Options Flow
Screener.
What are options traders pricing in? Implied volatility is the size of the moves options imply. Set against how much the stock actually moved lately, it shows whether options are priced rich or cheap. Put/call ratios, unusual contracts and the move priced into earnings sit beside it.
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What the columns mean, exactly
| Column | What it measures | How to read it |
|---|---|---|
| Implied vol | Cboe's 30-day implied volatility, annualised | higher means bigger moves are priced in, in either direction |
| Implied / realised | implied volatility divided by the annualised volatility of the last 30 daily closes | above 1 means options are priced for more movement than the stock showed lately |
| Put/call volume | put contracts traded divided by call contracts traded that day | above 1 means more puts traded; hedging counts as well as bets |
| Put/call open interest | puts still open divided by calls still open | a slower-moving view of positioning than volume |
| Earnings move priced | the at-the-money call and put on the first expiry after the report, together, less the normal movement of the quiet days, as a share of the stock price; shown only when that expiry is within a week of the report | what the market charges for a move; compare it with the stock's own history on the earnings moves page |
| Unusual | the biggest contract (not deep in the money) with at least 500 traded and three times its open interest | new positions opened that day, nothing more |
- Where it comes from: Cboe's delayed quotes feed, about 15 minutes behind in trading hours and the last close otherwise, refreshed weekly. Realised volatility comes from this site's own daily closes.
- IV rank places today's implied volatility within the range of the last year's weekly readings. This site started keeping those readings recently, so the rank appears for a stock only once at least 8 weeks are on file.
- No score, no signal. Every column is a description of positioning. See the implied volatility, put/call ratio and unusual options activity entries in the glossary.
See also the earnings moves page, which sets the move priced in against how far each stock really moved after its last 12 reports, short interest, the earnings preview and the squeeze watch.
What this can't do
- It does not say which way a stock will go. Implied volatility measures the size of the moves options imply, not their direction. A high put/call ratio can come from investors protecting shares they already own.
- It is delayed. The figures are a snapshot from the last trading session, refreshed weekly. Options prices change by the minute.
- It cannot tell who is trading. One large trade can be a bet, a hedge or one leg of a spread. A contract flagged as unusual shows that positions were opened, not why.
- Thin chains are noisy. A stock with few listed contracts can show a put/call ratio or an unusual contract based on a handful of trades.
- Some stocks have no options data. Share classes and recent listings can be missing from the feed; they are left out rather than estimated.
On Nov 1, 2026, options on 499 of the stocks this site tracks have a median 30-day implied volatility of 33.6%. The highest is Applovin (APP) at 93.8%, 1.71x the volatility it showed over its last 30 trading days.
What Is The Market
Pricing In?
Each row shows implied volatility beside realised, the two put/call ratios, the move priced into the next earnings report and the biggest unusual contract. Click any row for the full stock card.
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Where Did New
Positions Open?
The contracts with the most money traded among those that traded far more than the number already open. Large trades in the days before a report are often part of a hedge or a spread, so read these as activity, not as a signal.
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Which stocks have the highest implied volatility?
On Nov 1, 2026, options on 499 of the stocks this site tracks have a median 30-day implied volatility of 33.6%. The highest is Applovin (APP) at 93.8%, 1.71x the volatility it showed over its last 30 trading days. 223 of 499 stocks have implied volatility at least 1.2 times their realised volatility. Implied volatility is the size of the moves options imply, not their direction.
| Stock | Implied volatility | Realised volatility | Implied / realised | Put/call volume | Earnings move priced |
|---|---|---|---|---|---|
| APPApplovin Corp | 93.8% | 54.7% | 1.71x | 1.47 | ±17.2% |
| PEverpure Inc | 89.2% | 76.3% | 1.17x | 0.67 | ±17.8% |
| SMCISuper Micro Computer Inc | 88.5% | 68.5% | 1.29x | 0.29 | ±13.3% |
| COHRCoherent Corp | 86.8% | 89.2% | 0.97x | 0.96 | ±12.0% |
| NETCloudflare Inc | 85.9% | 61.8% | 1.39x | 0.91 | ±14.8% |
| MRNAModerna Inc | 84.5% | 99.4% | 0.85x | 0.67 | ±10.8% |
| DDOGDatadog Inc | 84.1% | 67.5% | 1.25x | 0.62 | ±14.5% |
| BEBloom Energy Corp | 83.5% | 93.3% | 0.89x | 0.97 | n/a |
| TEAMAtlassian Corp | 82.6% | 53.6% | 1.54x | 0.69 | ±15.2% |
| CIENCiena Corp | 81.5% | 90.0% | 0.91x | 0.75 | ±22.1% |
The screener above lists every stock with all the columns, the unusual contracts and the move priced into the next earnings report. Implied volatility and the put/call ratio are defined in the glossary.
Delayed options data from Cboe (cdn.cboe.com); realised volatility from this site's own daily closes. Educational content only, not investment advice.
Frequently asked questions
What is implied volatility?
The size of future price swings that option prices imply, as an annualised percentage. It is worked backwards from what traders pay for options, so it rises when they expect bigger moves. It says how big a move is priced in, never which direction.
What does the put/call ratio tell you?
It divides put contracts by call contracts. Puts gain when a stock falls and calls when it rises, so a high ratio reads as defensive positioning. Puts are also bought to protect shares someone already owns, so the ratio describes positioning and is not a forecast.
What is unusual options activity?
A contract that trades far more than the number already open. This page lists contracts with at least 500 traded and at least three times their open interest. It shows that new positions were opened, not who opened them or why.
What is options flow? About this screener
This options flow screener boils Cboe's delayed options chains down to a few figures per stock: 30-day implied volatility against realised volatility, put/call ratios by volume and open interest, the biggest unusual contract and the move priced into the next earnings report. It describes what options traders are paying for; it does not predict price. See also earnings moves, short interest and the implied volatility entry in the glossary.
Educational content only, not investment advice. These are screens built from public filings, not verdicts: a high score does not make a stock safe, and a low one does not make it a bad investment. Always read the company's own 10-K before acting on anything shown here. See Editorial Standards and Disclosures for more.