Tour v477
VICR
VICOR CORP
$207.37 +0.34%
$205.13 (-1.08%)🌙
as of 07/31 07:17 PM
7/31 19:17

Option Volume

Detail
Current (07/31) 782
Calls: 418 (53%)
Puts: 364 (47%)
Prior (07/30) 1,747
Calls: 1,456 (83%)
Puts: 291 (17%)
Current vs Prior -55.24%
Calls: -71.29% (Calls)
Puts: +25.09% (Puts)
Prior 7-Day Total 11,433
Calls: 5,545 (48%)
Puts: 5,888 (52%)
Prior 7-Day Average 1,633
Calls: 792 (48%)
Puts: 841 (52%)
Current vs Prior 7-Day Avg -52.12%
Calls: -47.23%
Puts: -56.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $1.72M
Calls: $928.1K (54%)
Puts: $792.0K (46%)
Prior (07/30) $3.39M
Calls: $2.82M (83%)
Puts: $573.3K (17%)
Current vs Prior -49.26%
Calls: -67.05%
Puts: +38.14%
Prior 7-Day Total $22.47M
Calls: $9.86M (44%)
Puts: $12.61M (56%)
Prior 7-Day Average $3.21M
Calls: $1.41M (44%)
Puts: $1.80M (56%)
Current vs Prior 7-Day Avg -46.40%
Calls: -34.10%
Puts: -56.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.87
Prior (07/30) 0.20
Current vs Prior +335.71%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -31.83%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 9,888
Calls: 5,182 (52%)
Puts: 4,706 (48%)
Prior (07/30) 7,184
Calls: 4,525 (63%)
Puts: 2,659 (37%)
Current vs Prior +37.64%
Prior 7-Day Total 59,828
Calls: 32,591 (54%)
Puts: 27,237 (46%)
Prior 7-Day Average 8,546
Calls: 4,655 (54%)
Puts: 3,891 (46%)
Current vs Prior 7-Day Avg +15.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 23.00% | 32.67%
Prior 23.10% | 32.85%
Current vs Prior -0.44% | -0.56%
Prior 7-Day Avg 25.33% | 34.30%
Current vs 7-Day Avg -9.21% | -4.75%
Prior 7-Day Eod 23.10% | 32.85%
Current vs 7-Day Eod -0.44% | -0.56%
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 4.69% | 7.44%
Calls: 6.02% | 9.31%
Puts: 3.36% | 5.57%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
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🤖 AI Insights

Below-average activity with volume down 55% vs prior. P/C ratio rising 336% - increased hedging/bearish positioning. Rising open interest (up 38%) 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 3 of results (avg 8.3%, best 7.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 2154.1059.70$56.909.8%10.89--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2147.2050.70$48.957.2%10.73--
$230.00Aug 2132.8035.50$34.157.9%20.60219

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. 7 found (avg delta 0.68, highest 0.89)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 2154.1059.70$56.909.8%10.89--
$180.00Aug 2135.0040.40$37.7014.3%10.77--
$195.00Aug 2125.6030.60$28.1017.8%10.669
$210.00Aug 2118.4023.10$20.7522.7%120.54155
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2147.2050.70$48.957.2%10.73--
$230.00Aug 2132.8035.50$34.157.9%20.60219
$220.00Aug 2125.6029.40$27.5013.8%20.54619

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 298, top 75)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2113.7018.80$16.2531.4%750.47336
$250.00Aug 216.408.70$7.5530.5%720.27441
$230.00Aug 2111.4015.30$13.3529.2%280.40194
$240.00Aug 218.7012.00$10.3531.9%140.34187
$210.00Aug 2118.4023.10$20.7522.7%120.54155
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 213.406.30$4.8559.8%350.15223
$200.00Aug 2114.4017.50$15.9519.4%160.39210
$190.00Aug 219.1013.10$11.1036.0%80.3198
$180.00Aug 217.409.00$8.2019.5%70.24487
$160.00Aug 212.306.10$4.2090.5%40.13291

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. 18 found (best R:R 10.11, avg 3.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$260.00Aug 21$1.05$8.95$1.058.52$251.05
$240.00$250.00Aug 21$2.80$7.20$2.802.57$242.80
$220.00$230.00Aug 21$2.90$7.10$2.902.45$222.90
$230.00$240.00Aug 21$3.00$7.00$3.002.33$233.00
$210.00$220.00Aug 21$4.50$5.50$4.501.22$214.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$190.00$185.00Aug 21$0.45$4.55$0.4510.11$189.55
$170.00$165.00Aug 21$0.55$4.45$0.558.09$169.45
$165.00$160.00Aug 21$0.65$4.35$0.656.69$164.35
$180.00$175.00Aug 21$0.85$4.15$0.854.88$179.15
$160.00$150.00Aug 21$1.90$8.10$1.904.26$158.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 3.31, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$180.00Aug 21$19.20$19.20$5.803.31$174.20
$180.00$195.00Aug 21$9.60$9.60$5.401.78$189.60
$195.00$210.00Aug 21$7.35$7.35$7.650.96$202.35
$210.00$220.00Aug 21$4.50$4.50$5.500.82$214.50
$230.00$240.00Aug 21$3.00$3.00$7.000.43$233.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$230.00Aug 21$14.80$14.80$5.202.85$235.20
$230.00$220.00Aug 21$6.65$6.65$3.351.99$223.35
$210.00$200.00Aug 21$6.00$6.00$4.001.50$204.00
$220.00$210.00Aug 21$5.55$5.55$4.451.25$214.45
$185.00$180.00Aug 21$2.45$2.45$2.550.96$182.55

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. 5 found (cheapest 20.59% of stock, avg 22.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Aug 21$20.75$21.95$42.70$167.30$252.7020.59%
$220.00Aug 21$16.25$27.50$43.75$176.25$263.7521.10%
$180.00Aug 21$37.70$8.20$45.90$134.10$225.9022.13%
$230.00Aug 21$13.35$34.15$47.50$182.50$277.5022.91%
$250.00Aug 21$7.55$48.95$56.50$193.50$306.5027.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 7.09% of stock, avg 11.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$180.00Aug 21$6.50$8.20$14.70$165.30$274.70
$250.00$180.00Aug 21$7.55$8.20$15.75$164.25$265.75
$260.00$185.00Aug 21$6.50$10.65$17.15$167.85$277.15
$260.00$190.00Aug 21$6.50$11.10$17.60$172.40$277.60
$250.00$185.00Aug 21$7.55$10.65$18.20$166.80$268.20
$240.00$180.00Aug 21$10.35$8.20$18.55$161.45$258.55
$250.00$190.00Aug 21$7.55$11.10$18.65$171.35$268.65
$240.00$185.00Aug 21$10.35$10.65$21.00$164.00$261.00
$240.00$190.00Aug 21$10.35$11.10$21.45$168.55$261.45
$230.00$180.00Aug 21$13.35$8.20$21.55$158.45$251.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 58 found (best R:R 14.38, avg credit $5.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
190/200210/220Aug 21$9.35$0.6514.38$190.65$219.35
200/210230/240Aug 21$9.00$1.009.00$201.00$239.00
200/210220/230Aug 21$8.90$1.108.09$201.10$228.90
200/210240/250Aug 21$8.80$1.207.33$201.20$248.80
210/220230/240Aug 21$8.55$1.455.90$211.45$238.55
210/220240/250Aug 21$8.35$1.655.06$211.65$248.35
190/200230/240Aug 21$7.85$2.153.65$192.15$237.85
190/200220/230Aug 21$7.75$2.253.44$192.25$227.75
170/175180/195Aug 21$11.55$3.453.35$163.45$191.55
150/160180/195Aug 21$11.50$3.503.29$148.50$191.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 49.00, cheapest $0.20)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Aug 21$0.20$9.8049.00
$180.00$195.00$210.00Aug 21$2.25$12.755.67
$210.00$220.00$230.00Aug 21$1.60$8.405.25
$240.00$250.00$260.00Aug 21$1.75$8.254.71
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$210.00$220.00$230.00Aug 21$1.10$8.908.09
$190.00$200.00$210.00Aug 21$1.15$8.857.70
$165.00$170.00$175.00Aug 21$1.40$3.602.57
$175.00$180.00$185.00Aug 21$1.60$3.402.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.40, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Aug 21-$18.50$6.50
$240.00$250.001:2Aug 21-$4.75$5.25
$250.00$260.001:2Aug 21-$5.45$4.55
$230.00$240.001:2Aug 21-$7.35$2.65
$195.00$210.001:2Aug 21-$13.40$1.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$150.001:2Aug 21-$0.40$9.60
$200.00$190.001:2Aug 21-$6.25$3.75
$175.00$170.001:2Aug 21-$3.45$1.55
$165.00$160.001:2Aug 21-$3.55$1.45
$170.00$165.001:2Aug 21-$4.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 8.87%, avg 5.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Aug 21$18.400.541.3%8.87%10.14%12155
$220.00Aug 21$13.700.476.1%6.61%12.70%75336
$230.00Aug 21$11.400.4010.9%5.50%16.41%28194
$240.00Aug 21$8.700.3415.7%4.20%19.93%14187
$250.00Aug 21$6.400.2720.6%3.09%23.64%72441
$260.00Aug 21$4.900.2325.4%2.36%27.74%11288

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 418
Total Puts 364
Put/Call Ratio 0.87
Net Difference 54

Prior's Put/Call Breakdown

Total Calls 1,456
Total Puts 291
Put/Call Ratio 0.20
Net Difference 1,165

Prior 7-Day Put/Call Summary

Total Calls 5,545
Total Puts 5,888
Average Put/Call Ratio 1.28
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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