Tour v473
VOO
VANGUARD S&P 500 ETF
$681.79 +1.66%
$683.22 (+0.21%)🌙
as of 07/30 07:46 PM
7/30 19:46

Option Volume

Detail
Current (07/30) 5,711
Calls: 3,710 (65%)
Puts: 2,001 (35%)
Prior (07/29) 5,934
Calls: 4,481 (76%)
Puts: 1,453 (24%)
Current vs Prior -3.76%
Calls: -17.21% (Calls)
Puts: +37.72% (Puts)
Prior 7-Day Total 57,183
Calls: 37,559 (66%)
Puts: 19,624 (34%)
Prior 7-Day Average 8,169
Calls: 5,365 (66%)
Puts: 2,803 (34%)
Current vs Prior 7-Day Avg -30.09%
Calls: -30.86%
Puts: -28.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $5.07M
Calls: $4.04M (80%)
Puts: $1.02M (20%)
Prior (07/29) $15.23M
Calls: $13.76M (90%)
Puts: $1.47M (10%)
Current vs Prior -66.73%
Calls: -70.62%
Puts: -30.35%
Prior 7-Day Total $112.00M
Calls: $98.54M (88%)
Puts: $13.46M (12%)
Prior 7-Day Average $16.00M
Calls: $14.08M (88%)
Puts: $1.92M (12%)
Current vs Prior 7-Day Avg -68.33%
Calls: -71.28%
Puts: -46.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.54
Prior (07/29) 0.32
Current vs Prior +66.33%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -7.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 31,249
Calls: 18,915 (61%)
Puts: 12,334 (39%)
Prior (07/29) 30,880
Calls: 19,541 (63%)
Puts: 11,339 (37%)
Current vs Prior +1.19%
Prior 7-Day Total 156,487
Calls: 103,724 (66%)
Puts: 52,763 (34%)
Prior 7-Day Average 22,355
Calls: 14,817 (66%)
Puts: 7,537 (34%)
Current vs Prior 7-Day Avg +39.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.98% | 1.82%3.01% | 4.82%
Prior 1.52% | 2.57%3.60% | 5.38%
Current vs Prior -35.87% | -29.29%-16.30% | -10.49%
Prior 7-Day Avg 1.45% | 2.36%3.53% | 5.32%
Current vs 7-Day Avg -32.62% | -22.94%-14.66% | -9.46%
Prior 7-Day Eod 1.52% | 2.57%3.60% | 5.38%
Current vs 7-Day Eod -35.87% | -29.29%-16.30% | -10.49%
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 80% of dollar volume in calls ($4.04M) vs puts ($1.02M). Light premium activity with dollar volume down 67% vs prior. Bullish P/C ratio of 0.54. P/C ratio rising 66% - increased hedging/bearish 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 NEUTRAL
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 20 of results (avg 5.6%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 31131.00135.90$133.453.7%10.9899
$565.00Jul 31116.00120.40$118.203.7%10.94--
$555.00Jul 31126.00130.90$128.453.8%10.9528
$570.00Jul 31111.00115.40$113.203.9%40.9443
$575.00Jul 31106.00110.40$108.204.1%30.9410
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. 66 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$585.00Jul 3196.00100.00$98.004.1%111.0011
$590.00Jul 3191.0095.00$93.004.3%131.008
$595.00Jul 3186.0090.00$88.004.5%91.005
$635.00Jul 3146.0050.00$48.008.3%270.9919
$600.00Jul 3181.0085.30$83.155.2%10.9914
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$687.50Jul 312.807.00$4.9085.7%11.00--
$690.00Jul 315.009.00$7.0057.1%31.00--
$692.50Jul 317.5011.50$9.5042.1%21.001
$700.00Aug 715.8019.00$17.4018.4%861.0015
$697.50Aug 712.5016.50$14.5027.6%20.82--

Most actively traded options today. High liquidity = easy entry/exit. 233 active (total vol 5.0K, top 279)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$687.50Jul 310.001.10$0.55200.0%2790.23523
$690.00Jul 310.000.20$0.10200.0%2430.06453
$695.00Aug 70.305.00$2.65177.4%2410.26277
$685.00Aug 73.006.50$4.7573.7%2110.4750
$685.00Jul 310.404.90$2.65169.8%1560.47372
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Aug 71.906.50$4.20109.5%2600.40397
$675.00Aug 70.705.00$2.85150.9%2000.29--
$590.00Aug 210.104.90$2.50192.0%1000.0713
$590.00Aug 280.104.90$2.50192.0%1000.07--
$700.00Aug 715.8019.00$17.4018.4%861.0015

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 122.8%, max 383.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$625.00Jul 31Aug 7144.5%30.0%381.0%5467
$715.00Jul 31Aug 2156.6%12.7%344.7%10109
$730.00Jul 31Aug 2156.2%16.6%238.4%1070
$675.00Jul 31Sep 1145.1%14.2%216.8%8185
$640.00Jul 31Aug 2162.7%20.6%203.5%322
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$655.00Jul 31Sep 486.7%17.9%383.6%6521
$675.00Jul 31Sep 1145.1%14.2%216.8%80156
$640.00Jul 31Sep 462.7%19.8%216.0%53
$650.00Jul 31Aug 2857.0%20.2%182.0%9233
$590.00Jul 31Aug 28105.3%37.4%181.1%101--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 149.00, avg 9.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$712.50$735.00Aug 28$0.15$22.35$0.15149.00$712.65
$715.00$720.00Aug 14$0.12$4.88$0.1240.67$715.12
$730.00$735.00Aug 21$0.13$4.87$0.1337.46$730.13
$715.00$730.00Jul 31$0.45$14.55$0.4532.33$715.45
$702.50$705.00Aug 14$0.13$2.37$0.1318.23$702.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$627.50$600.00Aug 14$0.20$27.30$0.20136.50$627.30
$650.00$640.00Jul 31$0.15$9.85$0.1565.67$649.85
$655.00$650.00Aug 7$0.18$4.82$0.1826.78$654.82
$640.00$627.50Aug 14$0.45$12.05$0.4526.78$639.55
$575.00$550.00Aug 21$0.98$24.02$0.9824.51$574.02

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 77.57, avg 2.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$627.50$655.00Aug 7$27.15$27.15$0.3577.57$654.65
$595.00$600.00Jul 31$4.85$4.85$0.1532.33$599.85
$650.00$665.00Jul 31$14.50$14.50$0.5029.00$664.50
$640.00$645.00Aug 21$4.65$4.65$0.3513.29$644.65
$690.00$692.50Aug 14$2.32$2.32$0.1812.89$692.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$655.00$652.50Jul 31$2.20$2.20$0.307.33$652.80
$657.50$655.00Aug 7$2.12$2.12$0.385.58$655.38
$690.00$687.50Jul 31$2.10$2.10$0.405.25$687.90
$675.00$672.50Jul 31$1.97$1.97$0.533.72$673.03
$645.00$642.50Aug 7$1.92$1.92$0.583.31$643.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.94, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$700.00Jul 31Aug 7$0.1219.6%9.1%
$705.00Jul 31Aug 7$0.1231.4%12.4%
$707.50Jul 31Aug 7$0.1339.1%14.7%
$720.00Aug 14Aug 21$0.2211.6%12.0%
$710.00Aug 7Aug 14$0.2715.9%13.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Aug 14Aug 21$0.1733.1%29.0%
$650.00Jul 31Aug 7$0.2257.0%21.6%
$675.00Jul 31Aug 7$0.2545.1%15.7%
$660.00Jul 31Aug 7$0.6342.0%18.7%
$662.50Jul 31Aug 7$0.8046.6%19.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.77% of stock, avg 3.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$682.50Jul 31$2.83$2.40$5.23$677.27$687.730.77%
$687.50Jul 31$0.55$4.90$5.45$682.05$692.950.80%
$680.00Jul 31$4.25$1.65$5.90$674.10$685.900.87%
$685.00Jul 31$2.65$3.28$5.93$679.07$690.930.87%
$690.00Jul 31$0.10$7.00$7.10$682.90$697.101.04%
$677.50Jul 31$6.50$0.93$7.43$670.07$684.931.09%
$692.50Jul 31$0.55$9.50$10.05$682.45$702.551.47%
$685.00Aug 7$4.75$5.80$10.55$674.45$695.551.55%
$690.00Aug 7$1.93$8.75$10.68$679.32$700.681.57%
$682.50Aug 7$6.35$4.50$10.85$671.65$693.351.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.15% of stock, avg 1.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$690.00$677.50Jul 31$0.10$0.93$1.03$676.47$691.03
$687.50$677.50Jul 31$0.55$0.93$1.48$676.02$688.98
$692.50$677.50Jul 31$0.55$0.93$1.48$676.02$693.98
$690.00$680.00Jul 31$0.10$1.65$1.75$678.25$691.75
$687.50$680.00Jul 31$0.55$1.65$2.20$677.80$689.70
$692.50$680.00Jul 31$0.55$1.65$2.20$677.80$694.70
$690.00$682.50Jul 31$0.10$2.40$2.50$680.00$692.50
$690.00$655.00Jul 31$0.10$2.40$2.50$652.50$692.50
$690.00$675.00Jul 31$0.10$2.60$2.70$672.30$692.70
$687.50$682.50Jul 31$0.55$2.40$2.95$679.55$690.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 281 found (best R:R 21.22, avg credit $3.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
585/590665/675Aug 21$9.55$0.4521.22$580.45$674.55
675/678688/690Aug 7$2.37$0.1318.23$675.13$689.87
658/660675/680Aug 21$4.73$0.2717.52$655.27$679.73
640/645670/675Aug 28$4.73$0.2717.52$640.27$674.73
600/605665/675Aug 21$9.38$0.6215.13$595.62$674.38
640/650665/675Aug 21$9.28$0.7212.89$640.72$674.28
680/682688/690Aug 7$2.27$0.239.87$680.23$689.77
658/660680/685Aug 21$4.53$0.479.64$655.47$684.53
660/662670/675Aug 7$4.52$0.489.42$657.98$674.52
665/668670/675Aug 7$4.52$0.489.42$662.98$674.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$670.00$672.50$675.00Jul 31$0.05$2.4549.00
$580.00$585.00$590.00Jul 31$0.15$4.8532.33
$590.00$595.00$600.00Jul 31$0.15$4.8532.33
$600.00$605.00$610.00Jul 31$0.15$4.8532.33
$700.00$702.50$705.00Aug 21$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$660.00$665.00$670.00Aug 14$0.13$4.8737.46
$675.00$680.00$685.00Sep 11$0.25$4.7519.00
$680.00$682.50$685.00Jul 31$0.13$2.3718.23
$660.00$665.00$670.00Aug 21$0.33$4.6714.15
$665.00$667.50$670.00Jul 31$0.33$2.176.58

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 124 found (best net $-0.23, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$627.50$655.001:2Aug 7-$2.10$25.40
$712.50$735.001:2Aug 28-$2.25$20.25
$655.00$670.001:2Aug 7-$1.75$13.25
$650.00$665.001:2Jul 31-$4.00$11.00
$730.00$745.001:2Jul 31-$4.72$10.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$627.50$600.001:2Aug 14-$0.23$27.27
$600.00$575.001:2Aug 14-$2.47$22.53
$635.00$615.001:2Jul 31-$4.72$15.28
$700.00$685.001:2Aug 21-$0.20$14.80
$655.00$640.001:2Sep 4-$1.28$13.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 1.69%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$685.00Sep 11$11.500.490.5%1.69%2.16%1--
$685.00Sep 4$11.100.490.5%1.63%2.10%8--
$682.50Aug 28$10.100.520.1%1.48%1.59%1--
$685.00Aug 28$8.500.480.5%1.25%1.72%714
$690.00Sep 11$8.500.441.2%1.25%2.45%1--
$685.00Aug 21$7.000.480.5%1.03%1.50%7103
$690.00Aug 28$6.600.421.2%0.97%2.17%236
$682.50Aug 14$6.500.530.1%0.95%1.06%320
$695.00Sep 11$6.000.371.9%0.88%2.82%5--
$687.50Aug 21$5.600.440.8%0.82%1.66%1--

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 3,710
Total Puts 2,001
Put/Call Ratio 0.54
Net Difference 1,709

Prior's Put/Call Breakdown

Total Calls 4,481
Total Puts 1,453
Put/Call Ratio 0.32
Net Difference 3,028

Prior 7-Day Put/Call Summary

Total Calls 37,559
Total Puts 19,624
Average Put/Call Ratio 0.58
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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