Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.54 -0.70%
$18.39 (-0.81%)🌙
as of 08/26 07:15 PM
8/26 19:15

Option Volume

Detail
Current (08/26) 35,529
Calls: 23,669 (67%)
Puts: 11,860 (33%)
Prior (08/25) 37,560
Calls: 32,295 (86%)
Puts: 5,265 (14%)
Current vs Prior -5.41%
Calls: -26.71% (Calls)
Puts: +125.26% (Puts)
Prior 7-Day Total 357,868
Calls: 295,089 (82%)
Puts: 62,779 (18%)
Prior 7-Day Average 51,124
Calls: 42,155 (82%)
Puts: 8,968 (18%)
Current vs Prior 7-Day Avg -30.50%
Calls: -43.85%
Puts: +32.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26) $2.47M
Calls: $780.5K (32%)
Puts: $1.69M (68%)
Prior (08/25) $1.87M
Calls: $788.5K (42%)
Puts: $1.08M (58%)
Current vs Prior +32.48%
Calls: -1.02%
Puts: +56.96%
Prior 7-Day Total $21.41M
Calls: $10.38M (48%)
Puts: $11.03M (52%)
Prior 7-Day Average $3.06M
Calls: $1.48M (48%)
Puts: $1.58M (52%)
Current vs Prior 7-Day Avg -19.08%
Calls: -47.36%
Puts: +7.53%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/26) 0.50
Prior (08/25) 0.16
Current vs Prior +207.36%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +117.77%
Sentiment BULLISH

Open Interest

Detail
Current (08/26) 201,297
Calls: 154,742 (77%)
Puts: 46,555 (23%)
Prior (08/25) 217,024
Calls: 170,580 (79%)
Puts: 46,444 (21%)
Current vs Prior -7.25%
Prior 7-Day Total 1,533,365
Calls: 1,151,982 (75%)
Puts: 381,383 (25%)
Prior 7-Day Average 219,052
Calls: 164,568 (75%)
Puts: 54,483 (25%)
Current vs Prior 7-Day Avg -8.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.99% | 6.85%11.70% | 18.07%
Prior 4.45% | 7.12%12.00% | 18.43%
Current vs Prior -10.22% | -3.84%-2.45% | -1.93%
Prior 7-Day Avg 4.39% | 6.91%5.07% | 12.68%
Current vs 7-Day Avg -9.03% | -0.85%+130.65% | +42.49%
Prior 7-Day Eod 4.45% | 7.12%12.00% | 18.43%
Current vs 7-Day Eod -10.22% | -3.84%-2.45% | -1.93%
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($1.69M). Bullish P/C ratio of 0.50. P/C ratio rising 207% - increased hedging/bearish positioning. Call-heavy open interest (154,742 calls vs 46,555 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 7 of results (avg 6.8%, best 4.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 280.230.24$0.244.2%6530.56237
$17.00Sep 111.601.70$1.656.1%10.80--
$18.00Sep 181.121.20$1.166.9%1830.62790
$15.00Aug 283.353.70$3.539.9%60.994
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 180.190.20$0.205.0%300.18870
$20.00Sep 181.841.97$1.916.8%440.682.5K
$20.50Sep 182.202.41$2.319.1%30.74--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.52, cheapest $0.24)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 280.230.24$0.244.2%6530.56237
$19.00Sep 110.510.62$0.5619.6%360.43370
$20.00Sep 180.470.53$0.5012.0%9780.323.5K
$18.50Sep 180.901.01$0.9611.5%20.53--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 180.190.20$0.205.0%300.18870
$18.50Sep 110.580.70$0.6418.8%40.47672
$18.00Sep 180.530.60$0.5612.5%4050.383.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 42.512.80$2.6610.9%1001.00--
$16.00Aug 282.452.74$2.6011.2%20.99101
$15.00Aug 283.353.70$3.539.9%60.994
$17.00Aug 281.311.65$1.4823.0%70.98--
$16.00Sep 182.372.74$2.5614.5%360.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 283.053.55$3.3015.2%50.94--
$21.00Aug 282.292.56$2.4211.2%1.0K0.941.4K
$20.50Aug 281.842.05$1.9410.8%120.94--
$20.00Aug 281.191.57$1.3827.5%80.93673
$19.50Aug 280.841.18$1.0133.7%520.89608

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 27.2K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 40.070.30$0.19121.1%6.1K0.17580
$19.00Aug 280.090.11$0.1020.0%3.1K0.263.8K
$21.50Sep 40.030.10$0.07100.0%3.0K0.081.5K
$19.50Aug 280.040.06$0.0540.0%1.0K0.139.1K
$20.00Sep 180.470.53$0.5012.0%9780.323.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 280.420.58$0.5032.0%2.2K0.757.5K
$18.50Sep 40.410.59$0.5036.0%2.2K0.48340
$18.50Aug 280.140.18$0.1625.0%1.4K0.443.1K
$18.00Aug 280.020.04$0.0366.7%1.2K0.121.2K
$21.00Aug 282.292.56$2.4211.2%1.0K0.941.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 24.3%, max 24.3%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Sep 11Oct 255.2%44.4%24.3%42190

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 0.92, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$18.50Oct 2$0.78$0.72$0.7875%0.92$17.78
$17.50$18.00Sep 25$0.15$0.35$0.1570%2.33$17.65
$20.00$21.00Sep 18$0.11$0.89$0.1132%8.09$20.11
$20.00$21.00Oct 2$0.19$0.81$0.1938%4.26$20.19
$18.00$18.50Sep 11$0.18$0.32$0.1866%1.78$18.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$19.50Sep 4$0.30$0.20$0.3083%0.67$19.70
$19.00$18.50Sep 4$0.22$0.28$0.2262%1.27$18.78
$19.00$18.50Sep 11$0.24$0.26$0.2457%1.08$18.76
$17.50$17.00Sep 18$0.13$0.37$0.1327%2.85$17.37
$18.50$18.00Aug 28$0.13$0.37$0.1344%2.85$18.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 1.14, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$21.50Sep 4$0.12$0.12$0.3884%0.32$21.12
$21.50$22.00Oct 2$0.15$0.15$0.3572%0.43$21.65
$21.00$22.00Sep 25$0.23$0.23$0.7771%0.30$21.23
$19.50$20.00Sep 18$0.18$0.18$0.3261%0.56$19.68
$19.00$19.50Sep 11$0.19$0.19$0.3157%0.61$19.19
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$17.00Oct 2$0.80$0.80$0.7053%1.14$17.70
$16.50$15.00Oct 2$0.32$0.32$1.1878%0.27$16.18
$18.50$18.00Sep 18$0.34$0.34$0.1653%2.12$18.16
$18.50$18.00Sep 4$0.31$0.31$0.1952%1.63$18.19
$17.50$17.00Sep 25$0.22$0.22$0.2870%0.79$17.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.33, cheapest $0.31)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.50Aug 28Sep 4$0.3136.0%44.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.50Aug 28Sep 4$0.3436.0%44.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 2.16% of stock, avg 8.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.50Aug 28$0.24$0.16$0.40$18.10$18.902.16%
$18.00Aug 28$0.53$0.03$0.56$17.44$18.563.02%
$19.00Aug 28$0.10$0.50$0.60$18.40$19.603.24%
$18.50Sep 4$0.55$0.50$1.05$17.45$19.555.66%
$19.50Aug 28$0.05$1.01$1.06$18.44$20.565.72%
$18.00Sep 4$0.87$0.19$1.06$16.94$19.065.72%
$19.00Sep 4$0.36$0.72$1.08$17.92$20.085.83%
$17.50Sep 4$1.18$0.07$1.25$16.25$18.756.74%
$18.00Sep 11$0.93$0.37$1.30$16.70$19.307.01%
$18.50Sep 11$0.75$0.64$1.39$17.11$19.897.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.38% of stock, avg 5.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.00$18.00Aug 28$0.04$0.03$0.07$17.93$20.07
$20.50$18.00Aug 28$0.04$0.03$0.07$17.93$20.57
$19.50$18.00Aug 28$0.05$0.03$0.08$17.92$19.58
$21.50$18.00Aug 28$0.05$0.03$0.08$17.92$21.58
$19.00$18.00Aug 28$0.10$0.03$0.13$17.87$19.13
$20.50$17.50Sep 4$0.11$0.07$0.18$17.32$20.68
$20.00$17.50Sep 4$0.13$0.07$0.20$17.30$20.20
$21.00$17.50Sep 4$0.19$0.07$0.26$17.24$21.26
$19.50$18.50Aug 28$0.05$0.16$0.21$18.29$19.71
$20.00$18.50Aug 28$0.04$0.16$0.20$18.30$20.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.92, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1821/22Sep 4$0.24$0.2655%0.92$17.76$21.24
18/1820/20Sep 4$0.22$0.2844%0.79$17.78$19.72
17/1821/22Sep 25$0.45$0.5541%0.82$17.05$21.45
16/1721/22Sep 25$0.34$0.6650%0.52$16.66$21.34
16/1721/22Sep 18$0.25$0.7558%0.33$16.75$21.25
17/1821/22Sep 18$0.25$0.7549%0.33$17.25$21.25
16/1720/21Sep 18$0.24$0.7650%0.32$16.76$20.24
15/1622/22Oct 2$0.47$1.0350%0.46$16.03$21.97
17/1820/21Sep 18$0.24$0.7641%0.32$17.26$20.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 2.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$18.50$19.00Aug 28$0.15$0.3562%2.33
$18.50$19.00$19.50Aug 28$0.09$0.4144%4.56
$18.50$19.00$19.50Sep 4$0.06$0.4425%7.33
$18.00$18.50$19.00Sep 18$0.06$0.4417%7.33
$17.50$18.00$18.50Sep 18$0.08$0.4220%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Aug 28$0.11$0.3942%3.55
$18.00$18.50$19.00Aug 28$0.21$0.2963%1.38
$15.00$16.00$17.00Sep 18$0.08$0.9216%11.50
$17.50$18.00$18.50Sep 11$0.07$0.4326%6.14
$18.50$19.00$19.50Aug 28$0.17$0.3345%1.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-0.32, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$17.501:2Sep 18-$0.32$1.18
$16.00$17.001:2Aug 28-$0.36$0.64
$17.00$18.001:2Sep 11-$0.21$0.79
$17.00$18.501:2Oct 2-$0.52$0.98
$16.00$17.001:2Sep 4-$0.74$0.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Sep 18-$0.51$0.49
$19.50$19.001:2Sep 4-$0.24$0.26
$18.50$18.001:2Sep 11-$0.10$0.40
$18.00$17.501:2Sep 18-$0.10$0.40
$17.50$17.001:2Sep 25-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 3.34%, avg 2.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Oct 2$0.620.3113.3%3.34%16.61%1026
$19.00Oct 2$1.100.482.5%5.93%8.41%84459
$21.50Oct 2$0.480.2816.0%2.59%18.55%13--
$20.00Oct 2$0.750.387.9%4.05%11.92%1--
$21.00Sep 25$0.500.2913.3%2.70%15.97%1252
$20.00Sep 25$0.650.377.9%3.51%11.38%21146
$22.00Oct 2$0.300.2418.7%1.62%20.28%530
$19.50Oct 2$0.700.435.2%3.78%8.95%1713
$20.00Sep 18$0.470.327.9%2.54%10.41%9783.5K
$21.00Sep 18$0.340.2413.3%1.83%15.10%22648

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 23,669
Total Puts 11,860
Put/Call Ratio 0.50
Net Difference 11,809

Prior's Put/Call Breakdown

Total Calls 32,295
Total Puts 5,265
Put/Call Ratio 0.16
Net Difference 27,030

Prior 7-Day Put/Call Summary

Total Calls 295,089
Total Puts 62,779
Average Put/Call Ratio 0.23
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All