Tour v390
VOO
VANGUARD S&P 500 ETF
$687.03 -0.12%
$686.28 (-0.11%)🌙
as of 07/22 09:19 PM
7/22 21:20

Option Volume

Detail
Current (07/22) 5,264
Calls: 2,196 (42%)
Puts: 3,068 (58%)
Prior (07/21) 3,067
Calls: 2,079 (68%)
Puts: 988 (32%)
Current vs Prior +71.63%
Calls: +5.63% (Calls)
Puts: +210.53% (Puts)
Prior 7-Day Total 29,359
Calls: 17,976 (61%)
Puts: 11,383 (39%)
Prior 7-Day Average 4,194
Calls: 2,568 (61%)
Puts: 1,626 (39%)
Current vs Prior 7-Day Avg +25.51%
Calls: -14.49%
Puts: +88.67%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $15.25M
Calls: $14.32M (94%)
Puts: $927.8K (6%)
Prior (07/21) $7.08M
Calls: $6.33M (89%)
Puts: $747.3K (11%)
Current vs Prior +115.33%
Calls: +126.09%
Puts: +24.15%
Prior 7-Day Total $60.94M
Calls: $53.47M (88%)
Puts: $7.47M (12%)
Prior 7-Day Average $8.71M
Calls: $7.64M (88%)
Puts: $1.07M (12%)
Current vs Prior 7-Day Avg +75.12%
Calls: +87.44%
Puts: -13.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 1.40
Prior (07/21) 0.48
Current vs Prior +193.98%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg +123.11%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 15,079
Calls: 9,832 (65%)
Puts: 5,247 (35%)
Prior (07/21) 17,935
Calls: 11,973 (67%)
Puts: 5,962 (33%)
Current vs Prior -15.92%
Prior 7-Day Total 154,064
Calls: 90,478 (59%)
Puts: 63,586 (41%)
Prior 7-Day Average 22,009
Calls: 12,925 (59%)
Puts: 9,083 (41%)
Current vs Prior 7-Day Avg -31.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.04% | 1.94%3.34% | 5.09%
Prior 1.10% | 2.05%3.45% | 5.23%
Current vs Prior -5.56% | -5.56%-3.04% | -2.66%
Prior 7-Day Avg 1.29% | 2.04%1.75% | 4.44%
Current vs 7-Day Avg -19.18% | -4.95%+90.72% | +14.71%
Prior 7-Day Eod 1.10% | 2.05%3.45% | 5.23%
Current vs 7-Day Eod -5.56% | -5.56%-3.04% | -2.66%
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 94% of dollar volume in calls ($14.32M) vs puts ($927.8K). Massive premium surge with dollar volume up 115% vs prior. Dollar volume significantly above 7-day average (75% higher). Above-average activity with volume up 72% vs prior.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 27 of results (avg 5.1%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 24136.00139.80$137.902.8%160.95--
$555.00Jul 24131.00134.90$132.952.9%80.9419
$570.00Jul 24116.00119.50$117.753.0%490.9422
$575.00Jul 24111.00114.50$112.753.1%490.9410
$560.00Jul 24126.00130.10$128.053.2%320.9431
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Jul 2451.0054.00$52.505.7%20.88--

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. 51 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Jul 2456.0059.50$57.756.1%111.006
$600.00Jul 3186.5090.00$88.254.0%100.993
$600.00Jul 2486.0089.50$87.754.0%340.9913
$640.00Jul 2446.0049.50$47.757.3%110.964
$600.00Aug 2188.5093.30$90.905.3%140.95121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 246.009.50$7.7545.2%20.9837
$697.50Jul 248.5011.50$10.0030.0%20.892
$740.00Jul 2451.0054.00$52.505.7%20.88--
$692.50Jul 243.507.50$5.5072.7%50.8710
$700.00Jul 3111.0014.50$12.7527.5%150.86--

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 2.2K, top 202)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Jul 240.852.30$1.5891.8%2020.35648
$695.00Jul 240.050.35$0.20150.0%1020.08460
$697.50Jul 240.051.15$0.60183.3%640.13119
$692.50Jul 240.000.95$0.48197.9%560.17283
$700.00Jul 310.751.30$1.0253.9%510.16243
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$677.50Aug 214.508.60$6.5562.6%1230.34--
$682.50Aug 73.908.00$5.9568.9%1000.39--
$685.00Jul 240.053.10$1.58193.0%830.35116
$687.50Jul 241.304.70$3.00113.3%760.5172
$680.00Aug 215.508.80$7.1546.2%710.37221

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 53.0%, max 243.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 24Aug 14110.0%32.0%243.4%8--
$600.00Jul 24Aug 2184.1%30.2%178.3%48134
$705.00Jul 24Aug 2825.7%13.7%87.2%291
$710.00Jul 24Aug 2820.3%12.2%66.0%2--
$702.50Jul 24Aug 1416.1%11.1%44.4%1020
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$662.50Jul 24Aug 753.6%18.3%193.0%210
$665.00Jul 24Jul 3150.1%18.3%174.2%860
$650.00Jul 24Aug 2849.3%18.7%163.3%367
$630.00Jul 31Aug 2145.1%23.1%95.8%282
$670.00Jul 24Aug 2122.5%14.8%52.3%29261

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 64.22, avg 7.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$715.00$720.00Jul 31$0.15$4.85$0.1532.33$715.15
$700.00$702.50Jul 24$0.10$2.40$0.1024.00$700.10
$700.00$735.00Aug 7$2.02$32.98$2.0216.33$702.02
$710.00$715.00Jul 31$0.47$4.53$0.479.64$710.47
$705.00$710.00Jul 24$0.48$4.52$0.489.42$705.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$635.00Aug 7$0.23$14.77$0.2364.22$649.77
$630.00$550.00Aug 21$1.23$78.77$1.2364.04$628.77
$655.00$650.00Jul 31$0.12$4.88$0.1240.67$654.88
$610.00$600.00Jul 31$0.25$9.75$0.2539.00$609.75
$670.00$667.50Jul 24$0.13$2.37$0.1318.23$669.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 105 found (best R:R 64.00, avg 3.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$665.00Jul 31$64.00$64.00$1.0064.00$664.00
$650.00$680.00Jul 24$29.45$29.45$0.5553.55$679.45
$555.00$560.00Jul 24$4.90$4.90$0.1049.00$559.90
$560.00$565.00Jul 24$4.85$4.85$0.1532.33$564.85
$600.00$660.00Aug 21$57.05$57.05$2.9519.34$657.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$662.50$660.00Jul 24$2.37$2.37$0.1318.23$660.13
$695.00$692.50Jul 24$2.25$2.25$0.259.00$692.75
$697.50$695.00Jul 24$2.25$2.25$0.259.00$695.25
$715.00$687.50Aug 7$20.75$20.75$6.753.07$694.25
$692.50$690.00Jul 24$1.75$1.75$0.752.33$690.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $2.32, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$715.00Jul 31Aug 14$0.2214.0%9.7%
$600.00Jul 24Jul 31$0.5084.1%38.3%
$702.50Jul 24Jul 31$0.6316.1%11.6%
$710.00Jul 24Jul 31$0.6520.3%15.3%
$700.00Jul 24Jul 31$0.8215.9%11.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$670.00Jul 24Jul 31$1.2522.5%16.8%
$645.00Jul 31Aug 14$1.3824.5%21.2%
$660.00Jul 24Jul 31$1.4722.8%22.8%
$635.00Aug 7Aug 21$1.7524.1%23.5%
$675.00Jul 24Jul 31$1.9719.2%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 0.78% of stock, avg 2.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$690.00Jul 24$1.58$3.75$5.33$684.67$695.330.78%
$685.00Jul 24$4.15$1.58$5.73$679.27$690.730.83%
$692.50Jul 24$0.48$5.50$5.98$686.52$698.480.87%
$687.50Jul 24$3.08$3.00$6.08$681.42$693.580.88%
$682.50Jul 24$6.30$1.25$7.55$674.95$690.051.10%
$695.00Jul 24$0.20$7.75$7.95$687.05$702.951.16%
$680.00Jul 24$8.30$1.00$9.30$670.70$689.301.35%
$697.50Jul 24$0.60$10.00$10.60$686.90$708.101.54%
$690.00Jul 31$4.25$6.30$10.55$679.45$700.551.54%
$687.50Jul 31$5.85$5.15$11.00$676.50$698.501.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.22% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$692.50$680.00Jul 24$0.48$1.00$1.48$678.52$693.98
$705.00$680.00Jul 24$0.53$1.00$1.53$678.47$706.53
$697.50$680.00Jul 24$0.60$1.00$1.60$678.40$699.10
$692.50$682.50Jul 24$0.48$1.25$1.73$680.77$694.23
$705.00$682.50Jul 24$0.53$1.25$1.78$680.72$706.78
$697.50$682.50Jul 24$0.60$1.25$1.85$680.65$699.35
$692.50$685.00Jul 24$0.48$1.58$2.06$682.94$694.56
$705.00$685.00Jul 24$0.53$1.58$2.11$682.89$707.11
$697.50$685.00Jul 24$0.60$1.58$2.18$682.82$699.68
$690.00$680.00Jul 24$1.58$1.00$2.58$677.42$692.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 218 found (best R:R 49.00, avg credit $3.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
655/660665/675Jul 31$9.80$0.2049.00$650.20$674.80
672/675688/690Aug 21$2.40$0.1024.00$672.60$689.90
680/682688/690Aug 21$2.40$0.1024.00$680.10$689.90
655/660675/682Jul 31$7.05$0.4515.67$652.95$682.05
655/660682/688Jul 31$4.70$0.3015.67$655.30$687.20
678/680690/695Aug 7$4.70$0.3015.67$675.30$694.70
688/690692/695Aug 14$2.35$0.1515.67$687.65$694.85
678/680692/695Aug 21$2.35$0.1515.67$677.65$694.85
600/610665/675Jul 31$9.00$1.009.00$601.00$674.00
682/688690/695Aug 7$4.45$0.558.09$683.05$694.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$550.00$555.00$560.00Jul 24$0.05$4.9599.00
$710.00$715.00$720.00Jul 31$0.32$4.6814.63
$690.00$692.50$695.00Aug 14$0.20$2.3011.50
$565.00$570.00$575.00Jul 24$0.45$4.5510.11
$697.50$700.00$702.50Jul 24$0.30$2.207.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$645.00$650.00$655.00Aug 14$0.11$4.8944.45
$680.00$682.50$685.00Jul 24$0.08$2.4230.25
$645.00$650.00$655.00Jul 31$0.29$4.7116.24
$662.50$670.00$677.50Aug 7$0.74$6.769.14
$685.00$687.50$690.00Jul 31$0.40$2.105.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 found (best net $-1.91, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$745.001:2Jul 24-$1.91$33.09
$660.00$680.001:2Aug 21-$1.35$18.65
$715.00$735.001:2Aug 14-$4.35$15.65
$720.00$740.001:2Jul 31-$4.72$15.28
$690.00$695.001:2Aug 7-$0.20$4.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$655.001:2Aug 14-$0.61$19.39
$667.50$650.001:2Aug 28-$1.45$16.05
$650.00$635.001:2Aug 7-$0.52$14.48
$667.50$655.001:2Aug 21-$2.45$10.05
$687.50$675.001:2Aug 14-$2.65$9.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 1.56%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$687.50Aug 21$10.700.520.1%1.56%1.63%32
$690.00Aug 21$9.600.480.4%1.40%1.83%7--
$687.50Aug 7$7.500.530.1%1.09%1.16%26
$690.00Aug 14$7.400.480.4%1.08%1.51%13231
$692.50Aug 21$7.000.450.8%1.02%1.82%1--
$690.00Aug 7$6.500.480.4%0.95%1.38%6745
$700.00Aug 28$6.100.351.9%0.89%2.78%2--
$692.50Aug 14$5.900.440.8%0.86%1.65%2--
$695.00Aug 21$5.500.411.2%0.80%1.96%2--
$695.00Aug 14$4.300.401.2%0.63%1.79%2--

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 2,196
Total Puts 3,068
Put/Call Ratio 1.40
Net Difference -872

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,976
Total Puts 11,383
Average Put/Call Ratio 0.63
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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