Tour v422
CALM
CAL MAINE FOODS INC
$88.72 -1.77%
7/27 18:18

Option Volume

Detail
Current (07/27) 840
Calls: 158 (19%)
Puts: 682 (81%)
Prior (07/24) 1,877
Calls: 1,016 (54%)
Puts: 861 (46%)
Current vs Prior -55.25%
Calls: -84.45% (Calls)
Puts: -20.79% (Puts)
Prior 7-Day Total 19,118
Calls: 6,973 (36%)
Puts: 12,145 (64%)
Prior 7-Day Average 2,731
Calls: 996 (36%)
Puts: 1,735 (64%)
Current vs Prior 7-Day Avg -69.24%
Calls: -84.14%
Puts: -60.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $205.4K
Calls: $56.0K (27%)
Puts: $149.4K (73%)
Prior (07/24) $320.8K
Calls: $267.8K (83%)
Puts: $53.0K (17%)
Current vs Prior -35.98%
Calls: -79.09%
Puts: +182.06%
Prior 7-Day Total $5.69M
Calls: $4.02M (71%)
Puts: $1.66M (29%)
Prior 7-Day Average $812.2K
Calls: $574.7K (71%)
Puts: $237.4K (29%)
Current vs Prior 7-Day Avg -74.71%
Calls: -90.25%
Puts: -37.10%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 4.32
Prior (07/24) 0.85
Current vs Prior +409.35%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg +190.41%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 12,005
Calls: 3,571 (30%)
Puts: 8,434 (70%)
Prior (07/24) 13,045
Calls: 6,796 (52%)
Puts: 6,249 (48%)
Current vs Prior -7.97%
Prior 7-Day Total 115,792
Calls: 59,162 (51%)
Puts: 56,630 (49%)
Prior 7-Day Average 16,541
Calls: 8,451 (51%)
Puts: 8,090 (49%)
Current vs Prior 7-Day Avg -27.43%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.33% | 10.03%
Prior 8.23% | 11.07%
Current vs Prior -10.94% | -9.39%
Prior 7-Day Avg 8.00% | 11.33%
Current vs 7-Day Avg -8.37% | -11.48%
Prior 7-Day Eod 8.23% | 11.07%
Current vs 7-Day Eod -10.94% | -9.39%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 27.09% | 22.27%
Calls: 15.73% | 13.56%
Puts: 38.46% | 30.99%
Prior 27.09% | 22.27%
Calls: 15.73% | 13.56%
Puts: 38.46% | 30.99%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 27.78% | 22.35%
Calls: 16.78% | 15.44%
Puts: 38.79% | 29.26%
Current vs 7-Day Avg -2.49% | -0.36%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($149.4K). Below-average activity with volume down 55% vs prior. Extreme bearish P/C ratio of 4.32 - heavy put buying. P/C ratio rising 409% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 -- 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. 5 found (avg delta 0.80, highest 0.93)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 2117.2021.00$19.1019.9%10.93--
$75.00Aug 2113.0016.10$14.5521.3%10.92182
$80.00Aug 217.7011.70$9.7041.2%20.85--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 216.408.20$7.3024.7%30.77--
$90.00Aug 213.504.20$3.8518.2%1680.55181

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 588, top 248)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 210.801.20$1.0040.0%900.231.0K
$105.00Aug 210.050.30$0.18138.9%200.05342
$90.00Aug 212.303.00$2.6526.4%140.451.5K
$100.00Aug 210.200.60$0.40100.0%40.10--
$80.00Aug 217.7011.70$9.7041.2%20.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 210.551.00$0.7857.7%2480.154.2K
$90.00Aug 213.504.20$3.8518.2%1680.55181
$85.00Aug 211.452.10$1.7836.5%190.31347
$65.00Aug 210.000.10$0.05200.0%120.01996
$75.00Aug 210.200.50$0.3585.7%60.07766

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 32.33, avg 11.35)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$105.00Aug 21$0.22$4.78$0.2221.73$100.22
$95.00$100.00Aug 21$0.60$4.40$0.607.33$95.60
$90.00$95.00Aug 21$1.65$3.35$1.652.03$91.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$65.00Aug 21$0.30$9.70$0.3032.33$74.70
$80.00$75.00Aug 21$0.43$4.57$0.4310.63$79.57
$85.00$80.00Aug 21$1.00$4.00$1.004.00$84.00
$90.00$85.00Aug 21$2.07$2.93$2.071.42$87.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 32.33, avg 4.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$80.00Aug 21$4.85$4.85$0.1532.33$79.85
$70.00$75.00Aug 21$4.55$4.55$0.4510.11$74.55
$80.00$90.00Aug 21$7.05$7.05$2.952.39$87.05
$90.00$95.00Aug 21$1.65$1.65$3.350.49$91.65
$95.00$100.00Aug 21$0.60$0.60$4.400.14$95.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$90.00Aug 21$3.45$3.45$1.552.23$91.55
$90.00$85.00Aug 21$2.07$2.07$2.930.71$87.93
$85.00$80.00Aug 21$1.00$1.00$4.000.25$84.00
$80.00$75.00Aug 21$0.43$0.43$4.570.09$79.57
$75.00$65.00Aug 21$0.30$0.30$9.700.03$74.70

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. 4 found (cheapest 7.33% of stock, avg 11.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$90.00Aug 21$2.65$3.85$6.50$83.50$96.507.33%
$95.00Aug 21$1.00$7.30$8.30$86.70$103.309.36%
$80.00Aug 21$9.70$0.78$10.48$69.52$90.4811.81%
$75.00Aug 21$14.55$0.35$14.90$60.10$89.9016.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.85% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$100.00$75.00Aug 21$0.40$0.35$0.75$74.25$100.75
$100.00$80.00Aug 21$0.40$0.78$1.18$78.82$101.18
$95.00$75.00Aug 21$1.00$0.35$1.35$73.65$96.35
$95.00$80.00Aug 21$1.00$0.78$1.78$78.22$96.78
$100.00$85.00Aug 21$0.40$1.78$2.18$82.82$102.18
$95.00$85.00Aug 21$1.00$1.78$2.78$82.22$97.78
$90.00$75.00Aug 21$2.65$0.35$3.00$72.00$93.00
$90.00$80.00Aug 21$2.65$0.78$3.43$76.57$93.43
$90.00$85.00Aug 21$2.65$1.78$4.43$80.57$94.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 2.77, avg credit $2.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/7580/90Aug 21$7.35$2.652.77$67.65$87.35
90/95100/105Aug 21$3.67$1.332.76$91.33$103.67
85/9095/100Aug 21$2.67$2.331.15$87.33$97.67
80/8590/95Aug 21$2.65$2.351.13$82.35$92.65
85/90100/105Aug 21$2.29$2.710.85$87.71$102.29
75/8090/95Aug 21$2.08$2.920.71$77.92$92.08
80/8595/100Aug 21$1.60$3.400.47$83.40$96.60
80/85100/105Aug 21$1.22$3.780.32$83.78$101.22
75/8095/100Aug 21$1.03$3.970.26$78.97$96.03
65/7590/95Aug 21$1.95$8.050.24$73.05$91.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 12.16, cheapest $0.38)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.38$4.6212.16
$90.00$95.00$100.00Aug 21$1.05$3.953.76
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$75.00$80.00$85.00Aug 21$0.57$4.437.77
$80.00$85.00$90.00Aug 21$1.07$3.933.67
$85.00$90.00$95.00Aug 21$1.38$3.622.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.40, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$4.85$0.15
$80.00$90.001:2Aug 21$4.40$5.60
$100.00$105.001:2Aug 21$0.04$4.96
$95.00$100.001:2Aug 21$0.20$4.80
$90.00$95.001:2Aug 21$0.65$4.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21-$0.40$4.60
$75.00$65.001:2Aug 21$0.25$9.75
$80.00$75.001:2Aug 21$0.08$4.92
$85.00$80.001:2Aug 21$0.22$4.78
$90.00$85.001:2Aug 21$0.29$4.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.59%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Aug 21$2.300.451.4%2.59%4.04%141.5K
$95.00Aug 21$0.800.237.1%0.90%7.98%901.0K
$100.00Aug 21$0.200.1012.7%0.23%12.94%4--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 158
Total Puts 682
Put/Call Ratio 4.32
Net Difference -524

Prior's Put/Call Breakdown

Total Calls 1,016
Total Puts 861
Put/Call Ratio 0.85
Net Difference 155

Prior 7-Day Put/Call Summary

Total Calls 6,973
Total Puts 12,145
Average Put/Call Ratio 1.49
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All