Tour v394
VOO
VANGUARD S&P 500 ETF
$678.61 -1.23%
$679.10 (+0.07%)🌙
as of 07/23 07:17 PM
7/23 19:18

Option Volume

Detail
Current (07/23) 16,531
Calls: 11,692 (71%)
Puts: 4,839 (29%)
Prior (07/22) 5,264
Calls: 2,196 (42%)
Puts: 3,068 (58%)
Current vs Prior +214.04%
Calls: +432.42% (Calls)
Puts: +57.72% (Puts)
Prior 7-Day Total 31,421
Calls: 18,440 (59%)
Puts: 12,981 (41%)
Prior 7-Day Average 4,488
Calls: 2,634 (59%)
Puts: 1,854 (41%)
Current vs Prior 7-Day Avg +268.28%
Calls: +343.84%
Puts: +160.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $15.86M
Calls: $12.16M (77%)
Puts: $3.70M (23%)
Prior (07/22) $15.25M
Calls: $14.32M (94%)
Puts: $927.8K (6%)
Current vs Prior +4.05%
Calls: -15.07%
Puts: +299.06%
Prior 7-Day Total $68.42M
Calls: $60.80M (89%)
Puts: $7.62M (11%)
Prior 7-Day Average $9.77M
Calls: $8.69M (89%)
Puts: $1.09M (11%)
Current vs Prior 7-Day Avg +62.30%
Calls: +40.02%
Puts: +240.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.41
Prior (07/22) 1.40
Current vs Prior -70.38%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -41.25%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 25,039
Calls: 16,857 (67%)
Puts: 8,182 (33%)
Prior (07/22) 15,079
Calls: 9,832 (65%)
Puts: 5,247 (35%)
Current vs Prior +66.05%
Prior 7-Day Total 147,093
Calls: 89,335 (61%)
Puts: 57,758 (39%)
Prior 7-Day Average 21,013
Calls: 12,762 (61%)
Puts: 8,251 (39%)
Current vs Prior 7-Day Avg +19.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.03% | 2.39%3.80% | 5.65%
Prior 1.04% | 1.94%3.34% | 5.09%
Current vs Prior -1.45% | +23.70%+13.81% | +10.93%
Prior 7-Day Avg 1.24% | 2.01%2.04% | 4.56%
Current vs 7-Day Avg -17.58% | +18.99%+86.66% | +23.94%
Prior 7-Day Eod 1.04% | 1.94%3.34% | 5.09%
Current vs 7-Day Eod -1.45% | +23.70%+13.81% | +10.93%
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 77% of dollar volume in calls ($12.16M) vs puts ($3.70M). Dollar volume significantly above 7-day average (62% higher). Unusually high activity with volume up 214% vs prior - elevated interest. Volume explosion - 268% above 7-day average (16,531 vs avg 4,488).

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 6.5%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 24132.30137.00$134.653.5%30.97--
$555.00Jul 24122.30127.00$124.653.8%100.99--
$560.00Jul 24117.30122.00$119.653.9%110.98--
$565.00Jul 24112.30117.00$114.654.1%100.97--
$570.00Jul 24107.30112.00$109.654.3%90.96--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Jul 2459.4063.00$61.205.9%60.94--

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. 94 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 24122.30127.00$124.653.8%100.99--
$600.00Jul 3177.8081.70$79.754.9%30.99--
$600.00Jul 2477.2082.00$79.606.0%50.99--
$560.00Jul 24117.30122.00$119.653.9%110.98--
$630.00Jul 2447.0051.80$49.409.7%50.988
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$692.50Jul 2412.1015.50$13.8024.6%21.00--
$695.00Jul 2413.2018.00$15.6030.8%721.0037
$697.50Jul 2415.7020.50$18.1026.5%11.00--
$700.00Jul 2418.2023.00$20.6023.3%101.00--
$700.00Jul 3119.0023.00$21.0019.0%601.00--

Most actively traded options today. High liquidity = easy entry/exit. 280 active (total vol 15.1K, top 3.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$692.50Sep 46.5011.30$8.9053.9%3.9K0.37--
$697.50Sep 44.008.80$6.4075.0%2.3K0.31--
$687.50Sep 49.0013.80$11.4042.1%1.2K0.43--
$720.00Sep 40.204.90$2.55184.3%4640.14--
$695.00Jul 310.353.20$1.78160.1%2940.1976
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Sep 45.809.50$7.6548.4%1.1K0.27--
$690.00Jul 249.7013.00$11.3529.1%3250.96168
$675.00Jul 240.652.45$1.55116.1%3100.31143
$670.00Jul 240.200.90$0.55127.3%2450.14195
$650.00Aug 142.905.60$4.2563.5%1920.2024

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 67.5%, max 440.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$595.00Jul 24Aug 21153.4%28.4%440.7%23
$635.00Jul 24Aug 2878.1%22.4%248.3%1939
$630.00Jul 24Aug 2873.7%22.1%234.3%614
$710.00Jul 24Sep 439.2%12.6%211.0%127--
$600.00Jul 24Jul 31111.6%36.6%204.9%8--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$630.00Jul 24Aug 2873.7%22.1%234.3%77
$650.00Jul 24Aug 2849.5%19.6%152.6%1467
$700.00Jul 24Aug 2828.3%13.6%107.4%18--
$665.00Jul 24Aug 2827.2%17.4%56.5%4926
$677.50Jul 24Aug 2822.8%14.7%55.6%99223

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 157 found (best R:R 110.11, avg 7.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$710.00$715.00Jul 31$0.10$4.90$0.1049.00$710.10
$720.00$735.00Aug 28$0.32$14.68$0.3245.87$720.32
$710.00$715.00Aug 21$0.18$4.82$0.1826.78$710.18
$707.50$710.00Jul 31$0.10$2.40$0.1024.00$707.60
$715.00$720.00Aug 14$0.20$4.80$0.2024.00$715.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$590.00$550.00Aug 21$0.36$39.64$0.36110.11$589.64
$630.00$580.00Aug 7$0.55$49.45$0.5589.91$629.45
$620.00$610.00Jul 31$0.20$9.80$0.2049.00$619.80
$595.00$590.00Aug 21$0.12$4.88$0.1240.67$594.88
$625.00$620.00Jul 31$0.13$4.87$0.1337.46$624.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 199 found (best R:R 90.67, avg 2.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$637.50$665.00Jul 24$27.20$27.20$0.3090.67$664.70
$600.00$625.00Jul 31$24.45$24.45$0.5544.45$624.45
$630.00$650.00Jul 31$19.50$19.50$0.5039.00$649.50
$595.00$600.00Jul 24$4.80$4.80$0.2024.00$599.80
$630.00$632.50Jul 24$2.40$2.40$0.1024.00$632.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$715.00$700.00Aug 21$14.00$14.00$1.0014.00$701.00
$685.00$682.50Jul 24$2.20$2.20$0.307.33$682.80
$690.00$687.50Jul 31$2.05$2.05$0.454.56$687.95
$687.50$685.00Jul 24$2.00$2.00$0.504.00$685.50
$705.00$690.00Aug 7$11.85$11.85$3.153.76$693.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $2.23, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$705.00Jul 24Jul 31$0.0533.8%12.4%
$707.50Jul 31Aug 7$0.0515.4%12.0%
$710.00Jul 24Jul 31$0.0839.2%14.9%
$735.00Aug 7Aug 14$0.1220.9%18.1%
$600.00Jul 24Jul 31$0.15111.6%36.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Jul 24Jul 31$0.1573.7%27.9%
$695.00Jul 24Jul 31$0.3020.5%17.3%
$700.00Jul 24Jul 31$0.4028.3%12.0%
$650.00Jul 24Jul 31$0.5749.5%21.9%
$600.00Jul 31Aug 21$0.7236.6%25.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 0.72% of stock, avg 3.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$682.50Jul 24$0.68$4.20$4.88$677.62$687.380.72%
$680.00Jul 24$1.75$3.18$4.93$675.07$684.930.73%
$677.50Jul 24$3.78$2.55$6.33$671.17$683.830.93%
$675.00Jul 24$4.80$1.55$6.35$668.65$681.350.94%
$685.00Jul 24$0.53$6.40$6.93$678.07$691.931.02%
$687.50Jul 24$0.63$8.40$9.03$678.47$696.531.33%
$670.00Jul 24$9.50$0.55$10.05$659.95$680.051.48%
$690.00Jul 24$0.08$11.35$11.43$678.57$701.431.68%
$687.50Jul 31$2.33$10.75$13.08$674.42$700.581.93%
$685.00Jul 31$3.95$9.40$13.35$671.65$698.351.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.13% of stock, avg 2.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$685.00$667.50Jul 24$0.53$0.35$0.88$666.62$685.88
$687.50$667.50Jul 24$0.63$0.35$0.98$666.52$688.48
$682.50$667.50Jul 24$0.68$0.35$1.03$666.47$683.53
$685.00$670.00Jul 24$0.53$0.55$1.08$668.92$686.08
$687.50$670.00Jul 24$0.63$0.55$1.18$668.82$688.68
$682.50$670.00Jul 24$0.68$0.55$1.23$668.77$683.73
$685.00$672.50Jul 24$0.53$1.00$1.53$670.97$686.53
$687.50$672.50Jul 24$0.63$1.00$1.63$670.87$689.13
$682.50$672.50Jul 24$0.68$1.00$1.68$670.82$684.18
$680.00$667.50Jul 24$1.75$0.35$2.10$665.40$682.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 347 found (best R:R 65.67, avg credit $4.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
610/620630/650Jul 31$19.70$0.3065.67$600.30$649.70
620/625630/650Jul 31$19.63$0.3753.05$605.37$649.63
620/625630/635Aug 28$4.88$0.1240.67$620.12$634.88
615/620640/650Aug 21$9.75$0.2539.00$610.25$649.75
620/625640/650Aug 21$9.70$0.3032.33$615.30$649.70
635/645650/660Jul 31$9.68$0.3230.25$635.32$659.68
660/662675/678Aug 21$2.40$0.1024.00$660.10$677.40
660/662682/685Aug 21$2.40$0.1024.00$660.10$684.90
625/630655/660Aug 28$4.80$0.2024.00$625.20$659.80
645/648650/660Jul 31$9.58$0.4222.81$637.92$659.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$710.00$715.00$720.00Aug 14$0.05$4.9599.00
$600.00$605.00$610.00Jul 24$0.10$4.9049.00
$605.00$610.00$615.00Jul 24$0.10$4.9049.00
$700.00$702.50$705.00Aug 28$0.09$2.4126.78
$692.50$695.00$697.50Aug 28$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$600.00$610.00$620.00Jul 31$0.18$9.8254.56
$620.00$625.00$630.00Aug 28$0.17$4.8328.41
$670.00$672.50$675.00Jul 24$0.10$2.4024.00
$660.00$670.00$680.00Sep 4$0.40$9.6024.00
$665.00$667.50$670.00Jul 24$0.13$2.3718.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 132 found (best net $-2.20, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$595.00$640.001:2Aug 21-$2.20$42.80
$715.00$735.001:2Aug 7-$0.46$19.54
$720.00$735.001:2Aug 14-$0.67$14.33
$660.00$675.001:2Aug 21-$3.15$11.85
$662.50$677.501:2Aug 28-$4.40$10.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$550.001:2Aug 21-$0.21$39.79
$650.00$630.001:2Jul 24-$0.12$19.88
$667.50$650.001:2Aug 14-$1.55$15.95
$665.00$650.001:2Jul 24-$0.28$14.72
$705.00$690.001:2Aug 7-$2.10$12.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 1.99%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Sep 4$13.500.510.2%1.99%2.19%44--
$682.50Sep 4$12.000.480.6%1.77%2.34%5--
$682.50Aug 28$11.400.470.6%1.68%2.25%244
$680.00Aug 21$11.200.490.2%1.65%1.86%5154
$680.00Aug 14$10.500.490.2%1.55%1.75%2--
$685.00Sep 4$10.500.460.9%1.55%2.49%1--
$682.50Aug 21$10.100.460.6%1.49%2.06%1--
$685.00Aug 21$9.200.430.9%1.36%2.30%987
$687.50Aug 28$9.000.411.3%1.33%2.64%1--
$687.50Sep 4$9.000.431.3%1.33%2.64%1.2K--

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 11,692
Total Puts 4,839
Put/Call Ratio 0.41
Net Difference 6,853

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,440
Total Puts 12,981
Average Put/Call Ratio 0.70
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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