Tour v381
VRRM
VERRA MOBILITY CORP A
$4.12 +1.23%
7/21 19:14

Option Volume

Detail
Current (07/21) 1,680
Calls: 781 (46%)
Puts: 899 (54%)
Prior (07/20) 880
Calls: 778 (88%)
Puts: 102 (12%)
Current vs Prior +90.91%
Calls: +0.39% (Calls)
Puts: +781.37% (Puts)
Prior 7-Day Total 8,704
Calls: 7,907 (91%)
Puts: 797 (9%)
Prior 7-Day Average 1,243
Calls: 1,129 (91%)
Puts: 113 (9%)
Current vs Prior 7-Day Avg +35.11%
Calls: -30.86%
Puts: +689.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $142.1K
Calls: $27.9K (20%)
Puts: $114.2K (80%)
Prior (07/20) $25.4K
Calls: $13.4K (53%)
Puts: $11.9K (47%)
Current vs Prior +460.32%
Calls: +108.09%
Puts: +855.98%
Prior 7-Day Total $452.2K
Calls: $351.3K (78%)
Puts: $100.8K (22%)
Prior 7-Day Average $64.6K
Calls: $50.2K (78%)
Puts: $14.4K (22%)
Current vs Prior 7-Day Avg +119.96%
Calls: -44.38%
Puts: +692.51%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.15
Prior (07/20) 0.13
Current vs Prior +777.99%
Prior 7-Day Average 0.15
Current vs Prior 7-Day Avg +660.02%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 13,370
Calls: 13,370 (100%)
Puts: -- (0%)
Prior (07/20) 28,873
Calls: 24,517 (85%)
Puts: 4,356 (15%)
Current vs Prior -53.69%
Prior 7-Day Total 170,843
Calls: 156,216 (91%)
Puts: 14,627 (9%)
Prior 7-Day Average 24,406
Calls: 22,316 (91%)
Puts: 2,089 (9%)
Current vs Prior 7-Day Avg -45.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 27.43% | 34.71%
Prior 28.99% | 37.10%
Current vs Prior -5.40% | -6.45%
Prior 7-Day Avg 21.10% | 31.86%
Current vs 7-Day Avg +30.00% | +8.94%
Prior 7-Day Eod 28.99% | 37.10%
Current vs 7-Day Eod -5.40% | -6.45%
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

Strong bearish conviction with 80% of dollar volume in puts ($114.2K) vs calls ($27.9K). Massive premium surge with dollar volume up 460% vs prior. Dollar volume significantly above 7-day average (120% higher). Above-average activity with volume up 91% vs prior.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 1 active (total vol 323, top 323)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.100.15$0.1338.5%3230.246.7K
PUTS (0)
No puts meet the criteria

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

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 2.43%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.100.2421.4%2.43%23.79%3236.7K

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 781
Total Puts 899
Put/Call Ratio 1.15
Net Difference -118

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,907
Total Puts 797
Average Put/Call Ratio 0.15
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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