Tour v509
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$19.50 +0.75%
$19.49 (-0.05%)🌙
as of 08/17 07:15 PM
8/17 19:15

Option Volume

Detail
Current (08/17) 42,373
Calls: 34,017 (80%)
Puts: 8,356 (20%)
Prior (08/14) 77,012
Calls: 66,637 (87%)
Puts: 10,375 (13%)
Current vs Prior -44.98%
Calls: -48.95% (Calls)
Puts: -19.46% (Puts)
Prior 7-Day Total 342,456
Calls: 257,114 (75%)
Puts: 85,342 (25%)
Prior 7-Day Average 48,922
Calls: 36,730 (75%)
Puts: 12,191 (25%)
Current vs Prior 7-Day Avg -13.39%
Calls: -7.39%
Puts: -31.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $2.97M
Calls: $1.81M (61%)
Puts: $1.16M (39%)
Prior (08/14) $3.66M
Calls: $1.76M (48%)
Puts: $1.89M (52%)
Current vs Prior -18.72%
Calls: +2.87%
Puts: -38.85%
Prior 7-Day Total $21.28M
Calls: $9.70M (46%)
Puts: $11.58M (54%)
Prior 7-Day Average $3.04M
Calls: $1.39M (46%)
Puts: $1.65M (54%)
Current vs Prior 7-Day Avg -2.27%
Calls: +30.92%
Puts: -30.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.25
Prior (08/14) 0.16
Current vs Prior +57.77%
Prior 7-Day Average 0.38
Current vs Prior 7-Day Avg -35.52%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 198,174
Calls: 148,280 (75%)
Puts: 49,894 (25%)
Prior (08/14) 223,179
Calls: 155,804 (70%)
Puts: 67,375 (30%)
Current vs Prior -11.20%
Prior 7-Day Total 1,446,162
Calls: 1,048,732 (73%)
Puts: 397,430 (27%)
Prior 7-Day Average 206,594
Calls: 149,818 (73%)
Puts: 56,775 (27%)
Current vs Prior 7-Day Avg -4.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.28% | 5.95%3.28% | 11.90%
Prior 4.96% | 7.18%4.96% | 11.52%
Current vs Prior -33.81% | -17.15%-33.81% | +3.29%
Prior 7-Day Avg 4.36% | 6.72%6.69% | 15.68%
Current vs 7-Day Avg -24.78% | -11.42%-50.98% | -24.14%
Prior 7-Day Eod 4.96% | 7.18%4.96% | 11.52%
Current vs 7-Day Eod -33.81% | -17.15%-33.81% | +3.29%
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 bullish flow with 61% call dollar volume ($1.81M). Below-average activity with volume down 45% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (34,017 calls vs 8,356 puts). P/C ratio rising 58% - 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 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 9 of results (avg 8.2%, best 6.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 181.882.04$1.968.2%170.75315
$19.00Sep 181.381.50$1.448.3%350.60354
$20.00Sep 181.001.09$1.058.6%6940.471.8K
$16.00Sep 253.453.80$3.639.6%30.92--
$21.00Sep 180.770.85$0.819.9%620.37372
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 183.804.05$3.936.4%250.77438
$22.00Sep 182.953.15$3.056.6%260.72566
$22.50Aug 282.953.20$3.088.1%500.8826
$23.00Sep 43.503.80$3.658.2%250.85--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.57, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 210.060.07$0.0714.3%1.1K0.125.5K
$20.00Aug 210.170.20$0.1915.8%8.0K0.313.2K
$19.50Aug 210.300.36$0.3318.2%1.4K0.527.2K
$20.50Aug 280.280.33$0.3116.1%360.3073
$20.00Aug 280.400.45$0.4311.6%3580.401.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 280.850.95$0.9011.1%340.60--
$19.50Sep 110.901.04$0.9714.4%130.48--
$19.00Sep 180.810.95$0.8815.9%100.40872

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 41 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 213.203.75$3.4815.8%20.997
$17.00Aug 212.382.73$2.5513.7%50.9947
$17.50Aug 211.952.20$2.0812.0%50.9922
$18.00Aug 211.461.79$1.6320.2%80.9881
$17.00Aug 282.312.76$2.5417.7%40.9842
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 213.303.70$3.5011.4%211.00450
$22.00Aug 212.442.75$2.6011.9%2870.93991
$21.50Aug 211.882.27$2.0818.8%470.91279
$23.00Aug 283.253.80$3.5315.6%30.9010
$21.00Aug 211.441.64$1.5413.0%1020.881.7K

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 27.2K, top 8.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.170.20$0.1915.8%8.0K0.313.2K
$20.50Aug 210.060.11$0.0955.6%3.5K0.173.9K
$19.50Aug 210.300.36$0.3318.2%1.4K0.527.2K
$21.00Aug 210.060.07$0.0714.3%1.1K0.125.5K
$21.00Aug 280.100.25$0.1883.3%9700.20460
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 210.080.10$0.0922.2%3.8K0.224.2K
$20.00Aug 210.600.75$0.6822.1%6210.699.5K
$19.50Aug 210.260.36$0.3132.3%4110.49900
$19.50Aug 280.500.62$0.5621.4%3860.48297
$18.50Aug 280.080.15$0.1258.3%3310.18105

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. 39 found (best R:R 0.72, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$16.00$20.00Sep 25$2.32$1.68$2.3292%0.72$18.32
$21.00$22.00Sep 25$0.16$0.84$0.1639%5.25$21.16
$18.00$19.00Sep 18$0.52$0.48$0.5275%0.92$18.52
$20.00$21.00Sep 18$0.24$0.76$0.2447%3.17$20.24
$18.00$19.00Sep 11$0.56$0.44$0.5679%0.79$18.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$22.50Sep 4$0.32$0.18$0.3285%0.56$22.68
$22.00$21.50Sep 4$0.31$0.19$0.3181%0.61$21.69
$19.50$19.00Sep 4$0.22$0.28$0.2247%1.27$19.28
$18.50$18.00Sep 4$0.12$0.38$0.1226%3.17$18.38
$19.50$19.00Aug 28$0.25$0.25$0.2548%1.00$19.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 1.17, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.50$21.00Aug 28$0.13$0.13$0.3770%0.35$20.63
$21.50$22.00Sep 11$0.14$0.14$0.3670%0.39$21.64
$20.00$20.50Aug 21$0.10$0.10$0.4069%0.25$20.10
$21.00$21.50Sep 4$0.13$0.13$0.3768%0.35$21.13
$20.00$20.50Sep 11$0.20$0.20$0.3054%0.67$20.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$17.50Sep 25$0.54$0.54$0.4665%1.17$17.96
$19.00$18.00Sep 18$0.46$0.46$0.5460%0.85$18.54
$18.00$17.00Sep 18$0.28$0.28$0.7275%0.39$17.72
$19.00$18.50Sep 4$0.26$0.26$0.2463%1.08$18.74
$17.50$16.00Sep 4$0.11$0.11$1.3988%0.08$17.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.24, cheapest $0.22)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Aug 21Aug 28$0.2446.6%46.9%
$19.50Aug 21Aug 28$0.2739.2%42.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Aug 21Aug 28$0.2246.6%46.9%
$19.50Aug 21Aug 28$0.2539.2%42.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 3.28% of stock, avg 8.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Aug 21$0.33$0.31$0.64$18.86$20.143.28%
$19.00Aug 21$0.66$0.09$0.75$18.25$19.753.85%
$20.00Aug 21$0.19$0.68$0.87$19.13$20.874.46%
$18.50Aug 21$1.05$0.02$1.07$17.43$19.575.49%
$19.00Aug 28$0.85$0.31$1.16$17.84$20.165.95%
$19.50Aug 28$0.60$0.56$1.16$18.34$20.665.95%
$20.50Aug 21$0.09$1.08$1.17$19.33$21.676.00%
$18.50Aug 28$1.18$0.12$1.30$17.20$19.806.67%
$20.00Aug 28$0.43$0.90$1.33$18.67$21.336.82%
$20.50Aug 28$0.31$1.27$1.58$18.92$22.088.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 0.31% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$18.50Aug 21$0.04$0.02$0.06$18.44$22.06
$21.50$18.50Aug 21$0.05$0.02$0.07$18.43$21.57
$21.00$18.50Aug 21$0.07$0.02$0.09$18.41$21.09
$20.50$18.50Aug 21$0.09$0.02$0.11$18.39$20.61
$22.00$19.00Aug 21$0.04$0.09$0.13$18.87$22.13
$21.50$19.00Aug 21$0.05$0.09$0.14$18.86$21.64
$21.00$19.00Aug 21$0.07$0.09$0.16$18.84$21.16
$20.50$19.00Aug 21$0.09$0.09$0.18$18.82$20.68
$22.00$18.00Aug 28$0.13$0.08$0.21$17.79$22.21
$22.00$18.50Aug 28$0.13$0.12$0.25$18.25$22.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.94, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1822/22Sep 11$0.33$0.1740%1.94$18.17$21.83
18/1920/21Aug 28$0.32$0.1836%1.78$18.68$20.82
18/1822/22Sep 25$0.65$0.3532%1.86$17.85$22.65
18/1821/22Sep 4$0.25$0.2542%1.00$18.25$21.25
16/1821/22Sep 4$0.24$1.2657%0.19$17.26$21.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.50$19.00$19.50Aug 21$0.06$0.4442%7.33
$18.00$19.00$20.00Sep 18$0.13$0.8728%6.69
$18.00$19.00$20.00Sep 11$0.18$0.8233%4.56
$18.50$19.00$19.50Aug 28$0.08$0.4230%5.25
$19.00$19.50$20.00Aug 28$0.08$0.4227%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$19.00$20.00Sep 18$0.12$0.8828%7.33
$18.50$19.00$19.50Aug 28$0.06$0.4430%7.33
$19.00$19.50$20.00Aug 21$0.15$0.3547%2.33
$18.00$18.50$19.00Aug 21$0.06$0.4420%7.33
$20.00$20.50$21.00Aug 21$0.06$0.4420%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.36, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.50$19.001:2Aug 21-$0.27$0.23
$18.00$19.001:2Sep 11-$0.70$0.30
$19.00$20.001:2Sep 11-$0.50$0.50
$18.00$18.501:2Aug 21-$0.47$0.03
$20.50$21.001:2Aug 21-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$21.001:2Aug 28-$0.36$1.14
$20.00$19.001:2Sep 18-$0.30$0.70
$19.50$19.001:2Aug 28-$0.06$0.44
$20.50$20.001:2Aug 21-$0.28$0.22
$20.00$19.501:2Aug 28-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.28%, avg 2.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 25$0.640.2917.9%3.28%21.23%702
$22.00Sep 25$0.770.3312.8%3.95%16.77%2562
$22.50Sep 25$0.630.2915.4%3.23%18.62%2--
$20.00Sep 25$1.150.482.6%5.90%8.46%9691
$21.00Sep 25$0.800.397.7%4.10%11.79%1837
$21.00Sep 18$0.770.377.7%3.95%11.64%62372
$23.00Sep 18$0.460.2317.9%2.36%20.31%1382.0K
$20.00Sep 18$1.000.472.6%5.13%7.69%6941.8K
$22.00Sep 18$0.460.2812.8%2.36%15.18%2433.7K
$21.00Sep 11$0.520.337.7%2.67%10.36%17223

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 34,017
Total Puts 8,356
Put/Call Ratio 0.25
Net Difference 25,661

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 257,114
Total Puts 85,342
Average Put/Call Ratio 0.38
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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