Tour v374
CALM
CAL MAINE FOODS INC
$88.17 -0.29%
7/21 14:05

Option Volume

Detail
Current (07/21 2:05pm) 4,829
Calls: 379 (8%)
Puts: 4,450 (92%)
Prior (04/01) 3,392
Calls: 1,829 (54%)
Puts: 1,563 (46%)
Current vs Prior +42.36%
Calls: -79.28% (Calls)
Puts: +184.71% (Puts)
Prior 7-Day Total 7,168
Calls: 3,857 (54%)
Puts: 3,311 (46%)
Prior 7-Day Average 2,389
Calls: 551 (54%)
Puts: 473 (46%)
Current vs Prior 7-Day Avg +102.11%
Calls: -31.22%
Puts: +840.80%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 2:05pm) $1.15M
Calls: $140.8K (12%)
Puts: $1.01M (88%)
Prior (04/01) $1.04M
Calls: $789.3K (76%)
Puts: $248.2K (24%)
Current vs Prior +11.15%
Calls: -82.16%
Puts: +307.87%
Prior 7-Day Total $2.17M
Calls: $1.62M (75%)
Puts: $550.0K (25%)
Prior 7-Day Average $723.0K
Calls: $231.3K (75%)
Puts: $78.6K (25%)
Current vs Prior 7-Day Avg +59.50%
Calls: -39.13%
Puts: +1188.49%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21 2:05pm) 11.74
Prior (04/01) 0.85
Current vs Prior +1273.96%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg +1237.19%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 2:05pm) 21,825
Calls: 10,435 (48%)
Puts: 11,390 (52%)
Prior (04/01) 20,334
Calls: 9,123 (45%)
Puts: 11,211 (55%)
Current vs Prior +7.33%
Prior 7-Day Total 39,312
Calls: 27,275 (46%)
Puts: 32,371 (54%)
Prior 7-Day Average 19,656
Calls: 9,091 (46%)
Puts: 10,790 (54%)
Current vs Prior 7-Day Avg +11.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.04% | 12.42%
Prior 7.19% | 10.89%
Current vs Prior +39.54% | +14.01%
Prior 7-Day Avg 7.68% | 11.70%
Current vs 7-Day Avg +30.68% | +6.18%
Prior 7-Day Eod 7.19% | 10.89%
Current vs 7-Day Eod +39.54% | +14.01%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 34.70% | 21.04%
Calls: 14.49% | 21.28%
Puts: 54.90% | 20.80%
Prior 3.06% | 59.42%
Calls: 3.64% | 52.17%
Puts: 2.47% | 66.67%
Current vs Prior +1033.99% | -64.59%
Prior 7-Day Avg 3.06% | 59.42%
Calls: 3.64% | 52.17%
Puts: 2.47% | 66.67%
Current vs 7-Day Avg +1033.99% | -64.59%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 88% of dollar volume in puts ($1.01M) vs calls ($140.8K). Dollar volume significantly above 7-day average (59% higher). Volume explosion - 102% above 7-day average (4,829 vs avg 2,389). Extreme bearish P/C ratio of 11.74 - heavy put buying.

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 NEUTRAL
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 2 of results (avg 8.1%, best 6.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 2118.1019.40$18.756.9%--0.93166
$65.00Aug 2122.8025.00$23.909.2%--0.9441
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.80, cheapest $0.80)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 210.750.85$0.8012.5%200.12725

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 7 found (avg delta 0.80, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 2122.8025.00$23.909.2%--0.9441
$70.00Aug 2118.1019.40$18.756.9%--0.93166
$75.00Aug 2113.0015.30$14.1516.3%--0.88182
$80.00Aug 219.2010.40$9.8012.2%80.79362
$85.00Aug 215.506.50$6.0016.7%440.632.0K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2110.4014.50$12.4532.9%--0.8624
$90.00Aug 214.006.80$5.4051.9%630.5592

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 4.5K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.450.80$0.6355.6%830.13891
$90.00Aug 213.203.70$3.4514.5%460.451.6K
$85.00Aug 215.506.50$6.0016.7%440.632.0K
$105.00Aug 210.050.45$0.25160.0%110.06248
$80.00Aug 219.2010.40$9.8012.2%80.79362
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 211.251.60$1.4324.5%4.2K0.214.4K
$90.00Aug 214.006.80$5.4051.9%630.5592
$75.00Aug 210.750.85$0.8012.5%200.12725
$85.00Aug 212.653.10$2.8815.6%140.37305
$70.00Aug 210.400.55$0.4831.3%70.071.9K

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. 9 found (best R:R 37.46, avg 9.10)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$105.00Aug 21$0.38$4.62$0.3812.16$100.38
$95.00$100.00Aug 21$0.87$4.13$0.874.75$95.87
$90.00$95.00Aug 21$1.95$3.05$1.951.56$91.95
$85.00$90.00Aug 21$2.55$2.45$2.550.96$87.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$70.00$65.00Aug 21$0.13$4.87$0.1337.46$69.87
$75.00$70.00Aug 21$0.32$4.68$0.3214.62$74.68
$80.00$75.00Aug 21$0.63$4.37$0.636.94$79.37
$85.00$80.00Aug 21$1.45$3.55$1.452.45$83.55
$90.00$85.00Aug 21$2.52$2.48$2.520.98$87.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 11.50, avg 2.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$75.00Aug 21$4.60$4.60$0.4011.50$74.60
$75.00$80.00Aug 21$4.35$4.35$0.656.69$79.35
$80.00$85.00Aug 21$3.80$3.80$1.203.17$83.80
$85.00$90.00Aug 21$2.55$2.55$2.451.04$87.55
$90.00$95.00Aug 21$1.95$1.95$3.050.64$91.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$90.00Aug 21$7.05$7.05$2.952.39$92.95
$90.00$85.00Aug 21$2.52$2.52$2.481.02$87.48
$85.00$80.00Aug 21$1.45$1.45$3.550.41$83.55
$80.00$75.00Aug 21$0.63$0.63$4.370.14$79.37
$75.00$70.00Aug 21$0.32$0.32$4.680.07$74.68

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. 7 found (cheapest 10.04% of stock, avg 16.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$90.00Aug 21$3.45$5.40$8.85$81.15$98.8510.04%
$85.00Aug 21$6.00$2.88$8.88$76.12$93.8810.07%
$80.00Aug 21$9.80$1.43$11.23$68.77$91.2312.74%
$100.00Aug 21$0.63$12.45$13.08$86.92$113.0814.83%
$75.00Aug 21$14.15$0.80$14.95$60.05$89.9516.96%
$70.00Aug 21$18.75$0.48$19.23$50.77$89.2321.81%
$65.00Aug 21$23.90$0.35$24.25$40.75$89.2527.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.83% of stock, avg 3.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.00$70.00Aug 21$0.25$0.48$0.73$69.27$105.73
$105.00$75.00Aug 21$0.25$0.80$1.05$73.95$106.05
$100.00$70.00Aug 21$0.63$0.48$1.11$68.89$101.11
$100.00$75.00Aug 21$0.63$0.80$1.43$73.57$101.43
$105.00$80.00Aug 21$0.25$1.43$1.68$78.32$106.68
$95.00$70.00Aug 21$1.50$0.48$1.98$68.02$96.98
$100.00$80.00Aug 21$0.63$1.43$2.06$77.94$102.06
$95.00$75.00Aug 21$1.50$0.80$2.30$72.70$97.30
$95.00$80.00Aug 21$1.50$1.43$2.93$77.07$97.93
$105.00$85.00Aug 21$0.25$2.88$3.13$81.87$108.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 8.62, avg credit $2.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/7075/80Aug 21$4.48$0.528.62$65.52$79.48
70/7580/85Aug 21$4.12$0.884.68$70.88$84.12
65/7080/85Aug 21$3.93$1.073.67$66.07$83.93
80/8590/95Aug 21$3.40$1.602.13$81.60$93.40
85/9095/100Aug 21$3.39$1.612.11$86.61$98.39
75/8085/90Aug 21$3.18$1.821.75$76.82$88.18
85/90100/105Aug 21$2.90$2.101.38$87.10$102.90
70/7585/90Aug 21$2.87$2.131.35$72.13$87.87
65/7085/90Aug 21$2.68$2.321.16$67.32$87.68
75/8090/95Aug 21$2.58$2.421.07$77.42$92.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 25.32, cheapest $0.19)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$75.00$80.00Aug 21$0.25$4.7519.00
$100.00$105.00$110.00Aug 21$0.36$4.6412.89
$95.00$100.00$105.00Aug 21$0.49$4.519.20
$65.00$70.00$75.00Aug 21$0.55$4.458.09
$75.00$80.00$85.00Aug 21$0.55$4.458.09
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$65.00$70.00$75.00Aug 21$0.19$4.8125.32
$70.00$75.00$80.00Aug 21$0.31$4.6915.13
$75.00$80.00$85.00Aug 21$0.82$4.185.10
$80.00$85.00$90.00Aug 21$1.07$3.933.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.16, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Aug 21-$0.21$4.79
$85.00$90.001:2Aug 21-$0.90$4.10
$80.00$85.001:2Aug 21-$2.20$2.80
$100.00$105.001:2Aug 21$0.13$4.87
$95.00$100.001:2Aug 21$0.24$4.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$70.001:2Aug 21-$0.16$4.84
$80.00$75.001:2Aug 21-$0.17$4.83
$70.00$65.001:2Aug 21-$0.22$4.78
$90.00$85.001:2Aug 21-$0.36$4.64
$100.00$90.001:2Aug 21$1.65$8.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 3.63%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Aug 21$3.200.452.1%3.63%5.70%461.6K
$95.00Aug 21$1.300.267.8%1.47%9.22%7608
$100.00Aug 21$0.450.1313.4%0.51%13.93%83891

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 379
Total Puts 4,450
Put/Call Ratio 11.74
Net Difference -4,071

Prior's Put/Call Breakdown

Total Calls 1,829
Total Puts 1,563
Put/Call Ratio 0.85
Net Difference 266

Prior 7-Day Put/Call Summary

Total Calls 3,857
Total Puts 3,311
Average Put/Call Ratio 0.88
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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