Tour v528
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$17.69 -0.39%
$17.65 (-0.23%)🌙
as of 09/21 07:13 PM
9/21 19:13

Option Volume

Detail
Current (09/21) 23,644
Calls: 15,270 (65%)
Puts: 8,374 (35%)
Prior (09/18) 59,456
Calls: 50,341 (85%)
Puts: 9,115 (15%)
Current vs Prior -60.23%
Calls: -69.67% (Calls)
Puts: -8.13% (Puts)
Prior 7-Day Total 355,512
Calls: 289,646 (81%)
Puts: 65,866 (19%)
Prior 7-Day Average 50,787
Calls: 41,378 (81%)
Puts: 9,409 (19%)
Current vs Prior 7-Day Avg -53.45%
Calls: -63.10%
Puts: -11.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.35M
Calls: $796.9K (59%)
Puts: $557.2K (41%)
Prior (09/18) $3.34M
Calls: $1.30M (39%)
Puts: $2.04M (61%)
Current vs Prior -59.46%
Calls: -38.59%
Puts: -72.72%
Prior 7-Day Total $19.10M
Calls: $11.29M (59%)
Puts: $7.81M (41%)
Prior 7-Day Average $2.73M
Calls: $1.61M (59%)
Puts: $1.12M (41%)
Current vs Prior 7-Day Avg -50.38%
Calls: -50.60%
Puts: -50.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.55
Prior (09/18) 0.18
Current vs Prior +202.87%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +142.67%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 198,774
Calls: 155,592 (78%)
Puts: 43,182 (22%)
Prior (09/18) 276,116
Calls: 233,112 (84%)
Puts: 43,004 (16%)
Current vs Prior -28.01%
Prior 7-Day Total 1,632,398
Calls: 1,309,570 (80%)
Puts: 322,828 (20%)
Prior 7-Day Average 233,199
Calls: 187,081 (80%)
Puts: 46,118 (20%)
Current vs Prior 7-Day Avg -14.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 4.92% | 8.14%12.10% | 20.24%
Prior 5.69% | 8.61%3.32% | 12.11%
Current vs Prior -13.52% | -5.51%+264.14% | +67.17%
Prior 7-Day Avg 5.50% | 8.16%6.67% | 14.39%
Current vs 7-Day Avg -10.64% | -0.26%+81.48% | +40.60%
Prior 7-Day Eod 5.69% | 8.61%3.32% | 12.11%
Current vs 7-Day Eod -13.52% | -5.51%+264.14% | +67.17%
Sentiment BULLISHBEARISH

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 59% vs prior. Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.55. P/C ratio rising 203% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 2 of results (avg 7.8%, best 6.5%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 162.702.88$2.796.5%40.72--
$19.00Oct 21.471.61$1.549.1%40.75202

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.49, cheapest $0.18)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 250.180.21$0.2015.0%1.5K0.362.0K
$19.00Oct 160.570.68$0.6317.5%1760.341.7K
$20.00Oct 160.450.54$0.5018.0%2.4K0.2713.8K
$18.00Oct 160.810.90$0.8610.5%1.5K0.466.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Sep 250.160.19$0.1816.7%1.4K0.381.4K
$17.00Oct 160.530.62$0.5715.8%1570.382.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 22.442.84$2.6415.2%21.00--
$16.00Sep 251.371.75$1.5624.4%1080.98307
$15.00Oct 92.582.96$2.7713.7%500.986
$16.50Sep 250.921.31$1.1234.8%610.9315
$16.00Oct 161.781.97$1.8810.1%80.891.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 251.701.95$1.8313.7%60.9114
$20.00Sep 252.222.61$2.4216.1%230.9099
$19.00Sep 251.331.59$1.4617.8%160.86145
$20.00Oct 22.352.75$2.5515.7%150.8224
$20.00Oct 92.432.75$2.5912.4%20.80--

Most actively traded options today. High liquidity = easy entry/exit. 101 active (total vol 16.7K, top 3.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 160.450.54$0.5018.0%2.4K0.2713.8K
$18.00Sep 250.180.21$0.2015.0%1.5K0.362.0K
$18.00Oct 160.810.90$0.8610.5%1.5K0.466.4K
$19.00Sep 250.050.10$0.0862.5%4620.146.5K
$20.00Oct 20.150.25$0.2050.0%3740.183.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 250.020.07$0.05100.0%3.7K0.13760
$17.50Sep 250.160.19$0.1816.7%1.4K0.381.4K
$16.00Oct 300.340.66$0.5064.0%4600.25181
$16.50Sep 250.000.05$0.03166.7%1710.07669
$18.00Oct 161.091.23$1.1612.1%1680.541.1K

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. 37 found (best R:R 8.09, avg 2.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$20.00Oct 30$0.11$0.89$0.1141%8.09$19.11
$16.00$17.00Oct 16$0.57$0.43$0.5789%0.75$16.57
$17.00$18.00Oct 23$0.34$0.66$0.3461%1.94$17.34
$17.50$18.00Oct 30$0.11$0.39$0.1156%3.55$17.61
$19.00$20.00Oct 16$0.13$0.87$0.1334%6.69$19.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$16.50Oct 16$0.18$0.32$0.1838%1.78$16.82
$17.50$17.00Sep 25$0.13$0.37$0.1338%2.85$17.37
$18.00$17.50Sep 25$0.31$0.19$0.3164%0.61$17.69
$18.00$17.50Oct 9$0.29$0.21$0.2953%0.72$17.71
$18.00$17.50Oct 23$0.30$0.20$0.3052%0.67$17.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 3.55, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.00$18.50Oct 30$0.27$0.27$0.2350%1.17$18.27
$19.00$19.50Oct 9$0.15$0.15$0.3567%0.43$19.15
$18.00$18.50Oct 2$0.14$0.14$0.3656%0.39$18.14
$18.00$18.50Oct 9$0.15$0.15$0.3553%0.43$18.15
$18.00$18.50Oct 16$0.13$0.13$0.3754%0.35$18.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$17.00$16.50Oct 23$0.39$0.39$0.1161%3.55$16.61
$17.50$16.50Oct 9$0.51$0.51$0.4957%1.04$16.99
$17.00$16.50Oct 30$0.33$0.33$0.1762%1.94$16.67
$17.50$17.00Oct 2$0.33$0.33$0.1757%1.94$17.17
$17.50$17.00Oct 30$0.33$0.33$0.1756%1.94$17.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.29, cheapest $0.29)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Sep 25Oct 2$0.2943.9%51.2%
$17.50Sep 25Oct 2$0.2836.0%44.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Sep 25Oct 2$0.2943.9%51.2%
$17.50Sep 25Oct 2$0.2836.0%44.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 3.17% of stock, avg 9.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$17.50Sep 25$0.38$0.18$0.56$16.94$18.063.17%
$18.00Sep 25$0.20$0.49$0.69$17.31$18.693.90%
$17.00Sep 25$0.72$0.05$0.77$16.23$17.774.35%
$17.00Oct 2$0.84$0.13$0.97$16.03$17.975.48%
$18.50Sep 25$0.11$0.98$1.09$17.41$19.596.16%
$17.50Oct 2$0.66$0.46$1.12$16.38$18.626.33%
$16.50Sep 25$1.12$0.03$1.15$15.35$17.656.50%
$18.00Oct 2$0.49$0.78$1.27$16.73$19.277.18%
$16.50Oct 2$1.22$0.07$1.29$15.21$17.797.29%
$19.00Sep 25$0.08$1.46$1.54$17.46$20.548.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.45% of stock, avg 4.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$19.50$16.50Sep 25$0.05$0.03$0.08$16.42$19.58
$20.00$16.50Sep 25$0.07$0.03$0.10$16.40$20.10
$19.50$17.00Sep 25$0.05$0.05$0.10$16.90$19.60
$19.00$16.50Sep 25$0.08$0.03$0.11$16.39$19.11
$20.00$17.00Sep 25$0.07$0.05$0.12$16.88$20.12
$19.00$17.00Sep 25$0.08$0.05$0.13$16.87$19.13
$19.50$15.00Sep 25$0.05$0.08$0.13$14.87$19.63
$20.00$15.00Sep 25$0.07$0.08$0.15$14.85$20.15
$18.50$16.50Sep 25$0.11$0.03$0.14$16.36$18.64
$19.00$15.00Sep 25$0.08$0.08$0.16$14.84$19.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.52, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
16/1620/21Oct 16$0.34$0.6645%0.52$16.16$20.34
16/1619/20Oct 16$0.35$0.6537%0.54$16.15$19.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$16.00$17.00$18.00Oct 16$0.12$0.8844%7.33
$17.50$18.00$18.50Sep 25$0.09$0.4142%4.56
$16.50$17.00$17.50Sep 25$0.06$0.4431%7.33
$17.00$17.50$18.00Sep 25$0.16$0.3450%2.13
$18.00$18.50$19.00Sep 25$0.06$0.4423%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.00$17.50$18.00Sep 25$0.18$0.3250%1.78
$15.00$15.50$16.00Oct 30$0.05$0.4513%9.00
$16.50$17.00$17.50Sep 25$0.11$0.3931%3.55
$17.00$18.00$19.00Oct 16$0.18$0.8227%4.56
$17.50$18.00$18.50Sep 25$0.18$0.3242%1.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.39, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.50$17.001:2Sep 25-$0.32$0.18
$17.00$18.001:2Oct 16-$0.41$0.59
$16.00$17.001:2Oct 16-$0.74$0.26
$18.50$19.001:2Sep 25-$0.05$0.45
$18.00$18.501:2Oct 2-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$18.001:2Oct 16-$0.39$0.61
$18.00$17.501:2Oct 2-$0.14$0.36
$15.50$14.501:2Oct 9-$0.11$0.89
$16.00$15.501:2Oct 30-$0.12$0.38
$16.50$15.501:2Oct 9-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 4.18%, avg 2.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Oct 30$0.740.3513.1%4.18%17.24%21--
$19.00Oct 30$0.890.417.4%5.03%12.44%82378
$21.00Oct 23$0.500.2618.7%2.83%21.54%1--
$18.00Oct 30$1.150.511.8%6.50%8.25%45796
$20.00Oct 23$0.580.3013.1%3.28%16.34%33206
$18.50Oct 30$0.850.454.6%4.80%9.38%3017
$19.00Oct 23$0.710.387.4%4.01%11.42%111521
$18.00Oct 23$0.940.481.8%5.31%7.07%11.5K
$20.00Oct 16$0.450.2713.1%2.54%15.60%2.4K13.8K
$18.50Oct 23$0.730.424.6%4.13%8.71%254

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 15,270
Total Puts 8,374
Put/Call Ratio 0.55
Net Difference 6,896

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 289,646
Total Puts 65,866
Average Put/Call Ratio 0.23
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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