Tour v504
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$20.05 -0.79%
$20.10 (+0.24%)🌙
as of 08/11 07:20 PM
8/11 19:20

Option Volume

Detail
Current (08/11) 22,806
Calls: 15,914 (70%)
Puts: 6,892 (30%)
Prior (08/10) 35,141
Calls: 23,450 (67%)
Puts: 11,691 (33%)
Current vs Prior -35.10%
Calls: -32.14% (Calls)
Puts: -41.05% (Puts)
Prior 7-Day Total 359,387
Calls: 272,783 (76%)
Puts: 86,604 (24%)
Prior 7-Day Average 51,341
Calls: 38,969 (76%)
Puts: 12,372 (24%)
Current vs Prior 7-Day Avg -55.58%
Calls: -59.16%
Puts: -44.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $1.68M
Calls: $576.4K (34%)
Puts: $1.10M (66%)
Prior (08/10) $2.05M
Calls: $861.1K (42%)
Puts: $1.19M (58%)
Current vs Prior -18.05%
Calls: -33.06%
Puts: -7.16%
Prior 7-Day Total $23.27M
Calls: $11.50M (49%)
Puts: $11.77M (51%)
Prior 7-Day Average $3.32M
Calls: $1.64M (49%)
Puts: $1.68M (51%)
Current vs Prior 7-Day Avg -49.52%
Calls: -64.91%
Puts: -34.49%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/11) 0.43
Prior (08/10) 0.50
Current vs Prior -13.13%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg +29.43%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 167,719
Calls: 122,177 (73%)
Puts: 45,542 (27%)
Prior (08/10) 186,159
Calls: 130,758 (70%)
Puts: 55,401 (30%)
Current vs Prior -9.91%
Prior 7-Day Total 1,503,005
Calls: 1,105,719 (74%)
Puts: 397,286 (26%)
Prior 7-Day Average 214,715
Calls: 157,959 (74%)
Puts: 56,755 (26%)
Current vs Prior 7-Day Avg -21.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.29% | 6.83%6.83% | 17.11%
Prior 4.90% | 6.78%6.78% | 18.01%
Current vs Prior -12.44% | +0.80%+0.80% | -5.02%
Prior 7-Day Avg 4.80% | 7.51%9.34% | 19.45%
Current vs 7-Day Avg -10.72% | -9.04%-26.87% | -12.06%
Prior 7-Day Eod 4.90% | 6.78%6.78% | 18.01%
Current vs 7-Day Eod -12.44% | +0.80%+0.80% | -5.02%
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($1.10M). Extreme bullish P/C ratio of 0.43 - heavy call buying (15,914 calls vs 6,892 puts). Call-heavy open interest (122,177 calls vs 45,542 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
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 6 of results (avg 8.5%, best 5.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 182.392.62$2.519.2%120.80207
$17.00Aug 143.003.30$3.159.5%30.91--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 184.254.50$4.385.7%10.76--
$24.00Aug 213.754.05$3.907.7%10.94--
$22.50Aug 212.352.58$2.479.3%150.95--
$23.00Sep 183.403.75$3.589.8%30.70--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.65, cheapest $0.45)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.550.67$0.6119.7%2080.56872
$21.50Aug 280.340.41$0.3818.4%5050.29769
$21.00Aug 280.420.51$0.4719.1%210.35--
$20.50Aug 280.540.63$0.5915.3%50.4356
$20.00Aug 280.710.82$0.7614.5%1390.5399
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.420.49$0.4515.6%1300.455.5K
$20.00Aug 280.620.71$0.6713.4%1530.47528
$20.50Aug 280.861.04$0.9518.9%960.57267
$20.00Sep 40.740.90$0.8219.5%10.48602

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 49 found (avg delta 0.74, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Aug 141.972.40$2.1919.6%10.99103
$17.50Aug 142.452.95$2.7018.5%10.98--
$19.00Aug 141.031.39$1.2129.8%160.92113
$18.00Aug 282.032.38$2.2115.8%490.91225
$17.00Aug 143.003.30$3.159.5%30.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 212.352.58$2.479.3%150.95--
$22.00Aug 141.652.07$1.8622.6%870.95311
$24.00Aug 143.604.85$4.2229.6%10.95--
$24.00Aug 213.754.05$3.907.7%10.94--
$23.00Aug 212.753.10$2.9311.9%60.93458

Most actively traded options today. High liquidity = easy entry/exit. 114 active (total vol 18.3K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 140.090.12$0.1127.3%2.2K0.195.2K
$23.00Aug 210.070.10$0.0933.3%2.1K0.101.3K
$23.50Aug 210.000.14$0.07200.0%1.5K0.08135
$20.50Aug 140.140.18$0.1625.0%1.1K0.322.1K
$21.00Aug 210.200.35$0.2853.6%1.1K0.304.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 140.230.30$0.2725.9%2.3K0.452.2K
$19.00Aug 140.010.05$0.03133.3%4100.081.9K
$20.50Aug 210.640.87$0.7630.3%3860.59382
$19.50Aug 140.040.08$0.0666.7%3310.173.1K
$20.50Aug 140.380.61$0.5046.0%2960.69543

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. 40 found (best R:R 7.62, avg 2.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.50$23.00Sep 11$0.29$2.21$0.2946%7.62$20.79
$20.50$21.50Sep 25$0.28$0.72$0.2852%2.57$20.78
$19.00$20.00Sep 18$0.42$0.58$0.4267%1.38$19.42
$20.00$21.00Sep 18$0.30$0.70$0.3054%2.33$20.30
$22.00$23.00Sep 18$0.16$0.84$0.1636%5.25$22.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.50$20.00Aug 14$0.23$0.27$0.2370%1.17$20.27
$20.50$20.00Sep 4$0.27$0.23$0.2755%0.85$20.23
$20.50$20.00Aug 28$0.28$0.22$0.2857%0.79$20.22
$19.50$19.00Aug 21$0.12$0.38$0.1229%3.17$19.38
$20.00$19.00Sep 11$0.41$0.59$0.4146%1.44$19.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.80, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$22.50Sep 25$0.25$0.25$0.2558%1.00$22.25
$21.00$21.50Aug 21$0.13$0.13$0.3770%0.35$21.13
$21.00$21.50Sep 4$0.17$0.17$0.3360%0.52$21.17
$21.50$22.50Sep 4$0.23$0.23$0.7767%0.30$21.73
$20.50$21.00Aug 21$0.14$0.14$0.3658%0.39$20.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$17.00Sep 25$1.33$1.33$1.6755%0.80$18.67
$20.00$18.00Sep 18$0.97$0.97$1.0354%0.94$19.03
$19.00$18.50Sep 11$0.30$0.30$0.2068%1.50$18.70
$18.00$17.00Sep 18$0.21$0.21$0.7980%0.27$17.79
$19.00$18.50Sep 4$0.19$0.19$0.3171%0.61$18.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.24, cheapest $0.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Aug 14Aug 21$0.2542.9%39.3%
$20.50Aug 14Aug 21$0.2644.9%43.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Aug 14Aug 21$0.1842.9%39.3%
$20.50Aug 14Aug 21$0.2644.9%43.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 3.14% of stock, avg 8.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Aug 14$0.36$0.27$0.63$19.37$20.633.14%
$20.50Aug 14$0.16$0.50$0.66$19.84$21.163.29%
$19.50Aug 14$0.72$0.06$0.78$18.72$20.283.89%
$20.00Aug 21$0.61$0.45$1.06$18.94$21.065.29%
$21.00Aug 14$0.11$0.96$1.07$19.93$22.075.34%
$19.50Aug 21$0.86$0.22$1.08$18.42$20.585.39%
$20.50Aug 21$0.42$0.76$1.18$19.32$21.685.89%
$19.00Aug 14$1.21$0.03$1.24$17.76$20.246.18%
$19.00Aug 21$1.22$0.10$1.32$17.68$20.326.58%
$21.00Aug 21$0.28$1.15$1.43$19.57$22.437.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 0.35% of stock, avg 4.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$19.00Aug 14$0.04$0.03$0.07$18.93$22.07
$22.50$19.00Aug 14$0.06$0.03$0.09$18.91$22.59
$21.50$19.00Aug 14$0.07$0.03$0.10$18.90$21.60
$22.00$19.50Aug 14$0.04$0.06$0.10$19.40$22.10
$22.50$19.50Aug 14$0.06$0.06$0.12$19.38$22.62
$21.50$19.50Aug 14$0.07$0.06$0.13$19.37$21.63
$21.00$19.00Aug 14$0.11$0.03$0.14$18.86$21.14
$21.00$19.50Aug 14$0.11$0.06$0.17$19.33$21.17
$23.00$19.00Aug 21$0.09$0.10$0.19$18.81$23.19
$22.00$19.00Aug 21$0.10$0.10$0.20$18.80$22.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.00, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
19/2021/22Aug 21$0.25$0.2541%1.00$19.25$21.25
18/1923/24Sep 11$0.46$0.5442%0.85$18.54$23.46
17/1823/24Sep 18$0.37$0.6350%0.59$17.63$23.37
18/1922/22Sep 4$0.42$0.5837%0.72$18.58$21.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.50$20.00$20.50Aug 21$0.06$0.4430%7.33
$20.00$20.50$21.00Aug 21$0.05$0.4526%9.00
$19.50$20.00$20.50Aug 14$0.16$0.3452%2.12
$19.00$20.00$21.00Sep 18$0.12$0.8822%7.33
$20.00$20.50$21.00Aug 28$0.05$0.4518%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 28$0.05$0.4524%9.00
$19.50$20.00$20.50Aug 21$0.08$0.4231%5.25
$20.00$20.50$21.00Aug 21$0.08$0.4226%5.25
$19.00$19.50$20.00Aug 21$0.11$0.3930%3.55
$20.00$20.50$21.00Aug 28$0.08$0.4218%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.62, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$19.001:2Aug 14-$0.23$0.77
$20.50$23.001:2Sep 11-$0.26$2.24
$19.00$19.501:2Aug 14-$0.23$0.27
$18.00$19.001:2Aug 28-$0.71$0.29
$19.00$20.001:2Sep 11-$0.45$0.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$22.501:2Aug 14-$0.62$0.88
$20.00$19.001:2Sep 4$0.00$1.00
$20.00$19.001:2Sep 11-$0.18$0.82
$20.50$20.001:2Aug 21-$0.14$0.36
$20.00$19.501:2Aug 28-$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 4.94%, avg 2.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Sep 25$0.990.429.7%4.94%14.66%210
$22.50Sep 25$0.900.3712.2%4.49%16.71%2--
$23.50Sep 25$0.680.3117.2%3.39%20.60%2--
$21.50Sep 25$1.110.447.2%5.54%12.77%3--
$20.50Sep 25$1.350.522.2%6.73%8.98%1--
$22.00Sep 18$0.830.369.7%4.14%13.87%183.1K
$23.00Sep 18$0.640.3014.7%3.19%17.91%101.5K
$24.00Sep 18$0.510.2419.7%2.54%22.24%784.6K
$21.00Sep 18$1.000.454.7%4.99%9.73%49274
$23.00Sep 11$0.440.2614.7%2.19%16.91%10370

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 15,914
Total Puts 6,892
Put/Call Ratio 0.43
Net Difference 9,022

Prior's Put/Call Breakdown

Total Calls 23,450
Total Puts 11,691
Put/Call Ratio 0.50
Net Difference 11,759

Prior 7-Day Put/Call Summary

Total Calls 272,783
Total Puts 86,604
Average Put/Call Ratio 0.33
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All