Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$17.62 -2.22%
$17.65 (+0.17%)🌙
as of 09/03 07:10 PM
9/3 19:10

Option Volume

Detail
Current (09/03) 100,873
Calls: 74,821 (74%)
Puts: 26,052 (26%)
Prior (09/02) 33,346
Calls: 26,704 (80%)
Puts: 6,642 (20%)
Current vs Prior +202.50%
Calls: +180.19% (Calls)
Puts: +292.23% (Puts)
Prior 7-Day Total 301,896
Calls: 244,617 (81%)
Puts: 57,279 (19%)
Prior 7-Day Average 43,128
Calls: 34,945 (81%)
Puts: 8,182 (19%)
Current vs Prior 7-Day Avg +133.89%
Calls: +114.11%
Puts: +218.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $11.08M
Calls: $4.21M (38%)
Puts: $6.88M (62%)
Prior (09/02) $2.51M
Calls: $1.24M (50%)
Puts: $1.27M (50%)
Current vs Prior +341.28%
Calls: +238.00%
Puts: +442.69%
Prior 7-Day Total $18.83M
Calls: $9.31M (49%)
Puts: $9.53M (51%)
Prior 7-Day Average $2.69M
Calls: $1.33M (49%)
Puts: $1.36M (51%)
Current vs Prior 7-Day Avg +311.96%
Calls: +216.39%
Puts: +405.30%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/03) 0.35
Prior (09/02) 0.25
Current vs Prior +39.99%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +40.07%
Sentiment BULLISH

Open Interest

Detail
Current (09/03) 230,697
Calls: 164,842 (71%)
Puts: 65,855 (29%)
Prior (09/02) 215,718
Calls: 161,271 (75%)
Puts: 54,447 (25%)
Current vs Prior +6.94%
Prior 7-Day Total 1,517,294
Calls: 1,177,995 (78%)
Puts: 339,299 (22%)
Prior 7-Day Average 216,756
Calls: 168,285 (78%)
Puts: 48,471 (22%)
Current vs Prior 7-Day Avg +6.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.80% | 6.30%8.97% | 16.23%
Prior 4.38% | 6.71%9.60% | 16.09%
Current vs Prior -13.26% | -6.18%-6.60% | +0.86%
Prior 7-Day Avg 4.13% | 6.82%10.25% | 17.18%
Current vs 7-Day Avg -7.89% | -7.69%-12.53% | -5.50%
Prior 7-Day Eod 4.38% | 6.71%9.60% | 16.09%
Current vs 7-Day Eod -13.26% | -6.18%-6.60% | +0.86%
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

Moderately bearish flow with 62% put dollar volume ($6.88M). Massive premium surge with dollar volume up 341% vs prior. Dollar volume significantly above 7-day average (312% higher). Unusually high activity with volume up 202% vs prior - elevated interest.

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 9 of results (avg 7.1%, best 3.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 110.280.30$0.296.9%6390.38239
$16.00Oct 162.102.30$2.209.1%6990.75925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 163.053.15$3.103.2%350.663.1K
$20.00Sep 182.472.58$2.534.3%450.812.4K
$21.00Sep 113.253.45$3.356.0%2.8K0.951.1K
$21.00Sep 183.303.55$3.437.3%330.87629
$21.00Sep 43.203.50$3.359.0%841.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 15 found (avg $0.61, cheapest $0.29)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 110.280.30$0.296.9%6390.38239
$17.50Sep 110.440.50$0.4712.8%1110.5590
$17.00Sep 110.740.83$0.7811.5%350.77173
$19.50Sep 180.240.29$0.2718.5%50.22--
$19.00Sep 180.320.36$0.3411.8%2090.281.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 40.760.90$0.8316.9%2.3K1.002.6K
$17.00Sep 180.260.30$0.2814.3%720.31962
$18.00Sep 180.770.90$0.8415.5%3550.572.8K
$16.00Oct 160.440.52$0.4816.7%1.5K0.25466
$17.50Oct 20.790.95$0.8718.4%120.4366

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 112.582.91$2.7512.0%21.00--
$16.00Sep 111.622.00$1.8121.0%691.0052
$16.50Sep 40.961.37$1.1735.0%1860.988
$17.00Sep 40.010.91$0.46195.7%250.97261
$15.00Sep 252.563.05$2.8117.4%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 40.760.90$0.8316.9%2.3K1.002.6K
$19.00Sep 41.241.39$1.3211.4%1901.00510
$19.50Sep 41.721.93$1.8311.5%121.00107
$20.00Sep 42.232.45$2.349.4%141.00640
$20.50Sep 42.622.93$2.7811.2%151.00133

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 49.7K, top 7.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 110.070.13$0.1060.0%7.0K0.132.5K
$21.00Sep 40.000.04$0.02200.0%6.1K0.037.3K
$18.50Sep 40.020.03$0.0333.3%5.1K0.097.7K
$19.00Sep 110.110.14$0.1323.1%4.9K0.172.0K
$18.00Oct 161.221.37$1.3011.5%3.1K0.514.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 113.253.45$3.356.0%2.8K0.951.1K
$18.50Sep 40.760.90$0.8316.9%2.3K1.002.6K
$17.50Sep 40.060.08$0.0728.6%1.5K0.312.3K
$16.00Oct 160.440.52$0.4816.7%1.5K0.25466
$18.00Sep 180.770.90$0.8415.5%3550.572.8K

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. 44 found (best R:R 1.38, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$17.50Sep 4$0.21$0.29$0.2197%1.38$17.21
$16.00$17.00Oct 16$0.49$0.51$0.4975%1.04$16.49
$20.00$21.00Oct 16$0.12$0.88$0.1234%7.33$20.12
$18.00$19.00Oct 16$0.28$0.72$0.2850%2.57$18.28
$19.00$20.00Oct 16$0.21$0.79$0.2141%3.76$19.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.50$18.00Sep 25$0.22$0.28$0.2261%1.27$18.28
$18.00$17.50Sep 18$0.23$0.27$0.2357%1.17$17.77
$18.00$17.50Sep 11$0.28$0.22$0.2862%0.79$17.72
$17.50$17.00Oct 2$0.21$0.29$0.2143%1.38$17.29
$18.00$17.50Sep 25$0.27$0.23$0.2754%0.85$17.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.96, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.50$20.00Oct 2$0.19$0.19$0.3166%0.61$19.69
$18.50$19.00Oct 2$0.22$0.22$0.2856%0.79$18.72
$19.00$19.50Sep 25$0.14$0.14$0.3668%0.39$19.14
$18.50$19.00Oct 9$0.21$0.21$0.2955%0.72$18.71
$18.50$19.00Sep 25$0.12$0.12$0.3862%0.32$18.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$17.00$16.00Oct 16$0.49$0.49$0.5162%0.96$16.51
$16.50$15.00Oct 9$0.39$0.39$1.1170%0.35$16.11
$17.50$17.00Sep 18$0.33$0.33$0.1754%1.94$17.17
$16.50$16.00Oct 2$0.22$0.22$0.2874%0.79$16.28
$17.00$16.50Oct 2$0.26$0.26$0.2464%1.08$16.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.26, cheapest $0.22)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Sep 4Sep 11$0.2239.5%39.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Sep 4Sep 11$0.2939.5%39.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 1.82% of stock, avg 9.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$17.50Sep 4$0.25$0.07$0.32$17.18$17.821.82%
$17.00Sep 4$0.46$0.01$0.47$16.53$17.472.67%
$18.00Sep 4$0.08$0.42$0.50$17.50$18.502.84%
$17.50Sep 11$0.47$0.36$0.83$16.67$18.334.71%
$18.50Sep 4$0.03$0.83$0.86$17.64$19.364.88%
$17.00Sep 11$0.78$0.12$0.90$16.10$17.905.11%
$18.00Sep 11$0.29$0.64$0.93$17.07$18.935.28%
$18.50Sep 11$0.21$1.00$1.21$17.29$19.716.87%
$17.00Sep 18$1.00$0.28$1.28$15.72$18.287.26%
$19.00Sep 4$0.02$1.32$1.34$17.66$20.347.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 0.57% of stock, avg 5.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.00$16.50Sep 11$0.07$0.03$0.10$16.40$20.10
$18.50$17.50Sep 4$0.03$0.07$0.10$17.40$18.60
$19.50$16.50Sep 11$0.10$0.03$0.13$16.37$19.63
$18.00$17.50Sep 4$0.08$0.07$0.15$17.35$18.15
$19.00$16.50Sep 11$0.13$0.03$0.16$16.34$19.16
$20.00$17.00Sep 11$0.07$0.12$0.19$16.81$20.19
$19.50$17.00Sep 11$0.10$0.12$0.22$16.78$19.72
$19.00$17.00Sep 11$0.13$0.12$0.25$16.75$19.25
$18.50$16.50Sep 11$0.21$0.03$0.24$16.26$18.74
$20.00$16.00Sep 18$0.23$0.05$0.28$15.72$20.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.54, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
15/1620/21Oct 16$0.35$0.6541%0.54$15.65$20.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.12$0.3860%3.17
$16.00$17.00$18.00Oct 16$0.08$0.9225%11.50
$18.00$19.00$20.00Oct 16$0.07$0.9317%13.29
$17.00$17.50$18.00Sep 11$0.13$0.3739%2.85
$17.00$18.00$19.00Oct 16$0.13$0.8721%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.06$0.4469%7.33
$16.00$17.00$18.00Oct 16$0.10$0.9025%9.00
$17.00$17.50$18.00Sep 4$0.29$0.2174%0.72
$17.50$18.00$18.50Sep 11$0.08$0.4228%5.25
$17.00$18.00$19.00Oct 16$0.12$0.8821%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.21, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$16.501:2Sep 25-$0.21$1.29
$17.00$17.501:2Sep 11-$0.16$0.34
$15.00$16.001:2Sep 11-$0.87$0.13
$17.50$18.001:2Sep 11-$0.11$0.39
$18.50$19.001:2Sep 11-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Sep 11-$0.52$0.48
$19.00$18.501:2Sep 4-$0.34$0.16
$18.00$17.501:2Sep 11-$0.08$0.42
$20.00$19.001:2Sep 18-$0.71$0.29
$18.50$18.001:2Sep 11-$0.28$0.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 3.69%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Oct 16$0.650.2819.2%3.69%22.87%47731
$20.00Oct 16$0.750.3413.5%4.26%17.76%1.4K9.5K
$19.00Oct 16$0.940.417.8%5.33%13.17%1.0K1.5K
$18.00Oct 16$1.220.512.2%6.92%9.08%3.1K4.7K
$21.00Oct 9$0.490.2619.2%2.78%21.96%1--
$18.50Oct 9$0.880.455.0%4.99%9.99%32
$18.00Oct 9$1.020.512.2%5.79%7.95%6241
$19.50Oct 2$0.500.3410.7%2.84%13.51%1--
$19.00Oct 9$0.600.397.8%3.41%11.24%823
$21.00Oct 2$0.360.2319.2%2.04%21.23%12--

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 74,821
Total Puts 26,052
Put/Call Ratio 0.35
Net Difference 48,769

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 244,617
Total Puts 57,279
Average Put/Call Ratio 0.25
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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