Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.55 +3.06%
9/1 19:14

Option Volume

Detail
Current (09/01) 38,165
Calls: 30,893 (81%)
Puts: 7,272 (19%)
Prior (08/31) 36,249
Calls: 30,740 (85%)
Puts: 5,509 (15%)
Current vs Prior +5.29%
Calls: +0.50% (Calls)
Puts: +32.00% (Puts)
Prior 7-Day Total 350,969
Calls: 280,255 (80%)
Puts: 70,714 (20%)
Prior 7-Day Average 50,138
Calls: 40,036 (80%)
Puts: 10,102 (20%)
Current vs Prior 7-Day Avg -23.88%
Calls: -22.84%
Puts: -28.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $2.24M
Calls: $1.39M (62%)
Puts: $851.8K (38%)
Prior (08/31) $2.21M
Calls: $1.26M (57%)
Puts: $950.6K (43%)
Current vs Prior +1.49%
Calls: +10.50%
Puts: -10.40%
Prior 7-Day Total $21.09M
Calls: $9.79M (46%)
Puts: $11.29M (54%)
Prior 7-Day Average $3.01M
Calls: $1.40M (46%)
Puts: $1.61M (54%)
Current vs Prior 7-Day Avg -25.68%
Calls: -0.86%
Puts: -47.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 0.24
Prior (08/31) 0.18
Current vs Prior +31.35%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg -16.41%
Sentiment BULLISH

Open Interest

Detail
Current (09/01) 223,105
Calls: 183,874 (82%)
Puts: 39,231 (18%)
Prior (08/31) 221,982
Calls: 173,759 (78%)
Puts: 48,223 (22%)
Current vs Prior +0.51%
Prior 7-Day Total 1,547,863
Calls: 1,195,356 (77%)
Puts: 352,507 (23%)
Prior 7-Day Average 221,123
Calls: 170,765 (77%)
Puts: 50,358 (23%)
Current vs Prior 7-Day Avg +0.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.53% | 7.71%9.54% | 17.63%
Prior 3.06% | 5.94%8.33% | 16.83%
Current vs Prior +48.20% | +29.68%+14.50% | +4.72%
Prior 7-Day Avg 4.20% | 6.83%8.47% | 15.65%
Current vs 7-Day Avg +7.87% | +12.82%+12.69% | +12.65%
Prior 7-Day Eod 3.06% | 5.94%8.33% | 16.83%
Current vs 7-Day Eod +48.20% | +29.68%+14.50% | +4.72%
Sentiment BEARISHBEARISH

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 62% call dollar volume ($1.39M). Extreme bullish P/C ratio of 0.24 - heavy call buying (30,893 calls vs 7,272 puts). P/C ratio rising 31% - increased hedging/bearish positioning. Call-heavy open interest (183,874 calls vs 39,231 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 3 of results (avg 9.1%, best 8.8%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 181.731.89$1.818.8%380.702.5K
$18.00Oct 161.151.26$1.219.1%560.40989
$20.00Oct 162.412.65$2.539.5%20.58--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.50, cheapest $0.24)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 110.520.62$0.5717.5%1720.53969
$20.00Sep 180.390.44$0.4211.9%1.1K0.293.6K
$20.00Oct 20.680.83$0.7619.7%460.37129
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 40.220.25$0.2412.5%3340.492.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 51 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 43.403.90$3.6513.7%31.001
$16.00Sep 42.442.79$2.6213.4%1461.00155
$16.50Sep 41.932.27$2.1016.2%221.0014
$17.00Sep 41.481.75$1.6216.7%1541.00171
$17.50Sep 40.951.20$1.0823.1%661.00261
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 42.292.70$2.5016.4%200.96--
$22.00Sep 43.003.60$3.3018.2%30.95246
$20.50Sep 41.782.14$1.9618.4%10.94--
$20.00Sep 41.141.71$1.4240.1%60.89642
$19.50Sep 40.891.17$1.0327.2%50.87109

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 28.2K, top 3.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 40.130.18$0.1631.2%3.3K0.299.5K
$21.50Sep 110.030.29$0.16162.5%3.0K0.1436
$22.00Sep 110.060.09$0.0837.5%2.1K0.08629
$21.00Sep 250.240.54$0.3976.9%1.6K0.241.6K
$18.50Sep 40.120.36$0.24100.0%1.3K0.517.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 40.040.11$0.0887.5%2.5K0.211.2K
$17.50Sep 40.000.02$0.01200.0%1.1K0.042.5K
$18.50Sep 180.610.81$0.7128.2%6230.4849
$18.50Sep 40.220.25$0.2412.5%3340.492.8K
$17.00Oct 90.300.64$0.4772.3%2000.262

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 2.03, avg 1.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$19.00Oct 9$0.66$1.34$0.6674%2.03$17.66
$15.50$17.00Sep 25$0.97$0.53$0.9796%0.55$16.47
$16.00$17.00Oct 16$0.59$0.41$0.5980%0.69$16.59
$18.00$19.00Oct 16$0.36$0.64$0.3660%1.78$18.36
$19.00$20.00Oct 16$0.28$0.72$0.2850%2.57$19.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.50$18.00Sep 4$0.16$0.34$0.1649%2.13$18.34
$17.50$17.00Sep 18$0.10$0.40$0.1023%4.00$17.40
$18.00$17.50Sep 11$0.12$0.38$0.1229%3.17$17.88
$16.00$15.00Oct 9$0.12$0.88$0.1214%7.33$15.88
$19.00$18.50Sep 18$0.32$0.18$0.3257%0.56$18.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 1.05, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.00$19.50Sep 4$0.11$0.11$0.3971%0.28$19.11
$19.50$20.00Oct 2$0.21$0.21$0.2957%0.72$19.71
$20.00$20.50Sep 25$0.15$0.15$0.3566%0.43$20.15
$21.50$22.00Oct 2$0.10$0.10$0.4073%0.25$21.60
$20.50$21.00Oct 2$0.13$0.13$0.3766%0.35$20.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$17.00Oct 2$0.77$0.77$0.7354%1.05$17.73
$16.50$16.00Sep 11$0.29$0.29$0.2181%1.38$16.21
$16.50$15.50Sep 25$0.28$0.28$0.7281%0.39$16.22
$18.00$17.00Oct 9$0.52$0.52$0.4860%1.08$17.48
$18.00$17.00Oct 16$0.52$0.52$0.4860%1.08$17.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.30, cheapest $0.26)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.50Sep 4Sep 11$0.3335.6%42.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.50Sep 4Sep 11$0.2635.6%42.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 2.59% of stock, avg 9.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.50Sep 4$0.24$0.24$0.48$18.02$18.982.59%
$18.00Sep 4$0.61$0.08$0.69$17.31$18.693.72%
$19.00Sep 4$0.16$0.60$0.76$18.24$19.764.10%
$18.00Sep 11$0.84$0.20$1.04$16.96$19.045.61%
$18.50Sep 11$0.57$0.50$1.07$17.43$19.575.77%
$19.50Sep 4$0.05$1.03$1.08$18.42$20.585.82%
$17.50Sep 4$1.08$0.01$1.09$16.41$18.595.88%
$19.00Sep 11$0.36$0.86$1.22$17.78$20.226.58%
$17.50Sep 11$1.20$0.08$1.28$16.22$18.786.90%
$18.00Sep 18$1.01$0.43$1.44$16.56$19.447.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.59% of stock, avg 5.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.50$18.00Sep 4$0.03$0.08$0.11$17.89$20.61
$19.50$18.00Sep 4$0.05$0.08$0.13$17.87$19.63
$21.50$18.00Sep 4$0.05$0.08$0.13$17.87$21.63
$20.00$18.00Sep 4$0.06$0.08$0.14$17.86$20.14
$21.50$17.00Sep 11$0.16$0.05$0.21$16.79$21.71
$21.50$17.50Sep 11$0.16$0.08$0.24$17.26$21.74
$19.00$18.00Sep 4$0.16$0.08$0.24$17.76$19.24
$20.50$17.00Sep 11$0.19$0.05$0.24$16.76$20.74
$20.50$17.50Sep 11$0.19$0.08$0.27$17.23$20.77
$20.00$17.00Sep 11$0.21$0.05$0.26$16.74$20.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.75, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
16/1620/20Sep 25$0.43$0.5746%0.75$16.07$20.43
16/1721/22Oct 16$0.50$0.5036%1.00$16.50$21.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.10$0.4049%4.00
$18.00$18.50$19.00Sep 11$0.06$0.4432%7.33
$18.00$19.00$20.00Oct 16$0.08$0.9218%11.50
$19.00$20.00$21.00Oct 16$0.07$0.9315%13.29
$17.50$18.00$18.50Sep 11$0.09$0.4133%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.09$0.4145%4.56
$18.50$19.00$19.50Sep 4$0.07$0.4338%6.14
$18.00$18.50$19.00Sep 11$0.06$0.4432%7.33
$18.00$19.00$20.00Oct 16$0.08$0.9218%11.50
$17.00$18.00$19.00Oct 16$0.10$0.9021%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. 63 found (best net $-0.24, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$17.001:2Oct 2-$0.24$1.76
$15.00$17.001:2Oct 9-$0.19$1.81
$17.00$19.001:2Oct 9-$0.64$1.36
$15.50$17.001:2Sep 25-$0.89$0.61
$16.00$17.001:2Sep 11-$0.56$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$20.001:2Oct 16-$0.66$1.34
$20.00$19.001:2Sep 18-$0.25$0.75
$19.50$19.001:2Sep 4-$0.17$0.33
$18.00$17.001:2Oct 16-$0.17$0.83
$19.00$18.501:2Sep 11-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 5.88%, avg 2.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Oct 16$1.090.427.8%5.88%13.69%1.2K7.9K
$21.00Oct 16$0.840.3513.2%4.53%17.74%92700
$19.00Oct 16$1.300.502.4%7.01%9.43%1861.3K
$22.00Oct 16$0.550.2818.6%2.96%21.56%1141.2K
$20.00Oct 9$0.820.407.8%4.42%12.24%4413
$19.00Oct 9$1.130.492.4%6.09%8.52%8--
$20.00Oct 2$0.680.377.8%3.67%11.48%46129
$21.50Oct 2$0.420.2715.9%2.26%18.17%153
$20.50Oct 2$0.540.3410.5%2.91%13.42%337
$19.00Oct 2$0.960.492.4%5.18%7.60%203750

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 30,893
Total Puts 7,272
Put/Call Ratio 0.24
Net Difference 23,621

Prior's Put/Call Breakdown

Total Calls 30,740
Total Puts 5,509
Put/Call Ratio 0.18
Net Difference 25,231

Prior 7-Day Put/Call Summary

Total Calls 280,255
Total Puts 70,714
Average Put/Call Ratio 0.28
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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