Tour v381
BBWI
BATH & BODY WKS INC
$20.27 -1.17%
$20.43 (+0.79%)🌙
as of 07/21 06:14 PM
7/21 18:14

Option Volume

Detail
Current (07/21) 1,047
Calls: 524 (50%)
Puts: 523 (50%)
Prior (07/20) 1,651
Calls: 1,244 (75%)
Puts: 407 (25%)
Current vs Prior -36.58%
Calls: -57.88% (Calls)
Puts: +28.50% (Puts)
Prior 7-Day Total 13,736
Calls: 9,974 (73%)
Puts: 3,762 (27%)
Prior 7-Day Average 1,962
Calls: 1,424 (73%)
Puts: 537 (27%)
Current vs Prior 7-Day Avg -46.64%
Calls: -63.22%
Puts: -2.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $126.2K
Calls: $83.0K (66%)
Puts: $43.2K (34%)
Prior (07/20) $178.0K
Calls: $132.4K (74%)
Puts: $45.7K (26%)
Current vs Prior -29.11%
Calls: -37.27%
Puts: -5.47%
Prior 7-Day Total $1.78M
Calls: $1.39M (78%)
Puts: $386.2K (22%)
Prior 7-Day Average $254.1K
Calls: $198.9K (78%)
Puts: $55.2K (22%)
Current vs Prior 7-Day Avg -50.32%
Calls: -58.26%
Puts: -21.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 1.00
Prior (07/20) 0.33
Current vs Prior +205.07%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg +88.48%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 10,836
Calls: 8,550 (79%)
Puts: 2,286 (21%)
Prior (07/20) 8,138
Calls: 4,724 (58%)
Puts: 3,414 (42%)
Current vs Prior +33.15%
Prior 7-Day Total 127,032
Calls: 97,271 (77%)
Puts: 29,761 (23%)
Prior 7-Day Average 18,147
Calls: 13,895 (77%)
Puts: 4,251 (23%)
Current vs Prior 7-Day Avg -40.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.22% | 8.88%16.03% | 19.88%
Prior 7.95% | 9.17%15.89% | 20.28%
Current vs Prior -21.78% | -3.12%+0.87% | -1.98%
Prior 7-Day Avg 6.78% | 9.15%7.18% | 16.07%
Current vs 7-Day Avg -8.34% | -2.99%+123.17% | +23.76%
Prior 7-Day Eod 7.95% | 9.17%15.89% | 20.28%
Current vs 7-Day Eod -21.78% | -3.12%+0.87% | -1.98%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 41.93% | 20.80%
Calls: 43.86% | 19.48%
Puts: 40.00% | 22.12%
Prior 41.93% | 20.80%
Calls: 43.86% | 19.48%
Puts: 40.00% | 22.12%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.93% | 20.80%
Calls: 43.86% | 19.48%
Puts: 40.00% | 22.12%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($83.0K). P/C ratio rising 205% - increased hedging/bearish positioning. Call-heavy open interest (8,550 calls vs 2,286 puts) suggests bullish positioning. Rising open interest (up 33%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.2%, best 8.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 311.501.65$1.589.5%50.76--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 142.152.35$2.258.9%10.682

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 242.903.50$3.2018.8%11.00--
$17.50Jul 242.602.95$2.7812.6%50.946
$16.50Jul 243.304.00$3.6519.2%30.915
$18.00Jul 242.102.40$2.2513.3%20.907
$19.00Jul 240.901.50$1.2050.0%50.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 243.204.40$3.8031.6%40.911
$22.50Jul 241.953.00$2.4842.3%10.901
$23.50Jul 242.704.00$3.3538.8%10.891
$22.00Jul 241.502.45$1.9848.0%10.88--
$23.00Jul 242.403.40$2.9034.5%10.8816

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 600, top 66)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 310.550.75$0.6530.8%350.46--
$19.50Jul 311.151.30$1.2312.2%310.6725
$21.00Jul 240.150.50$0.33106.1%300.33169
$20.00Aug 141.201.45$1.3318.8%250.5637
$20.50Jul 240.300.45$0.3839.5%240.4315
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 310.250.35$0.3033.3%660.2449
$18.00Jul 310.100.15$0.1338.5%450.12236
$19.00Jul 240.050.15$0.10100.0%310.15250
$20.00Jul 240.300.45$0.3839.5%270.41--
$20.00Aug 70.750.95$0.8523.5%250.4310

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 27.4%, max 118.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Jul 24Aug 2189.7%59.0%52.1%2--
$21.00Jul 24Aug 2186.0%60.6%42.0%33169
$19.50Jul 24Jul 3172.5%58.2%24.5%3325
$20.00Jul 24Aug 1467.9%55.8%21.6%3637
$19.00Jul 24Jul 3170.2%59.1%18.6%10--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Jul 24Aug 7118.0%53.9%118.7%2272
$22.00Jul 24Aug 1475.6%58.6%29.2%22
$19.50Jul 24Jul 3172.5%58.2%24.5%35--
$19.00Jul 24Aug 1470.2%58.5%19.9%33294
$16.50Jul 31Aug 794.1%79.6%18.3%21

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 6.41, avg 2.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$22.50Jul 24$0.25$1.25$0.255.00$21.25
$19.00$19.50Jul 24$0.12$0.38$0.123.17$19.12
$23.00$23.50Aug 21$0.13$0.37$0.132.85$23.13
$21.50$22.50Aug 21$0.28$0.72$0.282.57$21.78
$20.50$21.00Jul 31$0.17$0.33$0.171.94$20.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$17.00Aug 7$0.27$1.73$0.276.41$18.73
$18.00$17.00Aug 14$0.18$0.82$0.184.56$17.82
$19.50$19.00Jul 24$0.12$0.38$0.123.17$19.38
$19.00$18.00Aug 14$0.25$0.75$0.253.00$18.75
$19.50$19.00Jul 31$0.15$0.35$0.152.33$19.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 4.00, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$19.50Jul 31$0.35$0.35$0.152.33$19.35
$19.50$20.00Jul 31$0.33$0.33$0.171.94$19.83
$20.50$21.00Aug 21$0.31$0.31$0.191.63$20.81
$20.00$20.50Jul 24$0.25$0.25$0.251.00$20.25
$20.00$20.50Jul 31$0.25$0.25$0.251.00$20.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$20.00Jul 24$1.60$1.60$0.404.00$20.40
$23.00$21.00Aug 7$1.55$1.55$0.453.44$21.45
$21.00$20.00Aug 28$0.57$0.57$0.431.33$20.43
$21.00$20.00Jul 31$0.55$0.55$0.451.22$20.45
$21.00$20.00Aug 7$0.55$0.55$0.451.22$20.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.22, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 24Jul 31$0.0789.7%59.8%
$19.50Jul 24Jul 31$0.1572.5%58.2%
$21.00Jul 24Jul 31$0.1586.0%59.2%
$22.00Jul 31Aug 7$0.1859.5%57.8%
$21.50Jul 31Aug 7$0.2056.5%55.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 24Aug 7$0.05118.0%53.9%
$18.50Jul 24Jul 31$0.1773.6%64.0%
$19.00Jul 24Jul 31$0.2070.2%59.1%
$21.00Jul 31Aug 7$0.2059.2%58.0%
$19.50Jul 24Jul 31$0.2372.5%58.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 4.98% of stock, avg 8.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 24$0.63$0.38$1.01$18.99$21.014.98%
$19.00Jul 24$1.20$0.10$1.30$17.70$20.306.41%
$19.50Jul 24$1.08$0.22$1.30$18.20$20.806.41%
$20.00Jul 31$0.90$0.65$1.55$18.45$21.557.65%
$19.50Jul 31$1.23$0.45$1.68$17.82$21.188.29%
$21.00Jul 31$0.48$1.20$1.68$19.32$22.688.29%
$19.00Jul 31$1.58$0.30$1.88$17.12$20.889.27%
$20.00Aug 7$1.15$0.85$2.00$18.00$22.009.87%
$22.50Jul 24$0.08$2.48$2.56$19.94$25.0612.63%
$21.00Aug 21$1.02$1.98$3.00$18.00$24.0014.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 62 found (cheapest 0.64% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.50$18.50Jul 24$0.08$0.05$0.13$18.37$22.63
$22.50$19.00Jul 24$0.08$0.10$0.18$18.82$22.68
$22.50$18.00Jul 31$0.15$0.13$0.28$17.72$22.78
$22.50$19.50Jul 24$0.08$0.22$0.30$19.20$22.80
$22.00$18.00Jul 31$0.22$0.13$0.35$17.65$22.35
$22.50$18.50Jul 31$0.15$0.22$0.37$18.13$22.87
$21.00$18.50Jul 24$0.33$0.05$0.38$18.12$21.38
$20.50$18.50Jul 24$0.38$0.05$0.43$18.07$20.93
$21.00$19.00Jul 24$0.33$0.10$0.43$18.57$21.43
$21.50$18.00Jul 31$0.30$0.13$0.43$17.57$21.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 3.17, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2021/22Jul 31$0.38$0.123.17$19.62$21.38
19/2020/20Jul 24$0.37$0.132.85$19.13$20.37
20/2020/21Jul 31$0.37$0.132.85$19.63$20.87
18/1821/22Aug 21$0.34$0.162.13$17.66$21.34
19/2021/22Jul 31$0.33$0.171.94$19.17$21.33
19/2020/21Jul 31$0.32$0.181.78$19.18$20.82
18/1823/24Aug 21$0.28$0.221.27$17.72$23.28
18/2122/22Aug 21$1.63$1.371.19$19.37$23.13
18/2123/24Aug 21$1.48$1.520.97$19.52$24.48
17/1920/22Aug 7$0.92$1.080.85$18.08$20.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$19.50$20.00$20.50Jul 31$0.08$0.425.25
$20.00$20.50$21.00Jul 31$0.08$0.425.25
$21.00$21.50$22.00Jul 31$0.10$0.404.00
$22.00$22.50$23.00Jul 31$0.10$0.404.00
$20.50$21.00$21.50Aug 21$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.00$18.00$19.00Aug 14$0.07$0.9313.29
$17.00$17.50$18.00Aug 21$0.05$0.459.00
$17.50$18.00$18.50Jul 31$0.06$0.447.33
$18.50$19.00$19.50Jul 24$0.07$0.436.14
$18.50$19.00$19.50Jul 31$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.10, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$19.001:2Jul 24-$0.15$0.85
$21.50$22.501:2Aug 21-$0.27$0.73
$22.00$22.501:2Jul 31-$0.08$0.42
$21.00$21.501:2Jul 31-$0.12$0.38
$20.00$20.501:2Jul 24-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$20.001:2Jul 31-$0.10$0.90
$20.00$19.001:2Aug 7-$0.15$0.85
$19.00$18.001:2Aug 14-$0.15$0.85
$17.50$16.501:2Jul 31-$0.16$0.84
$21.00$20.001:2Aug 7-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 5.67%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.50Aug 21$1.150.491.1%5.67%6.81%62
$21.00Aug 21$0.800.433.6%3.95%7.55%3--
$22.00Aug 28$0.700.378.5%3.45%11.99%428
$21.50Aug 21$0.600.386.1%2.96%9.03%2--
$20.50Jul 31$0.550.461.1%2.71%3.85%35--
$21.00Jul 31$0.400.373.6%1.97%5.57%1--
$21.50Aug 7$0.400.336.1%1.97%8.04%11
$20.50Jul 24$0.300.431.1%1.48%2.61%2415
$22.00Aug 7$0.300.288.5%1.48%10.01%1--
$22.50Aug 21$0.300.2811.0%1.48%12.48%1--

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 524
Total Puts 523
Put/Call Ratio 1.00
Net Difference 1

Prior's Put/Call Breakdown

Total Calls 1,244
Total Puts 407
Put/Call Ratio 0.33
Net Difference 837

Prior 7-Day Put/Call Summary

Total Calls 9,974
Total Puts 3,762
Average Put/Call Ratio 0.53
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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