Tour v528
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$18.26 +0.16%
$18.22 (-0.22%)🌙
as of 09/15 07:24 PM
9/15 19:24

Option Volume

Detail
Current (09/15) 28,410
Calls: 23,939 (84%)
Puts: 4,471 (16%)
Prior (09/11) 63,449
Calls: 52,626 (83%)
Puts: 10,823 (17%)
Current vs Prior -55.22%
Calls: -54.51% (Calls)
Puts: -58.69% (Puts)
Prior 7-Day Total 401,865
Calls: 316,891 (79%)
Puts: 84,974 (21%)
Prior 7-Day Average 57,409
Calls: 45,270 (79%)
Puts: 12,139 (21%)
Current vs Prior 7-Day Avg -50.51%
Calls: -47.12%
Puts: -63.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $1.10M
Calls: $830.3K (75%)
Puts: $271.5K (25%)
Prior (09/11) $2.40M
Calls: $1.39M (58%)
Puts: $1.01M (42%)
Current vs Prior -54.06%
Calls: -40.13%
Puts: -73.16%
Prior 7-Day Total $28.26M
Calls: $14.61M (52%)
Puts: $13.64M (48%)
Prior 7-Day Average $4.04M
Calls: $2.09M (52%)
Puts: $1.95M (48%)
Current vs Prior 7-Day Avg -72.70%
Calls: -60.23%
Puts: -86.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.19
Prior (09/11) 0.21
Current vs Prior -9.19%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg -27.79%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 185,361
Calls: 159,973 (86%)
Puts: 25,388 (14%)
Prior (09/11) 254,454
Calls: 202,050 (79%)
Puts: 52,404 (21%)
Current vs Prior -27.15%
Prior 7-Day Total 1,617,336
Calls: 1,242,598 (77%)
Puts: 374,738 (23%)
Prior 7-Day Average 231,048
Calls: 177,514 (77%)
Puts: 53,534 (23%)
Current vs Prior 7-Day Avg -19.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 5.70% | 8.11%5.70% | 13.14%
Prior 6.59% | 9.35%6.59% | 13.84%
Current vs Prior -13.51% | -13.34%-13.51% | -5.00%
Prior 7-Day Avg 5.05% | 7.63%8.03% | 15.40%
Current vs 7-Day Avg +12.84% | +6.20%-29.07% | -14.68%
Prior 7-Day Eod 6.59% | 9.35%6.59% | 13.84%
Current vs 7-Day Eod -13.51% | -13.34%-13.51% | -5.00%
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

Strong bullish conviction with 75% of dollar volume in calls ($830.3K) vs puts ($271.5K). Light premium activity with dollar volume down 54% vs prior. Below-average activity with volume down 55% vs prior. Extreme bullish P/C ratio of 0.19 - heavy call buying (23,939 calls vs 4,471 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 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 8 of results (avg 7.8%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 93.203.40$3.306.1%40.94--
$18.50Sep 180.220.24$0.238.7%8840.373.5K
$16.00Oct 162.382.60$2.498.8%230.831.2K
$15.00Oct 163.203.50$3.359.0%220.94101
$17.50Oct 21.151.26$1.219.1%20.68--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 163.253.45$3.356.0%70.71181
$21.50Sep 183.203.40$3.306.1%10.92--
$20.00Oct 22.042.22$2.138.5%10.7121

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.62, cheapest $0.22)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 180.220.24$0.238.7%8840.373.5K
$20.00Sep 180.060.07$0.0714.3%2.0K0.1016.3K
$18.00Sep 180.420.47$0.4411.4%3450.631.8K
$18.00Sep 250.650.76$0.7115.5%1460.58545
$18.00Oct 20.861.05$0.9619.8%140.561.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 180.200.24$0.2218.2%1.2K0.423.6K
$19.00Sep 180.810.99$0.9020.0%130.76814
$18.50Sep 250.700.84$0.7718.2%50.56--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 41 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 182.162.49$2.3314.2%961.00426
$16.50Sep 181.521.93$1.7323.7%321.00196
$17.00Sep 181.181.31$1.2510.4%401.00696
$17.50Sep 180.720.88$0.8020.0%1651.00670
$16.50Oct 21.692.17$1.9324.9%450.957
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 182.723.05$2.8911.4%20.94--
$21.50Sep 183.203.40$3.306.1%10.92--
$20.00Sep 181.701.93$1.8212.6%790.892.5K
$19.50Sep 181.261.44$1.3513.3%30.8523
$20.00Sep 251.812.20$2.0119.4%30.7998

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 22.5K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 180.130.17$0.1526.7%4.2K0.239.4K
$21.50Sep 250.000.17$0.09188.9%4.0K0.09--
$21.00Sep 250.120.24$0.1866.7%3.4K0.153.3K
$20.00Sep 180.060.07$0.0714.3%2.0K0.1016.3K
$18.50Sep 180.220.24$0.238.7%8840.373.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 180.200.24$0.2218.2%1.2K0.423.6K
$17.50Sep 180.050.07$0.0633.3%1.2K0.162.2K
$17.00Oct 160.440.66$0.5540.0%1670.301.6K
$17.00Oct 90.200.45$0.3375.8%1640.25227
$16.50Oct 230.280.75$0.5290.4%1420.263

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 23.6%, max 34.3%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Sep 18Sep 2575.3%56.1%34.3%754
$18.50Sep 18Sep 2558.8%52.0%13.0%86880

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 1.00, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$16.00$17.50Oct 30$0.75$0.75$0.7578%1.00$16.75
$19.00$21.00Oct 30$0.49$1.51$0.4948%3.08$19.49
$17.50$19.50Oct 9$0.68$1.32$0.6865%1.94$18.18
$17.00$18.00Oct 23$0.37$0.63$0.3768%1.70$17.37
$18.50$20.00Oct 23$0.38$1.12$0.3850%2.95$18.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$18.50Sep 18$0.30$0.20$0.3076%0.67$18.70
$19.00$18.50Sep 25$0.32$0.18$0.3266%0.56$18.68
$17.00$16.50Oct 9$0.11$0.39$0.1125%3.55$16.89
$18.00$17.50Sep 25$0.18$0.32$0.1842%1.78$17.82
$18.00$17.50Sep 18$0.16$0.34$0.1642%2.12$17.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 1.08, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.50$21.00Oct 2$0.12$0.12$0.3877%0.32$20.62
$19.00$19.50Oct 2$0.19$0.19$0.3161%0.61$19.19
$20.50$21.00Oct 9$0.14$0.14$0.3672%0.39$20.64
$19.50$20.00Oct 9$0.16$0.16$0.3462%0.47$19.66
$19.00$19.50Sep 25$0.12$0.12$0.3866%0.32$19.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.00$17.00Oct 16$0.52$0.52$0.4856%1.08$17.48
$17.50$17.00Oct 9$0.28$0.28$0.2265%1.27$17.22
$17.50$17.00Oct 23$0.29$0.29$0.2162%1.38$17.21
$18.00$17.50Oct 2$0.30$0.30$0.2056%1.50$17.70
$17.50$17.00Oct 2$0.22$0.22$0.2867%0.79$17.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.23, cheapest $0.17)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.50Sep 18Sep 25$0.2658.8%52.0%
$18.00Sep 18Sep 25$0.2743.4%42.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.50Sep 18Sep 25$0.1758.8%52.0%
$18.00Sep 18Sep 25$0.2043.4%42.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 3.61% of stock, avg 10.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.00Sep 18$0.44$0.22$0.66$17.34$18.663.61%
$18.50Sep 18$0.23$0.60$0.83$17.67$19.334.55%
$17.50Sep 18$0.80$0.06$0.86$16.64$18.364.71%
$19.00Sep 18$0.15$0.90$1.05$17.95$20.055.75%
$18.00Sep 25$0.71$0.42$1.13$16.87$19.136.19%
$17.50Sep 25$0.98$0.24$1.22$16.28$18.726.68%
$18.50Sep 25$0.49$0.77$1.26$17.24$19.766.90%
$17.00Sep 18$1.25$0.02$1.27$15.73$18.276.96%
$19.50Sep 18$0.09$1.35$1.44$18.06$20.947.89%
$17.00Sep 25$1.37$0.07$1.44$15.56$18.447.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.66% of stock, avg 4.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.50$17.50Sep 18$0.06$0.06$0.12$17.38$21.62
$20.00$17.50Sep 18$0.07$0.06$0.13$17.37$20.13
$19.50$17.50Sep 18$0.09$0.06$0.15$17.35$19.65
$19.00$17.50Sep 18$0.15$0.06$0.21$17.29$19.21
$21.00$17.00Sep 25$0.18$0.07$0.25$16.75$21.25
$21.00$16.00Sep 25$0.18$0.07$0.25$15.75$21.25
$21.00$16.50Sep 25$0.18$0.13$0.31$16.19$21.31
$20.00$17.00Sep 25$0.23$0.07$0.30$16.70$20.30
$19.50$17.00Sep 25$0.23$0.07$0.30$16.70$19.80
$20.00$16.00Sep 25$0.23$0.07$0.30$15.70$20.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 2.13, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
17/1820/21Oct 2$0.34$0.1645%2.13$17.16$20.84
16/1720/21Oct 9$0.25$0.2547%1.00$16.75$20.75
17/1819/20Sep 25$0.29$0.2139%1.38$17.21$19.29
15/1620/21Oct 9$0.30$1.2054%0.25$16.20$20.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 2.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 18$0.15$0.3563%2.33
$18.50$20.00$21.50Oct 23$0.14$1.3622%9.71
$17.50$18.00$18.50Sep 25$0.05$0.4529%9.00
$17.00$17.50$18.00Sep 18$0.09$0.4137%4.56
$16.50$17.00$17.50Oct 2$0.06$0.4427%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$19.00$20.00Oct 16$0.10$0.9020%9.00
$17.00$17.50$18.00Sep 18$0.12$0.3837%3.17
$17.00$17.50$18.00Oct 2$0.08$0.4226%5.25
$17.00$18.00$19.00Oct 16$0.16$0.8426%5.25
$16.00$16.50$17.00Oct 2$0.08$0.4211%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.08, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$17.001:2Oct 9-$0.08$1.92
$17.50$19.501:2Oct 9-$0.04$1.96
$16.00$17.001:2Sep 25-$0.44$0.56
$19.00$21.001:2Oct 30-$0.49$1.51
$17.50$18.001:2Sep 18-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$20.001:2Sep 18-$0.75$0.25
$18.50$18.001:2Sep 25-$0.07$0.43
$19.00$18.001:2Oct 16-$0.39$0.61
$18.00$17.501:2Oct 2-$0.08$0.42
$18.00$17.501:2Sep 25-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 4.27%, avg 2.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Oct 30$0.780.3415.0%4.27%19.28%2--
$21.50Oct 23$0.670.2817.7%3.67%21.41%11.5K
$19.00Oct 30$1.210.484.0%6.63%10.68%30538
$20.00Oct 23$0.890.379.5%4.87%14.40%1197
$20.00Oct 16$0.750.369.5%4.11%13.64%18712.1K
$18.50Oct 23$1.250.501.3%6.85%8.16%10--
$21.00Oct 16$0.500.2815.0%2.74%17.74%34800
$19.00Oct 16$0.850.444.0%4.65%8.71%501.6K
$19.50Oct 9$0.610.386.8%3.34%10.13%31
$20.50Oct 9$0.390.2812.3%2.14%14.40%11

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 23,939
Total Puts 4,471
Put/Call Ratio 0.19
Net Difference 19,468

Prior's Put/Call Breakdown

Total Calls 52,626
Total Puts 10,823
Put/Call Ratio 0.21
Net Difference 41,803

Prior 7-Day Put/Call Summary

Total Calls 316,891
Total Puts 84,974
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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