Tour v423
VOO
VANGUARD S&P 500 ETF
$679.31 +0.03%
$678.68 (-0.09%)🌙
as of 07/27 07:15 PM
7/27 19:15

Option Volume

Detail
Current (07/27) 7,434
Calls: 5,405 (73%)
Puts: 2,029 (27%)
Prior (07/24) 13,454
Calls: 7,315 (54%)
Puts: 6,139 (46%)
Current vs Prior -44.75%
Calls: -26.11% (Calls)
Puts: -66.95% (Puts)
Prior 7-Day Total 52,990
Calls: 32,408 (61%)
Puts: 20,582 (39%)
Prior 7-Day Average 7,570
Calls: 4,629 (61%)
Puts: 2,940 (39%)
Current vs Prior 7-Day Avg -1.80%
Calls: +16.75%
Puts: -30.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $24.30M
Calls: $23.09M (95%)
Puts: $1.21M (5%)
Prior (07/24) $16.68M
Calls: $11.95M (72%)
Puts: $4.74M (28%)
Current vs Prior +45.62%
Calls: +93.25%
Puts: -74.49%
Prior 7-Day Total $82.17M
Calls: $69.48M (85%)
Puts: $12.69M (15%)
Prior 7-Day Average $11.74M
Calls: $9.93M (85%)
Puts: $1.81M (15%)
Current vs Prior 7-Day Avg +106.98%
Calls: +132.60%
Puts: -33.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.38
Prior (07/24) 0.84
Current vs Prior -55.27%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -45.66%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 21,831
Calls: 14,515 (66%)
Puts: 7,316 (34%)
Prior (07/24) 22,850
Calls: 15,544 (68%)
Puts: 7,306 (32%)
Current vs Prior -4.46%
Prior 7-Day Total 146,279
Calls: 91,914 (63%)
Puts: 54,365 (37%)
Prior 7-Day Average 20,897
Calls: 13,130 (63%)
Puts: 7,766 (37%)
Current vs Prior 7-Day Avg +4.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.85% | 2.58%3.52% | 5.42%
Prior 1.99% | 2.69%3.67% | 5.43%
Current vs Prior -7.06% | -4.40%-4.23% | -0.03%
Prior 7-Day Avg 1.38% | 2.26%2.81% | 5.01%
Current vs 7-Day Avg +34.25% | +13.85%+25.39% | +8.17%
Prior 7-Day Eod 1.99% | 2.69%3.67% | 5.43%
Current vs 7-Day Eod -7.06% | -4.40%-4.23% | -0.03%
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 95% of dollar volume in calls ($23.09M) vs puts ($1.21M). Dollar volume significantly above 7-day average (107% higher). Below-average activity with volume down 45% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (5,405 calls vs 2,029 puts).

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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 18 of results (avg 6.3%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 31132.70135.90$134.302.4%61.00--
$550.00Jul 31127.00131.40$129.203.4%221.0076
$570.00Jul 31107.70111.50$109.603.5%90.9239
$545.00Aug 21134.00138.90$136.453.6%11.00--
$575.00Jul 31102.70106.50$104.603.6%31.00--
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. 61 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 31132.70135.90$134.302.4%61.00--
$550.00Jul 31127.00131.40$129.203.4%221.0076
$575.00Jul 31102.70106.50$104.603.6%31.00--
$615.00Jul 3162.5066.40$64.456.1%81.004
$625.00Jul 3152.5056.60$54.557.5%61.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Jul 3119.0022.80$20.9018.2%250.98--
$702.50Jul 3121.4025.30$23.3516.7%10.98--
$705.00Aug 723.9027.80$25.8515.1%80.95--
$702.50Aug 721.9025.40$23.6514.8%60.94--
$695.00Jul 3114.1018.00$16.0524.3%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 202 active (total vol 4.2K, top 291)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$692.50Jul 310.250.85$0.55109.1%2910.11337
$682.50Jul 313.205.50$4.3552.9%2340.4234
$690.00Jul 310.851.15$1.0030.0%1920.17207
$695.00Jul 310.200.45$0.3375.8%1780.07353
$695.00Aug 71.152.20$1.6862.5%1730.18169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$672.50Jul 312.554.60$3.5857.3%2770.33175
$670.00Jul 312.003.00$2.5040.0%2700.27286
$662.50Jul 310.602.30$1.45117.2%2450.1669
$677.50Jul 313.606.20$4.9053.1%2050.45228
$675.00Sep 49.0013.50$11.2540.0%1620.43--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 37.3%, max 178.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$545.00Jul 31Aug 21118.4%42.5%178.3%7--
$720.00Jul 31Aug 2821.8%12.2%78.8%1256
$625.00Jul 31Aug 2140.0%23.8%68.0%7117
$710.00Jul 31Sep 419.7%12.6%55.6%4134
$635.00Jul 31Aug 2132.9%22.4%46.6%6--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 31Sep 455.4%26.4%109.6%750
$625.00Jul 31Sep 440.0%23.1%73.4%325
$630.00Jul 31Sep 439.1%22.9%71.0%3--
$635.00Jul 31Sep 432.9%21.0%56.7%14384
$620.00Jul 31Aug 2138.6%25.0%54.6%579

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 99.00, avg 8.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$715.00$720.00Aug 21$0.15$4.85$0.1532.33$715.15
$710.00$720.00Aug 14$0.33$9.67$0.3329.30$710.33
$720.00$725.00Aug 21$0.17$4.83$0.1728.41$720.17
$710.00$715.00Aug 21$0.18$4.82$0.1826.78$710.18
$697.50$700.00Aug 7$0.13$2.37$0.1318.23$697.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$630.00$600.00Aug 7$0.30$29.70$0.3099.00$629.70
$650.00$640.00Jul 31$0.17$9.83$0.1757.82$649.83
$630.00$625.00Jul 31$0.10$4.90$0.1049.00$629.90
$625.00$620.00Jul 31$0.13$4.87$0.1337.46$624.87
$620.00$600.00Aug 21$0.53$19.47$0.5336.74$619.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 161 found (best R:R 99.00, avg 3.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$625.00$635.00Jul 31$9.90$9.90$0.1099.00$634.90
$545.00$600.00Aug 21$54.45$54.45$0.5599.00$599.45
$600.00$625.00Aug 21$24.30$24.30$0.7034.71$624.30
$550.00$555.00Jul 31$4.80$4.80$0.2024.00$554.80
$635.00$637.50Jul 31$2.40$2.40$0.1024.00$637.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$700.00$695.00Jul 31$4.85$4.85$0.1532.33$695.15
$705.00$702.50Aug 7$2.20$2.20$0.307.33$702.80
$692.50$690.00Jul 31$2.15$2.15$0.356.14$690.35
$702.50$687.50Aug 7$12.50$12.50$2.505.00$690.00
$690.00$687.50Jul 31$2.00$2.00$0.504.00$688.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $2.08, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$720.00Jul 31Aug 7$0.1021.8%16.0%
$702.50Jul 31Aug 7$0.2516.3%12.3%
$707.50Jul 31Aug 7$0.2517.3%13.8%
$715.00Aug 7Aug 21$0.4713.4%12.4%
$712.50Aug 28Sep 4$0.5512.3%12.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Jul 31Aug 7$0.2239.1%25.8%
$702.50Jul 31Aug 7$0.3016.3%12.3%
$635.00Jul 31Aug 7$0.4032.9%24.0%
$650.00Jul 31Aug 7$1.0526.2%21.6%
$660.00Jul 31Aug 7$1.0725.4%19.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 1.54% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$685.00Jul 31$2.17$8.30$10.47$674.53$695.471.54%
$680.00Jul 31$5.40$5.85$11.25$668.75$691.251.66%
$677.50Jul 31$6.70$4.90$11.60$665.90$689.101.71%
$682.50Jul 31$4.35$7.40$11.75$670.75$694.251.73%
$675.00Jul 31$8.00$3.88$11.88$663.12$686.881.75%
$687.50Jul 31$1.93$9.95$11.88$675.62$699.381.75%
$690.00Jul 31$1.00$11.95$12.95$677.05$702.951.91%
$672.50Jul 31$10.15$3.58$13.73$658.77$686.232.02%
$692.50Jul 31$0.55$14.10$14.65$677.85$707.152.16%
$670.00Jul 31$12.30$2.50$14.80$655.20$684.802.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.46% of stock, avg 1.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$690.00$667.50Jul 31$1.00$2.13$3.13$664.37$693.13
$690.00$670.00Jul 31$1.00$2.50$3.50$666.50$693.50
$687.50$667.50Jul 31$1.93$2.13$4.06$663.44$691.56
$685.00$667.50Jul 31$2.17$2.13$4.30$663.20$689.30
$687.50$670.00Jul 31$1.93$2.50$4.43$665.57$691.93
$690.00$672.50Jul 31$1.00$3.58$4.58$667.92$694.58
$685.00$670.00Jul 31$2.17$2.50$4.67$665.33$689.67
$690.00$675.00Jul 31$1.00$3.88$4.88$670.12$694.88
$687.50$672.50Jul 31$1.93$3.58$5.51$666.99$693.01
$685.00$672.50Jul 31$2.17$3.58$5.75$666.75$690.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 308 found (best R:R 24.00, avg credit $3.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
672/675680/682Aug 7$2.40$0.1024.00$672.60$682.40
660/665680/685Aug 14$4.70$0.3015.67$660.30$684.70
678/680695/698Aug 28$2.35$0.1515.67$677.65$697.35
670/672675/678Aug 7$2.30$0.2011.50$670.20$677.30
630/635655/670Aug 28$13.65$1.3510.11$621.35$668.65
640/650655/670Aug 28$13.65$1.3510.11$636.35$668.65
600/620640/660Aug 21$17.78$2.228.01$602.22$657.78
630/635640/660Aug 21$17.68$2.327.62$617.32$657.68
675/678685/688Aug 7$2.20$0.307.33$675.30$687.20
662/668680/685Aug 21$4.40$0.607.33$663.10$684.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$710.00$715.00$720.00Aug 7$0.07$4.9370.43
$697.50$700.00$702.50Aug 14$0.08$2.4230.25
$707.50$710.00$712.50Aug 28$0.08$2.4230.25
$697.50$700.00$702.50Jul 31$0.09$2.4126.78
$695.00$697.50$700.00Jul 31$0.11$2.3921.73
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$620.00$625.00$630.00Aug 21$0.10$4.9049.00
$630.00$635.00$640.00Jul 31$0.16$4.8430.25
$625.00$630.00$635.00Aug 21$0.18$4.8226.78
$665.00$667.50$670.00Jul 31$0.14$2.3616.86
$687.50$690.00$692.50Jul 31$0.15$2.3515.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-27.55, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$600.001:2Aug 21-$27.55$27.45
$575.00$615.001:2Jul 31-$24.30$15.70
$720.00$735.001:2Aug 7-$0.03$14.97
$670.00$685.001:2Sep 4-$1.80$13.20
$640.00$660.001:2Aug 21-$9.20$10.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$600.001:2Sep 4-$0.38$24.62
$620.00$600.001:2Jul 31-$0.30$19.70
$620.00$600.001:2Aug 21-$0.49$19.51
$630.00$610.001:2Aug 28-$1.90$18.10
$695.00$675.001:2Sep 4-$3.15$16.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 1.62%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Aug 28$11.000.490.1%1.62%1.72%1--
$685.00Sep 4$10.700.450.8%1.58%2.41%30--
$680.00Aug 21$9.400.500.1%1.38%1.49%12155
$685.00Aug 28$9.100.440.8%1.34%2.18%212
$680.00Aug 14$8.800.500.1%1.30%1.40%30--
$685.00Aug 21$8.000.430.8%1.18%2.02%1191
$690.00Aug 28$7.200.371.6%1.06%2.63%1315
$687.50Aug 28$6.900.401.2%1.02%2.22%1--
$680.00Aug 7$6.800.490.1%1.00%1.10%3933
$685.00Aug 14$6.100.410.8%0.90%1.74%115

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 5,405
Total Puts 2,029
Put/Call Ratio 0.38
Net Difference 3,376

Prior's Put/Call Breakdown

Total Calls 7,315
Total Puts 6,139
Put/Call Ratio 0.84
Net Difference 1,176

Prior 7-Day Put/Call Summary

Total Calls 32,408
Total Puts 20,582
Average Put/Call Ratio 0.69
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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