Tour v423
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$22.21 -0.67%
$22.31 (+0.47%)🌙
as of 07/27 07:16 PM
7/27 19:16

Option Volume

Detail
Current (07/27) 29,778
Calls: 23,954 (80%)
Puts: 5,824 (20%)
Prior (07/24) 58,610
Calls: 52,641 (90%)
Puts: 5,969 (10%)
Current vs Prior -49.19%
Calls: -54.50% (Calls)
Puts: -2.43% (Puts)
Prior 7-Day Total 466,754
Calls: 396,345 (85%)
Puts: 70,409 (15%)
Prior 7-Day Average 66,679
Calls: 56,620 (85%)
Puts: 10,058 (15%)
Current vs Prior 7-Day Avg -55.34%
Calls: -57.69%
Puts: -42.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $2.97M
Calls: $1.65M (55%)
Puts: $1.32M (45%)
Prior (07/24) $3.32M
Calls: $2.77M (83%)
Puts: $552.9K (17%)
Current vs Prior -10.45%
Calls: -40.42%
Puts: +139.54%
Prior 7-Day Total $29.22M
Calls: $18.31M (63%)
Puts: $10.91M (37%)
Prior 7-Day Average $4.17M
Calls: $2.62M (63%)
Puts: $1.56M (37%)
Current vs Prior 7-Day Avg -28.79%
Calls: -36.98%
Puts: -15.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.24
Prior (07/24) 0.11
Current vs Prior +114.42%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +27.72%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 178,302
Calls: 139,874 (78%)
Puts: 38,428 (22%)
Prior (07/24) 139,073
Calls: 97,944 (70%)
Puts: 41,129 (30%)
Current vs Prior +28.21%
Prior 7-Day Total 1,348,787
Calls: 1,003,110 (74%)
Puts: 345,677 (26%)
Prior 7-Day Average 192,683
Calls: 143,301 (74%)
Puts: 49,382 (26%)
Current vs Prior 7-Day Avg -7.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.57% | 9.73%16.21% | 24.09%
Prior 7.38% | 9.70%14.85% | 23.61%
Current vs Prior -10.92% | +0.21%+9.17% | +2.01%
Prior 7-Day Avg 6.01% | 8.36%11.78% | 21.87%
Current vs 7-Day Avg +9.46% | +16.31%+37.58% | +10.15%
Prior 7-Day Eod 7.38% | 9.70%14.85% | 23.61%
Current vs 7-Day Eod -10.92% | +0.21%+9.17% | +2.01%
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

Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.24 - heavy call buying (23,954 calls vs 5,824 puts). P/C ratio rising 114% - increased hedging/bearish positioning. Call-heavy open interest (139,874 calls vs 38,428 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 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 8.3%, best 8.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 314.054.40$4.228.3%40.991
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.74, cheapest $0.36)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 310.320.39$0.3619.4%2.7K0.345.2K
$23.00Aug 70.610.70$0.6613.6%2420.411.3K
$22.00Jul 310.660.75$0.7112.7%6060.582.9K
$24.00Aug 210.881.06$0.9718.6%770.381.5K
$25.00Aug 280.911.02$0.9711.3%1700.34288
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.690.80$0.7514.7%5310.55525

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 314.054.40$4.228.3%40.991
$19.00Jul 312.903.70$3.3024.2%10.99104
$20.00Jul 312.052.42$2.2416.5%190.96151
$20.00Aug 72.142.77$2.4625.6%50.93--
$19.00Aug 213.103.85$3.4821.6%30.9082
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Jul 313.954.55$4.2514.1%10.93--
$26.00Jul 313.554.05$3.8013.2%10.93--
$24.50Jul 312.042.61$2.3324.5%400.89116
$26.00Aug 73.654.20$3.9314.0%40.8512
$25.00Jul 312.713.00$2.8610.1%630.84168

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 17.6K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 310.320.39$0.3619.4%2.7K0.345.2K
$24.00Jul 310.150.27$0.2157.1%2.1K0.204.9K
$24.50Jul 310.050.15$0.10100.0%1.6K0.124.5K
$23.00Aug 211.161.30$1.2311.4%1.0K0.472.2K
$22.50Jul 310.420.60$0.5135.3%9570.45989
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 310.200.26$0.2326.1%1.2K0.28273
$22.50Jul 310.690.80$0.7514.7%5310.55525
$21.00Jul 310.080.11$0.1030.0%3850.15884
$22.00Jul 310.400.51$0.4623.9%3160.421.0K
$20.00Aug 210.350.45$0.4025.0%1790.217.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 18.0%, max 49.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 31Aug 28107.8%72.2%49.4%6178.2K
$19.00Jul 31Aug 2165.8%51.7%27.5%4186
$26.00Jul 31Aug 2196.2%78.4%22.6%2156.0K
$21.50Jul 31Aug 2857.4%47.1%21.8%5313
$25.50Jul 31Aug 2891.4%75.8%20.6%183.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 31Aug 28107.8%72.2%49.4%119172
$19.00Jul 31Aug 2865.8%48.4%36.1%167507
$26.00Jul 31Aug 796.2%81.4%18.1%512
$18.00Aug 21Sep 462.0%52.8%17.4%16208
$24.00Jul 31Aug 2883.8%71.8%16.6%41425

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 6.69, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$24.50Jul 31$0.11$0.39$0.113.55$24.11
$24.50$25.00Aug 28$0.11$0.39$0.113.55$24.61
$25.00$25.50Jul 31$0.12$0.38$0.123.17$25.12
$25.50$26.00Aug 14$0.12$0.38$0.123.17$25.62
$22.50$23.00Aug 21$0.12$0.38$0.123.17$22.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.00$18.00Aug 21$0.26$1.74$0.266.69$19.74
$19.50$18.00Sep 4$0.30$1.20$0.304.00$19.20
$20.50$20.00Aug 7$0.11$0.39$0.113.55$20.39
$21.50$21.00Jul 31$0.13$0.37$0.132.85$21.37
$21.00$20.00Aug 14$0.29$0.71$0.292.45$20.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 4.88, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.50$21.00Sep 4$0.40$0.40$0.104.00$20.90
$19.00$20.00Aug 21$0.76$0.76$0.243.17$19.76
$20.50$21.00Aug 7$0.37$0.37$0.132.85$20.87
$21.00$21.50Jul 31$0.34$0.34$0.162.13$21.34
$20.00$21.00Aug 21$0.66$0.66$0.341.94$20.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$23.00Aug 7$1.66$1.66$0.344.88$23.34
$25.00$24.50Aug 14$0.40$0.40$0.104.00$24.60
$24.50$23.00Aug 14$1.16$1.16$0.343.41$23.34
$24.00$22.50Aug 28$1.15$1.15$0.353.29$22.85
$23.50$23.00Jul 31$0.36$0.36$0.142.57$23.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.30, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Jul 31Aug 7$0.14107.8%76.7%
$26.50Aug 7Aug 14$0.1578.7%77.1%
$19.00Jul 31Aug 21$0.1865.8%51.7%
$26.00Jul 31Aug 7$0.1896.2%81.4%
$25.50Jul 31Aug 7$0.1991.4%77.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Jul 31Aug 7$0.1159.0%50.7%
$26.00Jul 31Aug 7$0.1396.2%81.4%
$21.00Jul 31Aug 7$0.1653.9%48.6%
$25.00Jul 31Aug 7$0.21107.8%76.7%
$21.50Jul 31Aug 7$0.2757.4%55.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 5.27% of stock, avg 13.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.00Jul 31$0.71$0.46$1.17$20.83$23.175.27%
$21.50Jul 31$0.98$0.23$1.21$20.29$22.715.45%
$22.50Jul 31$0.51$0.75$1.26$21.24$23.765.67%
$21.00Jul 31$1.32$0.10$1.42$19.58$22.426.39%
$23.00Jul 31$0.36$1.07$1.43$21.57$24.436.44%
$23.50Jul 31$0.27$1.43$1.70$21.80$25.207.65%
$21.50Aug 7$1.32$0.50$1.82$19.68$23.328.19%
$22.00Aug 7$1.07$0.75$1.82$20.18$23.828.19%
$21.00Aug 7$1.61$0.26$1.87$19.13$22.878.42%
$22.50Aug 7$0.84$1.09$1.93$20.57$24.438.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 1.17% of stock, avg 5.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$20.50Jul 31$0.20$0.06$0.26$20.24$25.26
$24.00$20.50Jul 31$0.21$0.06$0.27$20.23$24.27
$25.00$21.00Jul 31$0.20$0.10$0.30$20.70$25.30
$24.00$21.00Jul 31$0.21$0.10$0.31$20.69$24.31
$23.50$20.50Jul 31$0.27$0.06$0.33$20.17$23.83
$23.50$21.00Jul 31$0.27$0.10$0.37$20.63$23.87
$23.00$20.50Jul 31$0.36$0.06$0.42$20.08$23.42
$25.00$21.50Jul 31$0.20$0.23$0.43$21.07$25.43
$24.00$21.50Jul 31$0.21$0.23$0.44$21.06$24.44
$23.00$21.00Jul 31$0.36$0.10$0.46$20.54$23.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 5.82, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
23/2426/26Aug 14$1.28$0.225.82$23.22$26.78
22/2424/25Aug 28$1.26$0.245.25$22.74$25.76
22/2324/24Aug 14$0.81$0.194.26$22.19$24.81
22/2224/24Jul 31$0.40$0.104.00$22.10$24.40
23/2424/25Aug 21$0.80$0.204.00$23.20$25.30
21/2223/24Aug 7$0.39$0.113.55$21.11$23.39
21/2224/25Aug 21$0.39$0.113.55$21.11$24.89
22/2224/25Aug 21$0.39$0.113.55$21.61$24.89
22/2324/25Aug 21$0.78$0.223.55$22.22$25.28
22/2222/23Jul 31$0.38$0.123.17$21.62$22.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Aug 7$0.05$0.459.00
$19.00$20.00$21.00Aug 21$0.10$0.909.00
$22.50$23.00$23.50Jul 31$0.06$0.447.33
$23.00$23.50$24.00Aug 7$0.06$0.447.33
$19.00$20.00$21.00Jul 31$0.14$0.866.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Jul 31$0.05$0.459.00
$21.50$22.00$22.50Jul 31$0.06$0.447.33
$21.00$22.50$24.00Aug 28$0.23$1.275.52
$23.50$24.00$24.50Jul 31$0.08$0.425.25
$19.50$20.00$20.50Aug 7$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.51, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$24.501:2Aug 28-$0.51$1.49
$20.00$21.001:2Jul 31-$0.40$0.60
$26.00$26.501:2Aug 7-$0.08$0.42
$23.50$24.001:2Jul 31-$0.15$0.35
$23.00$23.501:2Jul 31-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$21.001:2Aug 28-$0.07$1.43
$24.50$23.001:2Aug 14-$0.53$0.97
$24.00$22.501:2Aug 28-$0.76$0.74
$21.00$20.001:2Aug 28-$0.35$0.65
$23.00$22.001:2Aug 14-$0.43$0.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 7.16%, avg 2.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 4$1.590.493.6%7.16%10.72%10614
$22.50Sep 4$1.570.531.3%7.07%8.37%3--
$22.50Aug 28$1.380.531.3%6.21%7.52%86
$23.00Aug 21$1.160.473.6%5.22%8.78%1.0K2.2K
$22.50Aug 21$1.100.511.3%4.95%6.26%1--
$22.50Aug 14$0.970.491.3%4.37%5.67%2439
$25.00Aug 28$0.910.3412.6%4.10%16.66%170288
$24.00Aug 21$0.880.388.1%3.96%12.02%771.5K
$24.50Aug 28$0.740.3810.3%3.33%13.64%1203
$25.50Aug 28$0.740.3214.8%3.33%18.14%612

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 23,954
Total Puts 5,824
Put/Call Ratio 0.24
Net Difference 18,130

Prior's Put/Call Breakdown

Total Calls 52,641
Total Puts 5,969
Put/Call Ratio 0.11
Net Difference 46,672

Prior 7-Day Put/Call Summary

Total Calls 396,345
Total Puts 70,409
Average Put/Call Ratio 0.19
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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