Tour v487
UPS
UNITED PARCEL SVC IN Class B
$106.87 +2.54%
$106.95 (+0.07%)🌙
as of 08/03 07:00 PM
8/3 19:00

Option Volume

Detail
Current (08/03) 22,377
Calls: 15,071 (67%)
Puts: 7,306 (33%)
Prior (07/31) 16,760
Calls: 10,888 (65%)
Puts: 5,872 (35%)
Current vs Prior +33.51%
Calls: +38.42% (Calls)
Puts: +24.42% (Puts)
Prior 7-Day Total 202,700
Calls: 119,033 (59%)
Puts: 83,667 (41%)
Prior 7-Day Average 28,957
Calls: 17,004 (59%)
Puts: 11,952 (41%)
Current vs Prior 7-Day Avg -22.72%
Calls: -11.37%
Puts: -38.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $5.95M
Calls: $3.95M (66%)
Puts: $2.00M (34%)
Prior (07/31) $3.38M
Calls: $2.09M (62%)
Puts: $1.29M (38%)
Current vs Prior +76.13%
Calls: +89.12%
Puts: +55.07%
Prior 7-Day Total $56.44M
Calls: $29.70M (53%)
Puts: $26.75M (47%)
Prior 7-Day Average $8.06M
Calls: $4.24M (53%)
Puts: $3.82M (47%)
Current vs Prior 7-Day Avg -26.17%
Calls: -6.79%
Puts: -47.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.48
Prior (07/31) 0.54
Current vs Prior -10.11%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -30.13%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 259,897
Calls: 155,338 (60%)
Puts: 104,559 (40%)
Prior (07/31) 264,008
Calls: 157,813 (60%)
Puts: 106,195 (40%)
Current vs Prior -1.56%
Prior 7-Day Total 1,948,647
Calls: 1,128,342 (58%)
Puts: 820,305 (42%)
Prior 7-Day Average 278,378
Calls: 161,191 (58%)
Puts: 117,186 (42%)
Current vs Prior 7-Day Avg -6.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.09% | 4.37%5.75% | 10.41%
Prior 3.38% | 4.77%5.81% | 10.46%
Current vs Prior -8.57% | -8.37%-1.03% | -0.42%
Prior 7-Day Avg 3.97% | 6.07%7.91% | 11.95%
Current vs 7-Day Avg -22.19% | -28.02%-27.23% | -12.84%
Prior 7-Day Eod 3.38% | 4.77%5.81% | 10.46%
Current vs 7-Day Eod -8.57% | -8.37%-1.03% | -0.42%
Sentiment BULLISHBULLISH

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 16.91% | 11.89%
Calls: 13.93% | 9.77%
Puts: 19.90% | 14.01%
Current vs 7-Day Avg +5.38% | -7.93%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($3.95M). Elevated premium activity with dollar volume up 76% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (15,071 calls vs 7,306 puts).

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 9.0%, best 7.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 212.182.37$2.288.3%2210.45244
$105.00Aug 72.432.67$2.559.4%2680.72813
$106.00Aug 71.812.00$1.919.9%1470.61262
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 213.854.15$4.007.5%330.61193
$108.00Aug 71.882.07$1.989.6%470.62157

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.79, cheapest $0.59)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 70.540.64$0.5916.9%5280.28176
$111.00Aug 210.790.94$0.8717.2%190.23425
$108.00Aug 70.830.97$0.9015.6%8080.38231
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 70.560.67$0.6217.7%1000.28390
$106.00Aug 70.881.04$0.9616.7%330.3999

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 59 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2115.7517.95$16.8513.1%11.00--
$95.00Aug 2110.9012.75$11.8315.6%11.00--
$95.00Sep 411.0513.00$12.0316.2%11.00--
$96.00Aug 79.7511.70$10.7318.2%10.97--
$99.00Aug 76.758.60$7.6824.1%1000.97104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2113.7515.80$14.7813.9%560.96306
$119.00Aug 2112.8015.10$13.9516.5%120.95--
$115.00Aug 147.909.10$8.5014.1%50.94165
$115.00Aug 218.9510.20$9.5713.1%1080.901.1K
$118.00Aug 2811.9513.95$12.9515.4%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 13.8K, top 994)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 211.731.93$1.8310.9%9940.39820
$110.00Aug 211.051.21$1.1314.2%9080.284.4K
$108.00Aug 141.461.86$1.6624.1%8750.44574
$108.00Aug 70.830.97$0.9015.6%8080.38231
$110.00Aug 70.310.40$0.3625.0%5290.19326
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 140.010.34$0.18183.3%6620.07118
$110.00Aug 214.905.55$5.2312.4%4940.722.0K
$95.00Aug 210.150.23$0.1942.1%2740.062.2K
$114.00Aug 218.109.40$8.7514.9%2030.8740
$105.00Aug 212.202.64$2.4218.2%1870.453.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 47.5%, max 168.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$121.00Aug 7Sep 469.7%27.7%151.2%12--
$123.00Aug 7Sep 467.1%27.2%146.8%2491
$124.00Aug 7Sep 467.6%29.5%129.3%61--
$95.00Aug 7Sep 465.2%28.9%126.0%56
$120.00Aug 7Sep 1161.5%27.3%125.5%185521
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$91.00Aug 7Sep 478.3%29.2%168.0%572
$90.00Aug 7Sep 1178.7%31.3%151.8%17--
$95.00Aug 7Sep 1165.2%28.0%132.7%6749
$98.00Aug 7Sep 1142.5%27.4%54.8%2218
$99.00Aug 7Sep 1141.0%28.2%45.5%35169

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 25.67, avg 3.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$116.00$120.00Aug 28$0.15$3.85$0.1525.67$116.15
$115.00$118.00Sep 11$0.18$2.82$0.1815.67$115.18
$115.00$120.00Sep 4$0.41$4.59$0.4111.20$115.41
$115.00$116.00Aug 21$0.10$0.90$0.109.00$115.10
$118.00$120.00Sep 11$0.23$1.77$0.237.70$118.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Sep 11$0.34$4.66$0.3413.71$94.66
$92.00$91.00Sep 4$0.10$0.90$0.109.00$91.90
$100.00$95.00Aug 21$0.55$4.45$0.558.09$99.45
$92.00$91.00Aug 28$0.11$0.89$0.118.09$91.89
$93.00$92.00Sep 4$0.11$0.89$0.118.09$92.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 20.21, avg 1.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$102.00Aug 14$6.67$6.67$0.3320.21$101.67
$95.00$101.00Sep 4$5.60$5.60$0.4014.00$100.60
$95.00$103.00Aug 21$7.13$7.13$0.878.20$102.13
$101.00$102.00Aug 7$0.88$0.88$0.127.33$101.88
$100.00$103.00Aug 28$2.50$2.50$0.505.00$102.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$114.00$112.00Aug 21$1.85$1.85$0.1512.33$112.15
$115.00$110.00Aug 14$4.55$4.55$0.4510.11$110.45
$118.00$110.00Aug 28$7.05$7.05$0.957.42$110.95
$112.00$110.00Aug 21$1.67$1.67$0.335.06$110.33
$120.00$119.00Aug 21$0.83$0.83$0.174.88$119.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $0.43, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$118.00Aug 7Aug 14$0.0543.4%30.6%
$119.00Aug 7Aug 14$0.0638.5%32.4%
$122.00Aug 7Aug 21$0.1152.4%36.0%
$115.00Aug 7Aug 14$0.1532.4%28.2%
$116.00Aug 7Aug 21$0.1536.8%27.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Aug 7Aug 21$0.0678.7%39.2%
$95.00Aug 7Aug 14$0.0665.2%42.5%
$98.00Aug 7Aug 14$0.0942.5%31.5%
$100.00Aug 7Aug 14$0.1038.1%27.6%
$93.00Aug 28Sep 4$0.1332.0%31.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 2.56% of stock, avg 6.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$107.00Aug 7$1.35$1.39$2.74$104.26$109.742.56%
$106.00Aug 7$1.91$0.96$2.87$103.13$108.872.69%
$108.00Aug 7$0.90$1.98$2.88$105.12$110.882.69%
$105.00Aug 7$2.55$0.62$3.17$101.83$108.172.97%
$104.00Aug 7$3.33$0.40$3.73$100.27$107.733.49%
$110.00Aug 7$0.36$3.53$3.89$106.11$113.893.64%
$106.00Aug 14$2.59$1.68$4.27$101.73$110.274.00%
$107.00Aug 14$2.20$2.08$4.28$102.72$111.284.00%
$108.00Aug 14$1.66$2.63$4.29$103.71$112.294.01%
$103.00Aug 7$4.15$0.23$4.38$98.62$107.384.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.34% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$111.00$102.00Aug 7$0.21$0.15$0.36$101.64$111.36
$111.00$103.00Aug 7$0.21$0.23$0.44$102.56$111.44
$110.00$102.00Aug 7$0.36$0.15$0.51$101.49$110.51
$110.00$103.00Aug 7$0.36$0.23$0.59$102.41$110.59
$111.00$104.00Aug 7$0.21$0.40$0.61$103.39$111.61
$109.00$102.00Aug 7$0.59$0.15$0.74$101.26$109.74
$110.00$104.00Aug 7$0.36$0.40$0.76$103.24$110.76
$109.00$103.00Aug 7$0.59$0.23$0.82$102.18$109.82
$111.00$105.00Aug 7$0.21$0.62$0.83$104.17$111.83
$110.00$105.00Aug 7$0.36$0.62$0.98$104.02$110.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 278 found (best R:R 19.69, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
92/9395/101Sep 4$5.71$0.2919.69$87.29$100.71
91/9295/101Sep 4$5.70$0.3019.00$86.30$100.70
97/99100/103Aug 28$2.82$0.1815.67$96.18$102.82
107/108109/110Aug 14$0.90$0.109.00$107.10$109.90
96/97100/103Aug 28$2.70$0.309.00$94.30$102.70
94/95100/103Aug 28$2.68$0.328.38$92.32$102.68
108/109110/111Aug 14$0.89$0.118.09$108.11$110.89
98/99106/107Sep 4$0.89$0.118.09$98.11$106.89
100/101106/107Sep 4$0.89$0.118.09$100.11$106.89
96/97104/105Aug 28$0.88$0.127.33$96.12$104.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$101.00$102.00$103.00Aug 7$0.06$0.9415.67
$110.00$111.00$112.00Aug 7$0.06$0.9415.67
$110.00$111.00$112.00Aug 21$0.06$0.9415.67
$118.00$120.00$122.00Aug 21$0.12$1.8815.67
$108.00$109.00$110.00Aug 28$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$108.00$109.00$110.00Aug 14$0.06$0.9415.67
$93.00$94.00$95.00Sep 4$0.06$0.9415.67
$107.00$108.00$109.00Aug 14$0.08$0.9211.50
$90.00$91.00$92.00Aug 28$0.08$0.9211.50
$101.00$103.00$105.00Aug 28$0.16$1.8411.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 117 found (best net $-0.83, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$101.001:2Sep 4-$0.83$5.17
$116.00$120.001:2Aug 28-$0.01$3.99
$115.00$118.001:2Sep 11-$0.36$2.64
$101.00$105.001:2Sep 4-$1.37$2.63
$118.00$120.001:2Aug 21-$0.01$1.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21-$0.03$4.97
$95.00$91.001:2Aug 7-$0.03$3.97
$98.00$95.001:2Aug 7-$0.18$2.82
$104.00$101.001:2Sep 4-$0.65$2.35
$97.00$95.001:2Aug 14-$0.18$1.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 2.33%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Aug 28$2.490.460.1%2.33%2.45%2322
$107.00Sep 11$2.480.460.1%2.32%2.44%1--
$107.00Sep 4$2.460.460.1%2.30%2.42%6412
$107.00Aug 21$2.180.450.1%2.04%2.16%221244
$108.00Sep 4$2.170.411.1%2.03%3.09%212
$108.00Aug 28$1.860.411.1%1.74%2.80%220
$110.00Sep 11$1.820.332.9%1.70%4.63%1813
$109.00Sep 4$1.790.362.0%1.67%3.67%245
$108.00Aug 21$1.730.391.1%1.62%2.68%994820
$107.00Aug 14$1.690.510.1%1.58%1.70%71130

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 15,071
Total Puts 7,306
Put/Call Ratio 0.48
Net Difference 7,765

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 119,033
Total Puts 83,667
Average Put/Call Ratio 0.69
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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