Tour v526
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$17.72 +0.57%
$17.70 (-0.11%)🌙
as of 09/04 07:10 PM
9/4 19:10

Option Volume

Detail
Current (09/04) 53,085
Calls: 41,192 (78%)
Puts: 11,893 (22%)
Prior (09/03) 100,873
Calls: 74,821 (74%)
Puts: 26,052 (26%)
Current vs Prior -47.37%
Calls: -44.95% (Calls)
Puts: -54.35% (Puts)
Prior 7-Day Total 365,209
Calls: 287,143 (79%)
Puts: 78,066 (21%)
Prior 7-Day Average 52,172
Calls: 41,020 (79%)
Puts: 11,152 (21%)
Current vs Prior 7-Day Avg +1.75%
Calls: +0.42%
Puts: +6.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/04) $3.04M
Calls: $1.70M (56%)
Puts: $1.34M (44%)
Prior (09/03) $11.08M
Calls: $4.21M (38%)
Puts: $6.88M (62%)
Current vs Prior -72.59%
Calls: -59.69%
Puts: -80.47%
Prior 7-Day Total $28.05M
Calls: $12.72M (45%)
Puts: $15.33M (55%)
Prior 7-Day Average $4.01M
Calls: $1.82M (45%)
Puts: $2.19M (55%)
Current vs Prior 7-Day Avg -24.18%
Calls: -6.73%
Puts: -38.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 0.29
Prior (09/03) 0.35
Current vs Prior -17.08%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +4.97%
Sentiment BULLISH

Open Interest

Detail
Current (09/04) 243,820
Calls: 181,795 (75%)
Puts: 62,025 (25%)
Prior (09/03) 230,697
Calls: 164,842 (71%)
Puts: 65,855 (29%)
Current vs Prior +5.69%
Prior 7-Day Total 1,530,967
Calls: 1,172,257 (77%)
Puts: 358,710 (23%)
Prior 7-Day Average 218,709
Calls: 167,465 (77%)
Puts: 51,244 (23%)
Current vs Prior 7-Day Avg +11.48%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.39% | 5.36%7.84% | 15.86%
Prior 3.80% | 6.30%8.97% | 16.23%
Current vs Prior +40.99% | +24.52%-12.52% | -2.30%
Prior 7-Day Avg 4.04% | 6.71%9.82% | 16.86%
Current vs 7-Day Avg +32.82% | +16.96%-20.10% | -5.96%
Prior 7-Day Eod 3.80% | 6.30%8.97% | 16.23%
Current vs 7-Day Eod +40.99% | +24.52%-12.52% | -2.30%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 73% vs prior. Below-average activity with volume down 47% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (41,192 calls vs 11,893 puts). Call-heavy open interest (181,795 calls vs 62,025 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 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 6 of results (avg 6.9%, best 4.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Oct 161.251.31$1.284.7%1.8K0.505.1K
$17.00Oct 161.591.74$1.679.0%2340.62985
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 182.422.54$2.484.8%5310.832.3K
$21.00Sep 183.303.50$3.405.9%50.88--
$20.00Oct 162.953.20$3.088.1%4940.662.9K
$18.00Oct 161.461.60$1.539.2%740.491.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.62, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 110.150.17$0.1612.5%7.2K0.24785
$20.00Sep 180.170.20$0.1915.8%1.2K0.174.2K
$19.00Sep 250.430.51$0.4717.0%530.32183
$18.00Sep 250.650.79$0.7219.4%1540.46120
$19.00Oct 160.901.01$0.9611.5%660.401.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 110.510.60$0.5516.4%2520.61458
$17.50Sep 180.420.51$0.4719.1%2610.45658
$18.50Sep 110.871.03$0.9516.8%130.75735
$18.00Sep 180.740.86$0.8015.0%820.573.0K
$16.00Oct 160.440.50$0.4712.8%710.251.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Sep 40.941.29$1.1231.3%1881.00193
$17.00Sep 40.650.86$0.7627.6%4741.00273
$17.50Sep 40.160.29$0.2259.1%1.4K1.00296
$16.50Sep 111.081.31$1.2019.2%211.003
$15.00Sep 182.552.87$2.7111.8%261.0095
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Sep 42.643.20$2.9219.2%10.9918
$20.00Sep 41.902.62$2.2631.9%400.98509
$19.50Sep 41.681.93$1.8113.8%590.98102
$21.00Sep 43.053.90$3.4724.5%40.98--
$19.00Sep 41.201.56$1.3826.1%850.98334

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 42.0K, top 7.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 110.150.17$0.1612.5%7.2K0.24785
$18.00Sep 110.250.33$0.2927.6%4.9K0.39680
$19.00Sep 110.090.11$0.1020.0%4.3K0.165.5K
$18.00Oct 161.251.31$1.284.7%1.8K0.505.1K
$18.00Sep 40.000.01$0.01100.0%1.8K0.062.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 110.040.08$0.0666.7%1.9K0.16507
$17.50Sep 40.000.01$0.01100.0%1.5K0.082.0K
$16.00Sep 110.010.05$0.03133.3%1.2K0.0670
$17.50Sep 110.200.25$0.2321.7%9550.411.9K
$20.00Sep 182.422.54$2.484.8%5310.832.3K

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 5.25, avg 1.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$20.00Oct 16$0.16$0.84$0.1640%5.25$19.16
$16.50$17.00Oct 2$0.17$0.33$0.1773%1.94$16.67
$17.00$18.00Oct 16$0.39$0.61$0.3962%1.56$17.39
$16.00$16.50Oct 2$0.26$0.24$0.2688%0.92$16.26
$20.00$21.00Oct 16$0.15$0.85$0.1533%5.67$20.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.50$19.00Sep 25$0.30$0.20$0.3074%0.67$19.20
$18.00$17.50Oct 9$0.22$0.28$0.2251%1.27$17.78
$17.00$16.50Oct 9$0.16$0.34$0.1637%2.12$16.84
$19.00$18.50Oct 2$0.33$0.17$0.3364%0.52$18.67
$17.50$17.00Sep 18$0.21$0.29$0.2145%1.38$17.29

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 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.50$21.00Oct 2$0.18$0.18$0.3275%0.56$20.68
$18.00$18.50Sep 11$0.13$0.13$0.3761%0.35$18.13
$19.00$19.50Sep 25$0.11$0.11$0.3968%0.28$19.11
$18.00$18.50Sep 18$0.15$0.15$0.3557%0.43$18.15
$18.00$18.50Sep 25$0.16$0.16$0.3454%0.47$18.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$16.50$16.00Oct 2$0.28$0.28$0.2272%1.27$16.22
$17.00$16.00Sep 25$0.34$0.34$0.6666%0.52$16.66
$17.00$16.00Oct 16$0.45$0.45$0.5562%0.82$16.55
$16.00$15.00Oct 16$0.29$0.29$0.7175%0.41$15.71
$17.50$17.00Oct 9$0.33$0.33$0.1755%1.94$17.17

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 1.30% of stock, avg 9.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$17.50Sep 4$0.22$0.01$0.23$17.27$17.731.30%
$18.00Sep 4$0.01$0.38$0.39$17.61$18.392.20%
$17.50Sep 11$0.40$0.23$0.63$16.87$18.133.56%
$17.00Sep 11$0.69$0.06$0.75$16.25$17.754.23%
$17.00Sep 4$0.76$0.01$0.77$16.23$17.774.35%
$18.50Sep 4$0.01$0.81$0.82$17.68$19.324.63%
$18.00Sep 11$0.29$0.55$0.84$17.16$18.844.74%
$17.50Sep 18$0.59$0.47$1.06$16.44$18.565.98%
$18.50Sep 11$0.16$0.95$1.11$17.39$19.616.26%
$16.50Sep 4$1.12$0.01$1.13$15.37$17.636.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 0.11% of stock, avg 4.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$18.00$17.50Sep 4$0.01$0.01$0.02$17.48$18.02
$18.00$16.00Sep 4$0.01$0.06$0.07$15.93$18.07
$20.00$16.00Sep 11$0.06$0.03$0.09$15.91$20.09
$19.50$16.00Sep 11$0.08$0.03$0.11$15.89$19.61
$20.00$17.00Sep 11$0.06$0.06$0.12$16.88$20.12
$19.00$16.00Sep 11$0.10$0.03$0.13$15.87$19.13
$19.50$17.00Sep 11$0.08$0.06$0.14$16.86$19.64
$19.00$17.00Sep 11$0.10$0.06$0.16$16.84$19.16
$18.50$16.00Sep 11$0.16$0.03$0.19$15.81$18.69
$18.50$17.00Sep 11$0.16$0.06$0.22$16.78$18.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.79, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
15/1620/21Oct 16$0.44$0.5642%0.79$15.56$20.44
16/1719/20Sep 25$0.45$0.5534%0.82$16.55$19.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.21$0.2997%1.38
$17.00$17.50$18.00Sep 4$0.33$0.1794%0.52
$17.00$18.00$19.00Oct 16$0.07$0.9322%13.29
$15.00$16.00$17.00Oct 16$0.13$0.8725%6.69
$18.00$18.50$19.00Sep 18$0.05$0.4518%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 4$0.06$0.4489%7.33
$18.00$19.00$20.00Oct 16$0.05$0.9517%19.00
$17.00$17.50$18.00Sep 4$0.37$0.1391%0.35
$17.50$18.00$18.50Sep 11$0.08$0.4234%5.25
$18.00$18.50$19.00Sep 11$0.05$0.4523%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. 60 found (best net $-0.01, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$17.001:2Sep 25-$0.01$1.49
$15.00$16.001:2Sep 18-$0.67$0.33
$16.50$17.001:2Sep 11-$0.18$0.32
$17.00$17.501:2Sep 11-$0.11$0.39
$16.50$17.001:2Sep 4-$0.40$0.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$17.001:2Oct 2-$0.09$0.91
$19.00$18.501:2Sep 4-$0.24$0.26
$18.50$18.001:2Sep 11-$0.15$0.35
$17.50$17.001:2Sep 18-$0.05$0.45
$18.00$17.001:2Oct 16-$0.31$0.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 4.18%, avg 2.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Oct 16$0.740.3312.9%4.18%17.04%36310.6K
$21.00Oct 16$0.570.2818.5%3.22%21.73%21741
$19.00Oct 16$0.900.407.2%5.08%12.30%661.6K
$18.00Oct 16$1.250.501.6%7.05%8.63%1.8K5.1K
$20.00Oct 9$0.510.3012.9%2.88%15.74%255
$19.00Oct 9$0.680.387.2%3.84%11.06%124
$18.00Oct 9$1.010.491.6%5.70%7.28%38238
$20.00Oct 2$0.410.2712.9%2.31%15.18%19154
$20.50Oct 2$0.330.2515.7%1.86%17.55%20036
$19.00Oct 2$0.550.357.2%3.10%10.33%33752

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 41,192
Total Puts 11,893
Put/Call Ratio 0.29
Net Difference 29,299

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 287,143
Total Puts 78,066
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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