Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.10 -2.37%
$18.17 (+0.39%)🌙
as of 08/27 07:13 PM
8/27 19:13

Option Volume

Detail
Current (08/27) 56,431
Calls: 46,983 (83%)
Puts: 9,448 (17%)
Prior (08/26) 35,529
Calls: 23,669 (67%)
Puts: 11,860 (33%)
Current vs Prior +58.83%
Calls: +98.50% (Calls)
Puts: -20.34% (Puts)
Prior 7-Day Total 316,385
Calls: 252,121 (80%)
Puts: 64,264 (20%)
Prior 7-Day Average 45,197
Calls: 36,017 (80%)
Puts: 9,180 (20%)
Current vs Prior 7-Day Avg +24.85%
Calls: +30.45%
Puts: +2.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $4.36M
Calls: $1.75M (40%)
Puts: $2.60M (60%)
Prior (08/26) $2.47M
Calls: $780.5K (32%)
Puts: $1.69M (68%)
Current vs Prior +76.12%
Calls: +124.80%
Puts: +53.70%
Prior 7-Day Total $20.23M
Calls: $9.40M (46%)
Puts: $10.83M (54%)
Prior 7-Day Average $2.89M
Calls: $1.34M (46%)
Puts: $1.55M (54%)
Current vs Prior 7-Day Avg +50.84%
Calls: +30.72%
Puts: +68.30%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 0.20
Prior (08/26) 0.50
Current vs Prior -59.87%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg -28.04%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 201,073
Calls: 153,865 (77%)
Puts: 47,208 (23%)
Prior (08/26) 201,297
Calls: 154,742 (77%)
Puts: 46,555 (23%)
Current vs Prior -0.11%
Prior 7-Day Total 1,511,483
Calls: 1,150,920 (76%)
Puts: 360,563 (24%)
Prior 7-Day Average 215,926
Calls: 164,417 (76%)
Puts: 51,509 (24%)
Current vs Prior 7-Day Avg -6.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.54% | 5.97%10.94% | 16.74%
Prior 3.99% | 6.85%11.70% | 18.07%
Current vs Prior -11.41% | -12.89%-6.54% | -7.35%
Prior 7-Day Avg 4.25% | 6.86%6.04% | 13.62%
Current vs 7-Day Avg -16.79% | -13.05%+81.17% | +22.94%
Prior 7-Day Eod 3.99% | 6.85%11.70% | 18.07%
Current vs 7-Day Eod -11.41% | -12.89%-6.54% | -7.35%
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

Elevated premium activity with dollar volume up 76% vs prior. Dollar volume significantly above 7-day average (51% higher). Above-average activity with volume up 59% vs prior. Extreme bullish P/C ratio of 0.20 - heavy call buying (46,983 calls vs 9,448 puts).

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 12 of results (avg 8.8%, best 7.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 283.053.30$3.187.9%20.997
$17.00Sep 181.351.48$1.429.2%2570.77272
$17.00Sep 41.141.25$1.199.2%450.9462
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 182.983.20$3.097.1%90.83579
$20.50Sep 182.502.71$2.618.0%30.783
$18.00Sep 180.690.75$0.728.3%540.443.0K
$21.50Sep 113.303.60$3.458.7%80.92--
$20.00Sep 111.922.10$2.019.0%510.82697

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.56, cheapest $0.31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 40.270.32$0.3016.7%5050.40115
$18.00Sep 40.440.53$0.4918.4%1710.58264
$17.50Sep 40.700.83$0.7617.1%1020.7913
$20.00Sep 110.180.21$0.2015.0%5250.202.3K
$18.50Sep 110.420.50$0.4617.4%1.4K0.4463
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 40.290.32$0.319.7%5870.42587
$17.00Sep 180.240.29$0.2718.5%810.23899
$18.00Sep 110.460.56$0.5119.6%200.44157
$18.00Sep 180.690.75$0.728.3%540.443.0K
$18.00Sep 250.780.93$0.8617.4%60.4585

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 59 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 281.992.37$2.1817.4%10.99102
$16.00Sep 42.012.40$2.2117.6%80.99101
$15.00Aug 283.053.30$3.187.9%20.997
$15.00Sep 42.903.35$3.1314.4%10.99--
$17.00Aug 281.061.29$1.1819.5%140.98169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 280.710.99$0.8532.9%1711.005.7K
$19.50Aug 281.271.53$1.4018.6%111.00583
$20.00Aug 281.751.98$1.8712.3%331.00667
$20.50Aug 282.252.48$2.379.7%111.00--
$21.50Aug 283.153.50$3.3310.5%151.00--

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 34.9K, top 3.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 40.060.14$0.1080.0%3.3K0.14729
$18.50Aug 280.050.09$0.0757.1%3.3K0.25535
$19.50Sep 40.100.14$0.1233.3%3.1K0.17270
$19.00Aug 280.020.04$0.0366.7%2.6K0.105.5K
$21.00Aug 280.000.06$0.03200.0%2.0K0.056.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Oct 91.071.36$1.2223.8%1.2K0.45--
$16.00Oct 90.180.38$0.2871.4%1.2K0.18--
$18.00Sep 40.290.32$0.319.7%5870.42587
$18.50Aug 280.320.48$0.4040.0%5090.834.1K
$18.00Aug 280.040.08$0.0666.7%5050.302.2K

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. 47 found (best R:R 2.23, avg 1.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$20.00Oct 9$0.62$1.38$0.6256%2.23$18.62
$16.00$16.50Oct 9$0.22$0.28$0.2283%1.27$16.22
$17.50$18.00Sep 18$0.14$0.36$0.1467%2.57$17.64
$18.50$20.00Sep 25$0.36$1.14$0.3648%3.17$18.86
$16.50$17.50Oct 9$0.53$0.47$0.5372%0.89$17.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$16.50Oct 2$0.14$0.36$0.1431%2.57$16.86
$18.50$18.00Sep 4$0.28$0.22$0.2862%0.79$18.22
$16.50$15.50Sep 25$0.11$0.89$0.1117%8.09$16.39
$19.00$18.50Sep 25$0.32$0.18$0.3260%0.56$18.68
$17.50$17.00Sep 25$0.19$0.31$0.1936%1.63$17.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 1.27, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.00$19.50Sep 18$0.20$0.20$0.3060%0.67$19.20
$18.50$19.00Sep 4$0.13$0.13$0.3760%0.35$18.63
$20.00$21.00Oct 2$0.23$0.23$0.7766%0.30$20.23
$18.50$19.00Sep 11$0.13$0.13$0.3756%0.35$18.63
$19.00$19.50Oct 2$0.14$0.14$0.3657%0.39$19.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.00$17.00Oct 2$0.56$0.56$0.4453%1.27$17.44
$17.00$16.00Oct 9$0.38$0.38$0.6269%0.61$16.62
$16.50$16.00Oct 2$0.24$0.24$0.2676%0.92$16.26
$18.00$17.50Sep 11$0.32$0.32$0.1856%1.78$17.68
$17.00$16.50Sep 25$0.23$0.23$0.2772%0.85$16.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.25, cheapest $0.25)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Aug 28Sep 4$0.2535.3%35.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 1.66% of stock, avg 8.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.00Aug 28$0.24$0.06$0.30$17.70$18.301.66%
$18.50Aug 28$0.07$0.40$0.47$18.03$18.972.60%
$18.00Sep 4$0.49$0.31$0.80$17.20$18.804.42%
$17.50Sep 4$0.76$0.11$0.87$16.63$18.374.81%
$19.00Aug 28$0.03$0.85$0.88$18.12$19.884.86%
$18.50Sep 4$0.30$0.59$0.89$17.61$19.394.92%
$17.50Sep 11$0.97$0.19$1.16$16.34$18.666.41%
$19.00Sep 4$0.17$1.00$1.17$17.83$20.176.46%
$17.00Sep 4$1.19$0.03$1.22$15.78$18.226.74%
$18.00Sep 11$0.73$0.51$1.24$16.76$19.246.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 0.33% of stock, avg 4.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$19.00$17.50Aug 28$0.03$0.03$0.06$17.44$19.06
$19.00$18.00Aug 28$0.03$0.06$0.09$17.91$19.09
$20.50$17.00Sep 4$0.08$0.03$0.11$16.89$20.61
$18.50$17.50Aug 28$0.07$0.03$0.10$17.40$18.60
$18.50$18.00Aug 28$0.07$0.06$0.13$17.87$18.63
$20.00$17.00Sep 4$0.10$0.03$0.13$16.87$20.13
$19.50$17.00Sep 4$0.12$0.03$0.15$16.85$19.65
$20.50$17.50Sep 4$0.08$0.11$0.19$17.31$20.69
$20.50$16.00Sep 11$0.16$0.04$0.20$15.80$20.70
$20.00$17.50Sep 4$0.10$0.11$0.21$17.29$20.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.89, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
16/1620/21Oct 2$0.47$0.5342%0.89$16.03$20.47
16/1720/21Oct 2$0.37$0.6335%0.59$16.63$20.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 3.55, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$16.00$17.00$18.00Aug 28$0.06$0.9427%15.67
$18.00$18.50$19.00Aug 28$0.13$0.3761%2.85
$17.50$18.00$18.50Sep 4$0.08$0.4239%5.25
$18.00$18.50$19.00Sep 4$0.06$0.4433%7.33
$18.50$19.00$19.50Sep 4$0.08$0.4222%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$18.50$19.00Aug 28$0.11$0.3970%3.55
$17.50$18.00$18.50Sep 4$0.08$0.4240%5.25
$18.50$19.00$19.50Sep 4$0.07$0.4323%6.14
$18.00$18.50$19.00Sep 18$0.05$0.4517%9.00
$17.00$17.50$18.00Sep 4$0.12$0.3836%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-0.18, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$17.001:2Aug 28-$0.18$0.82
$18.00$20.001:2Oct 9-$0.24$1.76
$18.50$20.001:2Sep 25-$0.15$1.35
$16.00$17.001:2Sep 18-$0.58$0.42
$20.00$21.501:2Oct 9-$0.28$1.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Sep 11-$0.45$0.55
$19.50$19.001:2Aug 28-$0.30$0.20
$19.00$18.501:2Sep 4-$0.18$0.32
$20.00$19.001:2Sep 18-$0.53$0.47
$18.50$18.001:2Sep 11-$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 4.31%, avg 2.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Oct 9$0.780.3710.5%4.31%14.81%2--
$20.00Oct 2$0.680.3410.5%3.76%14.25%650
$19.00Oct 2$0.900.435.0%4.97%9.94%93540
$21.50Oct 9$0.400.2618.8%2.21%20.99%296--
$18.50Oct 2$0.960.482.2%5.30%7.51%179
$21.00Oct 2$0.390.2616.0%2.15%18.18%2636
$19.50Oct 2$0.590.387.7%3.26%10.99%10028
$21.50Oct 2$0.290.2318.8%1.60%20.39%296--
$20.00Sep 25$0.470.3010.5%2.60%13.09%67147
$18.50Sep 25$0.760.482.2%4.20%6.41%3624

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 46,983
Total Puts 9,448
Put/Call Ratio 0.20
Net Difference 37,535

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 252,121
Total Puts 64,264
Average Put/Call Ratio 0.28
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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