Tour v390
VRRM
VERRA MOBILITY CORP A
$4.00 -2.91%
$4.03 (+0.75%)🌙
as of 07/22 09:20 PM
7/22 21:20

Option Volume

Detail
Current (07/22) 447
Calls: 417 (93%)
Puts: 30 (7%)
Prior (07/21) 1,680
Calls: 781 (46%)
Puts: 899 (54%)
Current vs Prior -73.39%
Calls: -46.61% (Calls)
Puts: -96.66% (Puts)
Prior 7-Day Total 10,232
Calls: 8,544 (84%)
Puts: 1,688 (16%)
Prior 7-Day Average 1,461
Calls: 1,220 (84%)
Puts: 241 (16%)
Current vs Prior 7-Day Avg -69.42%
Calls: -65.84%
Puts: -87.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $17.5K
Calls: $13.3K (76%)
Puts: $4.2K (24%)
Prior (07/21) $142.1K
Calls: $27.9K (20%)
Puts: $114.2K (80%)
Current vs Prior -87.70%
Calls: -52.26%
Puts: -96.37%
Prior 7-Day Total $588.1K
Calls: $373.3K (63%)
Puts: $214.8K (37%)
Prior 7-Day Average $84.0K
Calls: $53.3K (63%)
Puts: $30.7K (37%)
Current vs Prior 7-Day Avg -79.20%
Calls: -75.01%
Puts: -86.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.07
Prior (07/21) 1.15
Current vs Prior -93.75%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg -76.65%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 11,572
Calls: 10,504 (91%)
Puts: 1,068 (9%)
Prior (07/21) 13,370
Calls: 13,370 (100%)
Puts: -- (0%)
Current vs Prior -13.45%
Prior 7-Day Total 168,338
Calls: 156,380 (93%)
Puts: 11,958 (7%)
Prior 7-Day Average 24,048
Calls: 22,340 (92%)
Puts: 1,993 (8%)
Current vs Prior 7-Day Avg -51.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 32.00% | 34.25%
Prior 27.43% | 34.71%
Current vs Prior +16.67% | -1.32%
Prior 7-Day Avg 22.31% | 32.62%
Current vs 7-Day Avg +43.43% | +4.98%
Prior 7-Day Eod 27.43% | 34.71%
Current vs 7-Day Eod +16.67% | -1.32%
Sentiment BEARISH

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 bullish conviction with 76% of dollar volume in calls ($13.3K) vs puts ($4.2K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 73% vs prior. Extreme bullish P/C ratio of 0.07 - heavy call buying (417 calls vs 30 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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. 1 found (avg delta 0.76, highest 0.76)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.051.25$1.1517.4%50.76--

Most actively traded options today. High liquidity = easy entry/exit. 2 active (total vol 177, top 172)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.100.15$0.1338.5%1720.236.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.051.25$1.1517.4%50.76--

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 32.00% of stock, avg 32.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Aug 21$0.13$1.15$1.28$3.72$6.2832.00%

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 2.50%, avg 2.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Aug 21$0.100.2325.0%2.50%27.50%1726.8K

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 417
Total Puts 30
Put/Call Ratio 0.07
Net Difference 387

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,544
Total Puts 1,688
Average Put/Call Ratio 0.31
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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