Tour v366
VOO
VANGUARD S&P 500 ETF
$682.21 -0.14%
$681.93 (-0.04%)🌙
as of 07/20 07:15 PM
7/20 19:15

Option Volume

Detail
Current (07/20) 4,639
Calls: 2,917 (63%)
Puts: 1,722 (37%)
Prior (07/17) 6,977
Calls: 3,949 (57%)
Puts: 3,028 (43%)
Current vs Prior -33.51%
Calls: -26.13% (Calls)
Puts: -43.13% (Puts)
Prior 7-Day Total 29,862
Calls: 18,594 (62%)
Puts: 11,268 (38%)
Prior 7-Day Average 4,266
Calls: 2,656 (62%)
Puts: 1,609 (38%)
Current vs Prior 7-Day Avg +8.74%
Calls: +9.81%
Puts: +6.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $8.65M
Calls: $7.54M (87%)
Puts: $1.11M (13%)
Prior (07/17) $10.74M
Calls: $9.56M (89%)
Puts: $1.18M (11%)
Current vs Prior -19.47%
Calls: -21.10%
Puts: -6.24%
Prior 7-Day Total $60.78M
Calls: $54.52M (90%)
Puts: $6.26M (10%)
Prior 7-Day Average $8.68M
Calls: $7.79M (90%)
Puts: $893.7K (10%)
Current vs Prior 7-Day Avg -0.42%
Calls: -3.18%
Puts: +23.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.59
Prior (07/17) 0.77
Current vs Prior -23.01%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -2.14%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 16,903
Calls: 9,858 (58%)
Puts: 7,045 (42%)
Prior (07/17) 29,139
Calls: 13,954 (48%)
Puts: 15,185 (52%)
Current vs Prior -41.99%
Prior 7-Day Total 167,664
Calls: 96,660 (58%)
Puts: 71,004 (42%)
Prior 7-Day Average 23,952
Calls: 13,808 (58%)
Puts: 10,143 (42%)
Current vs Prior 7-Day Avg -29.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.74% | 2.59%3.96% | 5.56%
Prior 1.82% | 2.58%0.51% | 4.26%
Current vs Prior -4.69% | +0.71%+683.70% | +30.42%
Prior 7-Day Avg 1.15% | 1.84%1.09% | 4.07%
Current vs 7-Day Avg +50.99% | +40.65%+263.03% | +36.61%
Prior 7-Day Eod 1.82% | 2.58%0.51% | 4.26%
Current vs 7-Day Eod -4.69% | +0.71%+683.70% | +30.42%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 39.12% | 47.66%
Calls: 30.30% | 30.70%
Puts: 47.93% | 64.61%
Prior 39.12% | 47.66%
Calls: 30.30% | 30.70%
Puts: 47.93% | 64.61%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 39.12% | 47.66%
Calls: 30.30% | 30.70%
Puts: 47.93% | 64.61%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($7.54M) vs puts ($1.11M). Bullish P/C ratio of 0.59. P/C ratio dropping 23% - sentiment shifting bullish. Declining open interest (down 42%) indicates positions being closed.

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 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 27 of results (avg 5.6%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 24126.10129.20$127.652.4%31.00--
$560.00Jul 24121.20124.20$122.702.4%50.947
$565.00Jul 24116.20119.20$117.702.5%41.005
$570.00Jul 24111.20114.10$112.652.6%50.9418
$575.00Jul 24106.20109.10$107.652.7%30.945
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. 60 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 24126.10129.20$127.652.4%31.00--
$565.00Jul 24116.20119.20$117.702.5%41.005
$580.00Jul 24101.20104.30$102.753.0%11.00--
$585.00Jul 2496.2099.40$97.803.3%51.0012
$590.00Jul 2491.2094.20$92.703.2%41.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Jul 3116.8020.00$18.4017.4%100.90--
$690.00Jul 247.5010.60$9.0534.3%540.79141
$687.50Jul 246.208.80$7.5034.7%580.6934
$695.00Aug 2116.0019.00$17.5017.1%100.65--
$690.00Jul 319.6012.30$10.9524.7%10.65--

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 3.6K, top 203)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$685.00Jul 315.807.30$6.5522.9%2030.4631
$695.00Jul 240.000.50$0.25200.0%1980.07255
$700.00Jul 240.050.10$0.0862.5%1670.02377
$692.50Jul 240.301.15$0.73116.4%1460.14130
$705.00Jul 310.050.95$0.50180.0%1450.07180
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Aug 214.807.30$6.0541.3%1110.26208
$677.50Jul 242.053.50$2.7852.2%1100.35167
$685.00Jul 244.806.00$5.4022.2%1050.6190
$675.00Jul 241.853.00$2.4247.5%890.3097
$680.00Jul 242.704.00$3.3538.8%690.4353

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 26.9%, max 110.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$725.00Jul 24Aug 2123.0%10.9%110.9%4--
$730.00Jul 31Aug 2122.4%13.3%69.2%685
$630.00Jul 24Aug 2137.5%22.9%63.6%827
$600.00Jul 24Jul 3155.7%34.4%61.9%55
$635.00Jul 24Aug 2133.6%21.6%55.4%6422
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$635.00Jul 24Aug 2833.6%21.6%55.2%2310
$655.00Jul 24Aug 2826.0%19.0%36.9%1938
$645.00Jul 24Aug 2828.3%20.9%35.8%543
$600.00Jul 31Aug 2834.4%26.9%27.8%7--
$575.00Aug 7Aug 2839.4%31.2%26.5%2010

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 172.91, avg 10.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$720.00$745.00Aug 28$0.50$24.50$0.5049.00$720.50
$715.00$720.00Jul 31$0.12$4.88$0.1240.67$715.12
$697.50$700.00Jul 24$0.12$2.38$0.1219.83$697.62
$702.50$705.00Aug 7$0.15$2.35$0.1515.67$702.65
$715.00$720.00Aug 14$0.32$4.68$0.3214.63$715.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$615.00$575.00Aug 7$0.23$39.77$0.23172.91$614.77
$580.00$550.00Aug 21$0.28$29.72$0.28106.14$579.72
$575.00$565.00Aug 28$0.16$9.84$0.1661.50$574.84
$590.00$580.00Aug 21$0.20$9.80$0.2049.00$589.80
$650.00$645.00Aug 21$0.10$4.90$0.1049.00$649.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 55.25, avg 1.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$645.00Jul 31$44.20$44.20$0.8055.25$644.20
$645.00$650.00Jul 24$4.85$4.85$0.1532.33$649.85
$630.00$632.50Jul 24$2.35$2.35$0.1515.67$632.35
$645.00$655.00Jul 31$9.35$9.35$0.6514.38$654.35
$660.00$665.00Jul 24$4.65$4.65$0.3513.29$664.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$687.50$685.00Jul 24$2.10$2.10$0.405.25$685.40
$682.50$680.00Jul 24$2.05$2.05$0.454.56$680.45
$700.00$690.00Jul 31$7.45$7.45$2.552.92$692.55
$690.00$687.50Jul 24$1.55$1.55$0.951.63$688.45
$690.00$687.50Jul 31$1.55$1.55$0.951.63$688.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.04, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$725.00Jul 24Aug 21$0.2523.0%10.9%
$720.00Jul 31Aug 14$0.2514.8%11.8%
$710.00Jul 24Jul 31$0.4017.3%14.5%
$702.50Jul 24Jul 31$0.4212.2%11.3%
$715.00Jul 31Aug 7$0.4514.7%14.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Aug 21Aug 28$0.3835.4%35.4%
$635.00Jul 24Jul 31$0.5033.6%26.1%
$645.00Jul 24Jul 31$0.5528.3%22.2%
$620.00Aug 14Aug 21$0.6525.5%24.7%
$630.00Jul 31Aug 7$0.6826.2%24.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 1.26% of stock, avg 4.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$685.00Jul 24$3.20$5.40$8.60$676.40$693.601.26%
$687.50Jul 24$2.33$7.50$9.83$677.67$697.331.44%
$682.50Jul 24$4.80$5.40$10.20$672.30$692.701.50%
$690.00Jul 24$1.15$9.05$10.20$679.80$700.201.50%
$672.50Jul 24$12.15$1.35$13.50$659.00$686.001.98%
$685.00Jul 31$6.55$8.65$15.20$669.80$700.202.23%
$690.00Jul 31$4.50$10.95$15.45$674.55$705.452.26%
$690.00Aug 7$6.45$12.10$18.55$671.45$708.552.72%
$687.50Aug 7$7.65$11.10$18.75$668.75$706.252.75%
$700.00Jul 31$0.88$18.40$19.28$680.72$719.282.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.30% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$692.50$672.50Jul 24$0.73$1.35$2.08$670.42$694.58
$692.50$670.00Jul 24$0.73$1.50$2.23$667.77$694.73
$690.00$672.50Jul 24$1.15$1.35$2.50$670.00$692.50
$690.00$670.00Jul 24$1.15$1.50$2.65$667.35$692.65
$692.50$675.00Jul 24$0.73$2.42$3.15$671.85$695.65
$692.50$677.50Jul 24$0.73$2.78$3.51$673.99$696.01
$690.00$675.00Jul 24$1.15$2.42$3.57$671.43$693.57
$687.50$672.50Jul 24$2.33$1.35$3.68$668.82$691.18
$687.50$670.00Jul 24$2.33$1.50$3.83$666.17$691.33
$690.00$677.50Jul 24$1.15$2.78$3.93$673.57$693.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 420 found (best R:R 22.81, avg credit $3.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
630/635645/655Jul 31$9.58$0.4222.81$625.42$654.58
625/630645/655Jul 31$9.52$0.4819.83$620.48$654.52
672/675688/690Aug 14$2.35$0.1515.67$672.65$689.85
620/630635/650Aug 21$14.02$0.9814.31$615.98$649.02
590/600635/650Aug 21$13.82$1.1811.71$586.18$648.82
580/590635/650Aug 21$13.75$1.2511.00$576.25$648.75
652/655682/685Jul 31$2.27$0.239.87$652.73$684.77
682/685700/702Aug 14$2.27$0.239.87$682.73$702.27
630/635650/655Aug 21$4.48$0.528.62$630.52$654.48
672/675690/692Jul 31$2.22$0.287.93$672.78$692.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Jul 24$0.05$4.9599.00
$570.00$575.00$580.00Jul 24$0.10$4.9049.00
$585.00$590.00$595.00Jul 24$0.10$4.9049.00
$620.00$625.00$630.00Jul 24$0.10$4.9049.00
$700.00$702.50$705.00Jul 24$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$580.00$590.00$600.00Aug 21$0.07$9.93141.86
$655.00$665.00$675.00Aug 28$0.10$9.9099.00
$625.00$630.00$635.00Jul 31$0.06$4.9482.33
$555.00$565.00$575.00Aug 28$0.12$9.8882.33
$660.00$662.50$665.00Jul 24$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 131 found (best net $-0.27, 116 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$745.001:2Aug 28-$0.10$24.90
$720.00$730.001:2Jul 31-$0.83$9.17
$645.00$665.001:2Aug 28-$10.90$9.10
$660.00$675.001:2Aug 21-$7.00$8.00
$710.00$717.501:2Jul 24-$0.11$7.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$615.00$575.001:2Aug 7-$0.27$39.73
$580.00$550.001:2Aug 21-$0.17$29.83
$625.00$600.001:2Jul 31-$0.12$24.88
$600.00$575.001:2Aug 28-$0.63$24.37
$640.00$620.001:2Aug 14-$0.16$19.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 1.63%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$685.00Aug 21$11.100.480.4%1.63%2.04%1178
$690.00Aug 28$10.100.441.1%1.48%2.62%28
$687.50Aug 21$9.600.450.8%1.41%2.18%2--
$687.50Aug 14$8.100.450.8%1.19%1.96%83
$690.00Aug 21$7.900.421.1%1.16%2.30%1376
$682.50Jul 31$7.300.510.0%1.07%1.11%1--
$695.00Aug 28$7.200.381.9%1.06%2.93%1--
$690.00Aug 14$6.800.411.1%1.00%2.14%6227
$687.50Aug 7$6.400.430.8%0.94%1.71%3--
$697.50Aug 28$6.100.352.2%0.89%3.14%3--

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 2,917
Total Puts 1,722
Put/Call Ratio 0.59
Net Difference 1,195

Prior's Put/Call Breakdown

Total Calls 3,949
Total Puts 3,028
Put/Call Ratio 0.77
Net Difference 921

Prior 7-Day Put/Call Summary

Total Calls 18,594
Total Puts 11,268
Average Put/Call Ratio 0.60
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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