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
9/11 19:10

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

📈 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 5 of results (avg 8.8%, best 7.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 163.053.30$3.187.9%20.94--
$17.00Sep 181.051.14$1.108.2%3450.89586
$19.00Oct 160.951.04$1.009.0%2080.441.7K
$18.00Oct 161.271.39$1.339.0%2200.554.9K
$16.00Oct 162.272.50$2.389.7%1800.831.2K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 15 found (avg $0.62, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 180.180.20$0.1910.5%6.3K0.252.0K
$18.50Sep 180.270.31$0.2913.8%1.3K0.37698
$18.00Sep 180.430.50$0.4714.9%1.1K0.531.4K
$17.50Sep 180.680.77$0.7312.3%1940.73539
$18.00Sep 250.650.77$0.7116.9%750.54315
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Sep 180.150.18$0.1618.8%1.6K0.27823
$17.00Sep 250.140.17$0.1618.8%1390.20383
$18.00Sep 180.360.43$0.4017.5%4750.473.3K
$18.50Sep 250.881.07$0.9819.4%50.57--
$18.00Oct 20.800.94$0.8716.1%30.47634

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 111.872.17$2.0214.9%11.00--
$17.00Sep 110.951.25$1.1027.3%2251.00362
$18.00Sep 110.000.10$0.05200.0%5.4K1.004.6K
$16.00Sep 181.892.40$2.1523.7%541.00374
$17.50Sep 110.490.68$0.5932.2%2260.98725
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 111.842.13$1.9914.6%610.98421
$19.50Sep 111.301.53$1.4216.2%210.98118
$19.00Sep 110.711.01$0.8634.9%1550.97432
$18.50Sep 110.250.49$0.3764.9%3.0K0.953.7K
$21.50Sep 113.104.10$3.6027.8%20.95--

Most actively traded options today. High liquidity = easy entry/exit. 126 active (total vol 55.6K, top 8.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 180.070.11$0.0944.4%8.0K0.129.1K
$18.50Sep 110.000.01$0.01100.0%7.7K0.058.4K
$19.50Sep 180.110.14$0.1323.1%6.5K0.17620
$19.00Sep 180.180.20$0.1910.5%6.3K0.252.0K
$18.00Sep 110.000.10$0.05200.0%5.4K1.004.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 110.250.49$0.3764.9%3.0K0.953.7K
$17.50Sep 180.150.18$0.1618.8%1.6K0.27823
$18.00Sep 110.000.01$0.01100.0%1.2K0.164.3K
$16.00Sep 180.000.02$0.01200.0%8400.02447
$17.00Sep 180.030.07$0.0580.0%5140.111.2K

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. 51 found (best R:R 2.57, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.50$16.00Oct 23$0.14$0.36$0.1484%2.57$15.64
$16.00$16.50Sep 11$0.29$0.21$0.29100%0.72$16.29
$19.00$20.00Oct 16$0.20$0.80$0.2044%4.00$19.20
$17.00$18.00Oct 16$0.44$0.56$0.4468%1.27$17.44
$16.00$17.00Oct 16$0.61$0.39$0.6183%0.64$16.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$17.50Sep 25$0.22$0.28$0.2246%1.27$17.78
$18.50$18.00Sep 18$0.32$0.18$0.3263%0.56$18.18
$17.50$17.00Sep 18$0.11$0.39$0.1127%3.55$17.39
$18.00$17.50Oct 2$0.27$0.23$0.2747%0.85$17.73
$18.50$18.00Oct 9$0.31$0.19$0.3153%0.61$18.19

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 1.50, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.00$19.50Oct 2$0.13$0.13$0.3762%0.35$19.13
$18.50$19.00Oct 2$0.14$0.14$0.3655%0.39$18.64
$19.00$19.50Oct 23$0.15$0.15$0.3555%0.43$19.15
$18.50$19.00Sep 25$0.12$0.12$0.3857%0.32$18.62
$20.00$21.00Oct 23$0.23$0.23$0.7763%0.30$20.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.00$17.00Oct 23$0.60$0.60$0.4054%1.50$17.40
$17.00$16.00Oct 16$0.40$0.40$0.6068%0.67$16.60
$17.50$17.00Oct 2$0.32$0.32$0.1862%1.78$17.18
$18.00$17.00Oct 16$0.52$0.52$0.4855%1.08$17.48
$17.00$16.50Oct 23$0.26$0.26$0.2466%1.08$16.74

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. 34 found (cheapest 0.33% of stock, avg 9.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.00Sep 11$0.05$0.01$0.06$17.94$18.060.33%
$18.50Sep 11$0.01$0.37$0.38$18.12$18.882.10%
$17.50Sep 11$0.59$0.01$0.60$16.90$18.103.32%
$19.00Sep 11$0.01$0.86$0.87$18.13$19.874.81%
$18.00Sep 18$0.47$0.40$0.87$17.13$18.874.81%
$17.50Sep 18$0.73$0.16$0.89$16.61$18.394.93%
$18.50Sep 18$0.29$0.72$1.01$17.49$19.515.59%
$17.00Sep 11$1.10$0.01$1.11$15.89$18.116.14%
$17.00Sep 18$1.10$0.05$1.15$15.85$18.156.36%
$19.00Sep 18$0.19$1.07$1.26$17.74$20.266.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 0.28% of stock, avg 5.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$18.00Sep 11$0.04$0.01$0.05$17.95$21.05
$21.00$16.50Sep 11$0.04$0.04$0.08$16.42$21.08
$20.50$16.50Sep 18$0.08$0.03$0.11$16.39$20.61
$20.00$16.50Sep 18$0.09$0.03$0.12$16.38$20.12
$20.50$17.00Sep 18$0.08$0.05$0.13$16.87$20.63
$20.50$18.00Sep 11$0.12$0.01$0.13$17.87$20.63
$20.00$17.00Sep 18$0.09$0.05$0.14$16.86$20.14
$20.50$16.50Sep 11$0.12$0.04$0.16$16.34$20.66
$19.50$16.50Sep 18$0.13$0.03$0.16$16.34$19.66
$19.50$17.00Sep 18$0.13$0.05$0.18$16.82$19.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.41, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
16/1620/21Oct 9$0.29$0.7146%0.41$16.21$20.29
16/1720/21Oct 9$0.33$0.6738%0.49$16.67$20.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 2.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$20.00$21.00Oct 9$0.05$0.9516%19.00
$17.00$18.00$19.00Oct 16$0.11$0.8925%8.09
$17.50$18.00$18.50Sep 18$0.08$0.4236%5.25
$18.00$18.50$19.00Sep 18$0.08$0.4228%5.25
$17.00$17.50$18.00Sep 18$0.11$0.3936%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$18.50$19.00Sep 11$0.13$0.3781%2.85
$16.00$17.00$18.00Oct 16$0.12$0.8828%7.33
$17.50$18.00$18.50Sep 11$0.36$0.1491%0.39
$17.50$18.00$18.50Sep 18$0.08$0.4236%5.25
$17.00$17.50$18.00Oct 9$0.06$0.4416%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. 58 found (best net $-0.26, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$18.001:2Oct 23-$0.26$1.74
$17.00$17.501:2Sep 11-$0.08$0.42
$17.50$18.001:2Sep 18-$0.21$0.29
$18.00$18.501:2Sep 18-$0.11$0.39
$16.00$17.001:2Oct 2-$0.77$0.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$18.001:2Oct 2-$0.21$0.79
$18.00$17.001:2Oct 16-$0.13$0.87
$19.50$19.001:2Sep 11-$0.30$0.20
$18.50$18.001:2Sep 18-$0.08$0.42
$18.00$17.001:2Oct 23-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 4.93%, avg 2.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Oct 23$0.890.3710.7%4.93%15.61%24
$21.00Oct 23$0.650.3016.2%3.60%19.81%1--
$19.50Oct 23$0.930.407.9%5.15%13.06%1420
$19.00Oct 23$1.060.455.2%5.87%11.01%15511
$20.00Oct 16$0.750.3510.7%4.15%14.83%59811.7K
$18.50Oct 23$1.200.492.4%6.64%9.02%1127
$21.00Oct 16$0.540.2916.2%2.99%19.20%39779
$21.50Oct 23$0.450.2719.0%2.49%21.47%11.5K
$19.00Oct 16$0.950.445.2%5.26%10.40%2081.7K
$20.00Oct 9$0.500.3110.7%2.77%13.45%26125

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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Chart Title

Price — Past 7 Days

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