Next week’s most traded single-stock options under 0.30 delta
Recorded in cvforge on May 22, 2026 by ConvexValue · Published July 25, 2026
Top contracts for next week’s expiration, ETFs excluded and restricted to below 0.30 delta, which is where cheap-optionality activity concentrates.
Exact prompt
Show me the top traded non-etf options for next week's expiry. I only want to see calls/puts with delta lower than 0.3.
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
Fields used
day_volume, open_interest, strike_price, expiration_date, contract_type, underlying_price
How to read it
Three filters that each remove a source of noise: next week’s expiration only, no ETFs, and delta below 0.30 so at-the-money contracts do not dominate. What remains is out-of-the-money activity in individual companies.
Low-delta contracts are cheap, so a large number of them can represent a modest amount of money. Read the volume alongside the price rather than on its own — thousands of contracts at a few cents is a different signal from hundreds at several dollars.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Concentration at a strike shows where contracts changed hands, which is not the same as where the underlying is expected to settle.
Related demos
- SOXS volume by strike and by expiration
- Call volume up, put volume down, across three expirations
- The most active out-of-the-money options for the coming week
Search focus: most traded otm options next week. Related: non etf option volume next expiration, low delta option volume screener. Originally posted on X.