Tour v452
UPS
UNITED PARCEL SVC IN Class B
$105.74 -6.38%
7/28 14:07

Option Volume

Detail
Current (07/28 2:05pm) 43,848
Calls: 29,627 (68%)
Puts: 14,221 (32%)
Prior (07/27) 21,914
Calls: 12,412 (57%)
Puts: 9,502 (43%)
Current vs Prior +100.09%
Calls: +138.70% (Calls)
Puts: +49.66% (Puts)
Prior 7-Day Total 187,751
Calls: 110,383 (59%)
Puts: 77,368 (41%)
Prior 7-Day Average 26,821
Calls: 15,769 (59%)
Puts: 11,052 (41%)
Current vs Prior 7-Day Avg +63.48%
Calls: +87.88%
Puts: +28.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28 2:05pm) $9.27M
Calls: $5.10M (55%)
Puts: $4.17M (45%)
Prior (07/27) $6.95M
Calls: $4.47M (64%)
Puts: $2.48M (36%)
Current vs Prior +33.34%
Calls: +14.00%
Puts: +68.24%
Prior 7-Day Total $42.83M
Calls: $28.24M (66%)
Puts: $14.59M (34%)
Prior 7-Day Average $6.12M
Calls: $4.03M (66%)
Puts: $2.08M (34%)
Current vs Prior 7-Day Avg +51.49%
Calls: +26.37%
Puts: +100.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 2:05pm) 0.48
Prior (07/27) 0.77
Current vs Prior -37.30%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -27.47%
Sentiment BULLISH

Open Interest

Detail
Current (07/28 2:05pm) 371,603
Calls: 208,798 (56%)
Puts: 162,805 (44%)
Prior (07/27) 351,134
Calls: 199,227 (57%)
Puts: 151,907 (43%)
Current vs Prior +5.83%
Prior 7-Day Total 2,625,700
Calls: 1,464,972 (56%)
Puts: 1,160,728 (44%)
Prior 7-Day Average 375,100
Calls: 209,281 (56%)
Puts: 165,818 (44%)
Current vs Prior 7-Day Avg -0.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.43% | 4.79%7.10% | 11.52%
Prior 7.02% | 8.04%9.31% | 12.96%
Current vs Prior -51.08% | -40.38%-23.74% | -11.11%
Prior 7-Day Avg 5.81% | 7.02%9.31% | 12.96%
Current vs 7-Day Avg -40.89% | -31.71%-23.74% | -11.11%
Prior 7-Day Eod 7.02% | 8.04%9.59% | 12.84%
Current vs 7-Day Eod -51.08% | -40.38%-25.93% | -10.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.82% | 10.95%
Calls: 13.43% | 9.82%
Puts: 22.22% | 12.07%
Prior 10.07% | 13.03%
Calls: 10.26% | 7.90%
Puts: 9.88% | 18.16%
Current vs Prior +76.96% | -15.96%
Prior 7-Day Avg 11.65% | 13.96%
Calls: 11.18% | 10.42%
Puts: 12.11% | 17.51%
Current vs 7-Day Avg +52.96% | -21.56%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (51% higher). Unusually high activity with volume up 100% vs prior - elevated interest. Extreme bullish P/C ratio of 0.48 - heavy call buying (29,627 calls vs 14,221 puts). P/C ratio dropping 37% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 8 of results (avg 8.6%, best 7.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 213.303.55$3.437.3%890.511.3K
$85.00Jul 3120.5022.10$21.307.5%61.002
$103.00Aug 214.404.85$4.639.7%20.61--
$105.00Aug 72.612.88$2.759.8%7100.5722
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 213.403.65$3.537.1%3130.493.0K
$106.00Aug 213.904.25$4.088.6%850.53115
$110.00Aug 74.605.05$4.829.3%1740.75278
$110.00Aug 216.306.95$6.639.8%550.711.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.48, cheapest $0.11)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 70.790.90$0.8512.9%1410.2587
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 310.100.12$0.1118.2%1.3K0.061.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 115 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2115.3017.60$16.4514.0%591.0036
$90.00Jul 3115.4017.10$16.2510.5%71.0020
$85.00Jul 3120.5022.10$21.307.5%61.002
$95.00Jul 3110.2512.20$11.2317.4%30.997
$92.00Jul 3113.5015.10$14.3011.2%90.9922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 318.8511.45$10.1525.6%271.00293
$118.00Jul 3110.6513.10$11.8820.6%11.0046
$120.00Jul 3113.4515.30$14.3812.9%211.00153
$121.00Jul 3113.4016.10$14.7518.3%--1.0095
$123.00Jul 3115.4518.30$16.8816.9%11.006

Most actively traded options today. High liquidity = easy entry/exit. 264 active (total vol 32.0K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 310.040.19$0.12125.0%2.2K0.052.4K
$120.00Aug 210.160.25$0.2142.9%1.6K0.0612.6K
$106.00Jul 311.321.60$1.4619.2%1.4K0.4977
$112.00Jul 310.110.23$0.1770.6%1.1K0.09226
$110.00Jul 310.290.37$0.3324.2%8150.16253
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 311.441.80$1.6222.2%1.4K0.51425
$100.00Jul 310.100.12$0.1118.2%1.3K0.061.6K
$105.00Jul 310.991.27$1.1324.8%8300.411.1K
$107.00Jul 312.022.45$2.2419.2%7840.61206
$97.00Aug 280.901.15$1.0224.5%5410.182

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 64 strikes (avg 56.7%, max 138.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 31Sep 472.3%32.9%119.8%209823
$126.00Jul 31Sep 472.1%37.3%93.1%118361
$118.00Jul 31Sep 457.0%29.6%92.2%4381.1K
$117.00Jul 31Sep 458.3%30.9%88.8%68294
$120.00Jul 31Aug 2858.8%31.5%86.5%7183.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Jul 31Aug 784.9%35.5%138.8%1392
$125.00Jul 31Aug 2172.3%34.1%111.9%--87
$93.00Jul 31Aug 789.1%43.7%103.7%4143
$90.00Jul 31Sep 463.8%33.0%93.4%673.0K
$117.00Jul 31Aug 2858.3%30.3%92.3%2567

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 24.00, avg 3.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$118.00$125.00Sep 4$0.30$6.70$0.3022.33$118.30
$115.00$116.00Aug 14$0.10$0.90$0.109.00$115.10
$118.00$119.00Aug 7$0.11$0.89$0.118.09$118.11
$112.00$113.00Aug 14$0.11$0.89$0.118.09$112.11
$119.00$120.00Aug 28$0.11$0.89$0.118.09$119.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 14$0.20$4.80$0.2024.00$94.80
$95.00$90.00Aug 21$0.33$4.67$0.3314.15$94.67
$95.00$90.00Aug 28$0.37$4.63$0.3712.51$94.63
$95.00$90.00Sep 4$0.48$4.52$0.489.42$94.52
$98.00$97.00Aug 28$0.10$0.90$0.109.00$97.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 15.67, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$98.00Aug 14$2.70$2.70$0.309.00$97.70
$103.00$105.00Aug 14$1.80$1.80$0.209.00$104.80
$101.00$104.00Aug 7$2.65$2.65$0.357.57$103.65
$96.00$98.00Jul 31$1.75$1.75$0.257.00$97.75
$99.00$100.00Aug 14$0.85$0.85$0.155.67$99.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$118.00$116.00Aug 21$1.88$1.88$0.1215.67$116.12
$117.00$115.00Aug 14$1.87$1.87$0.1314.38$115.13
$120.00$118.00Aug 14$1.85$1.85$0.1512.33$118.15
$125.00$123.00Aug 21$1.81$1.81$0.199.53$123.19
$110.00$109.00Jul 31$0.90$0.90$0.109.00$109.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $0.43, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Jul 31Aug 7$0.0558.2%37.1%
$120.00Jul 31Aug 7$0.0558.8%38.8%
$117.00Jul 31Aug 7$0.0658.3%35.9%
$123.00Jul 31Aug 7$0.0663.5%45.1%
$115.00Jul 31Aug 7$0.0754.9%34.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Jul 31Aug 7$0.0545.1%35.8%
$96.00Jul 31Aug 7$0.0656.2%35.0%
$95.00Jul 31Aug 7$0.0750.2%36.3%
$90.00Jul 31Aug 7$0.1163.8%53.6%
$92.00Jul 31Aug 7$0.1667.4%51.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 111 found (cheapest 2.91% of stock, avg 8.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Jul 31$1.46$1.62$3.08$102.92$109.082.91%
$105.00Jul 31$2.01$1.13$3.14$101.86$108.142.97%
$107.00Jul 31$1.02$2.24$3.26$103.74$110.263.08%
$104.00Jul 31$2.60$0.77$3.37$100.63$107.373.19%
$108.00Jul 31$0.74$2.89$3.63$104.37$111.633.43%
$109.00Jul 31$0.48$3.60$4.08$104.92$113.083.86%
$103.00Jul 31$3.83$0.51$4.34$98.66$107.344.10%
$106.00Aug 7$2.22$2.32$4.54$101.46$110.544.29%
$105.00Aug 7$2.75$1.84$4.59$100.41$109.594.34%
$107.00Aug 7$1.77$2.88$4.65$102.35$111.654.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.49% of stock, avg 3.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$101.00Jul 31$0.33$0.19$0.52$100.48$110.52
$110.00$102.00Jul 31$0.33$0.30$0.63$101.37$110.63
$109.00$101.00Jul 31$0.48$0.19$0.67$100.33$109.67
$109.00$102.00Jul 31$0.48$0.30$0.78$101.22$109.78
$110.00$103.00Jul 31$0.33$0.51$0.84$102.16$110.84
$108.00$101.00Jul 31$0.74$0.19$0.93$100.07$108.93
$109.00$103.00Jul 31$0.48$0.51$0.99$102.01$109.99
$108.00$102.00Jul 31$0.74$0.30$1.04$100.96$109.04
$110.00$104.00Jul 31$0.33$0.77$1.10$102.90$111.10
$107.00$101.00Jul 31$1.02$0.19$1.21$99.79$108.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 262 found (best R:R 12.64, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
99/100101/104Aug 7$2.78$0.2212.64$97.22$103.78
103/104105/106Aug 7$0.90$0.109.00$103.10$105.90
105/106107/108Aug 14$0.90$0.109.00$105.10$107.90
103/104107/108Aug 21$0.90$0.109.00$103.10$107.90
104/105107/108Aug 28$0.90$0.109.00$104.10$107.90
98/99106/107Aug 14$0.89$0.118.09$98.11$106.89
102/103107/108Aug 28$0.89$0.118.09$102.11$107.89
103/104106/107Aug 28$0.89$0.118.09$103.11$106.89
97/98106/107Aug 14$0.88$0.127.33$97.12$106.88
102/103104/105Aug 7$0.87$0.136.69$102.13$104.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 112 found (best R:R 21.22, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$111.00$113.00Sep 4$0.09$1.9121.22
$90.00$91.00$92.00Jul 31$0.05$0.9519.00
$104.00$105.00$106.00Aug 7$0.05$0.9519.00
$112.00$113.00$114.00Aug 7$0.05$0.9519.00
$112.00$113.00$114.00Jul 31$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$85.00$90.00$95.00Aug 21$0.24$4.7619.83
$99.00$100.00$101.00Jul 31$0.05$0.9519.00
$102.00$103.00$104.00Jul 31$0.05$0.9519.00
$103.00$104.00$105.00Aug 7$0.05$0.9519.00
$112.00$113.00$114.00Aug 7$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 126 found (best net $-0.01, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$104.001:2Aug 7-$0.68$2.32
$95.00$100.001:2Aug 21-$3.08$1.92
$121.00$123.001:2Aug 14-$0.22$1.78
$110.00$112.001:2Aug 14-$0.50$1.50
$120.00$122.001:2Aug 28-$0.50$1.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Jul 31-$0.01$4.99
$90.00$85.001:2Aug 28-$0.47$4.53
$110.00$106.001:2Sep 4-$1.86$2.14
$92.00$90.001:2Aug 7-$0.05$1.95
$105.00$102.001:2Sep 4-$1.21$1.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 2.84%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$106.00Aug 28$3.000.470.2%2.84%3.08%166
$106.00Sep 4$2.960.480.2%2.80%3.05%2--
$107.00Sep 4$2.890.441.2%2.73%3.92%4--
$106.00Aug 21$2.690.470.2%2.54%2.79%10515
$106.00Aug 14$2.570.520.2%2.43%2.68%93--
$107.00Aug 28$2.530.431.2%2.39%3.58%62
$107.00Aug 21$2.360.421.2%2.23%3.42%268--
$108.00Sep 4$2.300.402.1%2.18%4.31%11
$107.00Aug 14$2.230.471.2%2.11%3.30%3321
$106.00Aug 7$2.090.500.2%1.98%2.22%1938

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 29,627
Total Puts 14,221
Put/Call Ratio 0.48
Net Difference 15,406

Prior's Put/Call Breakdown

Total Calls 12,412
Total Puts 9,502
Put/Call Ratio 0.77
Net Difference 2,910

Prior 7-Day Put/Call Summary

Total Calls 110,383
Total Puts 77,368
Average Put/Call Ratio 0.66
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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