Tour v527
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.88 +3.17%
$18.85 (-0.16%)🌙
as of 09/10 07:14 PM
9/10 19:14

Option Volume

Detail
Current (09/10) 70,294
Calls: 55,430 (79%)
Puts: 14,864 (21%)
Prior (09/09) 43,566
Calls: 36,511 (84%)
Puts: 7,055 (16%)
Current vs Prior +61.35%
Calls: +51.82% (Calls)
Puts: +110.69% (Puts)
Prior 7-Day Total 342,536
Calls: 270,468 (79%)
Puts: 72,068 (21%)
Prior 7-Day Average 48,933
Calls: 38,638 (79%)
Puts: 10,295 (21%)
Current vs Prior 7-Day Avg +43.65%
Calls: +43.46%
Puts: +44.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/10) $5.11M
Calls: $3.45M (68%)
Puts: $1.66M (32%)
Prior (09/09) $2.11M
Calls: $1.51M (71%)
Puts: $604.1K (29%)
Current vs Prior +142.13%
Calls: +129.23%
Puts: +174.27%
Prior 7-Day Total $25.19M
Calls: $12.42M (49%)
Puts: $12.78M (51%)
Prior 7-Day Average $3.60M
Calls: $1.77M (49%)
Puts: $1.83M (51%)
Current vs Prior 7-Day Avg +41.92%
Calls: +94.54%
Puts: -9.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 0.27
Prior (09/09) 0.19
Current vs Prior +38.78%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +7.18%
Sentiment BULLISH

Open Interest

Detail
Current (09/10) 279,658
Calls: 224,239 (80%)
Puts: 55,419 (20%)
Prior (09/09) 208,718
Calls: 163,836 (78%)
Puts: 44,882 (22%)
Current vs Prior +33.99%
Prior 7-Day Total 1,528,311
Calls: 1,173,942 (77%)
Puts: 354,369 (23%)
Prior 7-Day Average 218,330
Calls: 167,706 (77%)
Puts: 50,624 (23%)
Current vs Prior 7-Day Avg +28.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 5.93% | 8.00%8.00% | 16.00%
Prior 4.26% | 7.38%7.38% | 14.70%
Current vs Prior +39.18% | +8.42%+8.42% | +8.82%
Prior 7-Day Avg 4.34% | 7.10%8.50% | 16.07%
Current vs 7-Day Avg +36.61% | +12.59%-5.91% | -0.44%
Prior 7-Day Eod 4.26% | 7.38%7.38% | 14.70%
Current vs 7-Day Eod +39.18% | +8.42%+8.42% | +8.82%
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 68% call dollar volume ($3.45M). Massive premium surge with dollar volume up 142% vs prior. Above-average activity with volume up 61% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (55,430 calls vs 14,864 puts).

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 11 of results (avg 8.7%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 161.101.20$1.158.7%1.2K0.4311.1K
$18.00Oct 231.912.10$2.019.5%4600.622.1K
$19.00Oct 161.391.53$1.469.6%1.4K0.521.7K
$16.00Sep 252.773.05$2.919.6%30.92--
$18.00Oct 161.771.95$1.869.7%5790.635.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 163.753.95$3.855.2%1210.70--
$22.50Oct 23.904.20$4.057.4%1500.79217
$20.00Oct 162.172.34$2.267.5%280.573.0K
$22.00Sep 183.103.40$3.259.2%1470.86--
$19.00Sep 250.921.01$0.979.3%1200.5159

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.72, cheapest $0.25)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 110.230.26$0.2512.0%5.9K0.398.1K
$18.00Sep 110.790.93$0.8616.3%1.5K1.004.9K
$19.50Sep 180.400.48$0.4418.2%6380.38308
$19.00Sep 180.560.67$0.6217.7%2.2K0.481.8K
$20.00Sep 250.510.60$0.5516.4%4550.35577
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 180.690.79$0.7413.5%1290.51825
$18.50Sep 250.610.71$0.6615.2%110.4171
$19.00Sep 250.921.01$0.979.3%1200.5159
$18.00Oct 160.901.02$0.9612.5%1930.371.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 53 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 112.503.05$2.7819.8%361.0046
$16.50Sep 112.052.49$2.2719.4%11.00--
$17.00Sep 111.772.06$1.9215.1%261.00379
$17.50Sep 111.271.63$1.4524.8%5651.00993
$18.00Sep 110.790.93$0.8616.3%1.5K1.004.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 112.903.35$3.1314.4%70.95425
$21.50Sep 112.542.98$2.7615.9%180.92107
$21.00Sep 112.002.50$2.2522.2%630.921.7K
$20.50Sep 111.521.78$1.6515.8%40.89--
$22.00Sep 183.103.40$3.259.2%1470.86--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 53.0K, top 7.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 110.120.17$0.1533.3%7.5K0.235.6K
$19.00Sep 110.230.26$0.2512.0%5.9K0.398.1K
$20.00Sep 180.280.36$0.3225.0%3.8K0.297.7K
$20.00Sep 110.070.10$0.0933.3%2.8K0.1412.3K
$20.00Oct 20.750.90$0.8318.1%2.3K0.391.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 110.100.15$0.1338.5%4.7K0.411.0K
$18.00Sep 110.020.04$0.0366.7%1.5K0.123.3K
$18.00Sep 180.200.28$0.2433.3%1.4K0.262.9K
$20.00Sep 111.121.32$1.2216.4%7170.85692
$16.00Oct 160.160.26$0.2147.6%3720.131.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 75.6%, max 90.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Sep 11Oct 2120.7%65.4%84.6%7.5K5.6K
$19.00Sep 11Oct 23107.1%68.3%56.8%5.9K8.6K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Sep 11Sep 18120.7%63.5%90.1%11130
$20.00Sep 11Oct 16130.8%68.9%89.8%7453.7K
$19.00Sep 11Oct 23107.1%68.3%56.8%153385

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 2.57, avg 1.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$21.00Oct 23$0.56$1.44$0.5653%2.57$19.56
$16.00$17.00Oct 16$0.64$0.36$0.6487%0.56$16.64
$17.00$18.00Oct 16$0.51$0.49$0.5174%0.96$17.51
$18.00$19.00Oct 16$0.40$0.60$0.4063%1.50$18.40
$19.00$20.00Oct 9$0.28$0.72$0.2852%2.57$19.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.50$19.00Sep 11$0.13$0.37$0.1377%2.85$19.37
$18.50$18.00Sep 11$0.10$0.40$0.1041%4.00$18.40
$19.00$18.50Sep 18$0.24$0.26$0.2451%1.08$18.76
$18.50$18.00Oct 9$0.21$0.29$0.2142%1.38$18.29
$19.00$18.50Oct 23$0.25$0.25$0.2547%1.00$18.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.50, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.50$21.00Sep 25$0.12$0.12$0.3870%0.32$20.62
$19.00$19.50Sep 18$0.18$0.18$0.3252%0.56$19.18
$19.00$19.50Sep 11$0.10$0.10$0.4062%0.25$19.10
$19.50$20.00Sep 18$0.12$0.12$0.3862%0.32$19.62
$20.00$21.00Oct 2$0.26$0.26$0.7461%0.35$20.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$17.00$15.50Oct 23$0.50$0.50$1.0073%0.50$16.50
$17.00$16.00Oct 16$0.36$0.36$0.6474%0.56$16.64
$18.50$18.00Oct 23$0.38$0.38$0.1258%3.17$18.12
$18.00$17.50Oct 2$0.30$0.30$0.2066%1.50$17.70
$18.00$17.50Sep 25$0.27$0.27$0.2368%1.17$17.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.27, cheapest $0.08)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Sep 11Sep 18$0.37107.1%61.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Sep 11Sep 18$0.08107.1%61.4%
$18.50Sep 11Sep 18$0.3744.0%60.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 3.13% of stock, avg 10.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.50Sep 11$0.46$0.13$0.59$17.91$19.093.13%
$18.00Sep 11$0.86$0.03$0.89$17.11$18.894.71%
$19.00Sep 11$0.25$0.66$0.91$18.09$19.914.82%
$19.50Sep 11$0.15$0.79$0.94$18.56$20.444.98%
$18.00Sep 18$1.01$0.24$1.25$16.75$19.256.62%
$18.50Sep 18$0.77$0.50$1.27$17.23$19.776.73%
$20.00Sep 11$0.09$1.22$1.31$18.69$21.316.94%
$19.00Sep 18$0.62$0.74$1.36$17.64$20.367.20%
$17.50Sep 11$1.45$0.01$1.46$16.04$18.967.73%
$17.50Sep 18$1.40$0.10$1.50$16.00$19.007.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 0.42% of stock, avg 5.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$18.00Sep 11$0.05$0.03$0.08$17.92$21.08
$20.50$18.00Sep 11$0.07$0.03$0.10$17.90$20.60
$20.00$18.00Sep 11$0.09$0.03$0.12$17.88$20.12
$19.50$18.00Sep 11$0.15$0.03$0.18$17.82$19.68
$21.00$17.00Sep 18$0.19$0.05$0.24$16.76$21.24
$21.00$18.50Sep 11$0.05$0.13$0.18$18.32$21.18
$20.50$18.50Sep 11$0.07$0.13$0.20$18.30$20.70
$21.00$17.50Sep 18$0.19$0.10$0.29$17.21$21.29
$20.00$18.50Sep 11$0.09$0.13$0.22$18.28$20.22
$19.50$18.50Sep 11$0.15$0.13$0.28$18.22$19.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 3.55, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1820/21Sep 25$0.39$0.1139%3.55$17.61$20.89
16/1821/22Oct 9$0.44$0.5639%0.79$17.06$21.44
16/1621/22Oct 9$0.24$0.7652%0.32$16.26$21.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 3.55, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.50$19.00$19.50Sep 11$0.11$0.3977%3.55
$18.00$18.50$19.00Sep 11$0.19$0.3162%1.63
$18.00$19.00$20.00Oct 16$0.09$0.9120%10.11
$17.00$18.00$19.00Oct 16$0.11$0.8922%8.09
$20.00$21.00$22.00Oct 16$0.06$0.9413%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 11$0.08$0.4238%5.25
$18.00$19.00$20.00Oct 16$0.10$0.9020%9.00
$18.50$19.00$19.50Sep 18$0.09$0.4122%4.56
$18.00$18.50$19.00Sep 25$0.08$0.4219%5.25
$17.00$17.50$18.00Sep 18$0.09$0.4118%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.06, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$18.501:2Sep 11-$0.06$0.44
$19.00$21.001:2Oct 23-$0.56$1.44
$17.50$18.001:2Sep 11-$0.27$0.23
$20.00$21.001:2Oct 2-$0.31$0.69
$21.00$22.001:2Sep 25-$0.18$0.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Sep 25-$0.26$0.74
$21.00$20.001:2Sep 18-$0.57$0.43
$18.00$17.001:2Oct 16-$0.18$0.82
$20.00$19.501:2Sep 11-$0.36$0.14
$19.00$18.001:2Oct 16-$0.36$0.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 5.30%, avg 2.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Oct 23$1.000.3811.2%5.30%16.53%1--
$22.00Oct 23$0.770.3216.5%4.08%20.60%5--
$21.00Oct 16$0.860.3611.2%4.56%15.78%200765
$22.00Oct 16$0.680.3016.5%3.60%20.13%3423.9K
$19.00Oct 23$1.530.530.6%8.10%8.74%8505
$20.00Oct 16$1.100.435.9%5.83%11.76%1.2K11.1K
$19.00Oct 16$1.390.520.6%7.36%8.00%1.4K1.7K
$20.00Oct 9$0.850.415.9%4.50%10.43%3497
$22.50Oct 9$0.390.2519.2%2.07%21.24%10419
$22.00Oct 9$0.480.2616.5%2.54%19.07%24184

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 55,430
Total Puts 14,864
Put/Call Ratio 0.27
Net Difference 40,566

Prior's Put/Call Breakdown

Total Calls 36,511
Total Puts 7,055
Put/Call Ratio 0.19
Net Difference 29,456

Prior 7-Day Put/Call Summary

Total Calls 270,468
Total Puts 72,068
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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