Tour v535
CF
CF INDS HLDGS INC
$111.82 -4.27%
◀ 11/4 14:09 ▶

Option Volume

Detail
ℹ
Current (11/04 2:05pm) 3,762
Calls: 1,479 (39%)
Puts: 2,283 (61%)
Prior (11/03) 1,302
Calls: 401 (31%)
Puts: 901 (69%)
Current vs Prior +188.94%
Calls: +268.83% (Calls)
Puts: +153.39% (Puts)
Prior 7-Day Total 24,941
Calls: 13,447 (54%)
Puts: 11,494 (46%)
Prior 7-Day Average 4,156
Calls: 1,921 (54%)
Puts: 1,642 (46%)
Current vs Prior 7-Day Avg -9.50%
Calls: -23.01%
Puts: +39.04%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 2:05pm) $965.2K
Calls: $451.5K (47%)
Puts: $513.7K (53%)
Prior (11/03) $1.38M
Calls: $250.2K (18%)
Puts: $1.13M (82%)
Current vs Prior -30.19%
Calls: +80.48%
Puts: -54.64%
Prior 7-Day Total $13.93M
Calls: $8.33M (60%)
Puts: $5.60M (40%)
Prior 7-Day Average $2.32M
Calls: $1.19M (60%)
Puts: $799.5K (40%)
Current vs Prior 7-Day Avg -58.43%
Calls: -62.08%
Puts: -35.75%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04 2:05pm) 1.54
Prior (11/03) 2.25
Current vs Prior -31.30%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg +34.86%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 2:05pm) 82,477
Calls: 46,349 (56%)
Puts: 36,128 (44%)
Prior (11/03) 83,427
Calls: 48,200 (58%)
Puts: 35,227 (42%)
Current vs Prior -1.14%
Prior 7-Day Total 591,192
Calls: 339,151 (57%)
Puts: 252,041 (43%)
Prior 7-Day Average 98,532
Calls: 56,525 (57%)
Puts: 42,006 (43%)
Current vs Prior 7-Day Avg -16.29%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.88% | 7.42%8.76% | 14.26%
Prior 4.69% | 6.32%7.83% | 13.83%
Current vs Prior +25.44% | +17.43%+11.90% | +3.10%
Prior 7-Day Avg 6.16% | 8.41%8.84% | 14.47%
Current vs 7-Day Avg -4.55% | -11.73%-0.89% | -1.41%
Prior 7-Day Eod 4.69% | 6.32%9.25% | 14.51%
Current vs 7-Day Eod +25.44% | +17.43%-5.21% | -1.70%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.12% | 16.91%
Calls: 20.29% | 16.09%
Puts: 23.96% | 17.72%
Prior 27.27% | 36.56%
Calls: 22.95% | 32.10%
Puts: 31.58% | 41.03%
Current vs Prior -18.89% | -53.75%
Prior 7-Day Avg 30.50% | 25.30%
Calls: 22.63% | 19.20%
Puts: 38.38% | 31.41%
Current vs 7-Day Avg -27.48% | -33.17%
Liquidity Expensive
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🤖 AI Insights

Unusually high activity with volume up 189% vs prior - elevated interest. Extreme bearish P/C ratio of 1.54 - heavy put buying. P/C ratio dropping 31% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 18 of results (avg 7.5%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Dec 187.407.70$7.554.0%1430.56210
$120.00Dec 183.403.70$3.558.5%690.34170
$90.00Dec 1821.6023.60$22.608.8%--0.9298
$108.00Dec 47.308.00$7.659.2%10.62--
$115.00Dec 185.005.50$5.259.5%930.45162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 2018.7019.60$19.154.7%--0.92171
$115.00Dec 188.208.60$8.404.8%100.55287
$120.00Dec 1811.7012.30$12.005.0%40.6664
$115.00Nov 206.506.90$6.706.0%70.59458
$110.00Dec 185.505.90$5.707.0%420.44120

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 0.69, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Dec 1821.6023.60$22.608.8%--0.9298
$100.00Nov 2011.9013.70$12.8014.1%--0.8672
$97.50Dec 1815.2017.60$16.4014.6%--0.8314
$100.00Dec 1813.2015.60$14.4016.7%--0.7954
$105.00Nov 208.009.50$8.7517.1%--0.7493
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Nov 613.0015.20$14.1015.6%20.93--
$130.00Nov 2018.7019.60$19.154.7%--0.92171
$127.00Nov 613.7016.10$14.9016.1%10.91--
$125.00Nov 612.0014.10$13.0516.1%10.908
$125.00Nov 2013.1015.40$14.2516.1%--0.85127

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 3.1K, top 556)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Nov 61.451.95$1.7029.4%1660.357
$120.00Dec 42.402.80$2.6015.4%1630.301
$110.00Dec 187.407.70$7.554.0%1430.56210
$115.00Dec 185.005.50$5.259.5%930.45162
$125.00Nov 200.700.95$0.8330.1%880.14451
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 60.650.90$0.7832.1%5560.18237
$110.00Nov 61.752.55$2.1537.2%4350.3939
$107.00Nov 61.101.50$1.3030.8%3920.2641
$106.00Nov 60.801.35$1.0850.9%1730.2218
$111.00Nov 62.452.95$2.7018.5%590.4422

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 86.4%, max 121.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Nov 6Dec 1888.9%41.4%115.0%144211
$120.00Nov 6Dec 1889.5%44.1%103.1%73259
$115.00Nov 6Dec 1888.5%44.2%100.3%259169
$117.00Nov 6Dec 1189.9%45.6%97.2%114
$116.00Nov 6Nov 2090.3%50.9%77.5%1444
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Nov 6Dec 1893.2%42.2%121.0%5801.1K
$109.00Nov 6Dec 1191.8%41.6%120.5%1110
$108.00Nov 6Dec 495.1%43.3%119.5%4822
$110.00Nov 6Dec 1888.9%41.4%115.0%477159
$106.00Nov 6Nov 2796.6%45.6%111.8%18020

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 110 found (best R:R 0.59, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$109.00$117.00Dec 11$3.45$4.55$3.4559%1.32$112.45
$108.00$110.00Dec 4$0.90$1.10$0.9062%1.22$108.90
$120.00$124.00Dec 11$0.85$3.15$0.8532%3.71$120.85
$110.00$115.00Dec 18$2.30$2.70$2.3056%1.17$112.30
$115.00$120.00Dec 18$1.70$3.30$1.7045%1.94$116.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Nov 13$3.15$1.85$3.1578%0.59$116.85
$114.00$113.00Nov 6$0.20$0.80$0.2060%4.00$113.80
$121.00$120.00Nov 20$0.40$0.60$0.4075%1.50$120.60
$118.00$117.00Nov 6$0.55$0.45$0.5578%0.82$117.45
$117.00$116.00Nov 20$0.50$0.50$0.5066%1.00$116.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 0.36, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$119.00$120.00Nov 20$0.40$0.40$0.6071%0.67$119.40
$121.00$122.00Nov 6$0.22$0.22$0.7887%0.28$121.22
$121.00$124.00Nov 13$0.55$0.55$2.4579%0.22$121.55
$125.00$126.00Nov 6$0.18$0.18$0.8291%0.22$125.18
$127.00$128.00Nov 20$0.21$0.21$0.7987%0.27$127.21
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$106.00$100.00Nov 27$1.58$1.58$4.4269%0.36$104.42
$105.00$100.00Dec 18$1.52$1.52$3.4868%0.44$103.48
$105.00$100.00Nov 20$1.10$1.10$3.9073%0.28$103.90
$110.00$105.00Dec 18$2.05$2.05$2.9556%0.69$107.95
$111.00$108.00Dec 4$1.45$1.45$1.5554%0.94$109.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.16, cheapest $2.17)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Nov 6Nov 20$1.6088.9%49.8%
$116.00Nov 6Nov 13$0.8090.3%55.4%
$115.00Nov 6Nov 13$0.8888.5%55.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Nov 6Nov 27$2.1790.7%47.6%
$116.00Nov 6Nov 20$1.7090.3%50.9%
$108.00Nov 6Nov 13$0.6395.1%55.8%
$114.00Nov 6Nov 20$2.0588.5%50.2%
$109.00Nov 6Nov 13$0.6891.8%54.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 5.41% of stock, avg 9.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Nov 6$3.90$2.15$6.05$103.95$116.055.41%
$114.00Nov 6$2.05$4.00$6.05$107.95$120.055.41%
$113.00Nov 6$2.48$3.80$6.28$106.72$119.285.62%
$115.00Nov 6$1.70$4.70$6.40$108.60$121.405.72%
$116.00Nov 6$1.45$5.65$7.10$108.90$123.106.35%
$117.00Nov 6$1.18$6.30$7.48$109.52$124.486.69%
$118.00Nov 6$0.88$6.85$7.73$110.27$125.736.91%
$115.00Nov 13$2.58$5.80$8.38$106.62$123.387.49%
$110.00Nov 20$5.50$3.90$9.40$100.60$119.408.41%
$115.00Nov 20$3.20$6.70$9.90$105.10$124.908.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.22% of stock, avg 4.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$100.00Dec 4$0.93$1.55$2.48$97.52$132.48
$120.00$106.00Nov 13$1.20$1.55$2.75$103.25$122.75
$117.00$108.00Nov 6$1.18$1.60$2.78$105.22$119.78
$130.00$95.00Dec 18$1.53$1.25$2.78$92.22$132.78
$116.00$108.00Nov 6$1.45$1.60$3.05$104.95$119.05
$130.00$97.50Dec 18$1.53$1.65$3.18$94.32$133.18
$117.00$109.00Nov 6$1.18$1.85$3.03$105.97$120.03
$130.00$102.00Dec 4$0.93$2.05$2.98$99.02$132.98
$118.00$106.00Nov 13$1.73$1.55$3.28$102.72$121.28
$116.00$109.00Nov 6$1.45$1.85$3.30$105.70$119.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 114 found (best R:R 0.92, avg credit $0.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
105/106125/126Nov 6$0.48$0.5269%0.92$105.52$125.48
105/106121/122Nov 6$0.52$0.4865%1.08$105.48$121.52
105/106132/133Nov 6$0.43$0.5771%0.75$105.57$132.43
105/106117/118Nov 6$0.60$0.4052%1.50$105.40$117.60
107/108125/126Nov 6$0.48$0.5261%0.92$107.52$125.48
107/108121/122Nov 6$0.52$0.4857%1.08$107.48$121.52
107/108132/133Nov 6$0.43$0.5763%0.75$107.57$132.43
106/107125/126Nov 6$0.40$0.6065%0.67$106.60$125.40
104/105117/118Nov 13$0.60$0.4045%1.50$104.40$117.60
106/107121/122Nov 6$0.44$0.5661%0.79$106.56$121.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 49.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Dec 18$0.45$4.5523%10.11
$115.00$120.00$125.00Dec 18$0.48$4.5220%9.42
$100.00$105.00$110.00Nov 20$0.80$4.2029%5.25
$105.00$110.00$115.00Nov 20$0.95$4.0533%4.26
$110.00$115.00$120.00Dec 18$0.60$4.4022%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Dec 18$0.10$4.9016%49.00
$100.00$105.00$110.00Dec 18$0.53$4.4722%8.43
$90.00$95.00$100.00Nov 20$0.22$4.7811%21.73
$95.00$97.50$100.00Dec 18$0.08$2.428%30.25
$105.00$110.00$115.00Dec 18$0.65$4.3523%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-2.05, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$109.00$117.001:2Dec 11-$0.70$7.30
$110.00$115.001:2Nov 20-$0.90$4.10
$105.00$110.001:2Nov 20-$2.25$2.75
$110.00$113.001:2Nov 6-$1.06$1.94
$125.00$130.001:2Dec 11-$0.47$4.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$119.001:2Nov 6-$2.05$3.95
$120.00$115.001:2Nov 13-$2.65$2.35
$108.00$103.001:2Dec 4-$0.81$4.19
$105.00$100.001:2Dec 18-$0.61$4.39
$95.00$90.001:2Dec 18-$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.47%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$5.000.452.8%4.47%7.32%93162
$120.00Dec 18$3.400.347.3%3.04%10.36%69170
$117.00Dec 11$3.500.394.6%3.13%7.76%1--
$119.00Dec 11$3.000.356.4%2.68%9.10%21--
$125.00Dec 18$2.200.2511.8%1.97%13.75%1278
$120.00Dec 11$2.700.327.3%2.41%9.73%21--
$120.00Dec 4$2.400.307.3%2.15%9.46%1631
$124.00Dec 11$1.800.2510.9%1.61%12.50%1--
$130.00Dec 18$1.400.1816.3%1.25%17.51%2539
$125.00Dec 11$1.450.2311.8%1.30%13.08%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 1,479
Total Puts 2,283
Put/Call Ratio 1.54
Net Difference -804

Prior's Put/Call Breakdown

Total Calls 401
Total Puts 901
Put/Call Ratio 2.25
Net Difference -500

Prior 7-Day Put/Call Summary

Total Calls 13,447
Total Puts 11,494
Average Put/Call Ratio 1.14
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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