Tour v527
CF
CF INDS HLDGS INC
$133.07 -1.51%
$132.76 (-0.23%)🌙
as of 09/11 06:16 PM
9/11 18:16

Option Volume

Detail
Current (09/11) 2,298
Calls: 1,409 (61%)
Puts: 889 (39%)
Prior (09/10) 4,219
Calls: 2,403 (57%)
Puts: 1,816 (43%)
Current vs Prior -45.53%
Calls: -41.36% (Calls)
Puts: -51.05% (Puts)
Prior 7-Day Total 38,085
Calls: 22,783 (60%)
Puts: 15,302 (40%)
Prior 7-Day Average 5,440
Calls: 3,254 (60%)
Puts: 2,186 (40%)
Current vs Prior 7-Day Avg -57.76%
Calls: -56.71%
Puts: -59.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $1.15M
Calls: $893.1K (77%)
Puts: $260.6K (23%)
Prior (09/10) $1.95M
Calls: $1.13M (58%)
Puts: $816.2K (42%)
Current vs Prior -40.69%
Calls: -20.90%
Puts: -68.07%
Prior 7-Day Total $25.10M
Calls: $19.56M (78%)
Puts: $5.54M (22%)
Prior 7-Day Average $3.59M
Calls: $2.79M (78%)
Puts: $791.2K (22%)
Current vs Prior 7-Day Avg -67.82%
Calls: -68.04%
Puts: -67.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.63
Prior (09/10) 0.76
Current vs Prior -16.51%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -8.54%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 35,962
Calls: 23,061 (64%)
Puts: 12,901 (36%)
Prior (09/10) 43,313
Calls: 29,688 (69%)
Puts: 13,625 (31%)
Current vs Prior -16.97%
Prior 7-Day Total 318,103
Calls: 209,767 (66%)
Puts: 108,336 (34%)
Prior 7-Day Average 45,443
Calls: 29,966 (66%)
Puts: 15,476 (34%)
Current vs Prior 7-Day Avg -20.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.39% | 5.13%5.13% | 12.85%
Prior 2.63% | 5.96%5.96% | 13.58%
Current vs Prior +94.80% | +21.71%-13.86% | -5.38%
Prior 7-Day Avg 3.72% | 6.19%7.10% | 13.94%
Current vs 7-Day Avg +38.10% | +17.13%-27.74% | -7.80%
Prior 7-Day Eod 2.63% | 5.96%5.96% | 13.58%
Current vs 7-Day Eod +94.80% | +21.71%-13.86% | -5.38%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.27% | 36.56%
Calls: 22.95% | 32.10%
Puts: 31.58% | 41.03%
Prior 27.27% | 36.56%
Calls: 22.95% | 32.10%
Puts: 31.58% | 41.03%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 27.27% | 36.56%
Calls: 22.95% | 32.10%
Puts: 31.58% | 41.03%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($893.1K) vs puts ($260.6K). Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.63. Call-heavy open interest (23,061 calls vs 12,901 puts) suggests bullish positioning.

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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 6 of results (avg 8.6%, best 6.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 166.406.80$6.606.1%480.49393
$140.00Oct 164.504.90$4.708.5%2140.39951
$112.00Sep 1120.4022.40$21.409.3%30.92--
$110.00Sep 1122.1024.40$23.259.9%20.93--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 167.708.40$8.058.7%800.51166
$130.00Oct 165.405.90$5.658.8%170.41164

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. 47 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1816.8020.10$18.4517.9%10.96--
$120.00Sep 1812.5015.30$13.9020.1%10.94--
$107.00Sep 1125.0027.70$26.3510.2%10.94--
$109.00Sep 1122.8025.30$24.0510.4%10.93--
$110.00Sep 1122.1024.40$23.259.9%20.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 115.208.00$6.6042.4%11.003
$135.00Sep 111.202.50$1.8570.3%200.9025
$139.00Sep 114.706.90$5.8037.9%10.88--
$138.00Sep 113.006.20$4.6069.6%10.85--
$141.00Sep 116.208.80$7.5034.7%10.84--

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 1.7K, top 214)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Oct 164.504.90$4.708.5%2140.39951
$135.00Oct 166.406.80$6.606.1%480.49393
$130.00Sep 111.803.40$2.6061.5%450.83179
$155.00Sep 180.000.15$0.08187.5%350.02135
$144.00Sep 251.051.45$1.2532.0%340.203
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 163.503.90$3.7010.8%1000.301.1K
$122.00Oct 21.052.10$1.5866.5%810.19--
$132.00Oct 24.305.50$4.9024.5%810.441
$135.00Oct 167.708.40$8.058.7%800.51166
$125.00Sep 251.201.65$1.4231.7%790.2213

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 592.7%, max 1573.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$141.00Sep 11Sep 18743.4%44.4%1573.4%1489
$137.00Sep 11Sep 18466.6%41.1%1035.8%18211
$138.00Sep 11Sep 18458.4%43.2%962.2%40105
$130.00Sep 11Oct 23345.8%42.2%718.5%46179
$136.00Sep 11Sep 18301.1%42.9%602.0%36170
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$137.00Sep 11Sep 18466.6%41.1%1035.8%544
$130.00Sep 11Oct 16345.8%43.6%692.8%19202
$136.00Sep 11Sep 25301.1%43.9%586.6%1012
$132.00Sep 11Oct 2173.0%43.6%296.4%8434
$133.00Sep 11Sep 25135.0%42.5%217.6%819

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 1.62, avg 3.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$146.00Oct 23$6.10$9.90$6.1061%1.62$136.10
$150.00$155.00Oct 16$0.42$4.58$0.4222%10.90$150.42
$133.00$135.00Oct 2$0.50$1.50$0.5053%3.00$133.50
$133.00$139.00Sep 25$1.97$4.03$1.9752%2.05$134.97
$140.00$142.00Sep 25$0.25$1.75$0.2529%7.00$140.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$137.00$136.00Sep 18$0.20$0.80$0.2068%4.00$136.80
$136.00$135.00Sep 11$0.55$0.45$0.5583%0.82$135.45
$132.00$131.00Sep 18$0.15$0.85$0.1542%5.67$131.85
$135.00$133.00Sep 25$0.80$1.20$0.8054%1.50$134.20
$135.00$134.00Sep 11$0.65$0.35$0.6590%0.54$134.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 0.25, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$141.00$144.00Sep 11$0.60$0.60$2.4084%0.25$141.60
$139.00$140.00Sep 25$0.68$0.68$0.3266%2.12$139.68
$135.00$140.00Oct 2$2.30$2.30$2.7052%0.85$137.30
$149.00$150.00Oct 9$0.45$0.45$0.5579%0.82$149.45
$139.00$140.00Sep 11$0.28$0.28$0.7287%0.39$139.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$120.00Oct 16$1.50$1.50$3.5070%0.43$123.50
$130.00$125.00Oct 16$1.95$1.95$3.0560%0.64$128.05
$119.00$113.00Oct 2$0.64$0.64$5.3686%0.12$118.36
$118.00$117.00Oct 23$0.42$0.42$0.5881%0.72$117.58
$132.00$131.00Oct 2$0.65$0.65$0.3556%1.86$131.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.28, cheapest $2.32)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$133.00Sep 11Sep 18$2.53135.0%40.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$133.00Sep 11Sep 18$2.32135.0%40.5%
$131.00Sep 18Oct 2$2.0044.7%42.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 0.89% of stock, avg 5.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$133.00Sep 11$0.65$0.53$1.18$131.82$134.180.89%
$134.00Sep 11$0.20$1.20$1.40$132.60$135.401.05%
$135.00Sep 11$0.13$1.85$1.98$133.02$136.981.49%
$136.00Sep 11$0.30$2.40$2.70$133.30$138.702.03%
$130.00Sep 11$2.60$0.33$2.93$127.07$132.932.20%
$137.00Sep 11$0.57$3.68$4.25$132.75$141.253.19%
$129.00Sep 11$4.55$0.28$4.83$124.17$133.833.63%
$138.00Sep 11$0.38$4.60$4.98$133.02$142.983.74%
$133.00Sep 18$3.18$2.85$6.03$126.97$139.034.53%
$139.00Sep 11$0.33$5.80$6.13$132.87$145.134.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 0.34% of stock, avg 3.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$134.00$132.00Sep 11$0.20$0.25$0.45$131.55$134.45
$134.00$129.00Sep 11$0.20$0.28$0.48$128.52$134.48
$136.00$132.00Sep 11$0.30$0.25$0.55$131.45$136.55
$134.00$130.00Sep 11$0.20$0.33$0.53$129.47$134.53
$136.00$129.00Sep 11$0.30$0.28$0.58$128.42$136.58
$136.00$130.00Sep 11$0.30$0.33$0.63$129.37$136.63
$138.00$129.00Sep 11$0.38$0.28$0.66$128.34$138.66
$138.00$132.00Sep 11$0.38$0.25$0.63$131.37$138.63
$138.00$130.00Sep 11$0.38$0.33$0.71$129.29$138.71
$137.00$132.00Sep 11$0.57$0.25$0.82$131.18$137.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 98 found (best R:R 2.70, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
113/114149/150Oct 9$0.73$0.2768%2.70$113.27$149.73
118/119139/140Sep 25$0.83$0.1757%4.88$118.17$139.83
119/120139/140Sep 25$0.83$0.1755%4.88$119.17$139.83
124/125149/150Oct 9$0.82$0.1851%4.56$124.18$149.82
113/114148/149Oct 9$0.60$0.4066%1.50$113.40$148.60
124/125148/149Oct 9$0.69$0.3149%2.23$124.31$148.69
129/130141/142Sep 18$0.64$0.3648%1.78$129.36$141.64
117/118146/147Oct 23$0.62$0.3849%1.63$117.38$146.62
129/130139/140Sep 18$0.66$0.3442%1.94$129.34$139.66
122/123141/142Sep 18$0.36$0.6471%0.56$122.64$141.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 10.11, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 18$0.65$4.3527%6.69
$135.00$140.00$145.00Oct 16$0.45$4.5519%10.11
$140.00$145.00$150.00Oct 16$0.45$4.5516%10.11
$135.00$136.00$137.00Sep 18$0.07$0.9311%13.29
$133.00$134.00$135.00Sep 18$0.08$0.9210%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Oct 16$0.45$4.5521%10.11
$120.00$125.00$130.00Oct 16$0.45$4.5520%10.11
$110.00$115.00$120.00Oct 16$0.29$4.7112%16.24
$132.00$133.00$134.00Sep 11$0.39$0.6153%1.56
$125.00$127.00$129.00Sep 25$0.16$1.8413%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-0.05, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$124.00$129.001:2Sep 11-$0.05$4.95
$122.00$130.001:2Oct 2-$2.50$5.50
$125.00$130.001:2Sep 18-$0.95$4.05
$133.00$139.001:2Sep 25-$0.66$5.34
$135.00$140.001:2Oct 2-$0.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$124.00$119.001:2Oct 9-$0.42$4.58
$125.00$120.001:2Oct 16-$0.70$4.30
$135.00$134.001:2Sep 11-$0.55$0.45
$115.00$110.001:2Oct 16-$0.17$4.83
$120.00$115.001:2Oct 16-$0.46$4.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 4.81%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Oct 16$6.400.491.4%4.81%6.26%48393
$140.00Oct 16$4.500.395.2%3.38%8.59%214951
$146.00Oct 23$3.000.329.7%2.25%11.97%1--
$147.00Oct 23$2.800.3010.5%2.10%12.57%1--
$145.00Oct 16$3.000.299.0%2.25%11.22%31.1K
$150.00Oct 16$2.100.2212.7%1.58%14.30%25140
$155.00Oct 16$1.400.1816.5%1.05%17.53%3--
$147.00Oct 9$1.800.2510.5%1.35%11.82%1--
$135.00Oct 2$4.300.481.4%3.23%4.68%3067
$148.00Oct 9$1.700.2311.2%1.28%12.50%1--

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 1,409
Total Puts 889
Put/Call Ratio 0.63
Net Difference 520

Prior's Put/Call Breakdown

Total Calls 2,403
Total Puts 1,816
Put/Call Ratio 0.76
Net Difference 587

Prior 7-Day Put/Call Summary

Total Calls 22,783
Total Puts 15,302
Average Put/Call Ratio 0.69
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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