Tour v390
VICR
VICOR CORP
$217.35 +1.23%
$221.00 (+1.68%)🌙
as of 07/22 09:18 PM
7/22 21:18

Option Volume

Detail
Current (07/22) 1,853
Calls: 1,020 (55%)
Puts: 833 (45%)
Prior (07/21) 3,249
Calls: 2,156 (66%)
Puts: 1,093 (34%)
Current vs Prior -42.97%
Calls: -52.69% (Calls)
Puts: -23.79% (Puts)
Prior 7-Day Total 17,790
Calls: 8,188 (46%)
Puts: 9,602 (54%)
Prior 7-Day Average 2,541
Calls: 1,169 (46%)
Puts: 1,371 (54%)
Current vs Prior 7-Day Avg -27.09%
Calls: -12.80%
Puts: -39.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $3.78M
Calls: $1.81M (48%)
Puts: $1.97M (52%)
Prior (07/21) $5.48M
Calls: $3.71M (68%)
Puts: $1.78M (32%)
Current vs Prior -31.08%
Calls: -51.15%
Puts: +10.82%
Prior 7-Day Total $52.35M
Calls: $17.40M (33%)
Puts: $34.95M (67%)
Prior 7-Day Average $7.48M
Calls: $2.49M (33%)
Puts: $4.99M (67%)
Current vs Prior 7-Day Avg -49.49%
Calls: -27.20%
Puts: -60.59%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/22) 0.82
Prior (07/21) 0.51
Current vs Prior +61.09%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -37.22%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 9,460
Calls: 5,110 (54%)
Puts: 4,350 (46%)
Prior (07/21) 18,636
Calls: 9,842 (53%)
Puts: 8,794 (47%)
Current vs Prior -49.24%
Prior 7-Day Total 89,623
Calls: 47,671 (53%)
Puts: 41,952 (47%)
Prior 7-Day Average 12,803
Calls: 6,810 (53%)
Puts: 5,993 (47%)
Current vs Prior 7-Day Avg -26.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 27.17% | 35.89%
Prior 28.18% | 35.86%
Current vs Prior -3.59% | +0.06%
Prior 7-Day Avg 19.67% | 35.71%
Current vs 7-Day Avg +38.11% | +0.49%
Prior 7-Day Eod 28.18% | 35.86%
Current vs 7-Day Eod -3.59% | +0.06%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 4.69% | 7.44%
Calls: 6.02% | 9.31%
Puts: 3.36% | 5.57%
Prior 4.69% | 7.44%
Calls: 6.02% | 9.31%
Puts: 3.36% | 5.57%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 9.56% | 7.80%
Calls: 9.40% | 8.64%
Puts: 9.72% | 6.96%
Current vs 7-Day Avg -50.92% | -4.62%
Liquidity Acceptable
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🤖 AI Insights

Below-average activity with volume down 43% vs prior. P/C ratio rising 61% - increased hedging/bearish positioning. Declining open interest (down 49%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 4 of results (avg 7.4%, best 4.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2140.6044.80$42.709.8%30.74--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2152.7055.30$54.004.8%10.66--
$250.00Aug 2145.2047.70$46.455.4%20.61496
$240.00Aug 2136.9040.60$38.759.5%100.5773

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 0.62, highest 0.74)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2140.6044.80$42.709.8%30.74--
$195.00Aug 2136.7042.80$39.7515.3%40.716
$200.00Aug 2135.2039.00$37.1010.2%50.6898
$210.00Aug 2129.8033.80$31.8012.6%230.62137
$220.00Aug 2125.2029.20$27.2014.7%170.5648
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2152.7055.30$54.004.8%10.66--
$250.00Aug 2145.2047.70$46.455.4%20.61496
$240.00Aug 2136.9040.60$38.759.5%100.5773
$230.00Aug 2131.6035.60$33.6011.9%1200.50184

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 690, top 289)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2120.9025.10$23.0018.3%330.5150
$260.00Aug 2112.3014.20$13.2514.3%240.35317
$210.00Aug 2129.8033.80$31.8012.6%230.62137
$240.00Aug 2117.1019.10$18.1011.0%230.44147
$250.00Aug 2114.7018.40$16.5522.4%190.40188
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2125.7028.80$27.2511.4%2890.45405
$230.00Aug 2131.6035.60$33.6011.9%1200.50184
$180.00Aug 217.0012.00$9.5052.6%630.21244
$200.00Aug 2116.0018.10$17.0512.3%330.33158
$210.00Aug 2120.5023.90$22.2015.3%140.3965

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. 16 found (best R:R 15.67, avg 2.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$250.00Aug 21$1.55$8.45$1.555.45$241.55
$250.00$260.00Aug 21$3.30$6.70$3.302.03$253.30
$220.00$230.00Aug 21$4.20$5.80$4.201.38$224.20
$210.00$220.00Aug 21$4.60$5.40$4.601.17$214.60
$230.00$240.00Aug 21$4.90$5.10$4.901.04$234.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$180.00$175.00Aug 21$0.30$4.70$0.3015.67$179.70
$190.00$180.00Aug 21$3.30$6.70$3.302.03$186.70
$195.00$190.00Aug 21$1.95$3.05$1.951.56$193.05
$200.00$195.00Aug 21$2.30$2.70$2.301.17$197.70
$220.00$210.00Aug 21$5.05$4.95$5.050.98$214.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 3.35, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$190.00$195.00Aug 21$2.95$2.95$2.051.44$192.95
$195.00$200.00Aug 21$2.65$2.65$2.351.13$197.65
$200.00$210.00Aug 21$5.30$5.30$4.701.13$205.30
$230.00$240.00Aug 21$4.90$4.90$5.100.96$234.90
$210.00$220.00Aug 21$4.60$4.60$5.400.85$214.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$240.00Aug 21$7.70$7.70$2.303.35$242.30
$260.00$250.00Aug 21$7.55$7.55$2.453.08$252.45
$230.00$220.00Aug 21$6.35$6.35$3.651.74$223.65
$210.00$200.00Aug 21$5.15$5.15$4.851.06$204.85
$240.00$230.00Aug 21$5.15$5.15$4.851.06$234.85

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. 9 found (cheapest 24.84% of stock, avg 26.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Aug 21$31.80$22.20$54.00$156.00$264.0024.84%
$200.00Aug 21$37.10$17.05$54.15$145.85$254.1524.91%
$220.00Aug 21$27.20$27.25$54.45$165.55$274.4525.05%
$195.00Aug 21$39.75$14.75$54.50$140.50$249.5025.07%
$190.00Aug 21$42.70$12.80$55.50$134.50$245.5025.53%
$230.00Aug 21$23.00$33.60$56.60$173.40$286.6026.04%
$240.00Aug 21$18.10$38.75$56.85$183.15$296.8526.16%
$250.00Aug 21$16.55$46.45$63.00$187.00$313.0028.99%
$260.00Aug 21$13.25$54.00$67.25$192.75$327.2530.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 11.99% of stock, avg 16.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$190.00Aug 21$13.25$12.80$26.05$163.95$286.05
$260.00$195.00Aug 21$13.25$14.75$28.00$167.00$288.00
$250.00$190.00Aug 21$16.55$12.80$29.35$160.65$279.35
$260.00$200.00Aug 21$13.25$17.05$30.30$169.70$290.30
$240.00$190.00Aug 21$18.10$12.80$30.90$159.10$270.90
$250.00$195.00Aug 21$16.55$14.75$31.30$163.70$281.30
$240.00$195.00Aug 21$18.10$14.75$32.85$162.15$272.85
$250.00$200.00Aug 21$16.55$17.05$33.60$166.40$283.60
$240.00$200.00Aug 21$18.10$17.05$35.15$164.85$275.15
$260.00$210.00Aug 21$13.25$22.20$35.45$174.55$295.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 27.57, avg credit $6.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/230250/260Aug 21$9.65$0.3527.57$220.35$259.65
200/210220/230Aug 21$9.35$0.6514.38$200.65$229.35
180/190200/210Aug 21$8.60$1.406.14$181.40$208.60
200/210250/260Aug 21$8.45$1.555.45$201.55$258.45
230/240250/260Aug 21$8.45$1.555.45$231.55$258.45
210/220250/260Aug 21$8.35$1.655.06$211.65$258.35
180/190230/240Aug 21$8.20$1.804.56$181.80$238.20
180/190210/220Aug 21$7.90$2.103.76$182.10$217.90
220/230240/250Aug 21$7.90$2.103.76$222.10$247.90
180/190220/230Aug 21$7.50$2.503.00$182.50$227.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 24.00, cheapest $0.30)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$210.00$220.00$230.00Aug 21$0.40$9.6024.00
$190.00$195.00$200.00Aug 21$0.30$4.7015.67
$200.00$210.00$220.00Aug 21$0.70$9.3013.29
$230.00$240.00$250.00Aug 21$3.35$6.651.99
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$190.00$195.00$200.00Aug 21$0.35$4.6513.29
$210.00$220.00$230.00Aug 21$1.30$8.706.69
$230.00$240.00$250.00Aug 21$2.55$7.452.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 2 found (best net $-6.20, 2 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$250.00$260.001:2Aug 21-$9.95$0.05
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$190.00$180.001:2Aug 21-$6.20$3.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 11.59%, avg 8.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Aug 21$25.200.561.2%11.59%12.81%1748
$230.00Aug 21$20.900.515.8%9.62%15.44%3350
$240.00Aug 21$17.100.4410.4%7.87%18.29%23147
$250.00Aug 21$14.700.4015.0%6.76%21.79%19188
$260.00Aug 21$12.300.3519.6%5.66%25.28%24317

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 1,020
Total Puts 833
Put/Call Ratio 0.82
Net Difference 187

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,188
Total Puts 9,602
Average Put/Call Ratio 1.30
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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