Tour v528
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$17.76 +0.17%
$17.84 (+0.44%)🌙
as of 09/18 07:14 PM
9/18 19:14

Option Volume

Detail
Current (09/18) 59,456
Calls: 50,341 (85%)
Puts: 9,115 (15%)
Prior (09/15) 28,410
Calls: 23,939 (84%)
Puts: 4,471 (16%)
Current vs Prior +109.28%
Calls: +110.29% (Calls)
Puts: +103.87% (Puts)
Prior 7-Day Total 396,929
Calls: 314,126 (79%)
Puts: 82,803 (21%)
Prior 7-Day Average 56,704
Calls: 44,875 (79%)
Puts: 11,829 (21%)
Current vs Prior 7-Day Avg +4.85%
Calls: +12.18%
Puts: -22.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $3.34M
Calls: $1.30M (39%)
Puts: $2.04M (61%)
Prior (09/15) $1.10M
Calls: $830.3K (75%)
Puts: $271.5K (25%)
Current vs Prior +203.16%
Calls: +56.29%
Puts: +652.34%
Prior 7-Day Total $26.85M
Calls: $14.20M (53%)
Puts: $12.65M (47%)
Prior 7-Day Average $3.84M
Calls: $2.03M (53%)
Puts: $1.81M (47%)
Current vs Prior 7-Day Avg -12.90%
Calls: -36.03%
Puts: +13.06%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/18) 0.18
Prior (09/15) 0.19
Current vs Prior -3.05%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -27.52%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 276,116
Calls: 233,112 (84%)
Puts: 43,004 (16%)
Prior (09/15) 185,361
Calls: 159,973 (86%)
Puts: 25,388 (14%)
Current vs Prior +48.96%
Prior 7-Day Total 1,586,979
Calls: 1,241,300 (78%)
Puts: 345,679 (22%)
Prior 7-Day Average 226,711
Calls: 177,328 (78%)
Puts: 49,382 (22%)
Current vs Prior 7-Day Avg +21.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.32% | 5.69%3.32% | 12.11%
Prior 5.70% | 8.11%5.70% | 13.14%
Current vs Prior -0.15% | +6.29%-41.67% | -7.89%
Prior 7-Day Avg 5.23% | 7.83%7.47% | 14.98%
Current vs 7-Day Avg +8.64% | +10.02%-55.54% | -19.20%
Prior 7-Day Eod 5.70% | 8.11%5.70% | 13.14%
Current vs 7-Day Eod -0.15% | +6.29%-41.67% | -7.89%
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

Moderately bearish flow with 61% put dollar volume ($2.04M). Massive premium surge with dollar volume up 203% vs prior. Unusually high activity with volume up 109% vs prior - elevated interest. Extreme bullish P/C ratio of 0.18 - heavy call buying (50,341 calls vs 9,115 puts).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 4.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Oct 160.951.02$0.997.1%1750.506.4K
$15.00Sep 182.662.87$2.777.6%20.99--
$15.00Oct 162.732.99$2.869.1%70.96--
$16.00Oct 161.922.11$2.019.5%170.821.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 162.642.76$2.704.4%430.713.1K
$21.00Sep 183.103.35$3.237.7%1201.00621
$18.00Oct 161.111.20$1.167.8%710.501.1K
$20.00Oct 22.332.55$2.449.0%10.81--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 15 found (avg $0.69, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 250.110.13$0.1216.7%6.3K0.18570
$18.50Sep 250.180.20$0.1910.5%2.4K0.28922
$17.00Sep 250.800.93$0.8714.9%1490.86691
$18.00Oct 20.540.63$0.5915.3%930.471.4K
$17.50Oct 20.690.83$0.7618.4%1370.60119
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 250.470.57$0.5219.2%2820.581.3K
$18.50Sep 250.831.01$0.9219.6%210.72109
$18.00Oct 20.720.81$0.7711.7%1600.53653

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 47 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 182.662.87$2.777.6%20.99--
$15.50Sep 252.172.55$2.3616.1%10.993
$16.00Sep 251.691.92$1.8112.7%520.98358
$16.50Sep 181.181.50$1.3423.9%300.98221
$17.00Sep 180.691.05$0.8741.4%2480.97560
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 180.140.42$0.28100.0%9081.002.6K
$18.50Sep 180.520.97$0.7560.0%1941.00994
$19.00Sep 180.961.44$1.2040.0%601.00811
$19.50Sep 181.461.86$1.6624.1%51.0014
$20.00Sep 181.952.31$2.1316.9%1261.002.4K

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 40.9K, top 8.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 250.060.11$0.0955.6%8.5K0.131.7K
$19.00Sep 250.110.13$0.1216.7%6.3K0.18570
$20.00Sep 250.060.08$0.0728.6%6.0K0.106.6K
$18.00Sep 180.000.01$0.01100.0%3.4K0.091.9K
$18.50Sep 250.180.20$0.1910.5%2.4K0.28922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 180.140.42$0.28100.0%9081.002.6K
$16.00Sep 250.000.01$0.01100.0%7140.02507
$17.50Sep 250.160.22$0.1931.6%6970.351.0K
$17.00Oct 300.811.05$0.9325.8%6000.3819
$17.00Sep 250.040.07$0.0650.0%4060.14533

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 3.29, avg 2.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$19.50Oct 30$0.35$1.15$0.3550%3.29$18.35
$16.00$17.50Oct 30$0.78$0.72$0.7876%0.92$16.78
$19.00$20.00Oct 23$0.16$0.84$0.1640%5.25$19.16
$17.00$18.00Oct 16$0.38$0.62$0.3866%1.63$17.38
$18.50$20.00Oct 9$0.24$1.26$0.2441%5.25$18.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$17.50Oct 9$0.21$0.29$0.2151%1.38$17.79
$18.00$17.50Sep 18$0.27$0.23$0.27100%0.85$17.73
$17.50$17.00Sep 25$0.13$0.37$0.1335%2.85$17.37
$16.50$16.00Oct 9$0.10$0.40$0.1019%4.00$16.40
$18.00$17.50Oct 23$0.28$0.22$0.2850%0.79$17.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 0.85, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.00$18.50Oct 2$0.18$0.18$0.3253%0.56$18.18
$18.00$18.50Sep 25$0.12$0.12$0.3857%0.32$18.12
$18.00$18.50Oct 23$0.18$0.18$0.3250%0.56$18.18
$18.00$18.50Oct 9$0.15$0.15$0.3550%0.43$18.15
$19.00$20.00Oct 2$0.10$0.10$0.9071%0.11$19.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$17.00$16.00Oct 30$0.46$0.46$0.5462%0.85$16.54
$17.00$16.00Oct 16$0.39$0.39$0.6165%0.64$16.61
$16.00$15.00Oct 16$0.19$0.19$0.8182%0.23$15.81
$16.00$15.50Oct 23$0.20$0.20$0.3078%0.67$15.80
$16.00$15.00Oct 30$0.27$0.27$0.7375%0.37$15.73

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. 36 found (cheapest 1.63% of stock, avg 9.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.00Sep 18$0.01$0.28$0.29$17.71$18.291.63%
$17.50Sep 18$0.31$0.01$0.32$17.18$17.821.80%
$17.50Sep 25$0.49$0.19$0.68$16.82$18.183.83%
$18.50Sep 18$0.01$0.75$0.76$17.74$19.264.28%
$18.00Sep 25$0.31$0.52$0.83$17.17$18.834.67%
$17.00Sep 18$0.87$0.01$0.88$16.12$17.884.95%
$17.00Sep 25$0.87$0.06$0.93$16.07$17.935.24%
$18.50Sep 25$0.19$0.92$1.11$17.39$19.616.25%
$19.00Sep 18$0.01$1.20$1.21$17.79$20.216.81%
$17.50Oct 2$0.76$0.45$1.21$16.29$18.716.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.11% of stock, avg 5.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$18.50$17.50Sep 18$0.01$0.01$0.02$17.48$18.52
$18.00$17.50Sep 18$0.01$0.01$0.02$17.48$18.02
$20.00$16.50Sep 25$0.07$0.03$0.10$16.40$20.10
$19.50$16.50Sep 25$0.09$0.03$0.12$16.38$19.62
$20.00$17.00Sep 25$0.07$0.06$0.13$16.87$20.13
$19.50$17.00Sep 25$0.09$0.06$0.15$16.85$19.65
$19.00$16.50Sep 25$0.12$0.03$0.15$16.35$19.15
$19.00$17.00Sep 25$0.12$0.06$0.18$16.82$19.18
$18.50$16.50Sep 25$0.19$0.03$0.22$16.28$18.72
$18.50$17.00Sep 25$0.19$0.06$0.25$16.75$18.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.45, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
16/1620/21Oct 23$0.31$0.6945%0.45$15.69$20.31
16/1719/20Oct 2$0.24$0.7645%0.32$16.76$19.24
16/1620/21Oct 23$0.28$0.7238%0.39$16.22$20.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 1.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.00$17.50$18.00Sep 18$0.26$0.2489%0.92
$17.50$18.00$18.50Sep 18$0.30$0.2089%0.67
$17.00$18.00$19.00Oct 16$0.10$0.9028%9.00
$17.50$18.00$18.50Sep 25$0.06$0.4437%7.33
$19.00$20.00$21.00Oct 23$0.05$0.9513%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$18.00$18.50Sep 18$0.20$0.3094%1.50
$17.00$17.50$18.00Sep 18$0.27$0.2397%0.85
$17.50$18.00$18.50Sep 25$0.07$0.4337%6.14
$16.00$17.00$18.00Oct 16$0.16$0.8432%5.25
$18.00$18.50$19.00Oct 2$0.05$0.4518%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. 62 found (best net $-0.20, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$17.001:2Oct 2-$0.20$0.80
$18.50$20.001:2Oct 9-$0.13$1.37
$16.00$17.501:2Oct 30-$0.74$0.76
$17.00$17.501:2Sep 25-$0.11$0.39
$15.00$16.001:2Oct 2-$0.71$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$17.001:2Oct 16-$0.06$0.94
$19.00$18.501:2Sep 18-$0.30$0.20
$18.50$18.001:2Sep 25-$0.12$0.38
$19.00$18.001:2Oct 16-$0.40$0.60
$20.00$19.001:2Oct 2-$0.64$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 4.56%, avg 2.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Oct 30$0.810.3512.6%4.56%17.17%70134
$21.00Oct 30$0.600.2918.2%3.38%21.62%706
$19.50Oct 30$0.870.389.8%4.90%14.70%5254
$20.00Oct 23$0.690.3312.6%3.89%16.50%22194
$21.00Oct 23$0.500.2718.2%2.82%21.06%12785
$18.00Oct 30$1.240.511.4%6.98%8.33%5796
$19.00Oct 23$0.780.407.0%4.39%11.37%1520
$18.50Oct 23$0.900.454.2%5.07%9.23%3654
$18.00Oct 23$1.040.501.4%5.86%7.21%791.5K
$20.00Oct 16$0.500.2912.6%2.82%15.43%41013.8K

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 50,341
Total Puts 9,115
Put/Call Ratio 0.18
Net Difference 41,226

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 314,126
Total Puts 82,803
Average Put/Call Ratio 0.25
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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