Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.02 -2.86%
$18.05 (+0.17%)🌙
as of 09/02 07:09 PM
9/2 19:09

Option Volume

Detail
Current (09/02) 33,346
Calls: 26,704 (80%)
Puts: 6,642 (20%)
Prior (09/01) 38,165
Calls: 30,893 (81%)
Puts: 7,272 (19%)
Current vs Prior -12.63%
Calls: -13.56% (Calls)
Puts: -8.66% (Puts)
Prior 7-Day Total 324,604
Calls: 252,707 (78%)
Puts: 71,897 (22%)
Prior 7-Day Average 46,372
Calls: 36,101 (78%)
Puts: 10,271 (22%)
Current vs Prior 7-Day Avg -28.09%
Calls: -26.03%
Puts: -35.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $2.51M
Calls: $1.24M (50%)
Puts: $1.27M (50%)
Prior (09/01) $2.24M
Calls: $1.39M (62%)
Puts: $851.8K (38%)
Current vs Prior +12.18%
Calls: -10.30%
Puts: +48.78%
Prior 7-Day Total $20.56M
Calls: $9.26M (45%)
Puts: $11.29M (55%)
Prior 7-Day Average $2.94M
Calls: $1.32M (45%)
Puts: $1.61M (55%)
Current vs Prior 7-Day Avg -14.47%
Calls: -5.96%
Puts: -21.45%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/02) 0.25
Prior (09/01) 0.24
Current vs Prior +5.66%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -17.19%
Sentiment BULLISH

Open Interest

Detail
Current (09/02) 215,718
Calls: 161,271 (75%)
Puts: 54,447 (25%)
Prior (09/01) 223,105
Calls: 183,874 (82%)
Puts: 39,231 (18%)
Current vs Prior -3.31%
Prior 7-Day Total 1,545,310
Calls: 1,201,653 (78%)
Puts: 343,657 (22%)
Prior 7-Day Average 220,758
Calls: 171,664 (78%)
Puts: 49,093 (22%)
Current vs Prior 7-Day Avg -2.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.38% | 6.71%9.60% | 16.09%
Prior 4.53% | 7.71%9.54% | 17.63%
Current vs Prior -3.19% | -12.90%+0.61% | -8.71%
Prior 7-Day Avg 4.32% | 7.03%9.31% | 16.51%
Current vs 7-Day Avg +1.40% | -4.43%+3.13% | -2.50%
Prior 7-Day Eod 4.53% | 7.71%9.54% | 17.63%
Current vs 7-Day Eod -3.19% | -12.90%+0.61% | -8.71%
Sentiment BULLISHBEARISH

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

Extreme bullish P/C ratio of 0.25 - heavy call buying (26,704 calls vs 6,642 puts). Call-heavy open interest (161,271 calls vs 54,447 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 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 12 of results (avg 7.8%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Oct 161.841.97$1.916.8%410.65176
$16.00Oct 162.362.54$2.457.3%8060.77224
$20.00Oct 160.900.97$0.947.4%9530.378.8K
$19.00Oct 161.111.22$1.179.4%1620.441.4K
$18.00Oct 161.401.54$1.479.5%750.534.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 182.182.29$2.244.9%350.782.5K
$20.00Oct 162.762.90$2.834.9%3450.632.9K
$20.50Sep 42.422.56$2.495.6%41.00--
$21.50Sep 43.403.70$3.558.5%1100.93282
$21.00Oct 163.603.95$3.789.3%50.69139

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.66, cheapest $0.23)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 40.210.25$0.2317.4%9080.53925
$19.00Sep 110.190.21$0.2010.0%1.6K0.26694
$17.50Sep 110.690.82$0.7517.3%60.7287
$18.00Sep 180.650.75$0.7014.3%3010.521.2K
$17.50Sep 180.881.02$0.9514.7%640.64220
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 40.530.60$0.5612.5%4680.752.8K
$18.50Sep 110.670.80$0.7417.6%380.63729
$18.00Sep 180.600.70$0.6515.4%2630.482.8K
$18.00Sep 250.800.97$0.8919.1%50.48199

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 44 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 111.912.19$2.0513.7%510.991
$16.50Sep 41.391.72$1.5621.2%40.989
$17.00Sep 40.941.10$1.0215.7%2530.9875
$16.50Sep 111.451.67$1.5614.1%50.92--
$17.50Sep 40.470.58$0.5221.2%960.90257
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Sep 42.422.56$2.495.6%41.00--
$21.00Sep 42.853.15$3.0010.0%1001.00--
$19.50Sep 41.361.58$1.4715.0%10.94--
$21.50Sep 43.403.70$3.558.5%1100.93282
$20.00Sep 41.872.07$1.9710.2%60.91644

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 22.7K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Sep 110.000.16$0.08200.0%4.0K0.10--
$20.00Sep 110.080.12$0.1040.0%2.7K0.137.1K
$19.00Sep 110.190.21$0.2010.0%1.6K0.26694
$19.00Sep 40.040.07$0.0650.0%1.2K0.1311.2K
$21.00Sep 110.060.15$0.1181.8%1.1K0.111.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Sep 110.140.22$0.1844.4%1.6K0.28118
$18.00Sep 40.180.22$0.2020.0%6610.472.2K
$17.50Sep 40.010.03$0.02100.0%6080.102.4K
$18.50Sep 40.530.60$0.5612.5%4680.752.8K
$20.00Oct 162.762.90$2.834.9%3450.632.9K

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. 46 found (best R:R 0.65, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.00$18.00Oct 9$1.82$1.18$1.8289%0.65$16.82
$18.00$20.00Oct 9$0.58$1.42$0.5854%2.45$18.58
$20.00$21.00Oct 9$0.11$0.89$0.1134%8.09$20.11
$16.00$17.00Oct 16$0.54$0.46$0.5477%0.85$16.54
$18.00$19.00Oct 16$0.30$0.70$0.3053%2.33$18.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.50$18.00Sep 25$0.18$0.32$0.1856%1.78$18.32
$17.50$17.00Sep 25$0.14$0.36$0.1438%2.57$17.36
$19.00$18.50Sep 18$0.33$0.17$0.3366%0.52$18.67
$18.00$17.50Sep 18$0.22$0.28$0.2248%1.27$17.78
$18.50$18.00Sep 11$0.31$0.19$0.3163%0.61$18.19

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 1.38, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$19.00Sep 25$0.22$0.22$0.2856%0.79$18.72
$19.00$19.50Sep 18$0.14$0.14$0.3666%0.39$19.14
$19.00$19.50Oct 2$0.17$0.17$0.3360%0.52$19.17
$18.50$19.00Oct 2$0.19$0.19$0.3154%0.61$18.69
$18.50$19.00Sep 11$0.11$0.11$0.3963%0.28$18.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$15.00Oct 9$0.29$0.29$0.2181%1.38$15.21
$18.00$17.00Oct 16$0.59$0.59$0.4154%1.44$17.41
$18.00$17.50Sep 25$0.38$0.38$0.1252%3.17$17.62
$16.00$15.00Oct 16$0.28$0.28$0.7277%0.39$15.72
$17.00$16.00Oct 16$0.39$0.39$0.6166%0.64$16.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.23, cheapest $0.23)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Sep 4Sep 11$0.2440.9%39.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Sep 4Sep 11$0.2340.9%39.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 2.39% of stock, avg 9.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.00Sep 4$0.23$0.20$0.43$17.57$18.432.39%
$17.50Sep 4$0.52$0.02$0.54$16.96$18.043.00%
$18.50Sep 4$0.10$0.56$0.66$17.84$19.163.66%
$18.00Sep 11$0.47$0.43$0.90$17.10$18.904.99%
$17.50Sep 11$0.75$0.18$0.93$16.57$18.435.16%
$18.50Sep 11$0.31$0.74$1.05$17.45$19.555.83%
$19.00Sep 4$0.06$1.02$1.08$17.92$20.085.99%
$17.00Sep 11$1.09$0.07$1.16$15.84$18.166.44%
$18.00Sep 18$0.70$0.65$1.35$16.65$19.357.49%
$19.00Sep 11$0.20$1.17$1.37$17.63$20.377.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 0.22% of stock, avg 5.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$19.50$17.50Sep 4$0.02$0.02$0.04$17.46$19.54
$20.00$17.50Sep 4$0.05$0.02$0.07$17.43$20.07
$19.00$17.50Sep 4$0.06$0.02$0.08$17.42$19.08
$18.50$17.50Sep 4$0.10$0.02$0.12$17.38$18.62
$20.00$16.50Sep 11$0.10$0.04$0.14$16.36$20.14
$21.00$16.50Sep 11$0.11$0.04$0.15$16.35$21.15
$20.00$17.00Sep 11$0.10$0.07$0.17$16.83$20.17
$19.50$16.50Sep 11$0.12$0.04$0.16$16.34$19.66
$21.00$17.00Sep 11$0.11$0.07$0.18$16.82$21.18
$19.50$17.00Sep 11$0.12$0.07$0.19$16.81$19.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.78, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
16/1620/20Oct 2$0.32$0.1842%1.78$16.18$19.82
16/1719/20Sep 18$0.28$0.2242%1.27$16.72$19.28
16/1720/20Oct 2$0.31$0.1934%1.63$16.69$19.81
15/1620/21Oct 9$0.40$0.6047%0.67$15.10$20.40
15/1619/20Sep 18$0.27$0.7353%0.37$15.73$19.27
15/1620/20Oct 2$0.23$0.7752%0.30$15.77$19.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 2.13, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.16$0.3465%2.13
$17.00$17.50$18.00Sep 11$0.06$0.4435%7.33
$16.00$17.00$18.00Oct 16$0.10$0.9024%9.00
$18.00$18.50$19.00Sep 4$0.09$0.4139%4.56
$18.00$19.00$20.00Oct 16$0.07$0.9317%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.18$0.3265%1.78
$17.50$18.00$18.50Sep 11$0.06$0.4435%7.33
$17.00$18.00$19.00Oct 16$0.08$0.9221%11.50
$18.00$19.00$20.00Oct 16$0.06$0.9417%15.67
$15.00$16.00$17.00Oct 16$0.11$0.8923%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-0.17, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$20.001:2Oct 9-$0.17$1.83
$17.50$18.001:2Sep 11-$0.19$0.31
$18.00$18.501:2Sep 11-$0.15$0.35
$18.50$19.001:2Sep 11-$0.09$0.41
$20.00$21.001:2Sep 25-$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$18.501:2Sep 4-$0.10$0.40
$20.00$19.001:2Sep 18-$0.48$0.52
$17.00$16.001:2Oct 16-$0.06$0.94
$18.50$18.001:2Sep 11-$0.12$0.38
$18.00$17.001:2Oct 16-$0.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 4.99%, avg 2.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Oct 16$0.900.3711.0%4.99%15.98%9538.8K
$21.00Oct 16$0.700.3116.5%3.88%20.42%59736
$19.00Oct 16$1.110.445.4%6.16%11.60%1621.4K
$21.00Oct 9$0.500.2816.5%2.77%19.31%6--
$20.00Oct 9$0.620.3411.0%3.44%14.43%1152
$18.50Oct 2$0.900.462.7%4.99%7.66%4179
$21.50Oct 2$0.320.2219.3%1.78%21.09%3--
$19.00Oct 2$0.680.405.4%3.77%9.21%7642
$19.50Oct 2$0.450.348.2%2.50%10.71%3160
$20.00Oct 2$0.370.2911.0%2.05%13.04%6--

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 26,704
Total Puts 6,642
Put/Call Ratio 0.25
Net Difference 20,062

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 252,707
Total Puts 71,897
Average Put/Call Ratio 0.30
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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