Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$19.19 +0.73%
$19.22 (+0.16%)🌙
as of 08/20 07:17 PM
8/20 19:17

Option Volume

Detail
Current (08/20) 64,530
Calls: 58,441 (91%)
Puts: 6,089 (9%)
Prior (08/19) 43,883
Calls: 37,514 (85%)
Puts: 6,369 (15%)
Current vs Prior +47.05%
Calls: +55.78% (Calls)
Puts: -4.40% (Puts)
Prior 7-Day Total 306,804
Calls: 242,124 (79%)
Puts: 64,680 (21%)
Prior 7-Day Average 43,829
Calls: 34,589 (79%)
Puts: 9,240 (21%)
Current vs Prior 7-Day Avg +47.23%
Calls: +68.96%
Puts: -34.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $2.77M
Calls: $1.92M (69%)
Puts: $849.9K (31%)
Prior (08/19) $3.17M
Calls: $1.79M (57%)
Puts: $1.38M (43%)
Current vs Prior -12.60%
Calls: +7.03%
Puts: -38.21%
Prior 7-Day Total $21.25M
Calls: $10.21M (48%)
Puts: $11.04M (52%)
Prior 7-Day Average $3.04M
Calls: $1.46M (48%)
Puts: $1.58M (52%)
Current vs Prior 7-Day Avg -8.75%
Calls: +31.66%
Puts: -46.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.10
Prior (08/19) 0.17
Current vs Prior -38.63%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -65.76%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 225,658
Calls: 177,577 (79%)
Puts: 48,081 (21%)
Prior (08/19) 218,080
Calls: 157,701 (72%)
Puts: 60,379 (28%)
Current vs Prior +3.47%
Prior 7-Day Total 1,426,191
Calls: 1,042,709 (73%)
Puts: 383,482 (27%)
Prior 7-Day Average 203,741
Calls: 148,958 (73%)
Puts: 54,783 (27%)
Current vs Prior 7-Day Avg +10.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.65% | 6.36%3.65% | 11.62%
Prior 4.20% | 6.30%4.20% | 11.23%
Current vs Prior -13.14% | +0.92%-13.14% | +3.45%
Prior 7-Day Avg 4.09% | 6.46%5.05% | 12.96%
Current vs 7-Day Avg -10.82% | -1.57%-27.71% | -10.30%
Prior 7-Day Eod 4.20% | 6.30%4.20% | 11.23%
Current vs 7-Day Eod -13.14% | +0.92%-13.14% | +3.45%
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 69% call dollar volume ($1.92M). Extreme bullish P/C ratio of 0.10 - heavy call buying (58,441 calls vs 6,089 puts). P/C ratio dropping 39% - sentiment shifting bullish. Call-heavy open interest (177,577 calls vs 48,081 puts) suggests bullish 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 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 7 of results (avg 8.3%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 213.153.45$3.309.1%10.92--
$20.00Sep 251.001.10$1.059.5%540.45163
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 181.551.66$1.616.8%160.572.6K
$22.00Aug 212.642.84$2.747.3%1141.00--
$22.00Aug 282.682.89$2.797.5%1010.92--
$23.00Sep 183.904.25$4.088.6%220.82691
$21.00Sep 182.232.44$2.349.0%20.67--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.69, cheapest $0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 280.240.29$0.2718.5%9400.312.9K
$19.50Aug 280.370.43$0.4015.0%4.7K0.43817
$19.00Aug 280.550.63$0.5913.6%5110.59390
$19.00Sep 40.770.94$0.8619.8%3980.59626
$21.00Sep 180.600.71$0.6616.7%500.34496
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.740.86$0.8015.0%1200.949.3K
$20.00Aug 280.901.07$0.9917.2%730.70662
$18.00Sep 180.410.49$0.4517.8%810.283.5K
$19.00Sep 180.871.05$0.9618.8%180.44896

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 50 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 212.082.41$2.2514.7%250.9943
$17.00Aug 282.162.56$2.3616.9%140.9962
$17.50Aug 211.652.05$1.8521.6%40.9924
$18.00Aug 211.171.40$1.2917.8%2300.98310
$18.50Aug 210.650.89$0.7731.2%1000.9571
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 211.121.43$1.2724.4%741.00409
$21.00Aug 211.501.92$1.7124.6%331.001.3K
$21.50Aug 212.102.35$2.2311.2%971.00--
$22.00Aug 212.642.84$2.747.3%1141.00--
$23.00Aug 213.554.00$3.7811.9%181.00341

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 56.7K, top 20.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 210.080.13$0.1145.5%20.7K0.327.9K
$21.50Aug 280.080.11$0.1030.0%5.0K0.12739
$19.50Aug 280.370.43$0.4015.0%4.7K0.43817
$20.00Sep 110.440.76$0.6053.3%4.1K0.40868
$21.00Aug 280.110.14$0.1323.1%3.5K0.151.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 210.060.09$0.0837.5%2.3K0.285.4K
$19.00Aug 280.300.39$0.3525.7%4730.41500
$18.50Aug 280.100.16$0.1346.2%3030.22533
$18.00Aug 280.010.06$0.03166.7%2410.08390
$19.00Sep 40.460.61$0.5427.8%2010.42297

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. 41 found (best R:R 0.52, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$16.00$19.00Sep 25$1.98$1.02$1.9891%0.52$17.98
$19.50$21.00Oct 2$0.39$1.11$0.3953%2.85$19.89
$18.00$19.50Oct 2$0.64$0.86$0.6469%1.34$18.64
$20.50$22.00Sep 25$0.24$1.26$0.2440%5.25$20.74
$18.00$19.00Sep 18$0.47$0.53$0.4773%1.13$18.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$18.50Sep 4$0.18$0.32$0.1842%1.78$18.82
$19.50$19.00Sep 11$0.26$0.24$0.2652%0.92$19.24
$19.50$19.00Aug 21$0.29$0.21$0.2972%0.72$19.21
$19.50$19.00Aug 28$0.28$0.22$0.2857%0.79$19.22
$18.50$18.00Aug 28$0.10$0.40$0.1022%4.00$18.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.55, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.50$20.00Sep 11$0.24$0.24$0.2651%0.92$19.74
$22.00$23.00Sep 18$0.20$0.20$0.8073%0.25$22.20
$22.00$23.00Sep 11$0.11$0.11$0.8980%0.12$22.11
$21.00$22.00Sep 11$0.18$0.18$0.8270%0.22$21.18
$19.50$20.00Aug 28$0.13$0.13$0.3757%0.35$19.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$16.50Oct 2$0.71$0.71$1.2963%0.55$17.79
$19.00$18.00Sep 18$0.51$0.51$0.4956%1.04$18.49
$19.00$18.00Sep 25$0.53$0.53$0.4756%1.13$18.47
$18.00$17.00Sep 18$0.30$0.30$0.7072%0.43$17.70
$19.00$18.00Sep 11$0.44$0.44$0.5657%0.79$18.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.29, cheapest $0.29)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Aug 21Aug 28$0.2952.9%46.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 2.14% of stock, avg 8.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.00Aug 21$0.33$0.08$0.41$18.59$19.412.14%
$19.50Aug 21$0.11$0.37$0.48$19.02$19.982.50%
$18.50Aug 21$0.77$0.01$0.78$17.72$19.284.06%
$20.00Aug 21$0.04$0.80$0.84$19.16$20.844.38%
$19.00Aug 28$0.59$0.35$0.94$18.06$19.944.90%
$19.50Aug 28$0.40$0.63$1.03$18.47$20.535.37%
$18.50Aug 28$0.93$0.13$1.06$17.44$19.565.52%
$20.00Aug 28$0.27$0.99$1.26$18.74$21.266.57%
$18.00Aug 21$1.29$0.01$1.30$16.70$19.306.77%
$20.50Aug 21$0.03$1.27$1.30$19.20$21.806.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 0.21% of stock, avg 4.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.50$18.50Aug 21$0.03$0.01$0.04$18.46$20.54
$20.00$18.50Aug 21$0.04$0.01$0.05$18.45$20.05
$21.50$18.00Aug 28$0.10$0.03$0.13$17.87$21.63
$20.50$19.00Aug 21$0.03$0.08$0.11$18.89$20.61
$20.00$19.00Aug 21$0.04$0.08$0.12$18.88$20.12
$21.50$17.50Aug 28$0.10$0.06$0.16$17.34$21.66
$19.50$18.50Aug 21$0.11$0.01$0.12$18.38$19.62
$21.00$18.00Aug 28$0.13$0.03$0.16$17.84$21.16
$19.50$19.00Aug 21$0.11$0.08$0.19$18.81$19.69
$21.00$17.50Aug 28$0.13$0.06$0.19$17.31$21.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.00, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
17/1822/23Sep 18$0.50$0.5045%1.00$17.50$22.50
17/1821/22Sep 18$0.43$0.5739%0.75$17.57$21.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 2.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$19.00$20.00Sep 18$0.09$0.9129%10.11
$19.00$19.50$20.00Aug 21$0.15$0.3560%2.33
$18.00$18.50$19.00Aug 28$0.06$0.4433%7.33
$19.00$19.50$20.00Aug 28$0.06$0.4428%7.33
$21.00$22.00$23.00Sep 11$0.07$0.9316%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Aug 21$0.14$0.3666%2.57
$19.00$20.00$21.00Sep 18$0.08$0.9224%11.50
$18.50$19.00$19.50Aug 28$0.06$0.4435%7.33
$18.00$19.00$20.00Sep 18$0.14$0.8629%6.14
$19.50$21.00$22.50Sep 11$0.25$1.2531%5.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.42, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$18.501:2Aug 21-$0.25$0.25
$18.00$19.001:2Sep 11-$0.46$0.54
$21.00$22.001:2Sep 11-$0.11$0.89
$18.00$19.501:2Oct 2-$0.83$0.67
$18.50$19.001:2Aug 28-$0.25$0.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$20.501:2Sep 4-$0.42$1.08
$22.50$21.001:2Sep 11-$0.73$0.77
$19.00$18.001:2Sep 25-$0.09$0.91
$20.00$19.001:2Sep 18-$0.31$0.69
$20.50$20.001:2Aug 21-$0.33$0.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 4.90%, avg 2.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Oct 2$0.940.409.4%4.90%14.33%251
$19.50Oct 2$1.310.531.6%6.83%8.44%112
$22.00Sep 25$0.600.3014.6%3.13%17.77%5--
$20.00Sep 25$1.000.454.2%5.21%9.43%54163
$23.00Sep 25$0.430.2419.9%2.24%22.09%50--
$20.50Sep 25$0.790.406.8%4.12%10.94%120
$22.00Sep 18$0.480.2714.6%2.50%17.14%4214.2K
$21.00Sep 18$0.600.349.4%3.13%12.56%50496
$20.00Sep 18$0.840.444.2%4.38%8.60%6822.9K
$19.50Sep 25$0.990.501.6%5.16%6.77%774

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 58,441
Total Puts 6,089
Put/Call Ratio 0.10
Net Difference 52,352

Prior's Put/Call Breakdown

Total Calls 37,514
Total Puts 6,369
Put/Call Ratio 0.17
Net Difference 31,145

Prior 7-Day Put/Call Summary

Total Calls 242,124
Total Puts 64,680
Average Put/Call Ratio 0.30
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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