Tour v366
VRRM
VERRA MOBILITY CORP A
$4.07 -1.21%
$4.08 (+0.25%)🌙
as of 07/20 07:15 PM
7/20 19:15

Option Volume

Detail
Current (07/20) 880
Calls: 778 (88%)
Puts: 102 (12%)
Prior (07/17) 4,099
Calls: 3,892 (95%)
Puts: 207 (5%)
Current vs Prior -78.53%
Calls: -80.01% (Calls)
Puts: -50.72% (Puts)
Prior 7-Day Total 8,115
Calls: 7,398 (91%)
Puts: 717 (9%)
Prior 7-Day Average 1,159
Calls: 1,056 (91%)
Puts: 102 (9%)
Current vs Prior 7-Day Avg -24.09%
Calls: -26.39%
Puts: -0.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $25.4K
Calls: $13.4K (53%)
Puts: $11.9K (47%)
Prior (07/17) $120.9K
Calls: $98.0K (81%)
Puts: $22.9K (19%)
Current vs Prior -79.03%
Calls: -86.31%
Puts: -47.92%
Prior 7-Day Total $432.8K
Calls: $341.8K (79%)
Puts: $91.0K (21%)
Prior 7-Day Average $61.8K
Calls: $48.8K (79%)
Puts: $13.0K (21%)
Current vs Prior 7-Day Avg -58.98%
Calls: -72.52%
Puts: -8.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.13
Prior (07/17) 0.05
Current vs Prior +146.50%
Prior 7-Day Average 0.14
Current vs Prior 7-Day Avg -9.22%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 28,873
Calls: 24,517 (85%)
Puts: 4,356 (15%)
Prior (07/17) 33,120
Calls: 31,905 (96%)
Puts: 1,215 (4%)
Current vs Prior -12.82%
Prior 7-Day Total 162,588
Calls: 150,774 (93%)
Puts: 11,814 (7%)
Prior 7-Day Average 23,226
Calls: 21,539 (93%)
Puts: 1,687 (7%)
Current vs Prior 7-Day Avg +24.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 28.99% | 37.10%
Prior 32.28% | 39.56%
Current vs Prior -10.19% | -6.22%
Prior 7-Day Avg 20.00% | 31.06%
Current vs 7-Day Avg +44.95% | +19.43%
Prior 7-Day Eod 32.28% | 39.56%
Current vs 7-Day Eod -10.19% | -6.22%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 44.83% | 109.86%
Calls: 75.76% | 139.71%
Puts: 13.89% | 80.00%
Prior 44.83% | 109.86%
Calls: 75.76% | 139.71%
Puts: 13.89% | 80.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 44.83% | 109.86%
Calls: 75.76% | 139.71%
Puts: 13.89% | 80.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 79% vs prior. Extreme bullish P/C ratio of 0.13 - heavy call buying (778 calls vs 102 puts). P/C ratio rising 146% - 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 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 1 of results (avg 9.5%, best 9.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.001.10$1.059.5%400.76--

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. 1 found (avg delta 0.76, highest 0.76)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.001.10$1.059.5%400.76--

Most actively traded options today. High liquidity = easy entry/exit. 2 active (total vol 271, top 231)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.100.15$0.1338.5%2310.246.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.001.10$1.059.5%400.76--

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

No setups found for this strategy

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

No setups found for this strategy

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

No setups found for this strategy

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 28.99% of stock, avg 28.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Aug 21$0.13$1.05$1.18$3.82$6.1828.99%

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

No strangle setups found

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

No iron condor setups found

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

No setups found for this strategy

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

No setups found for this strategy

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 2.46%, avg 2.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.100.2422.9%2.46%25.31%2316.5K

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 778
Total Puts 102
Put/Call Ratio 0.13
Net Difference 676

Prior's Put/Call Breakdown

Total Calls 3,892
Total Puts 207
Put/Call Ratio 0.05
Net Difference 3,685

Prior 7-Day Put/Call Summary

Total Calls 7,398
Total Puts 717
Average Put/Call Ratio 0.14
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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