Tour v477
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$21.25 -2.61%
$21.50 (+1.18%)🌙
as of 07/31 07:18 PM
7/31 19:18

Option Volume

Detail
Current (07/31) 98,632
Calls: 77,463 (79%)
Puts: 21,169 (21%)
Prior (07/30) 53,471
Calls: 39,302 (74%)
Puts: 14,169 (26%)
Current vs Prior +84.46%
Calls: +97.10% (Calls)
Puts: +49.40% (Puts)
Prior 7-Day Total 386,908
Calls: 307,647 (80%)
Puts: 79,261 (20%)
Prior 7-Day Average 55,272
Calls: 43,949 (80%)
Puts: 11,323 (20%)
Current vs Prior 7-Day Avg +78.45%
Calls: +76.25%
Puts: +86.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $4.85M
Calls: $2.50M (52%)
Puts: $2.34M (48%)
Prior (07/30) $4.20M
Calls: $2.62M (62%)
Puts: $1.58M (38%)
Current vs Prior +15.34%
Calls: -4.56%
Puts: +48.43%
Prior 7-Day Total $30.42M
Calls: $21.15M (70%)
Puts: $9.27M (30%)
Prior 7-Day Average $4.35M
Calls: $3.02M (70%)
Puts: $1.32M (30%)
Current vs Prior 7-Day Avg +11.59%
Calls: -17.09%
Puts: +76.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.27
Prior (07/30) 0.36
Current vs Prior -24.20%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +2.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 237,766
Calls: 182,085 (77%)
Puts: 55,681 (23%)
Prior (07/30) 204,188
Calls: 154,608 (76%)
Puts: 49,580 (24%)
Current vs Prior +16.44%
Prior 7-Day Total 1,348,675
Calls: 1,017,920 (75%)
Puts: 330,755 (25%)
Prior 7-Day Average 192,667
Calls: 145,417 (75%)
Puts: 47,250 (25%)
Current vs Prior 7-Day Avg +23.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.64% | 5.88%11.44% | 22.26%
Prior 3.67% | 8.02%13.34% | 22.04%
Current vs Prior +60.44% | +13.24%-14.25% | +0.97%
Prior 7-Day Avg 5.68% | 8.87%14.77% | 23.71%
Current vs 7-Day Avg +3.56% | +2.40%-22.56% | -6.12%
Prior 7-Day Eod 3.67% | 8.02%13.34% | 22.04%
Current vs 7-Day Eod +60.44% | +13.24%-14.25% | +0.97%
Sentiment BEARISHBULLISH

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

Above-average activity with volume up 84% vs prior. Volume explosion - 78% above 7-day average (98,632 vs avg 55,272). Extreme bullish P/C ratio of 0.27 - heavy call buying (77,463 calls vs 21,169 puts). P/C ratio dropping 24% - sentiment shifting bullish.

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 3 of results (avg 9.8%, best 9.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 70.290.32$0.319.7%1.2K0.34913
$21.00Aug 211.151.27$1.219.9%1.3K0.561.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 213.904.30$4.109.8%730.81500

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.44, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 70.110.13$0.1216.7%1.6K0.14360
$22.50Aug 70.200.23$0.2213.6%1.7K0.24650
$22.00Aug 70.290.32$0.319.7%1.2K0.34913
$21.50Aug 70.420.47$0.4411.4%9160.46382
$21.00Aug 70.630.74$0.6915.9%4950.62227
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 70.320.37$0.3514.3%2.0K0.39691
$21.00Aug 210.870.99$0.9312.9%870.441.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 63 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 313.155.20$4.1849.0%51.007
$18.00Jul 312.094.50$3.3073.0%31.007
$19.00Jul 312.072.60$2.3422.6%51.00104
$19.50Jul 311.222.98$2.1083.8%30.992
$20.00Jul 311.071.48$1.2732.3%100.9970
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 310.050.47$0.26161.5%3.4K1.004.3K
$22.00Jul 310.590.83$0.7133.8%4.0K1.005.3K
$22.50Jul 311.061.38$1.2226.2%9751.001.4K
$23.00Jul 311.491.76$1.6316.6%1521.00752
$23.50Jul 311.902.44$2.1724.9%361.0060

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 68.9K, top 8.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 310.000.01$0.01100.0%8.0K0.043.4K
$24.00Aug 70.080.11$0.1030.0%6.7K0.112.3K
$25.00Aug 70.040.07$0.0650.0%4.0K0.061.4K
$25.00Aug 140.140.23$0.1947.4%3.3K0.13573
$24.50Aug 70.060.08$0.0728.6%2.7K0.08402
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 310.590.83$0.7133.8%4.0K1.005.3K
$21.50Jul 310.050.47$0.26161.5%3.4K1.004.3K
$21.50Aug 70.300.81$0.5691.1%2.0K0.55599
$21.00Aug 70.320.37$0.3514.3%2.0K0.39691
$22.00Aug 70.781.14$0.9637.5%1.3K0.68557

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 799.1%, max 2559.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Jul 31Sep 112071.2%77.9%2559.7%1024.3K
$19.00Jul 31Aug 21725.0%38.8%1767.8%20185
$17.00Jul 31Aug 71285.1%86.7%1382.8%67
$19.50Jul 31Sep 4588.5%47.4%1142.6%42
$25.00Jul 31Sep 11864.7%72.8%1088.1%2318.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 31Sep 11725.0%52.4%1283.8%2--
$25.00Jul 31Aug 28864.7%73.2%1080.9%64161
$24.50Jul 31Aug 21764.9%71.9%964.5%42114
$19.50Jul 31Sep 11588.5%55.3%963.4%31
$23.50Jul 31Aug 21726.1%73.6%886.2%4260

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 5.67, avg 1.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$23.00Aug 28$0.21$0.79$0.213.76$22.21
$23.00$24.50Aug 28$0.32$1.18$0.323.69$23.32
$22.00$22.50Aug 14$0.11$0.39$0.113.55$22.11
$24.50$25.00Sep 4$0.12$0.38$0.123.17$24.62
$21.50$23.00Sep 4$0.38$1.12$0.382.95$21.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$17.00Sep 11$0.30$1.70$0.305.67$18.70
$20.00$19.50Aug 14$0.11$0.39$0.113.55$19.89
$20.00$17.00Sep 4$0.70$2.30$0.703.29$19.30
$20.50$20.00Aug 14$0.13$0.37$0.132.85$20.37
$20.00$18.00Aug 28$0.53$1.47$0.532.77$19.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 7.33, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$18.00Jul 31$0.88$0.88$0.127.33$17.88
$20.00$20.50Aug 21$0.39$0.39$0.113.55$20.39
$17.00$19.50Aug 7$1.90$1.90$0.603.17$18.90
$20.00$20.50Aug 7$0.37$0.37$0.132.85$20.37
$19.00$19.50Aug 14$0.35$0.35$0.152.33$19.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$23.00Aug 14$0.83$0.83$0.174.88$23.17
$22.00$21.50Aug 7$0.40$0.40$0.104.00$21.60
$25.00$23.00Aug 28$1.60$1.60$0.404.00$23.40
$23.00$22.00Aug 21$0.78$0.78$0.223.55$22.22
$22.00$21.00Sep 4$0.76$0.76$0.243.17$21.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.21, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Jul 31Aug 7$0.06764.9%69.1%
$23.50Jul 31Aug 7$0.09726.1%61.8%
$24.00Jul 31Aug 7$0.09661.2%66.3%
$20.00Jul 31Aug 7$0.10451.8%37.6%
$23.00Jul 31Aug 7$0.12439.2%53.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 31Aug 7$0.11726.1%61.8%
$18.00Aug 7Aug 14$0.1153.2%66.5%
$20.50Jul 31Aug 7$0.13312.3%37.8%
$22.50Jul 31Aug 7$0.14318.3%53.0%
$23.00Jul 31Aug 7$0.24439.2%53.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 1.27% of stock, avg 11.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.50Jul 31$0.01$0.26$0.27$21.23$21.771.27%
$21.00Jul 31$0.30$0.01$0.31$20.69$21.311.46%
$22.00Jul 31$0.01$0.71$0.72$21.28$22.723.39%
$20.50Jul 31$0.86$0.01$0.87$19.63$21.374.09%
$21.50Aug 7$0.44$0.56$1.00$20.50$22.504.71%
$21.00Aug 7$0.69$0.35$1.04$19.96$22.044.89%
$20.50Aug 7$1.00$0.14$1.14$19.36$21.645.36%
$22.50Jul 31$0.01$1.22$1.23$21.27$23.735.79%
$22.00Aug 7$0.31$0.96$1.27$20.73$23.275.98%
$20.00Jul 31$1.27$0.01$1.28$18.72$21.286.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 0.09% of stock, avg 5.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.50$21.00Jul 31$0.01$0.01$0.02$20.98$21.52
$23.50$21.00Jul 31$0.03$0.01$0.04$20.96$23.54
$23.50$19.50Aug 7$0.12$0.03$0.15$19.35$23.65
$23.00$19.50Aug 7$0.13$0.03$0.16$19.34$23.16
$23.50$20.00Aug 7$0.12$0.06$0.18$19.82$23.68
$23.00$20.00Aug 7$0.13$0.06$0.19$19.81$23.19
$22.50$19.50Aug 7$0.22$0.03$0.25$19.25$22.75
$25.50$21.00Jul 31$0.25$0.01$0.26$20.74$25.76
$23.50$20.50Aug 7$0.12$0.14$0.26$20.24$23.76
$23.00$20.50Aug 7$0.13$0.14$0.27$20.23$23.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 9.00, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/24Sep 11$0.90$0.109.00$22.10$24.90
22/2324/25Sep 11$0.89$0.118.09$22.11$25.39
21/2224/25Sep 4$0.88$0.127.33$21.12$25.38
20/2122/22Aug 14$0.40$0.104.00$20.60$22.40
19/2024/24Sep 11$0.40$0.104.00$19.10$24.40
19/2024/25Sep 11$0.39$0.113.55$19.11$24.89
20/2022/22Aug 21$0.38$0.123.17$20.12$21.88
20/2124/24Sep 4$0.76$0.243.17$20.24$24.76
23/2424/25Sep 11$0.75$0.253.00$23.25$25.25
20/2223/24Aug 28$1.47$0.532.77$21.03$24.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Aug 7$0.05$0.459.00
$24.50$25.00$25.50Aug 21$0.05$0.459.00
$20.00$20.50$21.00Aug 7$0.06$0.447.33
$20.50$21.00$21.50Aug 7$0.06$0.447.33
$22.50$23.00$23.50Aug 7$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.50$20.00$20.50Aug 7$0.05$0.459.00
$22.00$23.00$24.00Aug 14$0.11$0.898.09
$21.50$22.00$22.50Jul 31$0.06$0.447.33
$19.00$19.50$20.00Aug 14$0.06$0.447.33
$20.00$21.00$22.00Sep 4$0.16$0.845.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.58, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$19.501:2Aug 7-$0.58$1.92
$23.00$24.501:2Aug 28-$0.31$1.19
$20.00$22.001:2Sep 11-$0.86$1.14
$20.50$22.001:2Aug 28-$0.60$0.90
$21.50$23.001:2Sep 4-$0.73$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$23.001:2Aug 28-$0.95$1.05
$19.00$18.001:2Aug 7$0.00$1.00
$19.00$18.001:2Aug 21-$0.09$0.91
$21.00$20.001:2Sep 4-$0.19$0.81
$19.00$18.001:2Aug 14-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 7.01%, avg 2.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Sep 11$1.490.493.5%7.01%10.54%180--
$21.50Sep 4$1.120.521.2%5.27%6.45%210
$24.00Sep 11$1.050.3712.9%4.94%17.88%1.5K257
$23.00Sep 11$1.010.418.2%4.75%12.99%348--
$21.50Aug 21$0.960.491.2%4.52%5.69%4428
$22.00Aug 28$0.940.473.5%4.42%7.95%12--
$24.00Sep 4$0.880.3512.9%4.14%17.08%25--
$23.00Sep 4$0.820.408.2%3.86%12.09%38--
$22.00Aug 21$0.740.423.5%3.48%7.01%2211.8K
$23.50Sep 4$0.720.3710.6%3.39%13.98%110

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 77,463
Total Puts 21,169
Put/Call Ratio 0.27
Net Difference 56,294

Prior's Put/Call Breakdown

Total Calls 39,302
Total Puts 14,169
Put/Call Ratio 0.36
Net Difference 25,133

Prior 7-Day Put/Call Summary

Total Calls 307,647
Total Puts 79,261
Average Put/Call Ratio 0.27
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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