Tour v390
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$21.55 +0.84%
$21.63 (+0.37%)🌙
as of 07/22 09:22 PM
7/22 21:22

Option Volume

Detail
Current (07/22) 46,875
Calls: 36,393 (78%)
Puts: 10,482 (22%)
Prior (07/21) 38,308
Calls: 30,039 (78%)
Puts: 8,269 (22%)
Current vs Prior +22.36%
Calls: +21.15% (Calls)
Puts: +26.76% (Puts)
Prior 7-Day Total 384,065
Calls: 330,964 (86%)
Puts: 53,101 (14%)
Prior 7-Day Average 54,866
Calls: 47,280 (86%)
Puts: 7,585 (14%)
Current vs Prior 7-Day Avg -14.57%
Calls: -23.03%
Puts: +38.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $1.92M
Calls: $1.16M (61%)
Puts: $754.2K (39%)
Prior (07/21) $4.44M
Calls: $1.19M (27%)
Puts: $3.25M (73%)
Current vs Prior -56.85%
Calls: -2.07%
Puts: -76.82%
Prior 7-Day Total $26.14M
Calls: $14.31M (55%)
Puts: $11.83M (45%)
Prior 7-Day Average $3.73M
Calls: $2.04M (55%)
Puts: $1.69M (45%)
Current vs Prior 7-Day Avg -48.71%
Calls: -43.19%
Puts: -55.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.29
Prior (07/21) 0.28
Current vs Prior +4.63%
Prior 7-Day Average 0.18
Current vs Prior 7-Day Avg +59.29%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 202,197
Calls: 163,197 (81%)
Puts: 39,000 (19%)
Prior (07/21) 182,431
Calls: 137,252 (75%)
Puts: 45,179 (25%)
Current vs Prior +10.83%
Prior 7-Day Total 1,258,936
Calls: 906,660 (72%)
Puts: 352,276 (28%)
Prior 7-Day Average 179,848
Calls: 129,522 (72%)
Puts: 50,325 (28%)
Current vs Prior 7-Day Avg +12.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.29% | 7.98%14.57% | 22.83%
Prior 5.57% | 8.19%14.23% | 25.08%
Current vs Prior -5.00% | -2.54%+2.43% | -8.98%
Prior 7-Day Avg 6.40% | 7.78%8.17% | 19.15%
Current vs 7-Day Avg -17.37% | +2.61%+78.26% | +19.22%
Prior 7-Day Eod 5.57% | 8.19%14.23% | 25.08%
Current vs 7-Day Eod -5.00% | -2.54%+2.43% | -8.98%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Prior 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($1.16M). Light premium activity with dollar volume down 57% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (36,393 calls vs 10,482 puts). Call-heavy open interest (163,197 calls vs 39,000 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 BEARISH
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 -- 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. 1 found (avg $0.67, cheapest $0.67)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.610.73$0.6717.9%3370.2711.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 242.072.85$2.4631.7%111.0076
$19.00Jul 312.162.95$2.5630.9%781.00226
$20.00Jul 241.251.84$1.5538.1%170.9568
$20.00Jul 311.351.87$1.6132.3%210.92159
$20.50Jul 240.771.25$1.0147.5%1670.90229
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 243.154.00$3.5823.7%400.96--
$24.00Jul 242.202.96$2.5829.5%300.93203
$23.50Jul 241.782.35$2.0727.5%40.90--
$25.00Jul 312.673.90$3.2937.4%30.86--
$23.00Jul 241.221.91$1.5743.9%110.85935

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 42.7K, top 7.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.070.12$0.1050.0%7.8K0.1528.1K
$22.50Jul 240.110.16$0.1435.7%6.7K0.215.6K
$22.00Jul 240.150.30$0.2268.2%6.0K0.347.3K
$25.00Jul 310.120.23$0.1861.1%2.6K0.131.0K
$22.00Jul 310.370.65$0.5154.9%2.1K0.392.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 240.020.06$0.04100.0%5.7K0.101.1K
$21.00Jul 240.110.20$0.1656.2%2.7K0.272.1K
$21.50Jul 240.200.45$0.3375.8%3670.471.1K
$22.00Jul 310.821.25$1.0341.7%1440.60247
$22.00Jul 240.590.94$0.7646.1%860.661.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 25.7%, max 72.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 24Aug 2177.5%45.0%72.4%19158
$23.50Jul 24Aug 792.7%63.8%45.3%2906.0K
$25.00Jul 24Aug 28112.3%79.7%40.8%84.3K
$24.50Jul 24Aug 2899.9%78.8%26.9%3673.1K
$24.00Jul 24Aug 2897.9%78.6%24.6%5418.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 24Aug 21112.3%74.2%51.3%52--
$19.50Jul 24Aug 2175.5%52.0%45.4%56--
$24.00Jul 24Aug 2197.9%67.8%44.3%60878
$23.50Jul 24Aug 2192.7%65.7%41.2%3453
$23.00Jul 24Aug 2183.1%65.3%27.3%31935

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 4.88, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$25.00Aug 14$0.34$1.66$0.344.88$23.34
$22.50$23.00Aug 14$0.11$0.39$0.113.55$22.61
$23.00$24.00Aug 21$0.23$0.77$0.233.35$23.23
$24.00$24.50Aug 7$0.12$0.38$0.123.17$24.12
$24.00$24.50Aug 28$0.12$0.38$0.123.17$24.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.00$19.50Aug 21$0.11$0.39$0.113.55$19.89
$21.00$20.50Jul 24$0.12$0.38$0.123.17$20.88
$20.50$20.00Jul 31$0.14$0.36$0.142.57$20.36
$21.50$21.00Jul 24$0.17$0.33$0.171.94$21.33
$22.00$21.50Jul 31$0.24$0.26$0.241.08$21.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 4.00, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$20.50Jul 31$0.38$0.38$0.123.17$20.38
$20.50$21.00Jul 24$0.35$0.35$0.152.33$20.85
$19.50$20.00Aug 21$0.32$0.32$0.181.78$19.82
$22.50$23.00Aug 7$0.31$0.31$0.191.63$22.81
$21.00$21.50Aug 21$0.31$0.31$0.191.63$21.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$24.00Aug 21$0.80$0.80$0.204.00$24.20
$23.50$23.00Jul 31$0.38$0.38$0.123.17$23.12
$23.00$22.00Aug 21$0.74$0.74$0.262.85$22.26
$24.00$23.50Aug 21$0.37$0.37$0.132.85$23.63
$23.50$21.50Aug 7$1.47$1.47$0.532.77$22.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.24, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Jul 24Jul 31$0.0659.2%43.3%
$19.00Jul 24Jul 31$0.1077.5%47.3%
$23.50Jul 24Jul 31$0.1092.7%59.8%
$24.50Jul 24Jul 31$0.1599.9%76.8%
$25.00Jul 24Jul 31$0.15112.3%84.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Jul 24Jul 31$0.1059.2%43.3%
$20.50Jul 24Jul 31$0.2254.1%45.4%
$22.50Jul 24Jul 31$0.2272.9%58.8%
$19.00Jul 31Aug 21$0.2247.3%45.0%
$23.50Jul 24Jul 31$0.2692.7%59.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 3.29% of stock, avg 11.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.50Jul 24$0.38$0.33$0.71$20.79$22.213.29%
$21.00Jul 24$0.66$0.16$0.82$20.18$21.823.81%
$22.00Jul 24$0.22$0.76$0.98$21.02$22.984.55%
$20.50Jul 24$1.01$0.04$1.05$19.45$21.554.87%
$22.50Jul 24$0.14$1.26$1.40$21.10$23.906.50%
$21.00Jul 31$0.93$0.52$1.45$19.55$22.456.73%
$21.50Jul 31$0.69$0.79$1.48$20.02$22.986.87%
$20.50Jul 31$1.23$0.26$1.49$19.01$21.996.91%
$22.00Jul 31$0.51$1.03$1.54$20.46$23.547.15%
$20.00Jul 24$1.55$0.02$1.57$18.43$21.577.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.42% of stock, avg 5.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$20.50Jul 24$0.05$0.04$0.09$20.41$24.09
$23.50$20.50Jul 24$0.07$0.04$0.11$20.39$23.61
$23.00$20.50Jul 24$0.10$0.04$0.14$20.36$23.14
$22.50$20.50Jul 24$0.14$0.04$0.18$20.32$22.68
$24.00$21.00Jul 24$0.05$0.16$0.21$20.79$24.21
$23.50$21.00Jul 24$0.07$0.16$0.23$20.77$23.73
$22.00$20.50Jul 24$0.22$0.04$0.26$20.24$22.26
$23.00$21.00Jul 24$0.10$0.16$0.26$20.74$23.26
$24.00$19.00Jul 31$0.23$0.03$0.26$18.74$24.26
$24.00$19.50Jul 31$0.23$0.05$0.28$19.22$24.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 8.09, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2122/23Aug 7$0.89$0.118.09$20.11$23.39
22/2424/24Aug 7$1.59$0.413.88$21.91$25.59
20/2021/22Jul 31$0.38$0.123.17$20.12$21.38
20/2122/22Aug 7$0.76$0.243.17$20.24$22.26
21/2224/24Aug 7$0.38$0.123.17$21.12$24.38
20/2123/24Aug 21$0.76$0.243.17$20.24$23.76
20/2122/22Aug 21$0.75$0.253.00$20.25$22.25
20/2023/24Jul 31$0.36$0.142.57$20.14$23.36
20/2122/22Aug 7$0.72$0.282.57$20.28$22.72
20/2122/22Aug 21$0.72$0.282.57$20.28$22.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Jul 31$0.05$0.459.00
$20.50$21.00$21.50Jul 31$0.06$0.447.33
$21.00$21.50$22.00Jul 31$0.06$0.447.33
$20.50$21.00$21.50Jul 24$0.07$0.436.14
$21.50$22.00$22.50Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Jul 24$0.07$0.436.14
$19.50$20.00$20.50Jul 31$0.07$0.436.14
$20.00$20.50$21.00Jul 24$0.10$0.404.00
$20.00$20.50$21.00Jul 31$0.12$0.383.17
$22.50$23.00$23.50Jul 24$0.19$0.311.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.07, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$25.001:2Aug 14-$0.07$1.93
$21.50$22.501:2Aug 14-$0.46$0.54
$23.00$24.001:2Aug 21-$0.53$0.47
$21.50$22.001:2Jul 24-$0.06$0.44
$22.00$22.501:2Jul 24-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$20.001:2Aug 21-$0.07$0.93
$21.50$21.001:2Jul 31-$0.25$0.25
$22.50$22.001:2Jul 24-$0.26$0.24
$25.50$24.001:2Aug 7-$1.37$0.13
$20.00$19.501:2Aug 21-$0.38$0.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 5.24%, avg 2.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Aug 28$1.130.472.1%5.24%7.33%5322
$22.50Aug 28$1.050.434.4%4.87%9.28%41
$23.00Aug 28$1.040.416.7%4.83%11.55%1164
$22.00Aug 21$1.000.472.1%4.64%6.73%1381.1K
$23.00Aug 21$0.870.396.7%4.04%10.77%29970
$22.00Aug 7$0.750.452.1%3.48%5.57%259660
$25.00Aug 28$0.740.2916.0%3.43%19.44%3--
$24.00Aug 28$0.730.3411.4%3.39%14.76%156
$22.50Aug 21$0.710.424.4%3.29%7.70%62
$23.00Aug 14$0.650.366.7%3.02%9.74%20217

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 36,393
Total Puts 10,482
Put/Call Ratio 0.29
Net Difference 25,911

Prior's Put/Call Breakdown

Total Calls 30,039
Total Puts 8,269
Put/Call Ratio 0.28
Net Difference 21,770

Prior 7-Day Put/Call Summary

Total Calls 330,964
Total Puts 53,101
Average Put/Call Ratio 0.18
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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