Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.95 -1.25%
$18.93 (-0.11%)🌙
as of 08/21 07:19 PM
8/21 19:19

Option Volume

Detail
Current (08/21) 56,054
Calls: 34,794 (62%)
Puts: 21,260 (38%)
Prior (08/20) 64,530
Calls: 58,441 (91%)
Puts: 6,089 (9%)
Current vs Prior -13.13%
Calls: -40.46% (Calls)
Puts: +249.15% (Puts)
Prior 7-Day Total 348,528
Calls: 284,651 (82%)
Puts: 63,877 (18%)
Prior 7-Day Average 49,789
Calls: 40,664 (82%)
Puts: 9,125 (18%)
Current vs Prior 7-Day Avg +12.58%
Calls: -14.44%
Puts: +132.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $4.24M
Calls: $1.20M (28%)
Puts: $3.03M (72%)
Prior (08/20) $2.77M
Calls: $1.92M (69%)
Puts: $849.9K (31%)
Current vs Prior +52.91%
Calls: -37.44%
Puts: +256.98%
Prior 7-Day Total $22.34M
Calls: $11.55M (52%)
Puts: $10.79M (48%)
Prior 7-Day Average $3.19M
Calls: $1.65M (52%)
Puts: $1.54M (48%)
Current vs Prior 7-Day Avg +32.71%
Calls: -27.21%
Puts: +96.86%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/21) 0.61
Prior (08/20) 0.10
Current vs Prior +486.45%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg +137.40%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 243,734
Calls: 184,929 (76%)
Puts: 58,805 (24%)
Prior (08/20) 225,658
Calls: 177,577 (79%)
Puts: 48,081 (21%)
Current vs Prior +8.01%
Prior 7-Day Total 1,484,130
Calls: 1,098,109 (74%)
Puts: 386,021 (26%)
Prior 7-Day Average 212,018
Calls: 156,872 (74%)
Puts: 55,145 (26%)
Current vs Prior 7-Day Avg +14.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.01% | 5.75%3.01% | 11.40%
Prior 3.65% | 6.36%3.65% | 11.62%
Current vs Prior +57.69% | +27.83%-17.54% | -1.91%
Prior 7-Day Avg 4.00% | 6.39%4.59% | 12.17%
Current vs 7-Day Avg +43.85% | +27.16%-34.48% | -6.35%
Prior 7-Day Eod 3.65% | 6.36%3.65% | 11.62%
Current vs 7-Day Eod +57.69% | +27.83%-17.54% | -1.91%
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

Moderately bearish flow with 72% put dollar volume ($3.03M). Elevated premium activity with dollar volume up 53% vs prior. Bullish P/C ratio of 0.61. P/C ratio rising 486% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
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 5.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 182.953.15$3.056.6%130.94545
$22.00Sep 110.240.26$0.258.0%1370.18510
$17.00Oct 22.342.57$2.469.3%1750.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 43.553.75$3.655.5%4000.90764
$22.00Sep 183.303.50$3.405.9%30.77--
$21.00Aug 282.052.18$2.126.1%1850.881.3K
$21.00Sep 182.492.65$2.576.2%10.71--
$21.00Aug 211.972.11$2.046.9%3640.981.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 21 found (avg $0.50, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 280.160.18$0.1711.8%4.0K0.233.7K
$19.00Aug 280.370.44$0.4117.1%1.1K0.49715
$19.00Sep 40.600.68$0.6412.5%2100.50676
$18.50Sep 40.780.93$0.8617.4%30.6357
$22.00Sep 110.240.26$0.258.0%1370.18510
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Aug 280.060.07$0.0714.3%6000.14519
$18.50Aug 280.170.19$0.1811.1%2.2K0.30750
$17.50Sep 40.080.09$0.0911.1%210.1280
$18.00Sep 40.180.21$0.2015.0%500.23297
$19.00Aug 280.400.49$0.4520.0%3.1K0.51660

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 211.732.16$1.9522.1%131.0029
$17.50Aug 211.371.60$1.4915.4%121.0024
$18.00Aug 210.861.06$0.9620.8%441.0084
$16.00Sep 42.594.00$3.3042.7%1001.00--
$18.50Aug 210.300.68$0.4977.6%2630.9851
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 212.873.25$3.0612.4%2710.99619
$21.50Aug 212.422.61$2.517.6%590.99222
$21.00Aug 211.972.11$2.046.9%3640.981.3K
$20.50Aug 211.461.63$1.5511.0%1140.98335
$20.00Aug 210.981.11$1.0512.4%8540.979.3K

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 45.4K, top 5.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 280.090.13$0.1136.4%4.9K0.15267
$20.00Aug 280.160.18$0.1711.8%4.0K0.233.7K
$21.00Aug 280.080.10$0.0922.2%3.5K0.124.3K
$19.00Aug 210.010.02$0.0250.0%3.1K0.271.7K
$19.50Aug 210.000.01$0.01100.0%2.3K0.0411.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 210.040.11$0.0887.5%5.3K0.746.5K
$19.00Aug 280.400.49$0.4520.0%3.1K0.51660
$18.50Aug 280.170.19$0.1811.1%2.2K0.30750
$20.00Aug 210.981.11$1.0512.4%8540.979.3K
$18.00Aug 280.060.07$0.0714.3%6000.14519

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 17.9%, max 23.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Aug 21Oct 266.0%58.8%12.2%3.2K2.0K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Aug 21Sep 2566.0%53.3%23.7%5.3K6.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 3.00, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$20.00Sep 18$0.25$0.75$0.2552%3.00$19.25
$19.00$20.00Oct 2$0.30$0.70$0.3053%2.33$19.30
$18.00$19.00Sep 18$0.43$0.57$0.4368%1.33$18.43
$21.00$22.00Oct 2$0.15$0.85$0.1536%5.67$21.15
$18.00$19.00Oct 2$0.43$0.57$0.4364%1.33$18.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.50$18.00Aug 28$0.11$0.39$0.1130%3.55$18.39
$18.00$17.50Sep 4$0.11$0.39$0.1123%3.55$17.89
$18.00$17.50Sep 11$0.15$0.35$0.1528%2.33$17.85
$19.50$19.00Sep 4$0.33$0.17$0.3361%0.52$19.17
$18.50$18.00Sep 11$0.21$0.29$0.2139%1.38$18.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 0.67, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$20.50Sep 11$0.19$0.19$0.3164%0.61$20.19
$19.50$20.00Sep 4$0.18$0.18$0.3261%0.56$19.68
$20.00$21.00Sep 18$0.31$0.31$0.6960%0.45$20.31
$19.50$20.00Aug 28$0.11$0.11$0.3966%0.28$19.61
$20.00$20.50Oct 2$0.18$0.18$0.3256%0.56$20.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.00$17.00Sep 25$0.40$0.40$0.6066%0.67$17.60
$18.00$17.00Sep 18$0.32$0.32$0.6868%0.47$17.68
$17.00$16.00Sep 18$0.16$0.16$0.8484%0.19$16.84
$17.00$16.00Sep 25$0.20$0.20$0.8080%0.25$16.80
$18.50$18.00Sep 25$0.25$0.25$0.2559%1.00$18.25

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. 28 found (cheapest 0.53% of stock, avg 7.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.00Aug 21$0.02$0.08$0.10$18.90$19.100.53%
$18.50Aug 21$0.49$0.01$0.50$18.00$19.002.64%
$19.50Aug 21$0.01$0.54$0.55$18.95$20.052.90%
$18.50Aug 28$0.64$0.18$0.82$17.68$19.324.33%
$19.00Aug 28$0.41$0.45$0.86$18.14$19.864.54%
$18.00Aug 21$0.96$0.01$0.97$17.03$18.975.12%
$20.00Aug 21$0.01$1.05$1.06$18.94$21.065.59%
$19.50Aug 28$0.28$0.79$1.07$18.43$20.575.65%
$18.00Aug 28$1.04$0.07$1.11$16.89$19.115.86%
$18.50Sep 4$0.86$0.39$1.25$17.25$19.756.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 0.63% of stock, avg 4.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$17.50Aug 28$0.09$0.03$0.12$17.38$21.12
$20.50$17.50Aug 28$0.11$0.03$0.14$17.36$20.64
$21.00$18.00Aug 28$0.09$0.07$0.16$17.84$21.16
$19.00$16.00Aug 21$0.02$0.13$0.15$15.85$19.15
$20.50$18.00Aug 28$0.11$0.07$0.18$17.82$20.68
$21.00$17.00Aug 28$0.09$0.10$0.19$16.81$21.19
$20.50$17.00Aug 28$0.11$0.10$0.21$16.79$20.71
$20.00$17.50Aug 28$0.17$0.03$0.20$17.30$20.20
$20.00$18.00Aug 28$0.17$0.07$0.24$17.76$20.24
$20.00$17.00Aug 28$0.17$0.10$0.27$16.73$20.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.79, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1820/20Aug 28$0.22$0.2835%0.79$18.28$19.72
17/1821/22Sep 18$0.42$0.5839%0.72$17.58$21.42
16/1721/22Sep 18$0.26$0.7455%0.35$16.74$21.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.50$19.00$19.50Aug 28$0.10$0.4035%4.00
$18.00$18.50$19.00Sep 11$0.06$0.4420%7.33
$18.50$19.00$19.50Aug 21$0.46$0.0494%0.09
$18.00$19.00$20.00Oct 2$0.13$0.8721%6.69
$18.00$19.00$20.00Sep 18$0.18$0.8228%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$18.50$19.00Aug 21$0.07$0.4371%6.14
$18.00$19.00$20.00Sep 18$0.09$0.9128%10.11
$18.50$19.00$19.50Aug 28$0.07$0.4335%6.14
$18.50$19.00$19.50Aug 21$0.39$0.1191%0.28
$19.00$19.50$20.00Aug 21$0.05$0.4524%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-0.31, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$18.001:2Sep 25-$0.31$1.69
$17.00$18.001:2Aug 28-$0.12$0.88
$18.00$18.501:2Aug 28-$0.24$0.26
$20.00$21.001:2Sep 18-$0.21$0.79
$18.50$19.001:2Aug 28-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$20.001:2Sep 4-$0.51$0.49
$19.50$19.001:2Aug 28-$0.11$0.39
$20.00$19.001:2Sep 18-$0.42$0.58
$19.00$18.501:2Sep 4-$0.10$0.40
$18.00$17.501:2Sep 11-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.43%, avg 2.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Oct 2$0.650.3016.1%3.43%19.53%10--
$21.00Oct 2$0.790.3610.8%4.17%14.99%226
$20.00Oct 2$1.030.435.5%5.44%10.98%3--
$20.50Oct 2$0.860.398.2%4.54%12.72%64
$19.00Oct 2$1.330.530.3%7.02%7.28%17346
$20.50Sep 25$0.740.388.2%3.91%12.08%2518
$22.00Sep 25$0.510.2616.1%2.69%18.79%3117
$20.00Sep 25$0.850.425.5%4.49%10.03%34149
$22.50Sep 25$0.430.2418.7%2.27%21.00%41.9K
$19.50Sep 25$0.980.472.9%5.17%8.07%5--

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 34,794
Total Puts 21,260
Put/Call Ratio 0.61
Net Difference 13,534

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 284,651
Total Puts 63,877
Average Put/Call Ratio 0.26
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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