7-Day Avg -11.76% | -26.25%-30.99% | -15.28%
Prior 7-Day Eod 1.80% | 3.82%6.74% | 11.10%
Current vs 7-Day Eod +88.12% | +24.88%-13.67% | -5.74%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.82% | 10.95%
Calls: 13.43% | 9.82%
Puts: 22.22% | 12.07%
Prior 17.82% | 10.95%
Calls: 13.43% | 9.82%
Puts: 22.22% | 12.07%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.01% | 12.22%
Calls: 14.40% | 9.89%
Puts: 19.62% | 14.54%
Current vs 7-Day Avg +4.77% | -10.36%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($2.09M). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.54.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 2 of results (avg 9.8%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 3118.5520.50$19.5210.0%11.00--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 114.504.95$4.729.5%40.55--

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 72 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3113.5515.35$14.4512.5%21.00--
$85.00Jul 3118.5520.50$19.5210.0%11.00--
$95.00Jul 318.5510.60$9.5721.4%481.0010
$91.00Jul 3112.7014.30$13.5011.9%50.9914
$97.00Jul 316.608.45$7.5324.6%60.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 310.902.10$1.5080.0%2211.001.3K
$107.00Jul 311.893.15$2.5250.0%651.00868
$108.00Jul 312.434.50$3.4759.7%191.00118
$110.00Jul 314.756.05$5.4024.1%101.00107
$111.00Jul 315.557.75$6.6533.1%11.0067

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 11.2K, top 857)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 310.010.09$0.05160.0%8570.14684
$105.00Aug 71.011.34$1.1828.0%4830.43819
$108.00Jul 310.000.01$0.01100.0%4200.01779
$107.00Aug 70.410.65$0.5345.3%3180.24363
$112.00Aug 210.170.54$0.36102.8%3140.11812
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 70.000.22$0.11200.0%6930.04127
$105.00Jul 310.491.07$0.7874.4%6480.901.2K
$106.00Jul 310.902.10$1.5080.0%2211.001.3K
$100.00Aug 211.221.50$1.3620.6%2120.302.8K
$102.00Aug 70.480.87$0.6857.4%1700.2798

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 963.2%, max 3646.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Jul 31Aug 71485.2%39.6%3646.3%6510
$125.00Jul 31Aug 21847.9%32.6%2502.0%733.8K
$114.00Jul 31Aug 28675.2%27.7%2340.8%26564
$120.00Jul 31Sep 11674.7%29.9%2157.5%512.7K
$124.00Jul 31Aug 7873.1%44.7%1853.4%2245
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$114.00Jul 31Aug 21675.2%26.3%2469.5%328
$95.00Jul 31Sep 4472.0%28.2%1573.6%19517
$113.00Jul 31Aug 21410.2%26.6%1439.6%26172
$99.00Jul 31Aug 28369.7%28.6%1191.1%3295
$111.00Jul 31Aug 21328.4%27.2%1108.5%46135

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 32.33, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$120.00Aug 28$0.15$4.85$0.1532.33$115.15
$116.00$120.00Aug 21$0.14$3.86$0.1427.57$116.14
$122.00$124.00Aug 7$0.10$1.90$0.1019.00$122.10
$113.00$115.00Aug 14$0.11$1.89$0.1117.18$113.11
$110.00$113.00Aug 14$0.28$2.72$0.289.71$110.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$85.00Aug 14$0.31$8.69$0.3128.03$93.69
$95.00$91.00Aug 28$0.21$3.79$0.2118.05$94.79
$95.00$90.00Aug 21$0.29$4.71$0.2916.24$94.71
$101.00$100.00Aug 14$0.13$0.87$0.136.69$100.87
$96.00$95.00Aug 28$0.15$0.85$0.155.67$95.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 105 found (best R:R 19.00, avg 1.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$102.00Jul 31$1.90$1.90$0.1019.00$101.90
$101.00$103.00Aug 7$1.88$1.88$0.1215.67$102.88
$95.00$99.00Aug 7$3.67$3.67$0.3311.12$98.67
$95.00$96.00Jul 31$0.89$0.89$0.118.09$95.89
$102.00$103.00Jul 31$0.85$0.85$0.155.67$102.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$113.00$110.00Aug 14$2.85$2.85$0.1519.00$110.15
$110.00$109.00Aug 21$0.88$0.88$0.127.33$109.12
$109.00$107.00Aug 28$1.72$1.72$0.286.14$107.28
$103.00$102.00Aug 21$0.84$0.84$0.165.25$102.16
$109.00$108.00Aug 7$0.82$0.82$0.184.56$108.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.50, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Jul 31Aug 7$0.05675.2%40.5%
$122.00Jul 31Aug 7$0.06963.4%60.3%
$111.00Jul 31Aug 7$0.09328.4%28.3%
$112.00Jul 31Aug 7$0.11369.8%33.0%
$110.00Jul 31Aug 7$0.17286.1%29.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Aug 7Aug 21$0.0842.0%30.9%
$95.00Jul 31Aug 7$0.10472.0%40.5%
$99.00Jul 31Aug 7$0.13369.7%28.1%
$97.00Aug 7Aug 14$0.1636.2%31.0%
$98.00Jul 31Aug 7$0.17328.2%32.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 0.59% of stock, avg 5.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Jul 31$0.56$0.05$0.61$103.39$104.610.59%
$105.00Jul 31$0.05$0.78$0.83$104.17$105.830.80%
$106.00Jul 31$0.01$1.50$1.51$104.49$107.511.45%
$103.00Jul 31$1.75$0.01$1.76$101.24$104.761.69%
$107.00Jul 31$0.01$2.52$2.53$104.47$109.532.43%
$102.00Jul 31$2.60$0.01$2.61$99.39$104.612.50%
$104.00Aug 7$1.66$1.33$2.99$101.01$106.992.87%
$105.00Aug 7$1.18$1.86$3.04$101.96$108.042.92%
$103.00Aug 7$2.30$0.90$3.20$99.80$106.203.07%
$106.00Aug 7$0.85$2.44$3.29$102.71$109.293.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.10% of stock, avg 2.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.00$104.00Jul 31$0.05$0.05$0.10$103.90$105.10
$109.00$100.00Aug 7$0.21$0.23$0.44$99.56$109.44
$109.00$101.00Aug 7$0.21$0.32$0.53$100.47$109.53
$108.00$100.00Aug 7$0.38$0.23$0.61$99.39$108.61
$108.00$101.00Aug 7$0.38$0.32$0.70$100.30$108.70
$107.00$100.00Aug 7$0.53$0.23$0.76$99.24$107.76
$107.00$101.00Aug 7$0.53$0.32$0.85$100.15$107.85
$109.00$102.00Aug 7$0.21$0.68$0.89$101.11$109.89
$108.00$102.00Aug 7$0.38$0.68$1.06$100.94$109.06
$106.00$100.00Aug 7$0.85$0.23$1.08$98.92$107.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 227 found (best R:R 9.00, avg credit $0.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/101105/106Aug 21$0.90$0.109.00$100.10$105.90
98/99100/103Aug 28$2.62$0.386.89$96.38$102.62
105/106112/113Aug 21$0.87$0.136.69$105.13$112.87
98/99105/106Aug 28$0.87$0.136.69$98.13$105.87
105/106110/111Aug 21$0.86$0.146.14$105.14$110.86
104/105106/107Aug 7$0.85$0.155.67$104.15$106.85
105/106111/112Aug 21$0.85$0.155.67$105.15$111.85
101/102104/105Aug 7$0.84$0.165.25$101.16$104.84
100/101103/104Aug 21$0.84$0.165.25$100.16$103.84
104/105106/107Aug 21$0.84$0.165.25$104.16$106.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$115.00$117.00Aug 14$0.07$1.9327.57
$92.00$93.00$94.00Jul 31$0.07$0.9313.29
$112.00$113.00$114.00Jul 31$0.08$0.9211.50
$114.00$115.00$116.00Jul 31$0.08$0.9211.50
$104.00$105.00$106.00Aug 28$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$85.00$90.00$95.00Aug 21$0.22$4.7821.73
$103.00$104.00$105.00Aug 21$0.05$0.9519.00
$98.00$99.00$100.00Aug 7$0.07$0.9313.29
$103.00$104.00$105.00Aug 7$0.10$0.909.00
$105.00$106.00$107.00Aug 7$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. 97 found (best net $-0.18, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$122.001:2Aug 7-$0.18$4.82
$100.00$103.001:2Aug 21-$0.84$2.16
$113.00$115.001:2Aug 14-$0.01$1.99
$115.00$117.001:2Aug 7-$0.04$1.96
$115.00$117.001:2Aug 14-$0.04$1.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$91.001:2Aug 28-$0.15$3.85
$98.00$95.001:2Jul 31-$0.01$2.99
$100.00$97.001:2Sep 4-$0.35$2.65
$103.00$100.001:2Sep 4-$0.80$2.20
$97.00$95.001:2Aug 7-$0.05$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 2.21%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Sep 4$2.300.460.8%2.21%2.96%511
$105.00Aug 28$2.090.430.8%2.01%2.75%1148
$105.00Aug 21$1.780.420.8%1.71%2.46%1911.5K
$105.00Aug 14$1.680.470.8%1.61%2.36%6249
$106.00Aug 28$1.670.381.7%1.60%3.31%1--
$106.00Sep 4$1.430.411.7%1.37%3.08%2--
$109.00Sep 11$1.340.294.6%1.29%5.87%22
$107.00Aug 28$1.330.342.7%1.28%3.94%2--
$106.00Aug 14$1.270.401.7%1.22%2.93%87119
$105.00Aug 7$1.010.430.8%0.97%1.72%483819

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 10,888
Total Puts 5,872
Put/Call Ratio 0.54
Net Difference 5,016

Prior's Put/Call Breakdown

Total Calls 24,364
Total Puts 17,482
Put/Call Ratio 0.72
Net Difference 6,882

Prior 7-Day Put/Call Summary

Total Calls 117,199
Total Puts 80,800
Average Put/Call Ratio 0.66
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