Tour
v527
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.07
-4.29%
$18.15 (+0.44%)
as of 09/11 07:10 PM
Option Volume
Detail
Current (09/11)
63,449
Calls:
52,626
(83%)
Puts:
10,823
(17%)
Prior (09/10)
70,294
Calls:
55,430
(79%)
Puts:
14,864
(21%)
Current vs Prior
-9.74%
Calls:
-5.06%
(Calls)
Puts:
-27.19%
(Puts)
Prior 7-Day Total
376,581
Calls:
295,158
(78%)
Puts:
81,423
(22%)
Prior 7-Day Average
53,797
Calls:
42,165
(78%)
Puts:
11,631
(22%)
Current vs Prior 7-Day Avg
+17.94%
Calls:
+24.81%
Puts:
-6.95%
Sentiment
BULLISH
Dollar Volume
Detail
Current (09/11)
$2.40M
Calls:
$1.39M
(58%)
Puts:
$1.01M
(42%)
Prior (09/10)
$5.11M
Calls:
$3.45M
(68%)
Puts:
$1.66M
(32%)
Current vs Prior
-53.05%
Calls:
-59.82%
Puts:
-38.95%
Prior 7-Day Total
$28.10M
Calls:
$14.61M
(52%)
Puts:
$13.48M
(48%)
Prior 7-Day Average
$4.01M
Calls:
$2.09M
(52%)
Puts:
$1.93M
(48%)
Current vs Prior 7-Day Avg
-40.25%
Calls:
-33.57%
Puts:
-47.48%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (09/11)
0.21
Prior (09/10)
0.27
Current vs Prior
-23.31%
Prior 7-Day Average
0.26
Current vs Prior 7-Day Avg
-21.77%
Sentiment
BULLISH
Open Interest
Detail
Current (09/11)
254,454
Calls:
202,050
(79%)
Puts:
52,404
(21%)
Prior (09/10)
279,658
Calls:
224,239
(80%)
Puts:
55,419
(20%)
Current vs Prior
-9.01%
Prior 7-Day Total
1,585,987
Calls:
1,224,422
(77%)
Puts:
361,565
(23%)
Prior 7-Day Average
226,569
Calls:
174,917
(77%)
Puts:
51,652
(23%)
Current vs Prior 7-Day Avg
+12.31%
Sentiment
BEARISH
Expected Move
Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current
2.32% | 6.59%6.59% | 13.84%
Prior
5.93% | 8.00%8.00% | 16.00%
Current vs Prior
+11.01% | +16.94%-17.66% | -13.51%
Prior 7-Day Avg
4.75% | 7.40%8.45% | 15.95%
Current vs 7-Day Avg
+38.55% | +26.43%-22.09% | -13.24%
Prior 7-Day Eod
5.93% | 8.00%8.00% | 16.00%
Current vs 7-Day Eod
+11.01% | +16.94%-17.66% | -13.51%
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 53% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (52,626 calls vs 10,823 puts). P/C ratio dropping 23% - sentiment shifting bullish. Call-heavy open interest (202,050 calls vs 52,404 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
BULLISH
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
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
52,626
Total Puts
10,823
Put/Call Ratio
0.21
Net Difference
41,803
Prior's Put/Call Breakdown
Total Calls
55,430
Total Puts
14,864
Put/Call Ratio
0.27
Net Difference
40,566
Prior 7-Day Put/Call Summary
Total Calls
295,158
Total Puts
81,423
Average Put/Call Ratio
0.26
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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