Tour v381
VICR
VICOR CORP
$214.70 -7.05%
$215.50 (+0.37%)🌙
as of 07/21 06:02 PM
7/21 18:02

Option Volume

Detail
Current (07/21) 3,249
Calls: 2,156 (66%)
Puts: 1,093 (34%)
Prior (07/20) 4,150
Calls: 2,106 (51%)
Puts: 2,044 (49%)
Current vs Prior -21.71%
Calls: +2.37% (Calls)
Puts: -46.53% (Puts)
Prior 7-Day Total 15,059
Calls: 6,430 (43%)
Puts: 8,629 (57%)
Prior 7-Day Average 2,151
Calls: 918 (43%)
Puts: 1,232 (57%)
Current vs Prior 7-Day Avg +51.03%
Calls: +134.71%
Puts: -11.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $5.48M
Calls: $3.71M (68%)
Puts: $1.78M (32%)
Prior (07/20) $5.74M
Calls: $3.66M (64%)
Puts: $2.08M (36%)
Current vs Prior -4.47%
Calls: +1.26%
Puts: -14.56%
Prior 7-Day Total $48.08M
Calls: $14.64M (30%)
Puts: $33.44M (70%)
Prior 7-Day Average $6.87M
Calls: $2.09M (30%)
Puts: $4.78M (70%)
Current vs Prior 7-Day Avg -20.20%
Calls: +77.15%
Puts: -62.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.51
Prior (07/20) 0.97
Current vs Prior -47.77%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg -60.13%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 18,636
Calls: 9,842 (53%)
Puts: 8,794 (47%)
Prior (07/20) 15,485
Calls: 8,534 (55%)
Puts: 6,951 (45%)
Current vs Prior +20.35%
Prior 7-Day Total 79,132
Calls: 41,237 (52%)
Puts: 37,895 (48%)
Prior 7-Day Average 11,304
Calls: 5,891 (52%)
Puts: 5,413 (48%)
Current vs Prior 7-Day Avg +64.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 28.18% | 35.86%
Prior 34.87% | 40.37%
Current vs Prior -19.19% | -11.16%
Prior 7-Day Avg 17.52% | 35.47%
Current vs 7-Day Avg +60.88% | +1.12%
Prior 7-Day Eod 34.87% | 40.37%
Current vs 7-Day Eod -19.19% | -11.16%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 4.69% | 7.44%
Calls: 6.02% | 9.31%
Puts: 3.36% | 5.57%
Prior 5.25% | 7.81%
Calls: 3.65% | 6.94%
Puts: 6.86% | 8.68%
Current vs Prior -10.67% | -4.74%
Prior 7-Day Avg 10.51% | 7.86%
Calls: 10.14% | 8.57%
Puts: 10.89% | 7.15%
Current vs 7-Day Avg -55.39% | -5.36%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($3.71M). Bullish P/C ratio of 0.51. P/C ratio dropping 48% - sentiment shifting bullish. Rising open interest (up 20%) indicates new positions being established.

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 BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 8.5%, best 8.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 2145.1049.10$47.108.5%20.7711
PUTS (0)
No puts meet the criteria

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. 10 found (avg delta 0.65, highest 0.79)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 2147.0053.90$50.4513.7%100.7916
$180.00Aug 2145.1049.10$47.108.5%20.7711
$185.00Aug 2140.0045.80$42.9013.5%--0.7410
$190.00Aug 2138.8043.30$41.0511.0%70.716
$200.00Aug 2133.2037.80$35.5013.0%160.6692
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2147.0052.10$49.5510.3%50.64496
$240.00Aug 2140.3044.80$42.5510.6%80.5780
$230.00Aug 2133.1038.60$35.8515.3%120.52187

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 815, top 159)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 2127.8032.60$30.2015.9%1590.6037
$250.00Aug 2111.7015.20$13.4526.0%1250.36148
$220.00Aug 2122.8028.40$25.6021.9%1000.5431
$240.00Aug 2116.2021.00$18.6025.8%620.43154
$230.00Aug 2119.6022.50$21.0513.8%220.4840
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2117.5020.00$18.7513.3%1170.35148
$190.00Aug 2113.5015.40$14.4513.1%610.2953
$180.00Aug 219.8011.90$10.8519.4%360.23221
$175.00Aug 218.7011.00$9.8523.4%220.2178
$210.00Aug 2122.3025.60$23.9513.8%210.4151

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 4.00, avg 1.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$240.00Aug 21$2.45$7.55$2.453.08$232.45
$185.00$190.00Aug 21$1.85$3.15$1.851.70$186.85
$220.00$230.00Aug 21$4.55$5.45$4.551.20$224.55
$210.00$220.00Aug 21$4.60$5.40$4.601.17$214.60
$240.00$250.00Aug 21$5.15$4.85$5.150.94$245.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$180.00$175.00Aug 21$1.00$4.00$1.004.00$179.00
$190.00$185.00Aug 21$1.70$3.30$1.701.94$188.30
$185.00$180.00Aug 21$1.90$3.10$1.901.63$183.10
$200.00$195.00Aug 21$1.90$3.10$1.901.63$198.10
$195.00$190.00Aug 21$2.40$2.60$2.401.08$192.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 5.25, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$180.00$185.00Aug 21$4.20$4.20$0.805.25$184.20
$175.00$180.00Aug 21$3.35$3.35$1.652.03$178.35
$190.00$200.00Aug 21$5.55$5.55$4.451.25$195.55
$200.00$210.00Aug 21$5.30$5.30$4.701.13$205.30
$240.00$250.00Aug 21$5.15$5.15$4.851.06$245.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$240.00Aug 21$7.00$7.00$3.002.33$243.00
$240.00$230.00Aug 21$6.70$6.70$3.302.03$233.30
$220.00$210.00Aug 21$6.35$6.35$3.651.74$213.65
$230.00$220.00Aug 21$5.55$5.55$4.451.25$224.45
$210.00$200.00Aug 21$5.20$5.20$4.801.08$204.80

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 25.22% of stock, avg 26.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Aug 21$30.20$23.95$54.15$155.85$264.1525.22%
$200.00Aug 21$35.50$18.75$54.25$145.75$254.2525.27%
$190.00Aug 21$41.05$14.45$55.50$134.50$245.5025.85%
$185.00Aug 21$42.90$12.75$55.65$129.35$240.6525.92%
$220.00Aug 21$25.60$30.30$55.90$164.10$275.9026.04%
$230.00Aug 21$21.05$35.85$56.90$173.10$286.9026.50%
$180.00Aug 21$47.10$10.85$57.95$122.05$237.9526.99%
$175.00Aug 21$50.45$9.85$60.30$114.70$235.3028.09%
$240.00Aug 21$18.60$42.55$61.15$178.85$301.1528.48%
$250.00Aug 21$13.45$49.55$63.00$187.00$313.0029.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 12.99% of stock, avg 17.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$190.00Aug 21$13.45$14.45$27.90$162.10$277.90
$250.00$195.00Aug 21$13.45$16.85$30.30$164.70$280.30
$250.00$200.00Aug 21$13.45$18.75$32.20$167.80$282.20
$240.00$190.00Aug 21$18.60$14.45$33.05$156.95$273.05
$240.00$195.00Aug 21$18.60$16.85$35.45$159.55$275.45
$230.00$190.00Aug 21$21.05$14.45$35.50$154.50$265.50
$240.00$200.00Aug 21$18.60$18.75$37.35$162.65$277.35
$250.00$210.00Aug 21$13.45$23.95$37.40$172.60$287.40
$230.00$195.00Aug 21$21.05$16.85$37.90$157.10$267.90
$230.00$200.00Aug 21$21.05$18.75$39.80$160.20$269.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 39.00, avg credit $6.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
200/210220/230Aug 21$9.75$0.2539.00$200.25$229.75
210/220230/240Aug 21$8.80$1.207.33$211.20$238.80
190/195200/210Aug 21$7.70$2.303.35$187.30$207.70
200/210230/240Aug 21$7.65$2.353.26$202.35$237.65
190/195240/250Aug 21$7.55$2.453.08$187.45$247.55
180/185190/200Aug 21$7.45$2.552.92$177.55$197.45
180/185200/210Aug 21$7.20$2.802.57$177.80$207.20
180/185240/250Aug 21$7.05$2.952.39$177.95$247.05
195/200240/250Aug 21$7.05$2.952.39$192.95$247.05
185/190200/210Aug 21$7.00$3.002.33$183.00$207.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 39.00, cheapest $0.25)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$190.00$200.00$210.00Aug 21$0.25$9.7539.00
$200.00$210.00$220.00Aug 21$0.70$9.3013.29
$220.00$230.00$240.00Aug 21$2.10$7.903.76
$180.00$185.00$190.00Aug 21$2.35$2.651.13
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Aug 21$0.30$9.7032.33
$200.00$210.00$220.00Aug 21$1.15$8.857.70
$220.00$230.00$240.00Aug 21$1.15$8.857.70
$185.00$190.00$195.00Aug 21$0.70$4.306.14
$175.00$180.00$185.00Aug 21$0.90$4.104.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1 found (best net $-8.30, 1 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$240.00$250.001:2Aug 21-$8.30$1.70
PUTS (0)
No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 10.62%, avg 8.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Aug 21$22.800.542.5%10.62%13.09%10031
$230.00Aug 21$19.600.487.1%9.13%16.26%2240
$240.00Aug 21$16.200.4311.8%7.55%19.33%62154
$250.00Aug 21$11.700.3616.4%5.45%21.89%125148

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 2,156
Total Puts 1,093
Put/Call Ratio 0.51
Net Difference 1,063

Prior's Put/Call Breakdown

Total Calls 2,106
Total Puts 2,044
Put/Call Ratio 0.97
Net Difference 62

Prior 7-Day Put/Call Summary

Total Calls 6,430
Total Puts 8,629
Average Put/Call Ratio 1.27
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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