Tour v536
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$17.06 -9.64%
$17.23 (+1.00%)🌙
as of 11/04 07:03 PM
◀ 11/4 19:03 ▶

Option Volume

Detail
ℹ
Current (11/04) 62,275
Calls: 45,730 (73%)
Puts: 16,545 (27%)
Prior (11/03) 37,619
Calls: 21,732 (58%)
Puts: 15,887 (42%)
Current vs Prior +65.54%
Calls: +110.43% (Calls)
Puts: +4.14% (Puts)
Prior 7-Day Total 368,935
Calls: 269,064 (73%)
Puts: 99,871 (27%)
Prior 7-Day Average 52,705
Calls: 38,437 (73%)
Puts: 14,267 (27%)
Current vs Prior 7-Day Avg +18.16%
Calls: +18.97%
Puts: +15.96%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $5.20M
Calls: $2.86M (55%)
Puts: $2.34M (45%)
Prior (11/03) $1.98M
Calls: $1.23M (62%)
Puts: $747.0K (38%)
Current vs Prior +162.75%
Calls: +131.80%
Puts: +213.83%
Prior 7-Day Total $24.62M
Calls: $15.87M (64%)
Puts: $8.75M (36%)
Prior 7-Day Average $3.52M
Calls: $2.27M (64%)
Puts: $1.25M (36%)
Current vs Prior 7-Day Avg +47.89%
Calls: +26.06%
Puts: +87.45%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.36
Prior (11/03) 0.73
Current vs Prior -50.51%
Prior 7-Day Average 0.38
Current vs Prior 7-Day Avg -5.11%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 269,786
Calls: 180,600 (67%)
Puts: 89,186 (33%)
Prior (11/03) 235,930
Calls: 186,088 (79%)
Puts: 49,842 (21%)
Current vs Prior +14.35%
Prior 7-Day Total 1,707,220
Calls: 1,284,748 (75%)
Puts: 422,472 (25%)
Prior 7-Day Average 243,888
Calls: 183,535 (75%)
Puts: 60,353 (25%)
Current vs Prior 7-Day Avg +10.62%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.98% | 9.50%12.31% | 18.35%
Prior 8.58% | 12.50%16.31% | 22.56%
Current vs Prior -30.32% | -24.03%-24.54% | -18.69%
Prior 7-Day Avg 7.92% | 12.12%16.52% | 22.31%
Current vs 7-Day Avg -24.51% | -21.68%-25.47% | -17.76%
Prior 7-Day Eod 8.58% | 12.50%16.31% | 22.56%
Current vs 7-Day Eod -30.32% | -24.03%-24.54% | -18.69%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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
+
Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 163% vs prior. Above-average activity with volume up 66% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (45,730 calls vs 16,545 puts). P/C ratio dropping 51% - sentiment shifting bullish.

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 NEUTRAL
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 10 of results (avg 8.1%, best 6.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Nov 200.740.80$0.777.8%100.4695
$16.00Dec 181.952.12$2.048.3%30.66226
$16.00Nov 131.201.31$1.258.8%250.84253
$16.00Nov 201.341.48$1.419.9%160.75788
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Dec 183.703.95$3.836.5%240.661.3K
$18.00Nov 60.971.04$1.007.0%1.8K0.755.8K
$20.00Nov 203.153.40$3.287.6%300.771.1K
$19.00Nov 202.272.45$2.367.6%1190.71450
$19.00Dec 182.853.10$2.988.4%40.60--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 19 found (avg $0.69, cheapest $0.38)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 60.360.40$0.3810.5%3900.581.1K
$19.00Nov 60.070.08$0.0812.5%2.3K0.119.6K
$18.00Nov 130.370.42$0.4012.5%4760.34370
$17.00Nov 130.630.76$0.7018.6%1540.55597
$18.00Nov 200.570.65$0.6113.1%3190.383.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Nov 200.470.55$0.5115.7%1830.3653
$17.50Nov 130.831.01$0.9219.6%2820.56176
$17.00Nov 200.730.89$0.8119.8%6460.462.4K
$17.00Nov 270.901.05$0.9815.3%210.451.3K
$16.50Dec 40.820.96$0.8915.7%230.3920

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 47 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Nov 62.353.55$2.9540.7%21.00--
$15.00Nov 61.952.82$2.3836.6%11.00--
$16.00Nov 61.051.26$1.1618.1%6431.001.0K
$15.50Nov 61.411.82$1.6225.3%21.00--
$15.50Nov 131.341.97$1.6638.0%20.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 62.813.30$3.0616.0%690.93208
$19.50Nov 62.292.64$2.4714.2%270.91146
$19.00Nov 61.862.11$1.9912.6%490.885.3K
$18.50Nov 61.421.60$1.5111.9%3.2K0.8413.3K
$20.00Nov 132.863.25$3.0612.7%50.8338

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 39.7K, top 11.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Nov 60.190.25$0.2227.3%11.6K0.35407
$19.00Nov 60.070.08$0.0812.5%2.3K0.119.6K
$18.50Nov 60.080.11$0.1030.0%1.5K0.15797
$18.00Nov 60.120.21$0.1656.2%1.3K0.241.7K
$20.00Nov 200.340.40$0.3716.2%1.0K0.229.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 60.200.33$0.2748.1%4.4K0.434.2K
$18.50Nov 61.421.60$1.5111.9%3.2K0.8413.3K
$18.00Nov 60.971.04$1.007.0%1.8K0.755.8K
$16.00Nov 60.010.02$0.0250.0%7440.051.9K
$17.00Nov 200.730.89$0.8119.8%6460.462.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 18.5%, max 39.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.50Nov 6Dec 11101.8%73.0%39.5%1.5K802
$18.00Nov 6Dec 1896.5%74.4%29.6%1.4K3.0K
$17.50Nov 6Dec 477.0%71.9%7.0%11.6K407
$17.00Nov 6Dec 1865.0%64.8%0.4%4271.5K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.50Nov 6Nov 13101.8%76.3%33.5%3.2K13.3K
$18.00Nov 6Dec 1896.5%74.4%29.6%1.8K7.2K
$17.50Nov 6Dec 477.0%71.4%7.8%4411.4K
$17.00Nov 6Dec 1865.0%64.8%0.4%4.5K5.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 1.74, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$16.00$18.00Dec 11$0.73$1.27$0.7368%1.74$16.73
$15.50$16.50Dec 4$0.36$0.64$0.3679%1.78$15.86
$17.00$18.00Dec 18$0.26$0.74$0.2655%2.85$17.26
$19.00$20.00Dec 11$0.14$0.86$0.1438%6.14$19.14
$18.00$19.00Dec 4$0.18$0.82$0.1843%4.56$18.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.50$17.00Dec 4$0.24$0.26$0.2451%1.08$17.26
$16.50$16.00Nov 20$0.19$0.31$0.1936%1.63$16.31
$16.50$16.00Nov 13$0.16$0.34$0.1631%2.13$16.34
$15.00$14.00Dec 18$0.20$0.80$0.2022%4.00$14.80
$16.50$16.00Dec 4$0.23$0.27$0.2339%1.17$16.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.96, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$19.00Nov 27$0.18$0.18$0.3262%0.56$18.68
$17.50$18.00Nov 27$0.22$0.22$0.2852%0.79$17.72
$17.50$18.00Nov 20$0.16$0.16$0.3454%0.47$17.66
$17.50$18.00Dec 4$0.18$0.18$0.3252%0.56$17.68
$17.50$18.00Nov 13$0.13$0.13$0.3757%0.35$17.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$17.00$15.00Dec 11$0.98$0.98$1.0256%0.96$16.02
$14.50$14.00Dec 11$0.34$0.34$0.1680%2.12$14.16
$16.00$15.00Dec 18$0.49$0.49$0.5166%0.96$15.51
$16.00$15.50Dec 4$0.31$0.31$0.1968%1.63$15.69
$17.00$16.00Dec 18$0.56$0.56$0.4455%1.27$16.44

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.30, cheapest $0.28)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Nov 6Nov 13$0.3177.0%66.1%
$17.00Nov 6Nov 13$0.3265.0%58.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Nov 6Nov 13$0.2877.0%66.1%
$17.00Nov 6Nov 13$0.3065.0%58.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 3.81% of stock, avg 11.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$17.00Nov 6$0.38$0.27$0.65$16.35$17.653.81%
$16.50Nov 6$0.72$0.07$0.79$15.71$17.294.63%
$17.50Nov 6$0.22$0.64$0.86$16.64$18.365.04%
$18.00Nov 6$0.16$1.00$1.16$16.84$19.166.80%
$16.00Nov 6$1.16$0.02$1.18$14.82$17.186.92%
$16.50Nov 13$0.92$0.30$1.22$15.28$17.727.15%
$17.00Nov 13$0.70$0.57$1.27$15.73$18.277.44%
$16.00Nov 13$1.25$0.14$1.39$14.61$17.398.15%
$17.50Nov 13$0.53$0.92$1.45$16.05$18.958.50%
$18.50Nov 6$0.10$1.51$1.61$16.89$20.119.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.59% of stock, avg 6.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$19.50$15.50Nov 6$0.06$0.04$0.10$15.40$19.60
$19.50$14.00Nov 6$0.06$0.06$0.12$13.88$19.62
$19.00$15.50Nov 6$0.08$0.04$0.12$15.38$19.12
$19.50$16.50Nov 6$0.06$0.07$0.13$16.37$19.63
$19.00$14.00Nov 6$0.08$0.06$0.14$13.86$19.14
$18.50$15.50Nov 6$0.10$0.04$0.14$15.36$18.64
$19.00$16.50Nov 6$0.08$0.07$0.15$16.35$19.15
$18.50$16.50Nov 6$0.10$0.07$0.17$16.33$18.67
$18.50$14.00Nov 6$0.10$0.06$0.16$13.84$18.66
$18.00$15.50Nov 6$0.16$0.04$0.20$15.30$18.20

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$16.00$16.50$17.00Nov 6$0.10$0.4042%4.00
$16.50$17.00$17.50Nov 13$0.05$0.4526%9.00
$18.00$19.00$20.00Dec 18$0.05$0.9513%19.00
$16.50$17.00$17.50Nov 6$0.18$0.3256%1.78
$17.00$17.50$18.00Nov 6$0.10$0.4034%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.00$16.00$17.00Dec 18$0.07$0.9323%13.29
$17.00$18.00$19.00Dec 18$0.08$0.9215%11.50
$18.00$19.00$20.00Dec 18$0.07$0.9313%13.29
$15.50$16.00$16.50Nov 13$0.07$0.4323%6.14
$16.50$17.00$17.50Nov 13$0.08$0.4225%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. 51 found (best net $-0.14, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$15.501:2Nov 13-$0.34$0.66
$16.00$18.001:2Dec 11-$0.40$1.60
$16.00$16.501:2Nov 6-$0.28$0.22
$17.00$17.501:2Nov 6-$0.06$0.44
$17.50$18.001:2Nov 6-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$17.501:2Dec 4-$0.14$1.36
$18.00$17.501:2Nov 6-$0.28$0.22
$17.50$17.001:2Nov 13-$0.22$0.28
$16.50$16.001:2Nov 20-$0.13$0.37
$15.50$14.001:2Nov 6-$0.08$1.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 5.10%, avg 3.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Dec 18$0.870.3417.2%5.10%22.33%3051.7K
$19.00Dec 18$1.010.3911.4%5.92%17.29%77431
$20.00Dec 11$0.700.3217.2%4.10%21.34%11209
$18.00Dec 18$1.200.475.5%7.03%12.54%881.3K
$19.00Dec 11$0.860.3811.4%5.04%16.41%2305
$18.50Dec 11$0.890.418.4%5.22%13.66%115
$20.00Dec 4$0.590.2917.2%3.46%20.69%3019
$18.00Dec 11$0.990.455.5%5.80%11.31%23--
$19.00Dec 4$0.730.3511.4%4.28%15.65%3324
$18.00Dec 4$0.900.435.5%5.28%10.79%66118

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 45,730
Total Puts 16,545
Put/Call Ratio 0.36
Net Difference 29,185

Prior's Put/Call Breakdown

Total Calls 21,732
Total Puts 15,887
Put/Call Ratio 0.73
Net Difference 5,845

Prior 7-Day Put/Call Summary

Total Calls 269,064
Total Puts 99,871
Average Put/Call Ratio 0.38
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All