Tour v528
C
CITIGROUP INC
$136.17 -0.01%
$136.33 (+0.12%)🌙
as of 09/15 06:01 PM
9/15 18:01

Option Volume

Detail
Current (09/15) 34,310
Calls: 18,524 (54%)
Puts: 15,786 (46%)
Prior (09/14) 75,468
Calls: 42,978 (57%)
Puts: 32,490 (43%)
Current vs Prior -54.54%
Calls: -56.90% (Calls)
Puts: -51.41% (Puts)
Prior 7-Day Total 343,277
Calls: 223,222 (65%)
Puts: 120,055 (35%)
Prior 7-Day Average 49,039
Calls: 31,888 (65%)
Puts: 17,150 (35%)
Current vs Prior 7-Day Avg -30.04%
Calls: -41.91%
Puts: -7.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $16.93M
Calls: $12.64M (75%)
Puts: $4.29M (25%)
Prior (09/14) $38.45M
Calls: $30.32M (79%)
Puts: $8.14M (21%)
Current vs Prior -55.98%
Calls: -58.31%
Puts: -47.29%
Prior 7-Day Total $213.70M
Calls: $185.36M (87%)
Puts: $28.33M (13%)
Prior 7-Day Average $30.53M
Calls: $26.48M (87%)
Puts: $4.05M (13%)
Current vs Prior 7-Day Avg -44.56%
Calls: -52.28%
Puts: +5.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.85
Prior (09/14) 0.76
Current vs Prior +12.73%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +53.61%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/15) 1,087,876
Calls: 468,860 (43%)
Puts: 619,016 (57%)
Prior (09/14) 1,061,475
Calls: 456,225 (43%)
Puts: 605,250 (57%)
Current vs Prior +2.49%
Prior 7-Day Total 7,375,520
Calls: 3,140,891 (43%)
Puts: 4,234,629 (57%)
Prior 7-Day Average 1,053,645
Calls: 448,698 (43%)
Puts: 604,947 (57%)
Current vs Prior 7-Day Avg +3.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.11% | 4.57%3.11% | 9.57%
Prior 3.34% | 4.68%3.34% | 9.79%
Current vs Prior -7.03% | -2.50%-7.03% | -2.24%
Prior 7-Day Avg 2.63% | 4.23%4.05% | 9.93%
Current vs 7-Day Avg +18.11% | +8.08%-23.27% | -3.60%
Prior 7-Day Eod 3.34% | 4.68%3.34% | 9.79%
Current vs 7-Day Eod -7.03% | -2.50%-7.03% | -2.24%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 6.68% | 6.89%
Calls: 5.19% | 6.35%
Puts: 8.17% | 7.44%
Prior 4.38% | 8.69%
Calls: 5.04% | 7.86%
Puts: 3.73% | 9.52%
Current vs Prior +52.51% | -20.71%
Prior 7-Day Avg 13.25% | 5.73%
Calls: 12.50% | 6.14%
Puts: 13.99% | 5.32%
Current vs 7-Day Avg -49.57% | +20.18%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($12.64M). Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 55% vs prior.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 65 of results (avg 7.7%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 165.956.15$6.053.3%8280.563.0K
$130.00Oct 168.909.35$9.134.9%350.712.3K
$136.00Sep 181.942.04$1.995.0%5400.532.8K
$135.00Sep 182.502.63$2.575.1%3240.617.5K
$115.00Sep 1820.7521.90$21.335.4%--0.991.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 164.254.40$4.333.5%7710.443.0K
$140.00Oct 166.807.15$6.985.0%140.593.7K
$152.50Sep 2515.9016.80$16.355.5%11.00--
$137.00Sep 182.172.30$2.245.8%3200.56203
$125.00Oct 161.321.40$1.365.9%4970.1813.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.66, cheapest $0.37)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Sep 180.350.39$0.3710.8%4800.162.0K
$140.00Sep 180.510.57$0.5411.1%6340.2111.0K
$139.00Sep 180.740.81$0.789.0%4990.28893
$144.00Sep 250.500.56$0.5311.3%300.15603
$143.00Sep 250.590.71$0.6518.5%390.18113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Sep 180.120.13$0.137.7%300.05641
$132.00Sep 180.440.53$0.4918.4%3390.181.2K
$133.00Sep 180.630.72$0.6813.2%2560.241.3K
$134.00Sep 180.901.00$0.9510.5%2670.31537
$129.00Sep 250.590.65$0.629.7%440.15215

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 98 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 1814.5016.85$15.6815.0%10.993.3K
$115.00Sep 1820.7521.90$21.335.4%--0.991.9K
$110.00Sep 1824.5527.35$25.9510.8%190.982.4K
$115.00Oct 219.5522.20$20.8812.7%--0.9818
$120.00Sep 2514.7517.70$16.2318.2%--0.9816
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Sep 1811.7514.35$13.0519.9%--1.0090
$150.00Sep 1813.2515.30$14.2814.4%--1.0063
$152.50Sep 2515.9016.80$16.355.5%11.00--
$145.00Sep 187.6510.25$8.9529.1%60.951.9K
$144.00Sep 187.358.45$7.9013.9%10.95--

Most actively traded options today. High liquidity = easy entry/exit. 258 active (total vol 23.2K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Sep 181.071.13$1.105.5%9370.363.4K
$137.00Sep 181.451.55$1.506.7%8620.441.1K
$135.00Oct 165.956.15$6.053.3%8280.563.0K
$140.00Sep 180.510.57$0.5411.1%6340.2111.0K
$136.00Sep 181.942.04$1.995.0%5400.532.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 181.241.34$1.297.8%1.7K0.395.9K
$130.00Sep 180.200.28$0.2433.3%7850.106.0K
$135.00Oct 164.254.40$4.333.5%7710.443.0K
$133.00Oct 303.055.90$4.4763.8%7340.40--
$130.00Oct 162.412.60$2.517.6%6630.295.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 17.7%, max 28.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Sep 18Oct 239.6%30.9%28.0%39320
$133.00Sep 18Oct 238.7%30.7%26.3%43788
$136.00Sep 18Oct 3037.6%30.3%24.2%6832.8K
$135.00Sep 18Oct 2338.0%31.1%22.4%5267.5K
$134.00Sep 18Oct 3038.5%31.7%21.3%151478
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Sep 18Oct 3039.6%31.1%27.1%3581.2K
$133.00Sep 18Oct 3038.7%30.9%25.2%9901.3K
$136.00Sep 18Oct 2337.6%30.7%22.4%606547
$134.00Sep 18Oct 3038.5%31.7%21.3%272539
$135.00Sep 18Oct 3038.0%32.1%18.6%1.7K5.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 190 found (best R:R 2.57, avg 4.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$126.00$127.00Sep 18$0.28$0.72$0.2898%2.57$126.28
$150.00$152.50Oct 30$0.20$2.30$0.2019%11.50$150.20
$130.00$135.00Oct 16$3.08$1.92$3.0871%0.62$133.08
$150.00$152.50Oct 23$0.23$2.27$0.2318%9.87$150.23
$155.00$160.00Oct 16$0.16$4.84$0.169%30.25$155.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$136.00$135.00Oct 9$0.28$0.72$0.2848%2.57$135.72
$134.00$133.00Oct 9$0.26$0.74$0.2640%2.85$133.74
$131.00$130.00Oct 9$0.18$0.82$0.1829%4.56$130.82
$132.00$131.00Oct 30$0.28$0.72$0.2837%2.57$131.72
$135.00$134.00Sep 25$0.31$0.69$0.3142%2.23$134.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 0.49, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$149.00$150.00Oct 30$0.40$0.40$0.6078%0.67$149.40
$140.00$141.00Oct 30$0.55$0.55$0.4558%1.22$140.55
$152.50$155.00Sep 18$0.14$0.14$2.3696%0.06$152.64
$150.00$155.00Oct 16$0.57$0.57$4.4384%0.13$150.57
$140.00$141.00Oct 23$0.48$0.48$0.5258%0.92$140.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$118.00$115.00Sep 18$0.98$0.98$2.0288%0.49$117.02
$131.00$130.00Oct 30$0.60$0.60$0.4065%1.50$130.40
$130.00$125.00Oct 30$1.39$1.39$3.6168%0.39$128.61
$134.00$133.00Oct 30$0.61$0.61$0.3957%1.56$133.39
$129.00$128.00Oct 9$0.38$0.38$0.6276%0.61$128.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.97, cheapest $0.91)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Sep 18Sep 25$1.0537.6%30.8%
$135.00Sep 18Sep 25$1.0138.0%31.4%
$137.00Sep 18Sep 25$1.0238.1%31.9%
$138.00Sep 18Sep 25$0.9737.8%31.7%
$134.00Sep 18Sep 25$1.0038.5%32.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Sep 18Sep 25$0.9137.6%30.8%
$135.00Sep 18Sep 25$0.9338.0%31.4%
$137.00Sep 18Sep 25$0.9438.1%31.9%
$138.00Sep 18Sep 25$0.8837.8%31.7%
$134.00Sep 18Sep 25$0.9638.5%32.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 2.72% of stock, avg 6.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$136.00Sep 18$1.99$1.72$3.71$132.29$139.712.72%
$137.00Sep 18$1.50$2.24$3.74$133.26$140.742.75%
$135.00Sep 18$2.57$1.29$3.86$131.14$138.862.83%
$138.00Sep 18$1.10$2.84$3.94$134.06$141.942.89%
$134.00Sep 18$3.20$0.95$4.15$129.85$138.153.05%
$139.00Sep 18$0.78$3.50$4.28$134.72$143.283.14%
$133.00Sep 18$3.95$0.68$4.63$128.37$137.633.40%
$140.00Sep 18$0.54$4.28$4.82$135.18$144.823.54%
$132.00Sep 18$4.75$0.49$5.24$126.76$137.243.85%
$141.00Sep 18$0.37$5.10$5.47$135.53$146.474.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.51% of stock, avg 4.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$115.00Oct 16$0.32$0.38$0.70$114.30$160.70
$141.00$132.00Sep 18$0.37$0.49$0.86$131.14$141.86
$155.00$115.00Oct 16$0.48$0.38$0.86$114.14$155.86
$160.00$120.00Oct 16$0.32$0.69$1.01$118.99$161.01
$140.00$132.00Sep 18$0.54$0.49$1.03$130.97$141.03
$141.00$133.00Sep 18$0.37$0.68$1.05$131.95$142.05
$155.00$120.00Oct 16$0.48$0.69$1.17$118.83$156.17
$140.00$133.00Sep 18$0.54$0.68$1.22$131.78$141.22
$139.00$132.00Sep 18$0.78$0.49$1.27$130.73$140.27
$139.00$133.00Sep 18$0.78$0.68$1.46$131.54$140.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 250 found (best R:R 0.60, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/118152/155Sep 18$1.12$1.8884%0.60$116.88$153.62
115/118141/142Sep 18$1.11$1.8973%0.59$116.89$142.11
128/129141/142Oct 9$0.76$0.2442%3.17$128.24$141.76
130/131148/149Oct 30$0.77$0.2341%3.35$130.23$148.77
115/118140/141Sep 18$1.15$1.8567%0.62$116.85$141.15
128/129142/143Oct 9$0.71$0.2946%2.45$128.29$142.71
128/129146/147Oct 9$0.57$0.4357%1.33$128.43$146.57
128/129144/145Oct 9$0.59$0.4152%1.44$128.41$144.59
121/122141/142Oct 9$0.53$0.4756%1.13$121.47$141.53
128/129145/146Oct 9$0.54$0.4655%1.17$128.46$145.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 110 found (best R:R 6.58, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Oct 16$0.66$4.3430%6.58
$140.00$145.00$150.00Oct 16$0.58$4.4224%7.62
$115.00$120.00$125.00Oct 16$0.22$4.7812%21.73
$128.00$130.00$132.00Oct 2$0.05$1.9513%39.00
$120.00$125.00$130.00Oct 16$0.45$4.5519%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Oct 16$0.60$4.4024%7.33
$145.00$150.00$155.00Oct 16$0.40$4.6018%11.50
$125.00$130.00$135.00Oct 16$0.67$4.3326%6.46
$120.00$125.00$130.00Oct 16$0.48$4.5219%9.42
$130.00$135.00$140.00Oct 16$0.83$4.1730%5.02

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 125 found (best net $-4.88, 115 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$124.001:2Oct 2-$4.88$4.12
$135.00$140.001:2Oct 16-$1.21$3.79
$140.00$145.001:2Oct 16-$0.47$4.53
$145.00$150.001:2Oct 16-$0.05$4.95
$155.00$160.001:2Oct 23-$0.06$4.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Oct 16-$0.69$4.31
$140.00$135.001:2Oct 16-$1.68$3.32
$130.00$125.001:2Oct 16-$0.21$4.79
$130.00$125.001:2Oct 30-$0.42$4.58
$125.00$120.001:2Oct 16-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 84 found (best yield 3.71%, avg 1.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$138.00Oct 30$5.050.471.3%3.71%5.05%1--
$139.00Oct 30$4.550.452.1%3.34%5.42%21
$140.00Oct 30$4.100.422.8%3.01%5.82%1242
$142.00Oct 30$3.350.374.3%2.46%6.74%22
$137.00Oct 23$5.050.500.6%3.71%4.32%--33
$138.00Oct 23$4.550.471.3%3.34%4.69%323
$139.00Oct 23$4.150.442.1%3.05%5.13%1111
$144.00Oct 30$2.810.335.8%2.06%7.81%5--
$140.00Oct 23$3.750.422.8%2.75%5.57%1013
$141.00Oct 23$3.400.393.5%2.50%6.04%14613

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 18,524
Total Puts 15,786
Put/Call Ratio 0.85
Net Difference 2,738

Prior's Put/Call Breakdown

Total Calls 42,978
Total Puts 32,490
Put/Call Ratio 0.76
Net Difference 10,488

Prior 7-Day Put/Call Summary

Total Calls 223,222
Total Puts 120,055
Average Put/Call Ratio 0.55
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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