Tour v422
C
CITIGROUP INC
$133.10 +0.69%
$133.50 (+0.30%)🌙
as of 07/27 06:03 PM
7/27 18:03

Option Volume

Detail
Current (07/27) 27,684
Calls: 15,367 (56%)
Puts: 12,317 (44%)
Prior (07/24) 51,736
Calls: 38,095 (74%)
Puts: 13,641 (26%)
Current vs Prior -46.49%
Calls: -59.66% (Calls)
Puts: -9.71% (Puts)
Prior 7-Day Total 298,838
Calls: 171,944 (58%)
Puts: 126,894 (42%)
Prior 7-Day Average 49,806
Calls: 24,563 (58%)
Puts: 18,127 (42%)
Current vs Prior 7-Day Avg -44.42%
Calls: -37.44%
Puts: -32.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $9.57M
Calls: $6.71M (70%)
Puts: $2.86M (30%)
Prior (07/24) $11.21M
Calls: $8.24M (73%)
Puts: $2.97M (27%)
Current vs Prior -14.67%
Calls: -18.55%
Puts: -3.93%
Prior 7-Day Total $96.30M
Calls: $54.94M (57%)
Puts: $41.36M (43%)
Prior 7-Day Average $16.05M
Calls: $7.85M (57%)
Puts: $5.91M (43%)
Current vs Prior 7-Day Avg -40.40%
Calls: -14.50%
Puts: -51.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.80
Prior (07/24) 0.36
Current vs Prior +123.84%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +5.12%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/27) 1,059,263
Calls: 465,043 (44%)
Puts: 594,220 (56%)
Prior (07/24) 479,781
Calls: 234,654 (49%)
Puts: 245,127 (51%)
Current vs Prior +120.78%
Prior 7-Day Total 5,473,387
Calls: 2,470,864 (45%)
Puts: 3,002,523 (55%)
Prior 7-Day Average 912,231
Calls: 411,810 (45%)
Puts: 500,420 (55%)
Current vs Prior 7-Day Avg +16.12%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.37% | 4.75%6.84% | 11.33%
Prior 3.68% | 5.02%6.88% | 11.24%
Current vs Prior -8.45% | -5.47%-0.57% | +0.79%
Prior 7-Day Avg 2.99% | 4.69%6.18% | 11.30%
Current vs 7-Day Avg +12.41% | +1.26%+10.81% | +0.29%
Prior 7-Day Eod 3.68% | 5.02%6.88% | 11.24%
Current vs 7-Day Eod -8.45% | -5.47%-0.57% | +0.79%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.62% | 7.57%
Calls: 4.25% | 6.06%
Puts: 7.00% | 9.09%
Prior 16.50% | 5.67%
Calls: 9.01% | 5.30%
Puts: 24.00% | 6.04%
Current vs Prior -65.94% | +33.51%
Prior 7-Day Avg 12.51% | 6.49%
Calls: 11.25% | 6.31%
Puts: 13.78% | 6.66%
Current vs 7-Day Avg -55.09% | +16.67%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($6.71M). Below-average activity with volume down 46% vs prior. P/C ratio rising 124% - increased hedging/bearish positioning. Rising open interest (up 121%) indicates new positions being established.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 68 of results (avg 8.4%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2118.0518.60$18.333.0%10.95733
$117.00Aug 2115.9016.70$16.304.9%80.93--
$120.00Aug 2113.1513.95$13.555.9%--0.89805
$123.00Jul 319.8510.50$10.186.4%40.965
$120.00Aug 712.7513.60$13.186.4%60.999
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2117.3018.20$17.755.1%70.94101
$132.00Jul 311.391.47$1.435.6%2730.40323
$127.00Jul 310.330.35$0.345.9%3030.12906
$131.00Jul 311.061.13$1.106.4%5930.321.0K
$138.00Aug 146.657.10$6.886.5%20.717

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.66, cheapest $0.25)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 210.230.28$0.2619.2%930.0615.4K
$138.00Jul 310.390.46$0.4316.3%2460.17906
$136.00Jul 310.780.92$0.8516.5%1.0K0.29723
$143.00Aug 210.830.99$0.9117.6%120.17112
$138.00Aug 70.841.02$0.9319.4%1400.2381
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 310.230.26$0.2512.0%750.09102
$127.00Jul 310.330.35$0.345.9%3030.12906
$128.00Jul 310.430.48$0.4511.1%1.3K0.161.2K
$129.00Jul 310.590.64$0.628.1%1730.20207
$119.00Aug 210.660.77$0.7215.3%20.11224

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 106 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2121.2523.80$22.5311.3%--1.00548
$120.00Aug 712.7513.60$13.186.4%60.999
$115.00Jul 3116.8518.60$17.739.9%--0.9918
$121.00Jul 3111.3512.65$12.0010.8%10.9825
$122.00Jul 3110.3011.90$11.1014.4%140.9719
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 3110.6512.25$11.4514.0%11.00--
$149.00Jul 3115.6017.40$16.5010.9%41.00--
$150.00Jul 3116.6518.40$17.5210.0%41.00--
$155.00Aug 721.5023.80$22.6510.2%20.983
$155.00Aug 2121.0024.45$22.7315.2%--0.9838

Most actively traded options today. High liquidity = easy entry/exit. 255 active (total vol 20.0K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 311.121.26$1.1911.8%1.3K0.36597
$133.00Jul 312.022.20$2.118.5%1.2K0.53979
$136.00Jul 310.780.92$0.8516.5%1.0K0.29723
$140.00Jul 310.170.21$0.1921.1%1.0K0.09655
$140.00Aug 211.461.64$1.5511.6%8590.2617.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Jul 310.430.48$0.4511.1%1.3K0.161.2K
$134.00Jul 312.212.52$2.3713.1%1.1K0.56249
$130.00Jul 310.790.85$0.827.3%1.0K0.262.5K
$131.00Jul 311.061.13$1.106.4%5930.321.0K
$133.00Jul 311.721.95$1.8412.5%5200.481.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 65 strikes (avg 34.5%, max 138.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Jul 31Aug 2169.9%29.3%138.9%3160
$155.00Jul 31Aug 2864.8%29.1%122.5%--397
$157.50Jul 31Aug 1472.7%37.1%96.0%--331
$115.00Jul 31Aug 2165.5%37.4%75.3%1751
$147.00Jul 31Sep 449.4%29.1%70.0%1484
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 31Sep 479.9%38.0%110.2%52124
$115.00Jul 31Sep 465.5%36.0%82.0%50778
$118.00Jul 31Aug 2157.1%35.0%63.0%881
$120.00Jul 31Sep 453.4%33.5%59.3%442.0K
$119.00Jul 31Sep 454.5%34.3%59.0%22.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 165 found (best R:R 37.46, avg 3.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$152.50Aug 21$0.12$2.38$0.1219.83$150.12
$150.00$155.00Aug 28$0.24$4.76$0.2419.83$150.24
$146.00$150.00Aug 21$0.24$3.76$0.2415.67$146.24
$146.00$147.00Aug 14$0.10$0.90$0.109.00$146.10
$146.00$149.00Aug 28$0.34$2.66$0.347.82$146.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 14$0.13$4.87$0.1337.46$114.87
$115.00$110.00Aug 21$0.19$4.81$0.1925.32$114.81
$119.00$115.00Aug 14$0.17$3.83$0.1722.53$118.83
$115.00$110.00Aug 28$0.24$4.76$0.2419.83$114.76
$117.00$115.00Aug 21$0.15$1.85$0.1512.33$116.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 212 found (best R:R 26.27, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Jul 31$4.78$4.78$0.2221.73$119.78
$120.00$125.00Aug 7$4.75$4.75$0.2519.00$124.75
$126.00$127.00Jul 31$0.90$0.90$0.109.00$126.90
$127.00$128.00Jul 31$0.88$0.88$0.127.33$127.88
$120.00$122.00Aug 21$1.75$1.75$0.257.00$121.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$146.00Aug 7$8.67$8.67$0.3326.27$146.33
$152.50$143.00Aug 14$8.95$8.95$0.5516.27$143.55
$150.00$145.00Aug 21$4.65$4.65$0.3513.29$145.35
$141.00$140.00Jul 31$0.87$0.87$0.136.69$140.13
$142.00$141.00Aug 7$0.87$0.87$0.136.69$141.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $0.57, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Jul 31Aug 7$0.0639.1%34.1%
$145.00Jul 31Aug 7$0.0839.5%29.9%
$144.00Jul 31Aug 7$0.1137.4%29.8%
$125.00Jul 31Aug 7$0.1542.9%35.1%
$143.00Jul 31Aug 7$0.1936.3%30.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 31Aug 7$0.0765.5%44.2%
$118.00Jul 31Aug 7$0.0857.1%38.8%
$155.00Aug 7Aug 21$0.0842.4%28.0%
$119.00Jul 31Aug 7$0.1554.5%39.1%
$120.00Jul 31Aug 7$0.1853.4%38.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 2.97% of stock, avg 7.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$133.00Jul 31$2.11$1.84$3.95$129.05$136.952.97%
$134.00Jul 31$1.61$2.37$3.98$130.02$137.982.99%
$132.00Jul 31$2.69$1.43$4.12$127.88$136.123.10%
$135.00Jul 31$1.19$3.01$4.20$130.80$139.203.16%
$131.00Jul 31$3.30$1.10$4.40$126.60$135.403.31%
$136.00Jul 31$0.85$3.63$4.48$131.52$140.483.37%
$130.00Jul 31$4.03$0.82$4.85$125.15$134.853.64%
$137.00Jul 31$0.60$4.47$5.07$131.93$142.073.81%
$129.00Jul 31$4.78$0.62$5.40$123.60$134.404.06%
$138.00Jul 31$0.43$5.38$5.81$132.19$143.814.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.79% of stock, avg 3.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$129.00Jul 31$0.43$0.62$1.05$127.95$139.05
$137.00$129.00Jul 31$0.60$0.62$1.22$127.78$138.22
$138.00$130.00Jul 31$0.43$0.82$1.25$128.75$139.25
$137.00$130.00Jul 31$0.60$0.82$1.42$128.58$138.42
$136.00$129.00Jul 31$0.85$0.62$1.47$127.53$137.47
$138.00$131.00Jul 31$0.43$1.10$1.53$129.47$139.53
$136.00$130.00Jul 31$0.85$0.82$1.67$128.33$137.67
$137.00$131.00Jul 31$0.60$1.10$1.70$129.30$138.70
$135.00$129.00Jul 31$1.19$0.62$1.81$127.19$136.81
$138.00$132.00Jul 31$0.43$1.43$1.86$130.14$139.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 320 found (best R:R 19.00, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/117120/122Aug 21$1.90$0.1019.00$115.10$121.90
123/124125/127Aug 7$1.82$0.1810.11$122.18$126.82
122/123129/130Aug 21$0.90$0.109.00$122.10$129.90
128/129131/132Aug 7$0.89$0.118.09$128.11$131.89
125/126129/130Aug 14$0.89$0.118.09$125.11$129.89
122/123127/128Aug 21$0.89$0.118.09$122.11$127.89
124/125127/128Aug 21$0.89$0.118.09$124.11$127.89
124/125128/129Aug 28$0.89$0.118.09$124.11$128.89
127/128131/132Aug 28$0.89$0.118.09$127.11$131.89
126/127128/129Aug 7$0.88$0.127.33$126.12$128.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Jul 31$0.10$2.4024.00
$130.00$132.00$134.00Sep 4$0.08$1.9224.00
$140.00$141.00$142.00Jul 31$0.05$0.9519.00
$131.00$132.00$133.00Aug 7$0.05$0.9519.00
$138.00$139.00$140.00Jul 31$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$120.00$121.00Sep 4$0.05$0.9519.00
$121.00$122.00$123.00Jul 31$0.06$0.9415.67
$127.00$128.00$129.00Jul 31$0.06$0.9415.67
$121.00$122.00$123.00Aug 7$0.06$0.9415.67
$125.00$126.00$127.00Aug 7$0.06$0.9415.67

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 $-2.00, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$146.00$150.001:2Aug 21-$0.02$3.98
$146.00$149.001:2Aug 28-$0.13$2.87
$134.00$138.001:2Sep 4-$1.37$2.63
$150.00$152.501:2Aug 21-$0.02$2.48
$155.00$157.501:2Aug 7-$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$143.001:2Aug 14-$2.00$7.50
$115.00$110.001:2Aug 7$0.00$5.00
$120.00$115.001:2Aug 28$0.00$5.00
$115.00$110.001:2Aug 21-$0.02$4.98
$115.00$110.001:2Jul 31-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 3.27%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$134.00Sep 4$4.350.470.7%3.27%3.94%22
$134.00Aug 28$3.900.470.7%2.93%3.61%523
$134.00Aug 21$3.450.460.7%2.59%3.27%86292
$135.00Aug 28$3.450.431.4%2.59%4.02%1472
$135.00Aug 21$3.100.431.4%2.33%3.76%204.7K
$136.00Aug 28$2.950.402.2%2.22%4.40%2479
$134.00Aug 14$2.900.450.7%2.18%2.85%1473
$138.00Sep 4$2.660.363.7%2.00%5.68%2--
$136.00Aug 21$2.650.392.2%1.99%4.17%339
$137.00Aug 28$2.560.362.9%1.92%4.85%28632

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 15,367
Total Puts 12,317
Put/Call Ratio 0.80
Net Difference 3,050

Prior's Put/Call Breakdown

Total Calls 38,095
Total Puts 13,641
Put/Call Ratio 0.36
Net Difference 24,454

Prior 7-Day Put/Call Summary

Total Calls 171,944
Total Puts 126,894
Average Put/Call Ratio 0.76
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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