Tour v366
VSH
VISHAY INTERTECHNOLO
$37.37 -1.16%
$37.13 (-0.64%)🌙
as of 07/20 07:15 PM
7/20 19:16

Option Volume

Detail
Current (07/20) 11,848
Calls: 4,046 (34%)
Puts: 7,802 (66%)
Prior (07/17) 18,966
Calls: 15,256 (80%)
Puts: 3,710 (20%)
Current vs Prior -37.53%
Calls: -73.48% (Calls)
Puts: +110.30% (Puts)
Prior 7-Day Total 65,322
Calls: 27,583 (42%)
Puts: 37,739 (58%)
Prior 7-Day Average 9,331
Calls: 3,940 (42%)
Puts: 5,391 (58%)
Current vs Prior 7-Day Avg +26.96%
Calls: +2.68%
Puts: +44.72%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $2.00M
Calls: $1.05M (53%)
Puts: $948.4K (47%)
Prior (07/17) $9.62M
Calls: $8.16M (85%)
Puts: $1.46M (15%)
Current vs Prior -79.21%
Calls: -87.11%
Puts: -34.99%
Prior 7-Day Total $54.44M
Calls: $11.56M (21%)
Puts: $42.87M (79%)
Prior 7-Day Average $7.78M
Calls: $1.65M (21%)
Puts: $6.12M (79%)
Current vs Prior 7-Day Avg -74.28%
Calls: -36.33%
Puts: -84.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 1.93
Prior (07/17) 0.24
Current vs Prior +692.95%
Prior 7-Day Average 1.45
Current vs Prior 7-Day Avg +33.18%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 37,496
Calls: 23,100 (62%)
Puts: 14,396 (38%)
Prior (07/17) 50,711
Calls: 19,545 (39%)
Puts: 31,166 (61%)
Current vs Prior -26.06%
Prior 7-Day Total 454,453
Calls: 240,853 (53%)
Puts: 213,600 (47%)
Prior 7-Day Average 64,921
Calls: 34,407 (53%)
Puts: 30,514 (47%)
Current vs Prior 7-Day Avg -42.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 26.09% | 33.18%
Prior 28.43% | 35.70%
Current vs Prior -8.23% | -7.07%
Prior 7-Day Avg 12.35% | 29.23%
Current vs 7-Day Avg +111.28% | +13.50%
Prior 7-Day Eod 28.43% | 35.70%
Current vs 7-Day Eod -8.23% | -7.07%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 30.65% | 11.80%
Calls: 28.57% | 13.70%
Puts: 32.73% | 9.90%
Prior 30.65% | 11.80%
Calls: 28.57% | 13.70%
Puts: 32.73% | 9.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 30.65% | 11.80%
Calls: 28.57% | 13.70%
Puts: 32.73% | 9.90%
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. Extreme bearish P/C ratio of 1.93 - heavy put buying. P/C ratio rising 693% - increased hedging/bearish positioning. Call-heavy open interest (23,100 calls vs 14,396 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 3 of results (avg 7.2%, best 5.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 218.909.40$9.155.5%110.78--
$35.00Aug 215.806.30$6.058.3%330.645.0K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 216.206.70$6.457.8%40.521.7K

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. 3 found (avg delta 0.65, highest 0.78)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 218.909.40$9.155.5%110.78--
$35.00Aug 215.806.30$6.058.3%330.645.0K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 216.206.70$6.457.8%40.521.7K

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 3.7K, top 3.4K)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.202.45$2.3310.7%3.4K0.341.6K
$40.00Aug 213.504.00$3.7513.3%1000.485.2K
$35.00Aug 215.806.30$6.058.3%330.645.0K
$30.00Aug 218.909.40$9.155.5%110.78--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 213.503.90$3.7010.8%690.362.3K
$30.00Aug 211.652.10$1.8823.9%250.21610
$40.00Aug 216.206.70$6.457.8%40.521.7K

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. 5 found (best R:R 2.52, avg 1.37)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$45.00Aug 21$1.42$3.58$1.422.52$41.42
$35.00$40.00Aug 21$2.30$2.70$2.301.17$37.30
$30.00$35.00Aug 21$3.10$1.90$3.100.61$33.10
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$30.00Aug 21$1.82$3.18$1.821.75$33.18
$40.00$35.00Aug 21$2.75$2.25$2.750.82$37.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 1.63, avg 0.93)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$35.00Aug 21$3.10$3.10$1.901.63$33.10
$35.00$40.00Aug 21$2.30$2.30$2.700.85$37.30
$40.00$45.00Aug 21$1.42$1.42$3.580.40$41.42
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$35.00Aug 21$2.75$2.75$2.251.22$37.25
$35.00$30.00Aug 21$1.82$1.82$3.180.57$33.18

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. 3 found (cheapest 26.09% of stock, avg 27.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Aug 21$6.05$3.70$9.75$25.25$44.7526.09%
$40.00Aug 21$3.75$6.45$10.20$29.80$50.2027.29%
$30.00Aug 21$9.15$1.88$11.03$18.97$41.0329.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 11.27% of stock, avg 15.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$30.00Aug 21$2.33$1.88$4.21$25.79$49.21
$40.00$30.00Aug 21$3.75$1.88$5.63$24.37$45.63
$45.00$35.00Aug 21$2.33$3.70$6.03$28.97$51.03
$40.00$35.00Aug 21$3.75$3.70$7.45$27.55$47.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.84, avg credit $3.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3540/45Aug 21$3.24$1.761.84$31.76$43.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 5.25, cheapest $0.80)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$30.00$35.00$40.00Aug 21$0.80$4.205.25
$35.00$40.00$45.00Aug 21$0.88$4.124.68
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$30.00$35.00$40.00Aug 21$0.93$4.074.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-0.06, 5 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Aug 21-$0.91$4.09
$35.00$40.001:2Aug 21-$1.45$3.55
$30.00$35.001:2Aug 21-$2.95$2.05
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$35.00$30.001:2Aug 21-$0.06$4.94
$40.00$35.001:2Aug 21-$0.95$4.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 9.37%, avg 7.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Aug 21$3.500.487.0%9.37%16.40%1005.2K
$45.00Aug 21$2.200.3420.4%5.89%26.30%3.4K1.6K

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 4,046
Total Puts 7,802
Put/Call Ratio 1.93
Net Difference -3,756

Prior's Put/Call Breakdown

Total Calls 15,256
Total Puts 3,710
Put/Call Ratio 0.24
Net Difference 11,546

Prior 7-Day Put/Call Summary

Total Calls 27,583
Total Puts 37,739
Average Put/Call Ratio 1.45
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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