Tour v509
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$19.36 -1.35%
$19.40 (+0.23%)🌙
as of 08/14 07:14 PM
8/14 19:14

Option Volume

Detail
Current (08/14) 77,012
Calls: 66,637 (87%)
Puts: 10,375 (13%)
Prior (08/13) 48,739
Calls: 29,081 (60%)
Puts: 19,658 (40%)
Current vs Prior +58.01%
Calls: +129.14% (Calls)
Puts: -47.22% (Puts)
Prior 7-Day Total 310,307
Calls: 223,350 (72%)
Puts: 86,957 (28%)
Prior 7-Day Average 44,329
Calls: 31,907 (72%)
Puts: 12,422 (28%)
Current vs Prior 7-Day Avg +73.73%
Calls: +108.85%
Puts: -16.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $3.66M
Calls: $1.76M (48%)
Puts: $1.89M (52%)
Prior (08/13) $4.01M
Calls: $1.96M (49%)
Puts: $2.05M (51%)
Current vs Prior -8.84%
Calls: -9.91%
Puts: -7.81%
Prior 7-Day Total $22.11M
Calls: $10.31M (47%)
Puts: $11.80M (53%)
Prior 7-Day Average $3.16M
Calls: $1.47M (47%)
Puts: $1.69M (53%)
Current vs Prior 7-Day Avg +15.74%
Calls: +19.69%
Puts: +12.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/14) 0.16
Prior (08/13) 0.68
Current vs Prior -76.97%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg -62.09%
Sentiment BULLISH

Open Interest

Detail
Current (08/14) 223,179
Calls: 155,804 (70%)
Puts: 67,375 (30%)
Prior (08/13) 202,898
Calls: 147,006 (72%)
Puts: 55,892 (28%)
Current vs Prior +10.00%
Prior 7-Day Total 1,449,436
Calls: 1,056,010 (73%)
Puts: 393,426 (27%)
Prior 7-Day Average 207,062
Calls: 150,858 (73%)
Puts: 56,203 (27%)
Current vs Prior 7-Day Avg +7.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 3.15% | 4.96%4.96% | 11.52%
Prior 3.67% | 5.66%5.66% | 13.51%
Current vs Prior +35.12% | +26.91%-12.35% | -14.72%
Prior 7-Day Avg 4.27% | 6.67%7.32% | 16.73%
Current vs 7-Day Avg +16.19% | +7.72%-32.29% | -31.14%
Prior 7-Day Eod 3.67% | 5.66%5.66% | 13.51%
Current vs 7-Day Eod +35.12% | +26.91%-12.35% | -14.72%
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 58% vs prior. Extreme bullish P/C ratio of 0.16 - heavy call buying (66,637 calls vs 10,375 puts). P/C ratio dropping 77% - sentiment shifting bullish. Call-heavy open interest (155,804 calls vs 67,375 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 17 of results (avg 7.8%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 180.970.99$0.982.0%4130.461.5K
$20.00Sep 40.590.62$0.614.9%380.40234
$22.00Sep 250.710.75$0.735.5%500.3013
$19.50Aug 210.300.32$0.316.5%4.3K0.464.4K
$19.00Aug 210.510.55$0.537.5%2.6K0.68234
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 212.632.83$2.737.3%530.92964
$22.00Sep 182.973.20$3.097.4%160.73568
$23.00Aug 143.453.75$3.608.3%181.00193
$21.00Aug 141.551.70$1.639.2%6721.001.4K
$23.00Aug 213.553.90$3.729.4%330.94457

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 21 found (avg $0.56, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 210.100.12$0.1118.2%3.0K0.181.4K
$20.00Aug 210.170.19$0.1811.1%2.3K0.292.6K
$21.00Aug 210.070.08$0.0812.5%4.9K0.124.6K
$19.50Aug 210.300.32$0.316.5%4.3K0.464.4K
$19.00Aug 210.510.55$0.537.5%2.6K0.68234
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 210.390.46$0.4316.3%6170.55527
$20.00Aug 210.720.85$0.7816.7%1240.729.5K
$19.50Aug 280.580.70$0.6418.8%1340.52169
$20.00Aug 280.911.05$0.9814.3%120.63637
$18.00Sep 180.390.47$0.4318.6%1150.263.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Sep 252.964.30$3.6336.9%21.00--
$17.00Aug 212.152.62$2.3819.7%300.9925
$17.50Aug 211.762.12$1.9418.6%180.996
$18.00Aug 141.151.54$1.3528.9%100.98110
$17.50Aug 141.612.15$1.8828.7%10.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 141.031.19$1.1114.4%461.00266
$21.00Aug 141.551.70$1.639.2%6721.001.4K
$21.50Aug 141.712.22$1.9725.9%4251.001.4K
$22.00Aug 142.422.72$2.5711.7%551.0086
$22.50Aug 142.803.40$3.1019.4%651.0047

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 40.8K, top 4.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 210.070.08$0.0812.5%4.9K0.124.6K
$22.00Aug 210.040.07$0.0650.0%4.4K0.082.0K
$19.50Aug 210.300.32$0.316.5%4.3K0.464.4K
$20.50Aug 210.100.12$0.1118.2%3.0K0.181.4K
$19.00Aug 210.510.55$0.537.5%2.6K0.68234
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 140.530.68$0.6124.6%1.2K0.962.4K
$18.00Aug 210.000.04$0.02200.0%1.0K0.05650
$19.50Aug 140.110.37$0.24108.3%7020.931.8K
$21.00Aug 141.551.70$1.639.2%6721.001.4K
$19.00Aug 210.160.20$0.1822.2%6200.323.8K

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. 46 found (best R:R 0.55, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.50$17.00Sep 25$0.97$0.53$0.97100%0.55$16.47
$21.00$22.00Sep 18$0.12$0.88$0.1234%7.33$21.12
$17.00$17.50Sep 25$0.25$0.25$0.2585%1.00$17.25
$19.00$20.00Sep 18$0.36$0.64$0.3659%1.78$19.36
$18.50$19.00Aug 28$0.22$0.28$0.2278%1.27$18.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.50$21.00Aug 28$0.30$0.20$0.3086%0.67$21.20
$19.50$19.00Aug 14$0.23$0.27$0.2393%1.17$19.27
$19.00$18.50Aug 21$0.12$0.38$0.1232%3.17$18.88
$19.50$19.00Aug 21$0.25$0.25$0.2555%1.00$19.25
$18.00$17.50Sep 25$0.16$0.34$0.1630%2.13$17.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 1.27, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.50$21.00Sep 11$0.22$0.22$0.2862%0.79$20.72
$21.00$21.50Aug 28$0.11$0.11$0.3978%0.28$21.11
$20.00$20.50Aug 28$0.16$0.16$0.3463%0.47$20.16
$21.00$21.50Sep 4$0.12$0.12$0.3872%0.32$21.12
$22.00$22.50Sep 25$0.13$0.13$0.3770%0.35$22.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.00$18.00Sep 25$0.56$0.56$0.4457%1.27$18.44
$19.00$18.50Sep 11$0.34$0.34$0.1658%2.13$18.66
$18.00$17.00Sep 18$0.29$0.29$0.7174%0.41$17.71
$18.50$18.00Sep 11$0.26$0.26$0.2468%1.08$18.24
$19.00$18.00Sep 18$0.46$0.46$0.5458%0.85$18.54

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 1.29% of stock, avg 8.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Aug 14$0.01$0.24$0.25$19.25$19.751.29%
$19.00Aug 14$0.37$0.01$0.38$18.62$19.381.96%
$20.00Aug 14$0.01$0.61$0.62$19.38$20.623.20%
$19.00Aug 21$0.53$0.18$0.71$18.29$19.713.67%
$19.50Aug 21$0.31$0.43$0.74$18.76$20.243.82%
$20.00Aug 21$0.18$0.78$0.96$19.04$20.964.96%
$18.50Aug 21$0.95$0.06$1.01$17.49$19.515.22%
$19.00Aug 28$0.75$0.34$1.09$17.91$20.095.63%
$20.50Aug 14$0.01$1.11$1.12$19.38$21.625.79%
$18.50Aug 28$0.97$0.15$1.12$17.38$19.625.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.10% of stock, avg 4.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$19.50$19.00Aug 14$0.01$0.01$0.02$18.98$19.52
$21.50$18.00Aug 21$0.05$0.02$0.07$17.93$21.57
$21.00$18.00Aug 21$0.08$0.02$0.10$17.90$21.10
$21.50$18.50Aug 21$0.05$0.06$0.11$18.39$21.61
$21.00$18.50Aug 21$0.08$0.06$0.14$18.36$21.14
$20.50$18.00Aug 21$0.11$0.02$0.13$17.87$20.63
$19.50$17.00Aug 14$0.01$0.15$0.16$16.84$19.66
$20.50$18.50Aug 21$0.11$0.06$0.17$18.33$20.67
$22.50$17.50Aug 28$0.17$0.08$0.25$17.25$22.75
$20.00$18.00Aug 21$0.18$0.02$0.20$17.80$20.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.78, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
17/1822/22Sep 25$0.32$0.1846%1.78$17.18$22.32
18/1822/22Sep 25$0.29$0.2140%1.38$17.71$22.29
18/1821/22Sep 4$0.26$0.2444%1.08$18.24$21.26
17/1822/23Sep 18$0.43$0.5746%0.75$17.57$22.43
16/1722/23Sep 18$0.25$0.7561%0.33$16.75$22.25
17/1821/22Sep 18$0.41$0.5940%0.69$17.59$21.41
16/1721/22Sep 18$0.23$0.7754%0.30$16.77$21.23
18/1822/23Sep 4$0.26$1.2450%0.21$18.24$21.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 2.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.50$19.00$19.50Aug 14$0.22$0.2882%1.27
$17.00$18.00$19.00Sep 18$0.13$0.8730%6.69
$19.00$19.50$20.00Aug 14$0.36$0.1491%0.39
$19.00$19.50$20.00Aug 21$0.09$0.4139%4.56
$19.50$20.00$20.50Aug 21$0.06$0.4428%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 14$0.14$0.3691%2.57
$19.00$19.50$20.00Aug 21$0.10$0.4040%4.00
$17.00$18.00$19.00Sep 18$0.17$0.8330%4.88
$18.50$19.00$19.50Aug 21$0.13$0.3742%2.85
$18.00$18.50$19.00Aug 21$0.08$0.4227%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. 58 found (best net $-0.04, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.50$19.001:2Aug 21-$0.11$0.39
$19.00$19.501:2Aug 21-$0.09$0.41
$21.50$23.001:2Sep 4-$0.05$1.45
$20.00$20.501:2Aug 28-$0.08$0.42
$20.00$21.001:2Sep 18-$0.34$0.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$19.501:2Sep 25-$0.04$1.96
$21.50$20.001:2Sep 4-$0.06$1.44
$21.00$20.001:2Aug 28-$0.23$0.77
$20.50$20.001:2Aug 14-$0.11$0.39
$20.00$19.001:2Sep 18-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 3.67%, avg 2.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Sep 25$0.710.3013.6%3.67%17.30%5013
$20.00Sep 25$1.090.463.3%5.63%8.94%3260
$21.50Sep 25$0.610.3411.1%3.15%14.20%1--
$19.50Sep 25$1.250.510.7%6.46%7.18%2554
$22.50Sep 25$0.440.2716.2%2.27%18.49%50--
$20.00Sep 18$0.970.463.3%5.01%8.32%4131.5K
$21.00Sep 25$0.570.378.5%2.94%11.42%2335
$22.00Sep 18$0.440.2713.6%2.27%15.91%1723.7K
$23.00Sep 18$0.360.2118.8%1.86%20.66%5541.5K
$21.00Sep 18$0.560.348.5%2.89%11.36%59342

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 66,637
Total Puts 10,375
Put/Call Ratio 0.16
Net Difference 56,262

Prior's Put/Call Breakdown

Total Calls 29,081
Total Puts 19,658
Put/Call Ratio 0.68
Net Difference 9,423

Prior 7-Day Put/Call Summary

Total Calls 223,350
Total Puts 86,957
Average Put/Call Ratio 0.41
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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