Tour v452
VOO
VANGUARD S&P 500 ETF
$680.96 +0.24%
$680.51 (-0.07%)🌙
as of 07/28 07:15 PM
7/28 19:15

Option Volume

Detail
Current (07/28) 5,499
Calls: 4,391 (80%)
Puts: 1,108 (20%)
Prior (07/27) 7,434
Calls: 5,405 (73%)
Puts: 2,029 (27%)
Current vs Prior -26.03%
Calls: -18.76% (Calls)
Puts: -45.39% (Puts)
Prior 7-Day Total 57,366
Calls: 35,553 (62%)
Puts: 21,813 (38%)
Prior 7-Day Average 8,195
Calls: 5,079 (62%)
Puts: 3,116 (38%)
Current vs Prior 7-Day Avg -32.90%
Calls: -13.55%
Puts: -64.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $17.60M
Calls: $16.93M (96%)
Puts: $666.8K (4%)
Prior (07/27) $24.30M
Calls: $23.09M (95%)
Puts: $1.21M (5%)
Current vs Prior -27.56%
Calls: -26.66%
Puts: -44.81%
Prior 7-Day Total $98.55M
Calls: $84.95M (86%)
Puts: $13.61M (14%)
Prior 7-Day Average $14.08M
Calls: $12.14M (86%)
Puts: $1.94M (14%)
Current vs Prior 7-Day Avg +25.00%
Calls: +39.53%
Puts: -65.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.25
Prior (07/27) 0.38
Current vs Prior -32.78%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -63.64%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 22,873
Calls: 15,462 (68%)
Puts: 7,411 (32%)
Prior (07/27) 21,831
Calls: 14,515 (66%)
Puts: 7,316 (34%)
Current vs Prior +4.77%
Prior 7-Day Total 148,776
Calls: 92,533 (62%)
Puts: 56,243 (38%)
Prior 7-Day Average 21,253
Calls: 13,219 (62%)
Puts: 8,034 (38%)
Current vs Prior 7-Day Avg +7.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.61% | 2.30%3.34% | 5.04%
Prior 1.85% | 2.58%3.52% | 5.42%
Current vs Prior -12.96% | -10.79%-5.04% | -7.15%
Prior 7-Day Avg 1.51% | 2.40%3.18% | 5.24%
Current vs 7-Day Avg +6.56% | -4.36%+5.14% | -3.78%
Prior 7-Day Eod 1.85% | 2.58%3.52% | 5.42%
Current vs 7-Day Eod -12.96% | -10.79%-5.04% | -7.15%
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 96% of dollar volume in calls ($16.93M) vs puts ($666.8K). Extreme bullish P/C ratio of 0.25 - heavy call buying (4,391 calls vs 1,108 puts). P/C ratio dropping 33% - sentiment shifting bullish. Call-heavy open interest (15,462 calls vs 7,411 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 21 of results (avg 4.9%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Jul 31114.90118.10$116.502.7%10.94--
$545.00Jul 31134.00138.40$136.203.2%60.95--
$585.00Jul 3194.8098.00$96.403.3%70.93--
$550.00Jul 31129.00133.40$131.203.4%40.95--
$590.00Jul 3189.9093.00$91.453.4%71.00--
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. 49 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Jul 3189.9093.00$91.453.4%71.00--
$620.00Jul 3159.8063.00$61.405.2%111.00136
$595.00Jul 3184.8088.00$86.403.7%40.99--
$600.00Jul 3179.8083.00$81.403.9%60.9915
$620.00Aug 760.9063.90$62.404.8%10.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 3112.4015.80$14.1024.1%11.00--
$700.00Jul 3117.3021.40$19.3521.2%21.00--
$710.00Aug 727.2030.80$29.0012.4%30.94--
$697.50Aug 715.3018.60$16.9519.5%20.8920
$695.00Aug 713.4016.50$14.9520.7%10.82--

Most actively traded options today. High liquidity = easy entry/exit. 180 active (total vol 2.8K, top 267)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$692.50Jul 310.400.75$0.5761.4%2670.13474
$687.50Jul 311.752.20$1.9822.7%2570.30230
$682.50Jul 313.104.90$4.0045.0%2310.48235
$697.50Jul 310.050.20$0.13115.4%2070.04206
$690.00Jul 310.001.35$0.68198.5%1580.16316
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Aug 76.006.90$6.4514.0%2080.47187
$665.00Aug 71.853.10$2.4850.4%2010.21--
$667.50Jul 310.801.85$1.3378.9%540.1767
$672.50Jul 311.452.70$2.0860.1%480.25407
$665.00Aug 214.506.10$5.3030.2%330.2852

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 43.4%, max 153.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$625.00Jul 31Aug 764.4%25.5%153.1%79
$635.00Jul 31Aug 2146.3%22.6%105.0%3216
$615.00Jul 31Aug 1457.4%28.9%98.5%2912
$710.00Jul 31Sep 421.1%12.6%68.1%566
$705.00Jul 31Aug 2819.4%13.0%49.4%15158
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$630.00Jul 31Sep 451.9%22.2%134.0%3--
$610.00Jul 31Aug 2859.5%26.3%125.7%211
$640.00Jul 31Aug 2836.8%20.9%75.6%1128
$650.00Jul 31Sep 430.7%18.7%64.2%17155
$660.00Jul 31Sep 428.8%17.9%61.3%25103

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 108 found (best R:R 49.00, avg 7.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$715.00$725.00Aug 21$0.20$9.80$0.2049.00$715.20
$710.00$720.00Aug 7$0.32$9.68$0.3230.25$710.32
$710.00$715.00Aug 21$0.18$4.82$0.1826.78$710.18
$690.00$692.50Jul 31$0.11$2.39$0.1121.73$690.11
$695.00$697.50Jul 31$0.12$2.38$0.1219.83$695.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$550.00Aug 21$1.00$49.00$1.0049.00$599.00
$655.00$650.00Aug 7$0.12$4.88$0.1240.67$654.88
$610.00$575.00Aug 28$0.97$34.03$0.9735.08$609.03
$650.00$630.00Aug 7$0.60$19.40$0.6032.33$649.40
$665.00$660.00Aug 14$0.18$4.82$0.1826.78$664.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 49.00, avg 2.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$550.00$565.00Jul 31$14.70$14.70$0.3049.00$564.70
$570.00$585.00Jul 31$14.70$14.70$0.3049.00$584.70
$625.00$635.00Jul 31$9.80$9.80$0.2049.00$634.80
$627.50$655.00Aug 7$26.50$26.50$1.0026.50$654.00
$640.00$670.00Jul 31$28.25$28.25$1.7516.14$668.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$710.00$697.50Aug 7$12.05$12.05$0.4526.78$697.95
$697.50$695.00Aug 7$2.00$2.00$0.504.00$695.50
$695.00$687.50Jul 31$5.90$5.90$1.603.69$689.10
$680.00$677.50Aug 28$1.95$1.95$0.553.55$678.05
$685.00$682.50Jul 31$1.75$1.75$0.752.33$683.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $2.06, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$712.50Aug 28Sep 4$0.1513.8%12.5%
$720.00Aug 7Aug 14$0.2216.9%15.0%
$700.00Jul 31Aug 7$0.4014.6%11.6%
$702.50Jul 31Aug 7$0.4014.0%12.5%
$710.00Jul 31Aug 7$0.4221.1%16.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Aug 21Sep 4$0.3531.5%26.4%
$620.00Jul 31Aug 14$0.6039.5%25.5%
$635.00Aug 28Sep 4$0.6022.1%21.5%
$650.00Jul 31Aug 7$0.6830.7%21.3%
$655.00Jul 31Aug 7$0.7227.9%19.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 1.36% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$682.50Jul 31$4.00$5.25$9.25$673.25$691.751.36%
$680.00Jul 31$5.70$3.65$9.35$670.65$689.351.37%
$685.00Jul 31$3.05$7.00$10.05$674.95$695.051.48%
$687.50Jul 31$1.98$8.20$10.18$677.32$697.681.49%
$677.50Jul 31$7.60$3.28$10.88$666.62$688.381.60%
$675.00Jul 31$9.30$2.63$11.93$663.07$686.931.75%
$672.50Jul 31$11.25$2.08$13.33$659.17$685.831.96%
$687.50Aug 7$4.10$10.00$14.10$673.40$701.602.07%
$682.50Aug 7$7.00$7.20$14.20$668.30$696.702.09%
$695.00Jul 31$0.25$14.10$14.35$680.65$709.352.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.31% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$692.50$670.00Jul 31$0.57$1.55$2.12$667.88$694.62
$690.00$670.00Jul 31$0.68$1.55$2.23$667.77$692.23
$692.50$672.50Jul 31$0.57$2.08$2.65$669.85$695.15
$690.00$672.50Jul 31$0.68$2.08$2.76$669.74$692.76
$692.50$675.00Jul 31$0.57$2.63$3.20$671.80$695.70
$690.00$675.00Jul 31$0.68$2.63$3.31$671.69$693.31
$687.50$670.00Jul 31$1.98$1.55$3.53$666.47$691.03
$692.50$677.50Jul 31$0.57$3.28$3.85$673.65$696.35
$690.00$677.50Jul 31$0.68$3.28$3.96$673.54$693.96
$687.50$672.50Jul 31$1.98$2.08$4.06$668.44$691.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 296 found (best R:R 11.50, avg credit $3.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
660/662680/682Aug 28$2.30$0.2011.50$660.20$682.30
665/670682/690Aug 28$6.70$0.808.38$663.30$689.20
655/658682/685Aug 7$2.18$0.326.81$655.32$684.68
630/650655/675Aug 7$17.20$2.806.14$632.80$672.20
650/660662/678Aug 14$12.80$2.205.82$647.20$675.30
660/665675/680Aug 21$4.20$0.805.25$660.80$679.20
610/630650/675Aug 21$20.90$4.105.10$609.10$670.90
630/640650/675Aug 21$20.65$4.354.75$619.35$670.65
610/635645/680Aug 28$28.85$6.154.69$606.15$673.85
680/682685/688Aug 7$2.05$0.454.56$680.45$687.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$590.00$595.00$600.00Jul 31$0.05$4.9599.00
$605.00$610.00$615.00Jul 31$0.05$4.9599.00
$635.00$637.50$640.00Jul 31$0.05$2.4549.00
$695.00$697.50$700.00Jul 31$0.07$2.4334.71
$675.00$680.00$685.00Aug 21$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$635.00$640.00$645.00Aug 28$0.08$4.9261.50
$645.00$650.00$655.00Aug 28$0.08$4.9261.50
$650.00$655.00$660.00Aug 28$0.10$4.9049.00
$652.50$655.00$657.50Jul 31$0.07$2.4334.71
$662.50$665.00$667.50Jul 31$0.08$2.4230.25

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 $-2.00, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$627.50$655.001:2Aug 7-$2.00$25.50
$662.50$677.501:2Aug 14-$0.90$14.10
$715.00$725.001:2Aug 21-$0.25$9.75
$700.00$707.501:2Sep 4-$0.20$7.30
$692.50$700.001:2Sep 4-$2.15$5.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$610.001:2Aug 28-$0.35$24.65
$610.00$585.001:2Jul 31-$4.57$20.43
$630.00$610.001:2Aug 21-$0.30$19.70
$680.00$660.001:2Sep 4-$2.40$17.60
$630.00$615.001:2Aug 7-$1.92$13.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 1.72%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$682.50Aug 28$11.700.480.2%1.72%1.94%450
$690.00Sep 4$8.700.411.3%1.28%2.61%1--
$685.00Aug 21$8.400.460.6%1.23%1.83%3100
$682.50Aug 14$7.800.480.2%1.15%1.37%193
$692.50Sep 4$7.600.381.7%1.12%2.81%12.2K
$690.00Aug 28$7.100.391.3%1.04%2.37%627
$682.50Aug 7$6.000.480.2%0.88%1.11%149
$692.50Aug 28$5.800.351.7%0.85%2.55%13
$690.00Aug 21$5.600.381.3%0.82%2.15%27399
$687.50Aug 14$5.300.391.0%0.78%1.74%112

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 4,391
Total Puts 1,108
Put/Call Ratio 0.25
Net Difference 3,283

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 35,553
Total Puts 21,813
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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