Tour v381
C
CITIGROUP INC
$132.84 +3.20%
7/21 18:03

Option Volume

Detail
Current (07/21) 46,140
Calls: 29,674 (64%)
Puts: 16,466 (36%)
Prior (07/20) 70,576
Calls: 27,355 (39%)
Puts: 43,221 (61%)
Current vs Prior -34.62%
Calls: +8.48% (Calls)
Puts: -61.90% (Puts)
Prior 7-Day Total 661,171
Calls: 377,443 (57%)
Puts: 283,728 (43%)
Prior 7-Day Average 94,453
Calls: 53,920 (57%)
Puts: 40,532 (43%)
Current vs Prior 7-Day Avg -51.15%
Calls: -44.97%
Puts: -59.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $14.17M
Calls: $9.66M (68%)
Puts: $4.51M (32%)
Prior (07/20) $25.57M
Calls: $7.35M (29%)
Puts: $18.22M (71%)
Current vs Prior -44.59%
Calls: +31.37%
Puts: -75.23%
Prior 7-Day Total $245.55M
Calls: $146.74M (60%)
Puts: $98.80M (40%)
Prior 7-Day Average $35.08M
Calls: $20.96M (60%)
Puts: $14.11M (40%)
Current vs Prior 7-Day Avg -59.60%
Calls: -53.93%
Puts: -68.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.55
Prior (07/20) 1.58
Current vs Prior -64.88%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -34.67%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 1,077,839
Calls: 472,897 (44%)
Puts: 604,942 (56%)
Prior (07/20) 1,050,586
Calls: 461,354 (44%)
Puts: 589,232 (56%)
Current vs Prior +2.59%
Prior 7-Day Total 8,304,492
Calls: 3,696,211 (45%)
Puts: 4,608,281 (55%)
Prior 7-Day Average 1,186,356
Calls: 528,030 (45%)
Puts: 658,325 (55%)
Current vs Prior 7-Day Avg -9.15%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.74% | 4.53%7.36% | 11.62%
Prior 3.52% | 4.92%7.64% | 12.04%
Current vs Prior -22.14% | -7.85%-3.59% | -3.54%
Prior 7-Day Avg 3.63% | 5.04%3.80% | 10.32%
Current vs 7-Day Avg -24.62% | -10.16%+93.90% | +12.59%
Prior 7-Day Eod 3.52% | 4.92%7.64% | 12.04%
Current vs 7-Day Eod -22.14% | -7.85%-3.59% | -3.54%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.61% | 7.53%
Calls: 1.41% | 6.06%
Puts: 1.82% | 8.99%
Prior 6.89% | 8.56%
Calls: 4.27% | 10.87%
Puts: 9.52% | 6.25%
Current vs Prior -76.63% | -12.03%
Prior 7-Day Avg 12.42% | 6.85%
Calls: 13.26% | 6.99%
Puts: 11.57% | 6.70%
Current vs 7-Day Avg -87.03% | +10.00%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($9.66M). Bullish P/C ratio of 0.55. P/C ratio dropping 65% - 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 66 of results (avg 7.4%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 242.002.05$2.032.5%2.8K0.591.2K
$133.00Jul 241.451.49$1.472.7%1.6K0.49807
$134.00Jul 241.011.04$1.022.9%1.2K0.391.2K
$131.00Jul 242.652.73$2.693.0%1.6K0.691.7K
$115.00Aug 2118.0018.60$18.303.3%10.95734
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Jul 241.581.63$1.613.1%3370.51502
$135.00Aug 215.755.95$5.853.4%300.571.4K
$134.00Jul 242.112.19$2.153.7%560.61195
$132.00Jul 241.131.19$1.165.2%7150.41415
$131.00Jul 240.790.84$0.826.1%4920.322.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.51, cheapest $0.09)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Jul 240.250.29$0.2714.8%5970.141.1K
$136.00Jul 240.420.46$0.449.1%1.3K0.21774
$135.00Jul 240.670.71$0.695.8%2.2K0.29927
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 240.080.09$0.0911.1%1.7K0.041.2K
$127.00Jul 240.150.17$0.1612.5%1430.08255
$128.00Jul 240.230.27$0.2516.0%1.5K0.12465
$129.00Jul 240.350.40$0.3813.2%6820.172.7K
$130.00Jul 240.540.58$0.567.1%4470.23798

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 117 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 2416.6518.95$17.8012.9%--1.0020
$117.00Jul 2414.9016.75$15.8311.7%--1.0032
$119.00Jul 2412.6014.95$13.7717.1%11.0015
$120.00Jul 2411.8013.95$12.8816.7%51.0074
$121.00Jul 2410.5512.95$11.7520.4%11.0076
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 2421.1523.70$22.4211.4%21.00--
$157.50Jul 2423.6526.20$24.9210.2%300.98--
$141.00Jul 247.158.95$8.0522.4%120.9710
$155.00Aug 2120.9024.80$22.8517.1%--0.9738
$146.00Jul 3112.1514.60$13.3818.3%10.96--

Most actively traded options today. High liquidity = easy entry/exit. 270 active (total vol 33.8K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 242.002.05$2.032.5%2.8K0.591.2K
$135.00Jul 240.670.71$0.695.8%2.2K0.29927
$131.00Jul 242.652.73$2.693.0%1.6K0.691.7K
$133.00Jul 241.451.49$1.472.7%1.6K0.49807
$142.00Aug 211.191.35$1.2712.6%1.5K0.2115
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 240.080.09$0.0911.1%1.7K0.041.2K
$128.00Jul 240.230.27$0.2516.0%1.5K0.12465
$127.00Jul 310.710.91$0.8124.7%7390.20231
$132.00Jul 241.131.19$1.165.2%7150.41415
$129.00Jul 240.350.40$0.3813.2%6820.172.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 63 strikes (avg 37.0%, max 146.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Jul 24Aug 2169.3%28.1%146.6%31.1K
$157.50Jul 24Aug 1489.6%38.2%134.6%--822
$155.00Jul 24Aug 2860.5%29.6%104.5%--537
$147.00Jul 24Aug 1455.1%28.0%96.9%--356
$115.00Jul 24Aug 2164.6%34.4%88.0%1754
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 24Aug 2160.5%28.0%116.1%238
$118.00Jul 24Aug 2173.2%34.1%114.8%2109
$110.00Jul 24Aug 2873.8%36.8%100.7%2116
$117.00Jul 24Aug 2164.4%34.5%86.7%6143
$115.00Jul 24Aug 2864.6%35.0%84.4%29129

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 164 found (best R:R 44.45, avg 3.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Aug 28$0.25$4.75$0.2519.00$150.25
$150.00$152.50Aug 21$0.13$2.37$0.1318.23$150.13
$145.00$150.00Aug 21$0.47$4.53$0.479.64$145.47
$137.00$138.00Jul 24$0.10$0.90$0.109.00$137.10
$145.00$149.00Aug 28$0.42$3.58$0.428.52$145.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 7$0.11$4.89$0.1144.45$114.89
$115.00$110.00Aug 14$0.20$4.80$0.2024.00$114.80
$115.00$110.00Aug 21$0.24$4.76$0.2419.83$114.76
$115.00$110.00Aug 28$0.36$4.64$0.3612.89$114.64
$120.00$115.00Aug 14$0.40$4.60$0.4011.50$119.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 217 found (best R:R 37.46, avg 1.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Aug 21$4.80$4.80$0.2024.00$119.80
$121.00$124.00Jul 31$2.77$2.77$0.2312.04$123.77
$122.00$123.00Jul 24$0.90$0.90$0.109.00$122.90
$119.00$120.00Jul 24$0.89$0.89$0.118.09$119.89
$125.00$127.00Jul 31$1.75$1.75$0.257.00$126.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Aug 21$4.87$4.87$0.1337.46$150.13
$150.00$145.00Aug 21$4.60$4.60$0.4011.50$145.40
$145.00$143.00Aug 7$1.83$1.83$0.1710.76$143.17
$146.00$144.00Aug 14$1.81$1.81$0.199.53$144.19
$145.00$142.00Aug 21$2.68$2.68$0.328.38$142.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $0.58, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Jul 24Jul 31$0.0646.4%34.6%
$145.00Jul 24Jul 31$0.0842.8%29.8%
$155.00Jul 24Jul 31$0.0860.5%46.1%
$146.00Jul 24Jul 31$0.0939.0%31.4%
$143.00Jul 24Jul 31$0.1038.0%27.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 24Jul 31$0.0564.6%43.2%
$117.00Jul 24Jul 31$0.0664.4%41.1%
$119.00Jul 24Jul 31$0.1056.9%38.7%
$110.00Jul 24Jul 31$0.1173.8%59.2%
$120.00Jul 24Jul 31$0.1552.0%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 2.32% of stock, avg 7.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$133.00Jul 24$1.47$1.61$3.08$129.92$136.082.32%
$134.00Jul 24$1.02$2.15$3.17$130.83$137.172.39%
$132.00Jul 24$2.03$1.16$3.19$128.81$135.192.40%
$131.00Jul 24$2.69$0.82$3.51$127.49$134.512.64%
$135.00Jul 24$0.69$2.87$3.56$131.44$138.562.68%
$130.00Jul 24$3.38$0.56$3.94$126.06$133.942.97%
$136.00Jul 24$0.44$3.68$4.12$131.88$140.123.10%
$129.00Jul 24$4.08$0.38$4.46$124.54$133.463.36%
$137.00Jul 24$0.27$4.50$4.77$132.23$141.773.59%
$128.00Jul 24$5.05$0.25$5.30$122.70$133.303.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.39% of stock, avg 3.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$137.00$128.00Jul 24$0.27$0.25$0.52$127.48$137.52
$137.00$129.00Jul 24$0.27$0.38$0.65$128.35$137.65
$136.00$128.00Jul 24$0.44$0.25$0.69$127.31$136.69
$136.00$129.00Jul 24$0.44$0.38$0.82$128.18$136.82
$137.00$130.00Jul 24$0.27$0.56$0.83$129.17$137.83
$135.00$128.00Jul 24$0.69$0.25$0.94$127.06$135.94
$136.00$130.00Jul 24$0.44$0.56$1.00$129.00$137.00
$135.00$129.00Jul 24$0.69$0.38$1.07$127.93$136.07
$137.00$131.00Jul 24$0.27$0.82$1.09$129.91$138.09
$135.00$130.00Jul 24$0.69$0.56$1.25$128.75$136.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 288 found (best R:R 12.33, avg credit $0.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
128/130131/133Aug 28$1.85$0.1512.33$128.15$132.85
123/124131/132Aug 7$0.90$0.109.00$123.10$131.90
125/126131/132Aug 7$0.90$0.109.00$125.10$131.90
127/128132/133Aug 14$0.90$0.109.00$127.10$132.90
129/130131/132Aug 14$0.90$0.109.00$129.10$131.90
127/128130/131Aug 28$0.90$0.109.00$127.10$130.90
122/123124/125Aug 7$0.89$0.118.09$122.11$124.89
123/124128/129Aug 7$0.89$0.118.09$123.11$128.89
125/126128/129Aug 7$0.89$0.118.09$125.11$128.89
129/130135/136Aug 7$0.89$0.118.09$129.11$135.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 102 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Jul 24$0.09$2.4126.78
$110.00$115.00$120.00Aug 21$0.18$4.8226.78
$150.00$152.50$155.00Aug 14$0.10$2.4024.00
$124.00$125.00$126.00Jul 24$0.05$0.9519.00
$145.00$146.00$147.00Jul 24$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 14$0.20$4.8024.00
$110.00$115.00$120.00Aug 28$0.22$4.7821.73
$128.00$129.00$130.00Jul 24$0.05$0.9519.00
$122.00$123.00$124.00Aug 7$0.05$0.9519.00
$140.00$141.00$142.00Aug 7$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 118 found (best net $-1.30, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$155.001:2Aug 28-$0.02$4.98
$145.00$149.001:2Aug 28-$0.17$3.83
$152.50$155.001:2Aug 7-$0.02$2.48
$152.50$155.001:2Aug 21-$0.03$2.47
$150.00$152.501:2Aug 21-$0.06$2.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$144.00$136.001:2Aug 28-$1.30$6.70
$115.00$110.001:2Jul 24$0.00$5.00
$115.00$110.001:2Aug 28-$0.02$4.98
$120.00$115.001:2Aug 28-$0.16$4.84
$115.00$110.001:2Jul 31-$0.17$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 3.35%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$133.00Aug 28$4.450.490.1%3.35%3.47%1498
$133.00Aug 21$4.250.490.1%3.20%3.32%88191
$134.00Aug 28$4.150.470.9%3.12%4.00%121
$134.00Aug 21$3.700.460.9%2.79%3.66%65204
$135.00Aug 28$3.650.431.6%2.75%4.37%3235
$133.00Aug 14$3.450.480.1%2.60%2.72%2761
$135.00Aug 21$3.300.421.6%2.48%4.11%3174.6K
$136.00Aug 28$3.300.412.4%2.48%4.86%17
$133.00Aug 7$3.150.480.1%2.37%2.49%5245
$134.00Aug 14$3.100.440.9%2.33%3.21%3824

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 29,674
Total Puts 16,466
Put/Call Ratio 0.55
Net Difference 13,208

Prior's Put/Call Breakdown

Total Calls 27,355
Total Puts 43,221
Put/Call Ratio 1.58
Net Difference -15,866

Prior 7-Day Put/Call Summary

Total Calls 377,443
Total Puts 283,728
Average Put/Call Ratio 0.85
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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