Tour v536
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$21.95 -1.13%
$21.85 (-0.46%)🌙
as of 11/06 07:00 PM
◀ 11/6 19:00

Option Volume

Detail
ℹ
Current (11/06) 124,958
Calls: 97,214 (78%)
Puts: 27,744 (22%)
Prior (11/05) 254,963
Calls: 153,318 (60%)
Puts: 101,645 (40%)
Current vs Prior -50.99%
Calls: -36.59% (Calls)
Puts: -72.71% (Puts)
Prior 7-Day Total 626,878
Calls: 424,227 (68%)
Puts: 202,651 (32%)
Prior 7-Day Average 89,554
Calls: 60,603 (68%)
Puts: 28,950 (32%)
Current vs Prior 7-Day Avg +39.53%
Calls: +60.41%
Puts: -4.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $17.08M
Calls: $13.67M (80%)
Puts: $3.41M (20%)
Prior (11/05) $55.19M
Calls: $46.63M (84%)
Puts: $8.56M (16%)
Current vs Prior -69.05%
Calls: -70.68%
Puts: -60.23%
Prior 7-Day Total $80.72M
Calls: $63.00M (78%)
Puts: $17.72M (22%)
Prior 7-Day Average $11.53M
Calls: $9.00M (78%)
Puts: $2.53M (22%)
Current vs Prior 7-Day Avg +48.10%
Calls: +51.92%
Puts: +34.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.29
Prior (11/05) 0.66
Current vs Prior -56.95%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -33.39%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 426,881
Calls: 267,141 (63%)
Puts: 159,740 (37%)
Prior (11/05) 365,889
Calls: 262,499 (72%)
Puts: 103,390 (28%)
Current vs Prior +16.67%
Prior 7-Day Total 1,927,370
Calls: 1,417,974 (74%)
Puts: 509,396 (26%)
Prior 7-Day Average 275,338
Calls: 202,567 (74%)
Puts: 72,770 (26%)
Current vs Prior 7-Day Avg +55.04%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.01% | 15.67%20.27% | 29.75%
Prior 15.50% | 29.37%29.68% | 39.10%
Current vs Prior +1.14% | -30.97%-31.70% | -23.91%
Prior 7-Day Avg 9.04% | 14.52%17.80% | 24.16%
Current vs 7-Day Avg +73.44% | +39.58%+13.93% | +23.12%
Prior 7-Day Eod 15.50% | 29.37%29.68% | 39.10%
Current vs 7-Day Eod +1.14% | -30.97%-31.70% | -23.91%
Sentiment BEARISHBULLISH

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
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($13.67M) vs puts ($3.41M). Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 51% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (97,214 calls vs 27,744 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 4 of results (avg 8.3%, best 7.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Nov 132.052.24$2.158.8%1440.681.1K
$23.00Nov 131.161.28$1.229.8%2.2K0.431.3K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 204.154.45$4.307.0%310.64112
$25.00Dec 185.055.45$5.257.6%10.57980

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.80, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Nov 60.841.02$0.9319.4%7.5K0.875.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 130.500.57$0.5313.2%9640.26924
$20.00Nov 200.861.04$0.9518.9%8110.301.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Nov 63.705.20$4.4533.7%1371.002.5K
$18.50Nov 62.714.50$3.6149.6%5961.001.2K
$19.00Nov 62.723.15$2.9414.6%5811.005.9K
$19.50Nov 62.242.68$2.4617.9%1.7K1.002.2K
$20.00Nov 61.742.24$1.9925.1%18.1K1.007.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 62.944.70$3.8246.1%10.97--
$24.00Nov 61.903.35$2.6355.1%40.975
$23.00Nov 60.571.46$1.0188.1%90.968
$22.50Nov 60.420.83$0.6365.1%60.9632
$22.00Nov 60.051.30$0.68183.8%1260.8795

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 93.6K, top 18.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 61.742.24$1.9925.1%18.1K1.007.8K
$21.00Nov 60.841.02$0.9319.4%7.5K0.875.7K
$21.50Nov 60.220.61$0.4292.9%5.4K0.665.1K
$22.00Nov 60.010.08$0.05140.0%4.2K0.213.0K
$20.50Nov 61.231.57$1.4024.3%3.9K1.005.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Dec 180.740.97$0.8626.7%3.4K0.212.0K
$20.00Nov 60.000.01$0.01100.0%1.5K0.021.3K
$21.00Nov 60.000.65$0.33197.0%1.1K0.36573
$20.50Nov 60.000.15$0.08187.5%9870.152.4K
$18.00Nov 130.060.10$0.0850.0%9830.06646

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 349.3%, max 664.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Nov 6Dec 4584.9%124.9%368.3%5.4K5.2K
$22.00Nov 6Dec 18311.3%107.9%188.5%4.3K3.3K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Nov 6Dec 18764.6%100.0%664.2%1.3K849
$20.50Nov 6Dec 4557.5%100.4%455.3%9902.4K
$21.50Nov 6Dec 4584.9%124.9%368.3%472289
$26.00Nov 13Dec 18167.5%110.6%51.4%1319

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 1.86, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$19.00Nov 27$0.35$0.65$0.3588%1.86$18.35
$21.00$22.50Dec 11$0.43$1.07$0.4360%2.49$21.43
$20.00$21.00Dec 4$0.25$0.75$0.2567%3.00$20.25
$19.50$21.00Dec 11$0.64$0.86$0.6468%1.34$20.14
$21.00$22.00Dec 18$0.27$0.73$0.2760%2.70$21.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.00Nov 20$0.37$0.63$0.3764%1.70$24.63
$25.00$24.00Dec 18$0.45$0.55$0.4557%1.22$24.55
$22.00$21.50Nov 20$0.16$0.34$0.1646%2.12$21.84
$20.00$19.50Nov 20$0.13$0.37$0.1330%2.85$19.87
$20.00$19.50Nov 13$0.11$0.39$0.1126%3.55$19.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 1.59, avg 0.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$24.00Nov 6$0.12$0.12$0.3886%0.32$23.62
$25.00$25.50Nov 13$0.22$0.22$0.2869%0.79$25.22
$22.50$23.00Dec 11$0.32$0.32$0.1848%1.78$22.82
$23.00$24.00Nov 20$0.49$0.49$0.5153%0.96$23.49
$24.00$24.50Nov 13$0.19$0.19$0.3164%0.61$24.19
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$19.50Dec 11$0.92$0.92$0.5860%1.59$20.08
$21.00$20.00Dec 18$0.66$0.66$0.3461%1.94$20.34
$18.50$18.00Dec 4$0.39$0.39$0.1176%3.55$18.11
$18.50$18.00Nov 27$0.37$0.37$0.1378%2.85$18.13
$18.50$18.00Nov 20$0.35$0.35$0.1580%2.33$18.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.03, cheapest $0.72)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Nov 6Nov 13$1.29584.9%119.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Nov 6Nov 13$0.72764.6%119.4%
$21.50Nov 6Nov 13$1.09584.9%119.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 2.82% of stock, avg 17.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.50Nov 6$0.42$0.20$0.62$20.88$22.122.82%
$22.50Nov 6$0.01$0.63$0.64$21.86$23.142.92%
$22.00Nov 6$0.05$0.68$0.73$21.27$22.733.33%
$23.00Nov 6$0.01$1.01$1.02$21.98$24.024.65%
$21.00Nov 6$0.93$0.33$1.26$19.74$22.265.74%
$20.50Nov 6$1.40$0.08$1.48$19.02$21.986.74%
$20.00Nov 6$1.99$0.01$2.00$18.00$22.009.11%
$23.50Nov 6$0.13$2.17$2.30$21.20$25.8010.48%
$24.00Nov 6$0.01$2.63$2.64$21.36$26.6412.03%
$20.50Nov 13$2.15$0.73$2.88$17.62$23.3813.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.59% of stock, avg 14.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$20.50Nov 6$0.05$0.08$0.13$20.37$22.13
$22.00$19.50Nov 6$0.05$0.12$0.17$19.33$22.17
$25.50$20.50Nov 6$0.10$0.08$0.18$20.32$25.68
$23.50$20.50Nov 6$0.13$0.08$0.21$20.29$23.71
$25.50$19.50Nov 6$0.10$0.12$0.22$19.28$25.72
$23.50$19.50Nov 6$0.13$0.12$0.25$19.25$23.75
$22.00$21.00Nov 6$0.05$0.33$0.38$20.62$22.38
$23.50$21.00Nov 6$0.13$0.33$0.46$20.54$23.96
$25.50$21.00Nov 6$0.10$0.33$0.43$20.57$25.93
$24.50$20.00Nov 13$0.80$0.53$1.33$18.67$25.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 3.55, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1925/26Nov 13$0.39$0.1153%3.55$18.61$25.39
19/2024/24Nov 6$0.23$0.2774%0.85$19.27$23.73
19/2025/26Nov 13$0.33$0.1748%1.94$19.17$25.33
20/2025/26Nov 13$0.33$0.1744%1.94$19.67$25.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 2.57, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$21.50$22.00Nov 6$0.14$0.3666%2.57
$23.00$24.00$25.00Nov 27$0.08$0.9210%11.50
$24.00$25.00$26.00Dec 11$0.07$0.937%13.29
$19.00$19.50$20.00Nov 20$0.06$0.448%7.33
$18.00$19.00$20.00Dec 18$0.11$0.8913%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$18.00$19.00$20.00Dec 18$0.08$0.9213%11.50
$19.00$20.00$21.00Dec 18$0.11$0.8912%8.09
$19.50$20.00$20.50Nov 13$0.09$0.4111%4.56
$19.00$19.50$20.00Nov 27$0.08$0.428%5.25
$20.00$20.50$21.00Nov 6$0.18$0.3234%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. 32 found (best net $-0.53, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.50$21.001:2Nov 6-$0.46$0.04
$25.00$25.501:2Nov 6-$0.19$0.31
$23.00$23.501:2Nov 6-$0.25$0.25
$25.00$25.501:2Nov 13-$0.43$0.07
$23.00$24.001:2Nov 20-$0.80$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$23.001:2Nov 13-$0.53$1.47
$23.00$22.501:2Nov 6-$0.25$0.25
$18.50$18.001:2Dec 4-$0.18$0.32
$19.50$19.001:2Nov 13-$0.20$0.30
$19.00$18.001:2Dec 18-$0.39$0.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 9.02%, avg 6.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Dec 18$1.980.4313.9%9.02%22.92%4811.8K
$24.00Dec 18$2.030.469.3%9.25%18.59%79872
$26.00Dec 18$1.360.3818.4%6.20%24.65%15113
$26.00Dec 11$1.390.3718.4%6.33%24.78%7--
$23.00Dec 18$2.220.514.8%10.11%14.90%35455
$25.00Dec 11$1.500.4113.9%6.83%20.73%1822
$22.00Dec 18$2.650.560.2%12.07%12.30%26273
$24.00Dec 11$1.630.459.3%7.43%16.77%616
$23.00Dec 11$2.000.494.8%9.11%13.90%1--
$25.00Dec 4$1.310.3813.9%5.97%19.86%16244

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 97,214
Total Puts 27,744
Put/Call Ratio 0.29
Net Difference 69,470

Prior's Put/Call Breakdown

Total Calls 153,318
Total Puts 101,645
Put/Call Ratio 0.66
Net Difference 51,673

Prior 7-Day Put/Call Summary

Total Calls 424,227
Total Puts 202,651
Average Put/Call Ratio 0.43
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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