Tour v477
VOO
VANGUARD S&P 500 ETF
$686.65 +0.71%
$684.75 (-0.28%)🌙
as of 07/31 07:18 PM
7/31 19:18

Option Volume

Detail
Current (07/31) 6,605
Calls: 4,014 (61%)
Puts: 2,591 (39%)
Prior (07/30) 5,711
Calls: 3,710 (65%)
Puts: 2,001 (35%)
Current vs Prior +15.65%
Calls: +8.19% (Calls)
Puts: +29.49% (Puts)
Prior 7-Day Total 59,827
Calls: 39,190 (66%)
Puts: 20,637 (34%)
Prior 7-Day Average 8,546
Calls: 5,598 (66%)
Puts: 2,948 (34%)
Current vs Prior 7-Day Avg -22.72%
Calls: -28.30%
Puts: -12.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $6.81M
Calls: $6.21M (91%)
Puts: $606.1K (9%)
Prior (07/30) $5.07M
Calls: $4.04M (80%)
Puts: $1.02M (20%)
Current vs Prior +34.42%
Calls: +53.48%
Puts: -40.82%
Prior 7-Day Total $109.99M
Calls: $96.25M (88%)
Puts: $13.74M (12%)
Prior 7-Day Average $15.71M
Calls: $13.75M (88%)
Puts: $1.96M (12%)
Current vs Prior 7-Day Avg -56.65%
Calls: -54.87%
Puts: -69.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.65
Prior (07/30) 0.54
Current vs Prior +19.68%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +9.10%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 27,981
Calls: 17,664 (63%)
Puts: 10,317 (37%)
Prior (07/30) 31,249
Calls: 18,915 (61%)
Puts: 12,334 (39%)
Current vs Prior -10.46%
Prior 7-Day Total 169,801
Calls: 110,666 (65%)
Puts: 59,135 (35%)
Prior 7-Day Average 24,257
Calls: 15,809 (65%)
Puts: 8,447 (35%)
Current vs Prior 7-Day Avg +15.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.39% | 1.54%2.65% | 4.67%
Prior 0.98% | 1.82%3.01% | 4.82%
Current vs Prior +57.52% | +18.51%-12.06% | -3.13%
Prior 7-Day Avg 1.43% | 2.33%3.47% | 5.26%
Current vs 7-Day Avg +7.49% | -7.38%-23.62% | -11.30%
Prior 7-Day Eod 0.98% | 1.82%3.01% | 4.82%
Current vs 7-Day Eod +57.52% | +18.51%-12.06% | -3.13%
Sentiment BEARISHBULLISH

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 91% of dollar volume in calls ($6.21M) vs puts ($606.1K). Bullish P/C ratio of 0.65. Call-heavy open interest (17,664 calls vs 10,317 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 25 of results (avg 4.4%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 7135.70138.60$137.152.1%60.95--
$555.00Aug 7130.70133.60$132.152.2%10.94--
$565.00Aug 7120.80123.60$122.202.3%50.94--
$560.00Aug 7125.60128.60$127.102.4%10.94--
$570.00Aug 7115.60118.60$117.102.6%40.94--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Aug 1432.4034.50$33.456.3%11.00--

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. 84 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Jul 3144.5049.00$46.759.6%11.00--
$650.00Jul 3134.5039.00$36.7512.2%191.006
$665.00Jul 3119.5024.00$21.7520.7%31.0022
$672.50Jul 3112.0016.50$14.2531.6%681.0024
$677.50Jul 317.0011.50$9.2548.6%111.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Aug 1432.4034.50$33.456.3%11.00--
$700.00Aug 711.8015.50$13.6527.1%500.99--
$695.00Jul 316.0010.50$8.2554.5%10.981
$687.50Jul 310.002.55$1.27200.8%90.84139
$695.00Aug 219.1013.90$11.5041.7%100.65--

Most actively traded options today. High liquidity = easy entry/exit. 260 active (total vol 5.2K, top 523)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$687.50Jul 310.000.40$0.20200.0%5230.21566
$685.00Jul 310.052.80$1.42193.7%3261.00432
$695.00Aug 70.551.20$0.8873.9%2210.19511
$697.50Jul 310.001.05$0.53198.1%2060.11370
$700.00Aug 70.100.30$0.20100.0%1970.06199
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$672.50Jul 310.000.05$0.03166.7%1640.01440
$680.00Jul 310.000.05$0.03166.7%1590.0264
$677.50Jul 310.000.05$0.03166.7%1400.02221
$675.00Aug 70.951.90$1.4266.9%1350.19360
$682.50Aug 72.003.60$2.8057.1%1200.35107

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 1460.2%, max 5014.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$720.00Jul 31Sep 4611.5%12.0%5014.3%657
$715.00Jul 31Sep 11552.8%12.1%4473.3%247
$615.00Jul 31Aug 281097.8%24.7%4344.0%4--
$645.00Jul 31Aug 21721.9%18.3%3849.5%2433
$605.00Jul 31Aug 28953.0%26.6%3485.7%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$580.00Jul 31Aug 141529.3%42.1%3532.7%31
$655.00Jul 31Aug 21591.5%18.6%3078.8%6150
$657.50Jul 31Sep 11558.2%17.7%3051.1%318
$662.50Jul 31Sep 11490.2%16.7%2836.2%33233
$667.50Jul 31Sep 11420.1%15.5%2613.6%6677

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 149.00, avg 10.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$715.00$720.00Aug 14$0.10$4.90$0.1049.00$715.10
$710.00$715.00Aug 21$0.13$4.87$0.1337.46$710.13
$710.00$715.00Aug 14$0.23$4.77$0.2320.74$710.23
$715.00$720.00Aug 7$0.30$4.70$0.3015.67$715.30
$687.50$690.00Jul 31$0.17$2.33$0.1713.71$687.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$625.00$580.00Aug 14$0.30$44.70$0.30149.00$624.70
$645.00$625.00Aug 14$0.15$19.85$0.15132.33$644.85
$650.00$625.00Jul 31$0.22$24.78$0.22112.64$649.78
$610.00$600.00Aug 21$0.15$9.85$0.1565.67$609.85
$635.00$627.50Aug 7$0.12$7.38$0.1261.50$634.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 56.14, avg 3.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$630.00$670.00Aug 7$39.30$39.30$0.7056.14$669.30
$560.00$565.00Aug 7$4.90$4.90$0.1049.00$564.90
$590.00$595.00Aug 7$4.90$4.90$0.1049.00$594.90
$655.00$660.00Aug 21$4.85$4.85$0.1532.33$659.85
$605.00$615.00Aug 7$9.65$9.65$0.3527.57$614.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$667.50$665.00Jul 31$2.37$2.37$0.1318.23$665.13
$695.00$687.50Jul 31$6.98$6.98$0.5213.42$688.02
$720.00$690.00Aug 14$26.00$26.00$4.006.50$694.00
$700.00$690.00Aug 7$8.00$8.00$2.004.00$692.00
$690.00$687.50Aug 7$1.20$1.20$1.300.92$688.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.70, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$700.00Jul 31Aug 7$0.15133.9%8.6%
$710.00Jul 31Aug 7$0.17220.9%14.0%
$605.00Jul 31Aug 7$0.20953.0%48.6%
$705.00Jul 31Aug 7$0.20191.1%12.0%
$707.50Aug 7Aug 14$0.309.8%9.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 7Aug 21$0.3539.9%25.6%
$610.00Aug 21Aug 28$0.3527.5%26.0%
$600.00Aug 7Aug 21$0.3739.7%29.2%
$640.00Aug 21Aug 28$0.3722.1%20.4%
$645.00Aug 7Aug 14$0.4825.8%21.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 0.21% of stock, avg 3.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$687.50Jul 31$0.20$1.27$1.47$686.03$688.970.21%
$685.00Jul 31$1.42$0.65$2.07$682.93$687.070.30%
$682.50Jul 31$4.33$0.53$4.86$677.64$687.360.71%
$680.00Jul 31$6.75$0.03$6.78$673.22$686.780.99%
$695.00Jul 31$0.03$8.25$8.28$686.72$703.281.21%
$690.00Aug 7$2.93$5.65$8.58$681.42$698.581.25%
$687.50Aug 7$4.55$4.45$9.00$678.50$696.501.31%
$677.50Jul 31$9.25$0.03$9.28$668.22$686.781.35%
$685.00Aug 7$6.10$3.65$9.75$675.25$694.751.42%
$682.50Aug 7$8.05$2.80$10.85$671.65$693.351.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.11% of stock, avg 1.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$687.50$682.50Jul 31$0.20$0.53$0.73$681.77$688.23
$687.50$685.00Jul 31$0.20$0.65$0.85$684.15$688.35
$697.50$675.00Aug 7$0.38$1.42$1.80$673.20$699.30
$697.50$677.50Aug 7$0.38$1.50$1.88$675.62$699.38
$695.00$675.00Aug 7$0.88$1.42$2.30$672.70$697.30
$697.50$680.00Aug 7$0.38$1.90$2.28$677.72$699.78
$695.00$677.50Aug 7$0.88$1.50$2.38$675.12$697.38
$687.50$670.00Jul 31$0.20$2.40$2.60$667.40$690.10
$687.50$667.50Jul 31$0.20$2.40$2.60$664.90$690.10
$687.50$662.50Jul 31$0.20$2.40$2.60$659.90$690.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 344 found (best R:R 25.79, avg credit $3.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
645/650662/670Aug 14$7.22$0.2825.79$642.78$669.72
655/660662/670Aug 14$7.22$0.2825.79$652.78$669.72
625/630655/662Sep 4$7.22$0.2825.79$622.78$662.22
670/672678/680Aug 28$2.40$0.1024.00$670.10$679.90
615/620650/655Aug 21$4.78$0.2221.73$615.22$654.78
635/640650/655Aug 21$4.78$0.2221.73$635.22$654.78
668/670678/680Aug 21$2.38$0.1219.83$667.62$679.88
645/650658/662Aug 14$4.72$0.2816.86$645.28$662.22
660/662670/672Aug 14$2.35$0.1515.67$660.15$672.35
678/680685/688Aug 14$2.35$0.1515.67$677.65$687.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$575.00$580.00$585.00Aug 7$0.10$4.9049.00
$670.00$672.50$675.00Aug 7$0.05$2.4549.00
$710.00$715.00$720.00Aug 14$0.13$4.8737.46
$555.00$560.00$565.00Aug 7$0.15$4.8532.33
$677.50$680.00$682.50Jul 31$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$670.00$672.50$675.00Aug 28$0.05$2.4549.00
$610.00$615.00$620.00Aug 28$0.17$4.8328.41
$662.50$665.00$667.50Aug 7$0.10$2.4024.00
$660.00$665.00$670.00Aug 28$0.20$4.8024.00
$670.00$672.50$675.00Aug 7$0.12$2.3819.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 137 found (best net $-0.08, 111 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$662.50$680.001:2Sep 4-$3.60$13.90
$660.00$675.001:2Aug 21-$4.75$10.25
$705.00$715.001:2Sep 11-$0.14$9.86
$720.00$730.001:2Jul 31-$2.40$7.60
$730.00$740.001:2Jul 31-$2.40$7.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$580.001:2Aug 14-$0.08$44.92
$625.00$590.001:2Jul 31-$4.67$30.33
$600.00$570.001:2Sep 11-$0.21$29.79
$657.50$630.001:2Sep 4-$0.65$26.85
$625.00$600.001:2Sep 4-$0.53$24.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 1.54%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$690.00Sep 11$10.600.470.5%1.54%2.03%3--
$690.00Sep 4$9.900.470.5%1.44%1.93%5135
$692.50Sep 11$9.100.440.8%1.33%2.18%12--
$692.50Sep 4$8.800.440.8%1.28%2.13%22.2K
$690.00Aug 28$8.400.470.5%1.22%1.71%2735
$692.50Aug 28$6.800.420.8%0.99%1.84%320
$690.00Aug 21$6.200.450.5%0.90%1.39%12429
$695.00Aug 28$5.900.391.2%0.86%2.08%532
$687.50Aug 14$5.800.490.1%0.84%0.97%621
$697.50Sep 4$5.600.361.6%0.82%2.40%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 4,014
Total Puts 2,591
Put/Call Ratio 0.65
Net Difference 1,423

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 39,190
Total Puts 20,637
Average Put/Call Ratio 0.59
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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