Tour v505
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$19.45 -2.99%
$19.55 (+0.51%)🌙
as of 08/12 07:15 PM
8/12 19:15

Option Volume

Detail
Current (08/12) 35,535
Calls: 27,570 (78%)
Puts: 7,965 (22%)
Prior (08/11) 22,806
Calls: 15,914 (70%)
Puts: 6,892 (30%)
Current vs Prior +55.81%
Calls: +73.24% (Calls)
Puts: +15.57% (Puts)
Prior 7-Day Total 283,561
Calls: 211,234 (74%)
Puts: 72,327 (26%)
Prior 7-Day Average 40,508
Calls: 30,176 (74%)
Puts: 10,332 (26%)
Current vs Prior 7-Day Avg -12.28%
Calls: -8.64%
Puts: -22.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $3.02M
Calls: $1.20M (40%)
Puts: $1.82M (60%)
Prior (08/11) $1.68M
Calls: $576.4K (34%)
Puts: $1.10M (66%)
Current vs Prior +80.18%
Calls: +108.80%
Puts: +65.21%
Prior 7-Day Total $20.10M
Calls: $9.57M (48%)
Puts: $10.53M (52%)
Prior 7-Day Average $2.87M
Calls: $1.37M (48%)
Puts: $1.50M (52%)
Current vs Prior 7-Day Avg +5.30%
Calls: -11.98%
Puts: +21.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/12) 0.29
Prior (08/11) 0.43
Current vs Prior -33.29%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -19.18%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 208,625
Calls: 154,630 (74%)
Puts: 53,995 (26%)
Prior (08/11) 167,719
Calls: 122,177 (73%)
Puts: 45,542 (27%)
Current vs Prior +24.39%
Prior 7-Day Total 1,432,958
Calls: 1,045,811 (73%)
Puts: 387,147 (27%)
Prior 7-Day Average 204,708
Calls: 149,401 (73%)
Puts: 55,306 (27%)
Current vs Prior 7-Day Avg +1.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 3.80% | 5.96%5.96% | 12.75%
Prior 4.29% | 6.83%6.83% | 17.11%
Current vs Prior -11.30% | -12.72%-12.72% | -25.47%
Prior 7-Day Avg 4.58% | 7.19%8.69% | 18.72%
Current vs 7-Day Avg -16.87% | -17.06%-31.34% | -31.88%
Prior 7-Day Eod 4.29% | 6.83%6.83% | 17.11%
Current vs 7-Day Eod -11.30% | -12.72%-12.72% | -25.47%
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

Moderately bearish flow with 60% put dollar volume ($1.82M). Elevated premium activity with dollar volume up 80% vs prior. Above-average activity with volume up 56% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (27,570 calls vs 7,965 puts).

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 15 of results (avg 8.0%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 280.660.70$0.685.9%240.5152
$20.00Aug 210.300.32$0.316.5%1.3K0.361.1K
$18.00Sep 181.952.10$2.037.4%160.73214
$20.00Sep 181.101.19$1.157.8%4630.471.2K
$19.50Aug 210.440.48$0.468.7%850.5165
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 183.053.25$3.156.3%60.68--
$21.00Aug 211.591.70$1.656.7%560.831.5K
$23.00Aug 213.403.65$3.537.1%160.93464
$22.00Aug 212.472.67$2.577.8%10.90--
$20.50Aug 281.351.47$1.418.5%430.67328

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.59, cheapest $0.54)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 140.500.58$0.5414.8%1470.86119
$20.00Aug 210.300.32$0.316.5%1.3K0.361.1K
$19.50Aug 210.440.48$0.468.7%850.5165
$20.50Aug 280.370.45$0.4119.5%180.3359
$19.50Aug 280.660.70$0.685.9%240.5152
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 140.550.65$0.6016.7%2140.812.9K
$19.50Aug 210.430.50$0.4714.9%1390.50258

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Aug 141.401.60$1.5013.3%50.99103
$17.50Aug 141.902.36$2.1321.6%10.98--
$16.00Sep 183.353.70$3.539.9%160.9411
$18.00Aug 211.432.23$1.8343.7%160.9452
$16.00Aug 143.253.70$3.4812.9%20.933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 141.451.74$1.6018.1%871.001.6K
$21.50Aug 141.862.14$2.0014.0%1.1K1.001.7K
$20.50Aug 140.991.16$1.0815.7%790.97319
$23.00Aug 213.403.65$3.537.1%160.93464
$22.00Aug 212.472.67$2.577.8%10.90--

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 27.1K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 140.080.10$0.0922.2%3.2K0.242.3K
$22.50Aug 210.050.13$0.0988.9%2.5K0.10920
$21.00Aug 210.120.16$0.1428.6%2.5K0.185.0K
$19.50Aug 140.180.27$0.2339.1%1.9K0.53327
$20.00Aug 280.470.64$0.5530.9%1.4K0.41227
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 281.751.92$1.849.2%1.1K0.73527
$21.50Aug 141.862.14$2.0014.0%1.1K1.001.7K
$20.00Aug 210.690.90$0.8026.3%9180.645.6K
$19.50Aug 140.150.24$0.2045.0%3410.493.2K
$19.00Aug 140.030.05$0.0450.0%3140.152.1K

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. 53 found (best R:R 0.79, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$18.00Sep 25$0.56$0.44$0.5683%0.79$17.56
$19.00$20.00Sep 18$0.33$0.67$0.3358%2.03$19.33
$20.00$21.00Sep 18$0.23$0.77$0.2347%3.35$20.23
$21.00$22.00Sep 18$0.16$0.84$0.1638%5.25$21.16
$22.00$23.00Sep 25$0.15$0.85$0.1535%5.67$22.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.50$19.00Sep 25$0.20$0.30$0.2046%1.50$19.30
$19.50$19.00Aug 21$0.23$0.27$0.2350%1.17$19.27
$19.50$19.00Aug 14$0.16$0.34$0.1649%2.12$19.34
$20.00$19.50Aug 21$0.33$0.17$0.3364%0.52$19.67
$20.00$19.50Sep 11$0.30$0.20$0.3055%0.67$19.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 2.85, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$21.50Sep 4$0.16$0.16$0.3468%0.47$21.16
$20.50$21.00Aug 21$0.12$0.12$0.3872%0.32$20.62
$21.00$21.50Sep 11$0.18$0.18$0.3264%0.56$21.18
$19.50$20.00Sep 11$0.23$0.23$0.2748%0.85$19.73
$20.50$21.00Sep 25$0.20$0.20$0.3055%0.67$20.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.00$18.50Sep 25$0.37$0.37$0.1359%2.85$18.63
$19.00$18.00Sep 18$0.50$0.50$0.5059%1.00$18.50
$18.00$17.00Sep 25$0.34$0.34$0.6671%0.52$17.66
$18.00$17.00Sep 18$0.30$0.30$0.7073%0.43$17.70
$18.50$18.00Sep 4$0.20$0.20$0.3072%0.67$18.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.25, cheapest $0.23)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Aug 14Aug 21$0.2336.2%38.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Aug 14Aug 21$0.2736.2%38.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.21% of stock, avg 9.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Aug 14$0.23$0.20$0.43$19.07$19.932.21%
$19.00Aug 14$0.54$0.04$0.58$18.42$19.582.98%
$20.00Aug 14$0.09$0.60$0.69$19.31$20.693.55%
$19.00Aug 21$0.69$0.24$0.93$18.07$19.934.78%
$19.50Aug 21$0.46$0.47$0.93$18.57$20.434.78%
$20.00Aug 21$0.31$0.80$1.11$18.89$21.115.71%
$20.50Aug 14$0.04$1.08$1.12$19.38$21.625.76%
$19.00Aug 28$0.95$0.41$1.36$17.64$20.366.99%
$18.50Aug 28$1.16$0.21$1.37$17.13$19.877.04%
$19.50Aug 28$0.68$0.70$1.38$18.12$20.887.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.36% of stock, avg 6.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$19.00Aug 14$0.03$0.04$0.07$18.93$21.07
$20.50$19.00Aug 14$0.04$0.04$0.08$18.92$20.58
$22.00$19.00Aug 14$0.07$0.04$0.11$18.89$22.11
$20.00$19.00Aug 14$0.09$0.04$0.13$18.87$20.13
$21.50$18.50Aug 21$0.08$0.08$0.16$18.34$21.66
$22.00$18.50Aug 21$0.09$0.08$0.17$18.33$22.17
$21.00$18.50Aug 21$0.14$0.08$0.22$18.28$21.22
$20.50$19.50Aug 14$0.04$0.20$0.24$19.26$20.74
$20.00$19.50Aug 14$0.09$0.20$0.29$19.21$20.29
$20.50$18.50Aug 21$0.26$0.08$0.34$18.16$20.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 2.57, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1821/22Sep 4$0.36$0.1439%2.57$18.14$21.36
18/1920/21Aug 21$0.28$0.2240%1.27$18.72$20.78
17/1822/23Sep 18$0.52$0.4841%1.08$17.48$22.52
16/1722/23Sep 18$0.37$0.6354%0.59$16.63$22.37
17/1822/23Sep 25$0.49$0.5137%0.96$17.51$22.49
16/1722/23Sep 25$0.26$0.7448%0.35$16.74$22.26
18/1822/23Sep 25$0.37$0.6330%0.59$18.13$22.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 5.25, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 14$0.17$0.3362%1.94
$19.50$20.00$20.50Aug 14$0.09$0.4142%4.56
$17.00$18.00$19.00Sep 18$0.14$0.8627%6.14
$19.00$19.50$20.00Aug 21$0.08$0.4232%5.25
$20.00$21.00$22.00Sep 18$0.07$0.9316%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.50$20.00$20.50Aug 14$0.08$0.4247%5.25
$18.00$19.00$20.00Sep 18$0.09$0.9126%10.11
$18.50$19.00$19.50Aug 21$0.07$0.4335%6.14
$18.50$19.00$19.50Aug 14$0.13$0.3745%2.85
$19.00$19.50$20.00Aug 14$0.24$0.2666%1.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.03, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$23.001:2Sep 4-$0.21$1.29
$19.00$19.501:2Aug 21-$0.23$0.27
$19.50$20.001:2Aug 21-$0.16$0.34
$17.00$18.001:2Sep 4-$0.73$0.27
$21.50$22.001:2Aug 28-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$20.001:2Sep 18-$0.03$1.97
$20.50$20.001:2Aug 14-$0.12$0.38
$19.00$18.001:2Sep 18$0.00$1.00
$20.00$19.501:2Aug 21-$0.14$0.36
$19.50$19.001:2Aug 28-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 4.63%, avg 2.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.50Sep 25$0.900.3810.5%4.63%15.17%622
$23.00Sep 25$0.650.2918.2%3.34%21.59%1--
$22.00Sep 25$0.760.3513.1%3.91%17.02%1111
$20.00Sep 25$1.300.502.8%6.68%9.51%2312
$21.00Sep 25$0.920.408.0%4.73%12.70%3015
$20.50Sep 25$1.050.455.4%5.40%10.80%2--
$22.00Sep 18$0.630.3213.1%3.24%16.35%4083.1K
$21.00Sep 18$0.790.388.0%4.06%12.03%143315
$23.00Sep 18$0.520.2418.2%2.67%20.93%341.5K
$20.00Sep 18$1.100.472.8%5.66%8.48%4631.2K

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 27,570
Total Puts 7,965
Put/Call Ratio 0.29
Net Difference 19,605

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 211,234
Total Puts 72,327
Average Put/Call Ratio 0.36
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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