Tour v388
CALM
CAL MAINE FOODS INC
$87.86 +0.69%
$87.00 (-0.98%)🌙
as of 07/22 06:01 PM
7/22 18:01

Option Volume

Detail
Current (07/22) 6,375
Calls: 1,756 (28%)
Puts: 4,619 (72%)
Prior (07/21) 5,731
Calls: 526 (9%)
Puts: 5,205 (91%)
Current vs Prior +11.24%
Calls: +233.84% (Calls)
Puts: -11.26% (Puts)
Prior 7-Day Total 13,587
Calls: 6,243 (46%)
Puts: 7,344 (54%)
Prior 7-Day Average 1,941
Calls: 891 (46%)
Puts: 1,049 (54%)
Current vs Prior 7-Day Avg +228.44%
Calls: +96.89%
Puts: +340.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $1.02M
Calls: $791.8K (77%)
Puts: $231.1K (23%)
Prior (07/21) $1.23M
Calls: $169.5K (14%)
Puts: $1.06M (86%)
Current vs Prior -17.14%
Calls: +367.11%
Puts: -78.30%
Prior 7-Day Total $8.90M
Calls: $7.01M (79%)
Puts: $1.89M (21%)
Prior 7-Day Average $1.27M
Calls: $1.00M (79%)
Puts: $269.5K (21%)
Current vs Prior 7-Day Avg -19.52%
Calls: -20.94%
Puts: -14.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 2.63
Prior (07/21) 9.90
Current vs Prior -73.42%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg +141.12%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 22,150
Calls: 10,714 (48%)
Puts: 11,436 (52%)
Prior (07/21) 21,825
Calls: 10,435 (48%)
Puts: 11,390 (52%)
Current vs Prior +1.49%
Prior 7-Day Total 118,851
Calls: 61,361 (52%)
Puts: 57,490 (48%)
Prior 7-Day Average 16,978
Calls: 8,765 (52%)
Puts: 8,212 (48%)
Current vs Prior 7-Day Avg +30.46%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.43% | 10.41%
Prior 9.66% | 12.26%
Current vs Prior -23.08% | -15.08%
Prior 7-Day Avg 6.37% | 11.61%
Current vs 7-Day Avg +16.59% | -10.30%
Prior 7-Day Eod 9.66% | 12.26%
Current vs 7-Day Eod -23.08% | -15.08%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 27.09% | 22.27%
Calls: 15.73% | 13.56%
Puts: 38.46% | 30.99%
Prior 34.70% | 21.04%
Calls: 14.49% | 21.28%
Puts: 54.90% | 20.80%
Current vs Prior -21.93% | +5.85%
Prior 7-Day Avg 27.39% | 22.61%
Calls: 18.01% | 16.22%
Puts: 36.76% | 28.99%
Current vs 7-Day Avg -1.09% | -1.50%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($791.8K) vs puts ($231.1K). Volume explosion - 228% above 7-day average (6,375 vs avg 1,941). Extreme bearish P/C ratio of 2.63 - heavy put buying. P/C ratio dropping 73% - sentiment shifting bullish.

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

No options available for this category

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. 8 found (avg delta 0.81, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 2116.1019.10$17.6017.0%40.94166
$65.00Aug 2121.0024.00$22.5013.3%--0.9341
$75.00Aug 2111.4014.00$12.7020.5%60.92183
$80.00Aug 218.109.30$8.7013.8%250.82374
$85.00Aug 214.105.30$4.7025.5%380.652.0K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2111.4014.40$12.9023.3%10.8424
$95.00Aug 216.8010.00$8.4038.1%20.813
$90.00Aug 213.505.10$4.3037.2%420.59155

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 5.5K, top 3.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 210.600.95$0.7745.5%5750.19633
$90.00Aug 211.852.60$2.2333.6%3710.411.6K
$85.00Aug 214.105.30$4.7025.5%380.652.0K
$100.00Aug 210.201.50$0.85152.9%310.16944
$80.00Aug 218.109.30$8.7013.8%250.82374
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 210.100.50$0.30133.3%3.7K0.051.9K
$80.00Aug 210.601.40$1.0080.0%6410.184.1K
$75.00Aug 210.000.80$0.40200.0%500.08759
$90.00Aug 213.505.10$4.3037.2%420.59155
$85.00Aug 211.052.75$1.9089.5%270.35334

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 49.00, avg 10.19)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$105.00Aug 21$0.72$4.28$0.725.94$100.72
$90.00$95.00Aug 21$1.46$3.54$1.462.42$91.46
$85.00$90.00Aug 21$2.47$2.53$2.471.02$87.47
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$70.00Aug 21$0.10$4.90$0.1049.00$74.90
$80.00$75.00Aug 21$0.60$4.40$0.607.33$79.40
$85.00$80.00Aug 21$0.90$4.10$0.904.56$84.10
$90.00$85.00Aug 21$2.40$2.60$2.401.08$87.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 49.00, avg 6.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$70.00Aug 21$4.90$4.90$0.1049.00$69.90
$75.00$80.00Aug 21$4.00$4.00$1.004.00$79.00
$80.00$85.00Aug 21$4.00$4.00$1.004.00$84.00
$85.00$90.00Aug 21$2.47$2.47$2.530.98$87.47
$90.00$95.00Aug 21$1.46$1.46$3.540.41$91.46
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$95.00Aug 21$4.50$4.50$0.509.00$95.50
$95.00$90.00Aug 21$4.10$4.10$0.904.56$90.90
$90.00$85.00Aug 21$2.40$2.40$2.600.92$87.60
$85.00$80.00Aug 21$0.90$0.90$4.100.22$84.10
$80.00$75.00Aug 21$0.60$0.60$4.400.14$79.40

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 7.43% of stock, avg 14.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$90.00Aug 21$2.23$4.30$6.53$83.47$96.537.43%
$85.00Aug 21$4.70$1.90$6.60$78.40$91.607.51%
$95.00Aug 21$0.77$8.40$9.17$85.83$104.1710.44%
$80.00Aug 21$8.70$1.00$9.70$70.30$89.7011.04%
$75.00Aug 21$12.70$0.40$13.10$61.90$88.1014.91%
$100.00Aug 21$0.85$12.90$13.75$86.25$113.7515.65%
$70.00Aug 21$17.60$0.30$17.90$52.10$87.9020.37%
$65.00Aug 21$22.50$0.40$22.90$42.10$87.9026.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.22% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$95.00$70.00Aug 21$0.77$0.30$1.07$68.93$96.07
$100.00$70.00Aug 21$0.85$0.30$1.15$68.85$101.15
$95.00$75.00Aug 21$0.77$0.40$1.17$73.83$96.17
$95.00$65.00Aug 21$0.77$0.40$1.17$63.83$96.17
$100.00$75.00Aug 21$0.85$0.40$1.25$73.75$101.25
$100.00$65.00Aug 21$0.85$0.40$1.25$63.75$101.25
$95.00$80.00Aug 21$0.77$1.00$1.77$78.23$96.77
$100.00$80.00Aug 21$0.85$1.00$1.85$78.15$101.85
$90.00$70.00Aug 21$2.23$0.30$2.53$67.47$92.53
$90.00$75.00Aug 21$2.23$0.40$2.63$72.37$92.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 26.78, avg credit $2.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/95100/105Aug 21$4.82$0.1826.78$90.18$104.82
70/7580/85Aug 21$4.10$0.904.56$70.90$84.10
85/90100/105Aug 21$3.12$1.881.66$86.88$103.12
75/8085/90Aug 21$3.07$1.931.59$76.93$88.07
70/7585/90Aug 21$2.57$2.431.06$72.43$87.57
80/8590/95Aug 21$2.36$2.640.89$82.64$92.36
75/8090/95Aug 21$2.06$2.940.70$77.94$92.06
80/85100/105Aug 21$1.62$3.380.48$83.38$101.62
70/7590/95Aug 21$1.56$3.440.45$73.44$91.56
75/80100/105Aug 21$1.32$3.680.36$78.68$101.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 24.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.72$4.285.94
$70.00$75.00$80.00Aug 21$0.90$4.104.56
$85.00$90.00$95.00Aug 21$1.01$3.993.95
$80.00$85.00$90.00Aug 21$1.53$3.472.27
$90.00$95.00$100.00Aug 21$1.54$3.462.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$70.00$75.00Aug 21$0.20$4.8024.00
$75.00$80.00$85.00Aug 21$0.30$4.7015.67
$90.00$95.00$100.00Aug 21$0.40$4.6011.50
$70.00$75.00$80.00Aug 21$0.50$4.509.00
$80.00$85.00$90.00Aug 21$1.50$3.502.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.10, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Aug 21-$0.13$4.87
$80.00$85.001:2Aug 21-$0.70$4.30
$95.00$100.001:2Aug 21-$0.93$4.07
$75.00$80.001:2Aug 21-$4.70$0.30
$85.00$90.001:2Aug 21$0.24$4.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$80.001:2Aug 21-$0.10$4.90
$75.00$70.001:2Aug 21-$0.20$4.80
$95.00$90.001:2Aug 21-$0.20$4.80
$70.00$65.001:2Aug 21-$0.50$4.50
$100.00$95.001:2Aug 21-$3.90$1.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.11%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Aug 21$1.850.412.4%2.11%4.54%3711.6K
$95.00Aug 21$0.600.198.1%0.68%8.81%575633
$100.00Aug 21$0.200.1613.8%0.23%14.05%31944

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 1,756
Total Puts 4,619
Put/Call Ratio 2.63
Net Difference -2,863

Prior's Put/Call Breakdown

Total Calls 526
Total Puts 5,205
Put/Call Ratio 9.90
Net Difference -4,679

Prior 7-Day Put/Call Summary

Total Calls 6,243
Total Puts 7,344
Average Put/Call Ratio 1.09
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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