Tour v381
VOO
VANGUARD S&P 500 ETF
$687.87 +0.83%
$687.39 (-0.07%)🌙
as of 07/21 07:14 PM
7/21 19:14

Option Volume

Detail
Current (07/21) 3,067
Calls: 2,079 (68%)
Puts: 988 (32%)
Prior (07/20) 4,639
Calls: 2,917 (63%)
Puts: 1,722 (37%)
Current vs Prior -33.89%
Calls: -28.73% (Calls)
Puts: -42.62% (Puts)
Prior 7-Day Total 31,551
Calls: 19,425 (62%)
Puts: 12,126 (38%)
Prior 7-Day Average 4,507
Calls: 2,775 (62%)
Puts: 1,732 (38%)
Current vs Prior 7-Day Avg -31.95%
Calls: -25.08%
Puts: -42.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $7.08M
Calls: $6.33M (89%)
Puts: $747.3K (11%)
Prior (07/20) $8.65M
Calls: $7.54M (87%)
Puts: $1.11M (13%)
Current vs Prior -18.12%
Calls: -16.02%
Puts: -32.41%
Prior 7-Day Total $64.61M
Calls: $57.45M (89%)
Puts: $7.15M (11%)
Prior 7-Day Average $9.23M
Calls: $8.21M (89%)
Puts: $1.02M (11%)
Current vs Prior 7-Day Avg -23.29%
Calls: -22.84%
Puts: -26.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.48
Prior (07/20) 0.59
Current vs Prior -19.50%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -24.38%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 17,935
Calls: 11,973 (67%)
Puts: 5,962 (33%)
Prior (07/20) 16,903
Calls: 9,858 (58%)
Puts: 7,045 (42%)
Current vs Prior +6.11%
Prior 7-Day Total 161,234
Calls: 92,712 (58%)
Puts: 68,522 (42%)
Prior 7-Day Average 23,033
Calls: 13,244 (58%)
Puts: 9,788 (42%)
Current vs Prior 7-Day Avg -22.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.10% | 2.05%3.45% | 5.23%
Prior 1.74% | 2.59%3.96% | 5.56%
Current vs Prior -36.56% | -20.99%-12.94% | -5.80%
Prior 7-Day Avg 1.31% | 2.00%1.44% | 4.27%
Current vs 7-Day Avg -16.17% | +2.32%+138.67% | +22.69%
Prior 7-Day Eod 1.74% | 2.59%3.96% | 5.56%
Current vs 7-Day Eod -36.56% | -20.99%-12.94% | -5.80%
Sentiment BULLISHBULLISH

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 89% of dollar volume in calls ($6.33M) vs puts ($747.3K). Extreme bullish P/C ratio of 0.48 - heavy call buying (2,079 calls vs 988 puts). Call-heavy open interest (11,973 calls vs 5,962 puts) suggests bullish positioning.

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 BULLISH
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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 25 of results (avg 5.3%, best 1.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 24127.20129.10$128.151.5%321.009
$565.00Jul 24121.80124.40$123.102.1%290.947
$570.00Jul 24116.90119.40$118.152.1%70.94--
$580.00Jul 24106.70109.50$108.102.6%40.94--
$575.00Jul 24112.00115.00$113.502.6%50.94--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$672.50Aug 286.807.50$7.159.8%20.32--

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. 47 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 24131.30135.00$133.152.8%121.00--
$560.00Jul 24127.20129.10$128.151.5%321.009
$600.00Jul 2487.0090.20$88.603.6%111.00--
$605.00Jul 2481.9084.50$83.203.1%31.00--
$620.00Jul 2466.7070.30$68.505.3%61.0023
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$715.00Aug 2125.0029.80$27.4017.5%10.89--
$702.50Jul 3113.7016.30$15.0017.3%20.88--
$695.00Jul 246.209.60$7.9043.0%240.8532
$700.00Jul 3111.6014.30$12.9520.8%200.82--
$700.00Aug 2115.2017.20$16.2012.3%10.67--

Most actively traded options today. High liquidity = easy entry/exit. 174 active (total vol 2.2K, top 127)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Jul 240.000.10$0.05200.0%1230.02430
$695.00Jul 240.450.60$0.5328.3%1130.15392
$720.00Aug 210.652.00$1.33101.5%770.11175
$690.00Jul 241.952.55$2.2526.7%720.39633
$692.50Jul 240.951.30$1.1331.0%670.26235
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$687.50Jul 315.106.90$6.0030.0%1270.4829
$685.00Jul 241.602.40$2.0040.0%440.37102
$690.00Aug 149.7010.80$10.2510.7%290.5340
$695.00Jul 246.209.60$7.9043.0%240.8532
$680.00Aug 217.009.10$8.0526.1%240.38--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 29.7%, max 165.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Jul 24Aug 2830.8%11.6%165.1%340
$715.00Jul 24Aug 2819.3%12.2%58.5%2817
$725.00Jul 31Aug 2815.4%11.6%32.1%5--
$670.00Jul 24Aug 2119.4%15.8%23.1%21100
$707.50Jul 24Aug 2814.7%13.0%13.0%4157
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Jul 24Aug 2836.5%18.6%95.9%888
$620.00Jul 24Aug 2145.9%23.9%91.7%1580
$667.50Jul 24Aug 2121.6%16.3%32.3%2424
$657.50Jul 24Jul 3125.7%19.5%32.0%4--
$665.00Jul 24Aug 2122.1%16.9%30.6%2449

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 108 found (best R:R 152.85, avg 11.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$715.00$735.00Aug 7$0.13$19.87$0.13152.85$715.13
$715.00$735.00Aug 14$0.25$19.75$0.2579.00$715.25
$725.00$730.00Aug 28$0.15$4.85$0.1532.33$725.15
$725.00$730.00Aug 21$0.28$4.72$0.2816.86$725.28
$705.00$707.50Jul 31$0.15$2.35$0.1515.67$705.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$620.00Jul 24$0.33$29.67$0.3389.91$649.67
$595.00$580.00Aug 21$0.17$14.83$0.1787.24$594.83
$647.50$640.00Jul 31$0.10$7.40$0.1074.00$647.40
$640.00$620.00Jul 31$0.28$19.72$0.2870.43$639.72
$620.00$595.00Aug 21$0.50$24.50$0.5049.00$619.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 49.00, avg 2.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$605.00$620.00Jul 24$14.70$14.70$0.3049.00$619.70
$580.00$595.00Jul 24$14.55$14.55$0.4532.33$594.55
$625.00$630.00Jul 24$4.80$4.80$0.2024.00$629.80
$640.00$645.00Jul 24$4.75$4.75$0.2519.00$644.75
$670.00$675.00Jul 24$4.70$4.70$0.3015.67$674.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$702.50$700.00Jul 31$2.05$2.05$0.454.56$700.45
$715.00$700.00Aug 21$11.20$11.20$3.802.95$703.80
$695.00$690.00Jul 24$3.60$3.60$1.402.57$691.40
$700.00$690.00Jul 31$5.95$5.95$4.051.47$694.05
$690.00$687.50Jul 24$1.35$1.35$1.151.17$688.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $1.99, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$715.00Jul 24Jul 31$0.0819.3%11.9%
$707.50Jul 24Jul 31$0.1814.7%10.1%
$735.00Jul 24Aug 7$0.2030.8%15.9%
$720.00Aug 21Aug 28$0.2212.6%12.0%
$705.00Jul 24Jul 31$0.3014.0%10.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Jul 24Jul 31$0.1045.9%28.6%
$650.00Jul 24Jul 31$0.1736.5%21.5%
$657.50Jul 24Jul 31$0.6225.7%19.5%
$652.50Jul 31Aug 7$0.8020.9%19.6%
$635.00Aug 7Aug 21$0.8322.8%20.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 0.91% of stock, avg 2.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$687.50Jul 24$3.28$2.95$6.23$681.27$693.730.91%
$690.00Jul 24$2.25$4.30$6.55$683.45$696.550.95%
$685.00Jul 24$5.70$2.00$7.70$677.30$692.701.12%
$695.00Jul 24$0.53$7.90$8.43$686.57$703.431.23%
$682.50Jul 24$7.45$1.60$9.05$673.45$691.551.32%
$680.00Jul 24$9.75$1.02$10.77$669.23$690.771.57%
$690.00Jul 31$5.35$7.00$12.35$677.65$702.351.80%
$687.50Jul 31$7.10$6.00$13.10$674.40$700.601.90%
$685.00Jul 31$8.70$5.00$13.70$671.30$698.701.99%
$700.00Jul 31$1.23$12.95$14.18$685.82$714.182.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.18% of stock, avg 1.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$697.50$677.50Jul 24$0.35$0.90$1.25$676.25$698.75
$697.50$680.00Jul 24$0.35$1.02$1.37$678.63$698.87
$695.00$677.50Jul 24$0.53$0.90$1.43$676.07$696.43
$695.00$680.00Jul 24$0.53$1.02$1.55$678.45$696.55
$697.50$682.50Jul 24$0.35$1.60$1.95$680.55$699.45
$692.50$677.50Jul 24$1.13$0.90$2.03$675.47$694.53
$692.50$680.00Jul 24$1.13$1.02$2.15$677.85$694.65
$695.00$682.50Jul 24$0.53$1.60$2.13$680.37$697.13
$697.50$685.00Jul 24$0.35$2.00$2.35$682.65$699.85
$695.00$685.00Jul 24$0.53$2.00$2.53$682.47$697.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 320 found (best R:R 24.00, avg credit $2.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
688/690692/695Aug 14$2.40$0.1024.00$687.60$694.90
658/660675/680Jul 31$4.63$0.3712.51$655.37$679.63
688/690695/698Aug 7$2.30$0.2011.50$687.70$697.30
652/655675/680Jul 31$4.57$0.4310.63$650.43$679.57
660/662675/680Jul 31$4.50$0.509.00$658.00$679.50
680/682690/692Jul 31$2.25$0.259.00$680.25$692.25
682/685688/690Jul 31$2.25$0.259.00$682.75$689.75
685/688690/692Aug 7$2.25$0.259.00$685.25$692.25
688/690692/695Aug 7$2.20$0.307.33$687.80$694.70
658/660682/685Jul 31$2.18$0.326.81$657.82$684.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$560.00$565.00$570.00Jul 24$0.10$4.9049.00
$635.00$637.50$640.00Jul 24$0.05$2.4549.00
$705.00$707.50$710.00Aug 28$0.05$2.4549.00
$700.00$702.50$705.00Aug 14$0.07$2.4334.71
$715.00$720.00$725.00Aug 28$0.18$4.8226.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$647.50$650.00$652.50Jul 31$0.06$2.4440.67
$667.50$670.00$672.50Jul 24$0.10$2.4024.00
$665.00$667.50$670.00Aug 21$0.10$2.4024.00
$670.00$672.50$675.00Aug 21$0.10$2.4024.00
$650.00$655.00$660.00Aug 28$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-0.35, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$735.001:2Jul 24-$0.05$19.95
$715.00$735.001:2Aug 14-$0.10$19.90
$715.00$735.001:2Aug 7-$0.12$19.88
$670.00$685.001:2Aug 21-$2.50$12.50
$715.00$725.001:2Jul 31-$0.13$9.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$595.001:2Aug 21-$0.35$24.65
$700.00$682.501:2Aug 21-$1.10$16.40
$595.00$580.001:2Aug 21-$0.51$14.49
$715.00$700.001:2Aug 21-$5.00$10.00
$672.50$660.001:2Aug 28-$2.85$9.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 1.72%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$690.00Aug 28$11.800.470.3%1.72%2.03%18
$692.50Aug 28$10.800.450.7%1.57%2.24%11--
$690.00Aug 21$10.400.480.3%1.51%1.82%20377
$692.50Aug 21$9.000.450.7%1.31%1.98%1--
$692.50Aug 14$7.300.430.7%1.06%1.73%3--
$695.00Aug 21$7.300.411.0%1.06%2.10%887
$690.00Aug 7$6.900.470.3%1.00%1.31%3745
$695.00Aug 14$6.200.391.0%0.90%1.94%313
$697.50Aug 21$6.100.371.4%0.89%2.29%3--
$700.00Aug 28$6.000.351.8%0.87%2.64%2243

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 2,079
Total Puts 988
Put/Call Ratio 0.48
Net Difference 1,091

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,425
Total Puts 12,126
Average Put/Call Ratio 0.63
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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