Tour v492
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$20.51 -3.57%
$20.64 (+0.66%)🌙
as of 08/05 07:22 PM
8/5 19:22

Option Volume

Detail
Current (08/05) 44,863
Calls: 32,873 (73%)
Puts: 11,990 (27%)
Prior (08/04) 27,962
Calls: 23,252 (83%)
Puts: 4,710 (17%)
Current vs Prior +60.44%
Calls: +41.38% (Calls)
Puts: +154.56% (Puts)
Prior 7-Day Total 345,002
Calls: 269,353 (78%)
Puts: 75,649 (22%)
Prior 7-Day Average 49,286
Calls: 38,479 (78%)
Puts: 10,807 (22%)
Current vs Prior 7-Day Avg -8.97%
Calls: -14.57%
Puts: +10.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $4.48M
Calls: $2.38M (53%)
Puts: $2.11M (47%)
Prior (08/04) $2.12M
Calls: $1.07M (50%)
Puts: $1.05M (50%)
Current vs Prior +111.87%
Calls: +122.56%
Puts: +100.96%
Prior 7-Day Total $29.04M
Calls: $18.75M (65%)
Puts: $10.29M (35%)
Prior 7-Day Average $4.15M
Calls: $2.68M (65%)
Puts: $1.47M (35%)
Current vs Prior 7-Day Avg +8.09%
Calls: -11.26%
Puts: +43.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.36
Prior (08/04) 0.20
Current vs Prior +80.06%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +26.22%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 226,453
Calls: 163,082 (72%)
Puts: 63,371 (28%)
Prior (08/04) 187,376
Calls: 132,307 (71%)
Puts: 55,069 (29%)
Current vs Prior +20.85%
Prior 7-Day Total 1,390,501
Calls: 1,048,228 (75%)
Puts: 342,273 (25%)
Prior 7-Day Average 198,643
Calls: 149,746 (75%)
Puts: 48,896 (25%)
Current vs Prior 7-Day Avg +14.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.29% | 6.83%9.36% | 18.82%
Prior 4.51% | 7.52%10.39% | 20.12%
Current vs Prior -4.94% | -9.26%-9.90% | -6.47%
Prior 7-Day Avg 5.52% | 8.72%13.04% | 22.66%
Current vs 7-Day Avg -22.22% | -21.75%-28.20% | -16.96%
Prior 7-Day Eod 4.51% | 7.52%10.39% | 20.12%
Current vs 7-Day Eod -4.94% | -9.26%-9.90% | -6.47%
Sentiment BULLISHBULLISH

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

Massive premium surge with dollar volume up 112% vs prior. Above-average activity with volume up 60% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (32,873 calls vs 11,990 puts). P/C ratio rising 80% - increased hedging/bearish 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 3 of results (avg 7.8%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 181.171.28$1.238.9%390.423.0K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 180.160.17$0.175.9%120.10315
$23.00Sep 183.303.60$3.458.7%2480.64544

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.60, cheapest $0.17)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 180.800.90$0.8511.8%910.304.8K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 180.160.17$0.175.9%120.10315
$19.00Sep 180.710.84$0.7716.9%30.30745

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 63 found (avg delta 0.74, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 142.763.60$3.1826.4%80.997
$19.00Aug 71.351.95$1.6536.4%3360.9829
$17.00Aug 72.415.25$3.8374.2%10.97--
$19.50Aug 70.501.60$1.05104.8%30.9518
$18.00Aug 212.282.91$2.6024.2%220.9422
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 71.732.17$1.9522.6%540.98297
$24.00Aug 73.253.70$3.4812.9%40.9648
$23.50Aug 72.653.20$2.9318.8%110.9564
$23.00Aug 72.232.70$2.4719.0%290.94241
$22.00Aug 71.301.63$1.4722.4%2090.921.3K

Most actively traded options today. High liquidity = easy entry/exit. 140 active (total vol 29.5K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 70.120.21$0.1656.2%3.2K0.311.4K
$23.50Aug 140.000.23$0.12191.7%2.2K0.11293
$22.50Aug 140.130.29$0.2176.2%1.8K0.191.8K
$22.00Aug 70.040.07$0.0650.0%1.8K0.113.2K
$24.00Aug 140.000.14$0.07200.0%1.6K0.083.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 70.190.27$0.2334.8%3.0K0.461.5K
$21.00Aug 70.450.71$0.5844.8%1.3K0.704.2K
$20.00Aug 70.000.09$0.05180.0%6140.151.5K
$19.50Aug 70.000.03$0.02150.0%4470.051.5K
$21.50Aug 70.861.20$1.0333.0%3000.842.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 70.0%, max 603.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 7Aug 14541.1%76.9%603.9%53.1K
$24.00Aug 7Sep 18124.1%71.1%74.5%22411.6K
$23.50Aug 7Aug 21116.4%69.7%66.8%1321.9K
$23.00Aug 7Sep 18106.4%68.9%54.3%9286.5K
$19.00Aug 7Aug 2152.3%39.3%32.9%34329
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Aug 14Sep 1896.3%44.9%114.7%22315
$24.00Aug 7Sep 18124.1%71.1%74.5%648
$23.00Aug 7Sep 18106.4%68.9%54.3%277785
$22.50Aug 7Sep 1175.8%55.8%35.9%157297
$21.50Aug 7Sep 1165.8%54.5%20.7%3012.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 9.00, avg 2.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$24.00Sep 11$0.10$0.90$0.109.00$23.10
$22.00$23.00Sep 18$0.19$0.81$0.194.26$22.19
$23.00$24.00Sep 18$0.19$0.81$0.194.26$23.19
$23.00$24.00Sep 4$0.20$0.80$0.204.00$23.20
$21.00$22.00Sep 11$0.21$0.79$0.213.76$21.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$17.00Sep 18$0.18$0.82$0.184.56$17.82
$20.00$17.00Aug 28$0.59$2.41$0.594.08$19.41
$18.50$18.00Sep 4$0.11$0.39$0.113.55$18.39
$17.50$17.00Sep 4$0.12$0.38$0.123.17$17.38
$19.00$18.50Sep 4$0.12$0.38$0.123.17$18.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 6.69, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.00Aug 21$0.87$0.87$0.136.69$18.87
$19.50$20.00Aug 14$0.36$0.36$0.142.57$19.86
$19.50$20.00Aug 21$0.36$0.36$0.142.57$19.86
$18.50$20.00Sep 4$1.04$1.04$0.462.26$19.54
$19.00$19.50Aug 21$0.32$0.32$0.181.78$19.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$22.50Sep 4$1.21$1.21$0.294.17$22.79
$21.00$20.50Sep 11$0.39$0.39$0.113.55$20.61
$21.50$21.00Sep 11$0.39$0.39$0.113.55$21.11
$23.00$22.50Sep 11$0.39$0.39$0.113.55$22.61
$22.00$21.00Sep 18$0.77$0.77$0.233.35$21.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.18, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 7Aug 14$0.07116.4%68.2%
$23.00Aug 7Aug 14$0.10106.4%66.7%
$19.50Aug 7Aug 14$0.1745.7%36.2%
$21.50Aug 7Aug 14$0.1865.8%49.2%
$22.00Aug 7Aug 14$0.1873.3%56.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Aug 7Aug 14$0.07124.1%66.9%
$19.50Aug 7Aug 14$0.0945.7%36.2%
$23.50Aug 7Aug 14$0.09116.4%68.2%
$21.50Aug 7Aug 14$0.1165.8%49.2%
$23.00Aug 7Aug 14$0.11106.4%66.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 2.58% of stock, avg 12.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.50Aug 7$0.30$0.23$0.53$19.97$21.032.58%
$20.00Aug 7$0.61$0.05$0.66$19.34$20.663.22%
$21.00Aug 7$0.16$0.58$0.74$20.26$21.743.61%
$19.50Aug 7$1.05$0.02$1.07$18.43$20.575.22%
$20.00Aug 14$0.86$0.25$1.11$18.89$21.115.41%
$21.50Aug 7$0.10$1.03$1.13$20.37$22.635.51%
$20.50Aug 14$0.63$0.56$1.19$19.31$21.695.80%
$21.00Aug 14$0.42$0.77$1.19$19.81$22.195.80%
$19.50Aug 14$1.22$0.11$1.33$18.17$20.836.48%
$21.50Aug 14$0.28$1.14$1.42$20.08$22.926.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 0.39% of stock, avg 5.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$19.50Aug 7$0.06$0.02$0.08$19.42$22.08
$23.00$19.50Aug 7$0.06$0.02$0.08$19.42$23.08
$22.00$20.00Aug 7$0.06$0.05$0.11$19.89$22.11
$23.00$20.00Aug 7$0.06$0.05$0.11$19.89$23.11
$21.50$19.50Aug 7$0.10$0.02$0.12$19.38$21.62
$21.50$20.00Aug 7$0.10$0.05$0.15$19.85$21.65
$21.00$19.50Aug 7$0.16$0.02$0.18$19.32$21.18
$23.00$19.00Aug 14$0.16$0.03$0.19$18.81$23.19
$21.00$20.00Aug 7$0.16$0.05$0.21$19.79$21.21
$22.50$19.00Aug 14$0.21$0.03$0.24$18.76$22.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 6.69, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2223/24Sep 4$0.87$0.136.69$21.13$23.87
20/2122/22Aug 28$0.84$0.165.25$20.16$22.84
20/2022/23Sep 11$0.83$0.174.88$19.67$22.83
19/2021/22Sep 18$0.82$0.184.56$19.18$21.82
22/2223/24Sep 4$0.80$0.204.00$21.70$23.80
20/2123/24Sep 4$1.19$0.313.84$19.81$24.19
19/2022/22Sep 4$0.39$0.113.55$19.11$21.89
17/1818/20Sep 4$1.16$0.343.41$16.34$19.66
20/2020/21Aug 21$0.38$0.123.17$19.62$20.88
20/2021/22Sep 11$0.76$0.243.17$19.74$21.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Aug 7$0.06$0.447.33
$21.00$22.00$23.00Sep 18$0.13$0.876.69
$20.50$21.00$21.50Aug 14$0.07$0.436.14
$23.50$24.00$24.50Aug 14$0.07$0.436.14
$21.00$21.50$22.00Sep 4$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$19.00$20.00Sep 18$0.08$0.9211.50
$19.00$19.50$20.00Aug 14$0.06$0.447.33
$17.00$17.50$18.00Sep 11$0.07$0.436.14
$23.00$23.50$24.00Aug 7$0.09$0.414.56
$23.00$23.50$24.00Aug 14$0.09$0.414.56

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 $-0.62, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$20.001:2Sep 18-$0.62$1.38
$17.50$19.001:2Aug 14-$0.16$1.34
$18.50$20.001:2Sep 4-$0.31$1.19
$21.00$22.001:2Aug 21-$0.20$0.80
$23.00$24.001:2Sep 4-$0.27$0.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.50$19.501:2Sep 11-$0.26$0.74
$20.00$19.001:2Sep 18-$0.27$0.73
$21.00$20.001:2Sep 18-$0.54$0.46
$18.50$18.001:2Sep 4-$0.07$0.43
$19.50$19.001:2Aug 21-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 7.12%, avg 2.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Sep 18$1.460.502.4%7.12%9.51%71219
$22.00Sep 18$1.170.427.3%5.70%12.97%393.0K
$21.00Sep 11$1.090.552.4%5.31%7.70%7--
$22.00Sep 11$1.010.447.3%4.92%12.19%6491
$21.00Sep 4$0.950.472.4%4.63%7.02%101--
$23.00Sep 18$0.950.3512.1%4.63%16.77%761.5K
$24.00Sep 18$0.800.3017.0%3.90%20.92%914.8K
$21.00Aug 28$0.730.472.4%3.56%5.95%2790
$21.50Sep 4$0.720.424.8%3.51%8.34%2--
$23.00Sep 11$0.650.3512.1%3.17%15.31%2243

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 32,873
Total Puts 11,990
Put/Call Ratio 0.36
Net Difference 20,883

Prior's Put/Call Breakdown

Total Calls 23,252
Total Puts 4,710
Put/Call Ratio 0.20
Net Difference 18,542

Prior 7-Day Put/Call Summary

Total Calls 269,353
Total Puts 75,649
Average Put/Call Ratio 0.29
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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