Tour v492
VNO
VORNADO RLTY TR REIT
$39.91 -2.44%
$39.33 (-1.45%)🌙
as of 08/05 07:21 PM
8/5 19:21

Option Volume

Detail
Current (08/05) 142
Calls: 123 (87%)
Puts: 19 (13%)
Prior (08/04) 18
Calls: 9 (50%)
Puts: 9 (50%)
Current vs Prior +688.89%
Calls: +1266.67% (Calls)
Puts: +111.11% (Puts)
Prior 7-Day Total 783
Calls: 500 (64%)
Puts: 283 (36%)
Prior 7-Day Average 111
Calls: 71 (64%)
Puts: 40 (36%)
Current vs Prior 7-Day Avg +26.95%
Calls: +72.20%
Puts: -53.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $58.5K
Calls: $56.5K (96%)
Puts: $2.0K (4%)
Prior (08/04) $3.4K
Calls: $2.5K (74%)
Puts: $887 (26%)
Current vs Prior +1620.44%
Calls: +2145.90%
Puts: +131.12%
Prior 7-Day Total $136.1K
Calls: $104.1K (77%)
Puts: $31.9K (23%)
Prior 7-Day Average $19.4K
Calls: $14.9K (77%)
Puts: $4.6K (23%)
Current vs Prior 7-Day Avg +200.99%
Calls: +279.55%
Puts: -55.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.15
Prior (08/04) 1.00
Current vs Prior -84.55%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -76.24%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 243
Calls: 231 (95%)
Puts: 12 (5%)
Prior (08/04) 3,283
Calls: 3,282 (100%)
Puts: 1 (0%)
Current vs Prior -92.60%
Prior 7-Day Total 39,027
Calls: 30,771 (79%)
Puts: 8,256 (21%)
Prior 7-Day Average 6,504
Calls: 5,128 (76%)
Puts: 1,651 (24%)
Current vs Prior 7-Day Avg -96.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.89% | 12.23%
Prior 8.21% | 12.59%
Current vs Prior -3.90% | -2.87%
Prior 7-Day Avg 10.20% | 12.91%
Current vs 7-Day Avg -22.62% | -5.32%
Prior 7-Day Eod 8.21% | 12.59%
Current vs 7-Day Eod -3.90% | -2.87%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 116.62% | 113.97%
Calls: 21.13% | 63.83%
Puts: 212.12% | 164.10%
Prior 116.62% | 113.97%
Calls: 21.13% | 63.83%
Puts: 212.12% | 164.10%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 61.97% | 66.23%
Calls: 23.99% | 51.28%
Puts: 99.95% | 81.19%
Current vs 7-Day Avg +88.20% | +72.07%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($56.5K) vs puts ($2.0K). Massive premium surge with dollar volume up 1620% vs prior. Dollar volume significantly above 7-day average (201% higher). Unusually high activity with volume up 689% vs prior - elevated interest.

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 NEUTRAL
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

📈 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
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

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. 11 found (avg delta 0.78, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 217.509.50$8.5023.5%100.932
$30.00Aug 218.6010.90$9.7523.6%80.865
$32.00Aug 217.508.90$8.2017.1%140.853
$33.00Aug 215.707.80$6.7531.1%40.833
$37.00Aug 212.103.70$2.9055.2%80.827
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 128, top 16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 213.005.60$4.3060.5%160.754
$32.00Aug 217.508.90$8.2017.1%140.853
$40.00Aug 211.051.60$1.3341.4%120.52143
$42.00Aug 210.150.80$0.48135.4%120.2710
$31.00Aug 217.509.50$8.5023.5%100.932
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 210.150.75$0.45133.3%100.24--
$37.00Aug 210.000.70$0.35200.0%30.1812

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. 6 found (best R:R 9.00, avg 2.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$39.00Aug 21$0.29$0.71$0.292.45$38.29
$31.00$32.00Aug 21$0.30$0.70$0.302.33$31.30
$34.00$35.00Aug 21$0.35$0.65$0.351.86$34.35
$40.00$42.00Aug 21$0.85$1.15$0.851.35$40.85
$39.00$40.00Aug 21$0.55$0.45$0.550.82$39.55
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$37.00Aug 21$0.10$0.90$0.109.00$37.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 2.70, avg 0.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$37.00$38.00Aug 21$0.73$0.73$0.272.70$37.73
$39.00$40.00Aug 21$0.55$0.55$0.451.22$39.55
$40.00$42.00Aug 21$0.85$0.85$1.150.74$40.85
$34.00$35.00Aug 21$0.35$0.35$0.650.54$34.35
$31.00$32.00Aug 21$0.30$0.30$0.700.43$31.30
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$38.00$37.00Aug 21$0.10$0.10$0.900.11$37.90

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. 2 found (cheapest 6.56% of stock, avg 7.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.00Aug 21$2.17$0.45$2.62$35.38$40.626.56%
$37.00Aug 21$2.90$0.35$3.25$33.75$40.258.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 1.83% of stock, avg 2.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$43.00$37.00Aug 21$0.38$0.35$0.73$36.27$43.73
$42.00$37.00Aug 21$0.48$0.35$0.83$36.17$42.83
$43.00$38.00Aug 21$0.38$0.45$0.83$37.17$43.83
$42.00$38.00Aug 21$0.48$0.45$0.93$37.07$42.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.86, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
37/3839/40Aug 21$0.65$0.351.86$37.35$39.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 1.27, cheapest $0.44)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$37.00$38.00$39.00Aug 21$0.44$0.561.27
$32.00$33.00$34.00Aug 21$0.55$0.450.82
$33.00$34.00$35.00Aug 21$0.55$0.450.82
$36.00$37.00$38.00Aug 21$0.67$0.330.49
$30.00$31.00$32.00Aug 21$0.95$0.050.05
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.25, 3 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$42.00$43.001:2Aug 21-$0.28$0.72
$39.00$40.001:2Aug 21-$0.78$0.22
$40.00$42.001:2Aug 21$0.37$1.63
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$38.00$37.001:2Aug 21-$0.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.63%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Aug 21$1.050.520.2%2.63%2.86%12143
$42.00Aug 21$0.150.275.2%0.38%5.61%1210
$43.00Aug 21$0.100.217.7%0.25%7.99%1--

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 108 contracts (avg 537 vol/day, 108 traded recently)

VNO averages only 537 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $32.00 08-21 call last traded $7.14 on 07/22 (now $7.50/$8.90) — try a limit near $7.50. Also watch the $31.00 08-21 call last traded $8.00 on 07/22 (now $7.50/$9.50) — try a limit near $8.00; the $30.00 08-21 call last traded $9.97 on 07/20 (now $8.60/$10.90) — try a limit near $9.75. Most tradeable put: the $37.00 08-21 put last traded $1.00 on 07/22 (now $0.00/$0.70) — try a limit near $0.35.
CALLS (56)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$40.00Aug 21$1.05$1.60$1.33$1.60 07/30$1.13–$2.93$1.33143
$40.00Sep 18$1.10$3.60$2.35$2.24 07/27$1.75–$3.30$2.24--
$40.00Dec 18$2.00$5.80$3.90$3.60 07/23$3.03–$4.90$3.60--
$40.00Jan 15$2.70$5.80$4.25$4.40 07/27$3.80–$4.85$4.25--
$39.00Aug 21$1.60$2.15$1.88$2.23 07/24$1.70–$3.35$1.8829
$39.00Sep 18$2.05$4.00$3.03$2.35 07/10$2.23–$3.90$2.35--
$41.00Aug 21$0.60$1.00$0.80$1.07 07/31$0.80–$2.20$0.80--
$41.00Sep 18$1.30$1.75$1.53$1.58 07/23$1.10–$2.93$1.53--
$38.00Aug 21$1.25$3.10$2.17$2.82 07/27$2.00–$3.75$2.1720
$38.00Sep 18$2.05$4.80$3.43$3.35 06/26$2.80–$4.75$3.35--
$42.00Aug 21$0.15$0.80$0.48$0.71 07/31$0.48–$1.55$0.4810
$42.00Sep 18$0.95$1.25$1.10$1.60 07/27$0.93–$2.38$1.10--
$42.00Dec 18$2.10$4.30$3.20$3.40 07/15$2.10–$3.85$3.20--
$42.00Jan 15$1.50$4.90$3.20$3.80 07/02$2.68–$4.20$3.20--
$42.00Jan 21$4.60$9.50$7.05$5.12 06/09$6.00–$7.80$5.12--
$37.00Aug 21$2.10$3.70$2.90$2.86 07/22$2.47–$4.75$2.867
$37.00Sep 18$2.65$5.50$4.08$3.20 06/17$3.28–$5.55$3.20--
$37.00Dec 18$4.10$7.50$5.80$5.00 06/17$4.95–$6.50$5.00--
$37.00Jan 15$5.10$7.20$6.15$6.00 07/15$4.85–$6.60$6.00--
$43.00Aug 21$0.10$0.65$0.38$0.59 07/31$0.38–$1.50$0.38--
$36.00Aug 21$3.00$5.60$4.30$4.50 07/20$3.20–$5.65$4.304
$36.00Sep 18$3.70$6.20$4.95$4.30 06/18$3.68–$6.00$4.30--
$44.00Aug 21$0.00$0.85$0.43$0.39 07/31$0.30–$1.43$0.39--
$44.00Sep 18$0.00$2.90$1.45$0.80 07/30$0.85–$1.75$0.80--
$35.00Aug 21$3.80$7.20$5.50$4.40 07/22$4.00–$6.55$4.402
$35.00Jan 15$5.90$8.80$7.35$5.40 07/08$6.25–$7.80$5.90--
$35.00Jan 21$8.10$12.50$10.30$10.10 06/15$9.05–$11.00$10.10--
$45.00Aug 21$0.00$0.95$0.48$0.15 07/30$0.23–$1.35$0.15--
$45.00Sep 18$0.10$2.80$1.45$0.65 07/30$0.57–$1.63$0.65--
$45.00Dec 18$0.25$3.60$1.93$2.20 07/15$1.92–$2.83$1.93--
$45.00Jan 15$1.75$3.00$2.38$3.00 07/06$1.70–$2.85$2.38--
$45.00Mar 19$2.15$3.60$2.88$2.70 07/23$2.75–$3.80$2.70--
$34.00Aug 21$4.80$6.90$5.85$5.46 07/22$4.65–$7.35$5.463
$46.00Aug 21$0.00$0.95$0.48$0.40 07/17$0.30–$1.20$0.40--
$33.00Aug 21$5.70$7.80$6.75$6.40 07/22$5.55–$8.45$6.403
$33.00Sep 18$6.80$8.70$7.75$6.78 06/26$6.15–$8.55$6.80--
$47.00Aug 21$0.00$2.00$1.00$0.35 07/08$0.38–$1.35$0.35--
$47.00Sep 18$0.00$1.80$0.90$0.40 07/24$0.38–$1.48$0.40--
$47.00Jan 15$0.10$3.40$1.75$1.50 06/09$1.75–$2.53$1.50--
$32.00Aug 21$7.50$8.90$8.20$7.14 07/22$6.55–$9.25$7.503
$48.00Aug 21$0.00$2.25$1.13$0.30 07/08$0.25–$1.30$0.30--
$48.00Sep 18$0.05$1.80$0.93$0.30 07/23$0.30–$1.38$0.30--
$31.00Aug 21$7.50$9.50$8.50$8.00 07/22$7.75–$10.20$8.002
$30.00Aug 21$8.60$10.90$9.75$9.97 07/20$8.70–$11.30$9.755
$30.00Sep 18$9.00$12.20$10.60$9.40 06/09$8.90–$11.40$9.40--
$30.00Jan 21$10.50$15.50$13.00$14.20 07/07$11.90–$14.50$13.00--
$50.00Aug 21$0.00$1.95$0.98$0.10 07/29$0.13–$1.20$0.10--
$50.00Sep 18$0.00$0.80$0.40$0.52 07/01$0.38–$1.20$0.40--
$50.00Jan 15$0.00$2.65$1.33$1.55 07/29$0.88–$1.88$1.33--
$29.00Sep 18$9.90$12.40$11.15$9.00 06/24$9.80–$12.35$9.90--
$28.00Sep 18$10.70$13.40$12.05$12.70 07/01$10.55–$13.20$12.05--
$28.00Jan 15$11.20$14.70$12.95$11.82 07/22$11.70–$13.80$11.82--
$27.00Sep 18$12.00$15.10$13.55$11.95 06/26$11.65–$14.40$12.00--
$26.00Sep 18$13.00$16.10$14.55$14.20 07/15$12.70–$15.05$14.20--
$25.00Dec 18$13.70$17.70$15.70$13.80 06/16$14.25–$16.65$13.80--
$60.00Jan 21$0.05$5.00$2.53$2.17 07/14$1.83–$3.00$2.17--
PUTS (52)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$40.00Aug 21$1.00$1.55$1.27$1.90 07/15$1.27–$2.93$1.27--
$40.00Sep 18$1.70$2.00$1.85$1.95 07/30$1.78–$3.35$1.85--
$40.00Jan 15$2.85$4.90$3.88$6.00 06/17$3.38–$5.55$3.88--
$39.00Aug 21$0.65$1.05$0.85$1.90 07/31$0.85–$2.42$0.85--
$39.00Dec 18$1.70$4.70$3.20$2.90 07/29$2.65–$4.80$2.90--
$41.00Sep 18$2.25$3.00$2.63$6.80 06/04$2.25–$3.98$2.63--
$38.00Aug 21$0.15$0.75$0.45$1.30 07/22$0.45–$1.95$0.45--
$38.00Sep 18$0.35$3.10$1.73$1.60 07/17$1.18–$2.55$1.60--
$42.00Aug 21$1.40$4.00$2.70$3.80 07/22$1.90–$4.70$2.70--
$37.00Aug 21$0.00$0.70$0.35$1.00 07/22$0.35–$1.60$0.3512
$37.00Sep 18$0.10$2.10$1.10$1.05 07/30$0.55–$2.15$1.05--
$43.00Aug 21$1.40$4.60$3.00$3.50 07/30$2.90–$5.60$3.00--
$36.00Aug 21$0.05$2.40$1.22$0.50 07/20$0.45–$1.70$0.50--
$36.00Sep 18$0.00$1.20$0.60$0.95 07/30$0.60–$1.88$0.60--
$44.00Aug 21$3.00$4.90$3.95$5.44 07/22$3.68–$6.10$3.95--
$35.00Aug 21$0.00$2.30$1.15$1.04 07/09$0.35–$1.38$1.04--
$35.00Sep 18$0.00$1.75$0.88$0.70 07/30$0.78–$1.53$0.70--
$35.00Dec 18$1.20$1.75$1.48$2.00 07/02$1.48–$2.78$1.48--
$35.00Jan 15$1.20$2.85$2.03$2.30 07/20$1.60–$2.97$2.03--
$34.00Aug 21$0.00$2.25$1.13$0.38 07/28$0.28–$1.27$0.38--
$34.00Sep 18$0.00$0.75$0.38$0.95 07/13$0.38–$1.45$0.38--
$33.00Sep 18$0.00$0.75$0.38$1.14 06/24$0.38–$1.73$0.38--
$33.00Dec 18$0.10$3.40$1.75$1.30 07/29$1.60–$2.20$1.30--
$47.00Jan 15$7.10$10.10$8.60$7.80 07/29$7.90–$10.20$7.80--
$32.00Dec 18$0.00$2.75$1.38$1.10 07/29$1.10–$2.05$1.10--
$31.00Aug 21$0.00$0.50$0.25$0.10 07/20$0.25–$1.18$0.10--
$30.00Aug 21$0.00$2.00$1.00$0.05 07/17$0.03–$1.18$0.05--
$30.00Dec 18$0.00$3.10$1.55$0.75 07/29$1.27–$1.92$0.75--
$30.00Jan 21$0.95$4.60$2.78$2.90 07/29$2.17–$3.33$2.78--
$29.00Dec 18$0.00$2.65$1.33$0.63 07/29$0.80–$1.92$0.63--
$28.00Sep 18$0.00$0.20$0.10$0.20 07/23$0.10–$0.30$0.10--
$28.00Dec 18$0.00$2.85$1.43$0.58 07/29$0.78–$1.60$0.58--
$28.00Jan 15$0.00$2.40$1.20$1.22 07/29$1.03–$1.88$1.20--
$28.00Jan 21$1.75$2.95$2.35$3.00 06/23$1.68–$2.53$2.35--
$27.00Dec 18$0.00$2.25$1.13$0.40 07/29$0.68–$1.58$0.40--
$26.00Sep 18$0.00$0.95$0.48$0.72 07/29$0.38–$1.17$0.48--
$26.00Dec 18$0.00$2.60$1.30$0.50 07/16$0.55–$1.45$0.50--
$25.00Dec 18$0.00$2.50$1.25$0.55 07/08$0.53–$1.35$0.55--
$25.00Jan 15$0.00$0.85$0.43$0.44 07/22$0.38–$1.40$0.43--
$25.00Jan 21$0.25$3.60$1.93$5.00 07/28$1.60–$2.83$1.93--
$24.00Sep 18$0.00$0.90$0.45$0.19 06/26$0.25–$1.10$0.19--
$24.00Dec 18$0.00$2.45$1.23$0.40 07/16$0.53–$1.38$0.40--
$23.00Dec 18$0.00$0.95$0.48$0.40 07/08$0.23–$1.35$0.40--
$23.00Jan 15$0.00$1.50$0.75$0.45 06/24$0.53–$0.85$0.45--
$22.00Dec 18$0.00$2.30$1.15$0.30 07/16$0.50–$1.27$0.30--
$21.00Dec 18$0.00$2.25$1.13$0.35 06/18$1.00–$1.27$0.35--
$20.00Dec 18$0.00$2.20$1.10$0.25 07/09$0.68–$1.23$0.25--
$20.00Jan 15$0.00$1.75$0.88$0.40 06/16$0.57–$1.33$0.40--
$20.00Jan 21$0.00$2.30$1.15$1.16 07/31$1.13–$1.38$1.15--
$15.00Sep 18$0.00$0.45$0.23$0.04 07/20$0.03–$0.35$0.04--
$15.00Jan 15$0.00$0.45$0.23$0.20 06/16$0.13–$1.18$0.20--
$15.00Jan 21$0.05$1.10$0.58$0.59 07/02$0.53–$0.75$0.58--

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 123
Total Puts 19
Put/Call Ratio 0.15
Net Difference 104

Prior's Put/Call Breakdown

Total Calls 9
Total Puts 9
Put/Call Ratio 1.00
Net Difference --

Prior 7-Day Put/Call Summary

Total Calls 500
Total Puts 283
Average Put/Call Ratio 0.65
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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