Tour v396
CI
THE CIGNA GROUP
$289.57 +1.15%
$287.52 (-0.71%)🌙
as of 07/25 02:00 AM
7/24 02:00

Option Volume

Detail
Current (07/25) 2,443
Calls: 2,154 (88%)
Puts: 289 (12%)
Prior (07/23) 1,854
Calls: 666 (36%)
Puts: 1,188 (64%)
Current vs Prior +31.77%
Calls: +223.42% (Calls)
Puts: -75.67% (Puts)
Prior 7-Day Total 14,457
Calls: 6,598 (46%)
Puts: 7,859 (54%)
Prior 7-Day Average 2,065
Calls: 942 (46%)
Puts: 1,122 (54%)
Current vs Prior 7-Day Avg +18.29%
Calls: +128.52%
Puts: -74.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/25) $1.40M
Calls: $1.22M (87%)
Puts: $183.1K (13%)
Prior (07/23) $1.27M
Calls: $530.7K (42%)
Puts: $737.3K (58%)
Current vs Prior +10.64%
Calls: +129.88%
Puts: -75.17%
Prior 7-Day Total $15.52M
Calls: $5.66M (36%)
Puts: $9.86M (64%)
Prior 7-Day Average $2.22M
Calls: $808.3K (36%)
Puts: $1.41M (64%)
Current vs Prior 7-Day Avg -36.73%
Calls: +50.92%
Puts: -87.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 0.13
Prior (07/23) 1.78
Current vs Prior -92.48%
Prior 7-Day Average 1.44
Current vs Prior 7-Day Avg -90.70%
Sentiment BULLISH

Open Interest

Detail
Current (07/25) 24,026
Calls: 18,384 (77%)
Puts: 5,642 (23%)
Prior (07/23) 17,372
Calls: 13,106 (75%)
Puts: 4,266 (25%)
Current vs Prior +38.30%
Prior 7-Day Total 150,473
Calls: 106,745 (71%)
Puts: 43,728 (29%)
Prior 7-Day Average 21,496
Calls: 15,249 (71%)
Puts: 6,246 (29%)
Current vs Prior 7-Day Avg +11.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.79% | 7.67%8.94% | 12.81%
Prior 2.11% | 7.00%9.10% | 12.94%
Current vs Prior +222.18% | +9.47%-1.70% | -1.00%
Prior 7-Day Avg 2.86% | 6.34%6.26% | 12.30%
Current vs 7-Day Avg +136.96% | +20.99%+42.95% | +4.17%
Prior 7-Day Eod 2.11% | 7.00%9.10% | 12.94%
Current vs 7-Day Eod +222.18% | +9.47%-1.70% | -1.00%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 54.66% | 9.91%
Calls: 60.67% | 8.96%
Puts: 48.65% | 10.85%
Prior 54.66% | 9.91%
Calls: 60.67% | 8.96%
Puts: 48.65% | 10.85%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 54.66% | 9.91%
Calls: 60.67% | 8.96%
Puts: 48.65% | 10.85%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($1.22M) vs puts ($183.1K). Extreme bullish P/C ratio of 0.13 - heavy call buying (2,154 calls vs 289 puts). P/C ratio dropping 92% - sentiment shifting bullish. Call-heavy open interest (18,384 calls vs 5,642 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 9.1%, best 8.9%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$297.50Aug 713.9015.20$14.558.9%10.59--
$300.00Jul 3114.4015.80$15.109.3%20.6533

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. 23 found (avg delta 0.65, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 248.8010.70$9.7519.5%10.888
$272.50Jul 2416.2018.70$17.4514.3%180.8725
$275.00Jul 2413.6016.50$15.0519.3%180.8625
$277.50Jul 2410.8013.80$12.3024.4%20.842
$285.00Jul 243.606.30$4.9554.5%20.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 249.3011.20$10.2518.5%20.82--
$300.00Jul 3114.4015.80$15.109.3%20.6533
$300.00Aug 2116.7018.60$17.6510.8%20.6075
$297.50Aug 713.9015.20$14.558.9%10.59--
$297.50Aug 2115.3017.50$16.4013.4%30.57--

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 2.0K, top 746)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 314.406.10$5.2532.4%7460.3563
$302.50Jul 313.704.70$4.2023.8%3270.3112
$292.50Jul 240.002.15$1.08199.1%2150.30439
$305.00Aug 215.807.50$6.6525.6%1630.349
$295.00Jul 240.000.10$0.05200.0%1540.04241
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 310.201.80$1.00160.0%400.084
$285.00Jul 240.000.85$0.43197.7%150.1754
$270.00Jul 312.003.50$2.7554.5%80.1968
$262.50Jul 310.903.50$2.20118.2%60.1413
$272.50Aug 215.006.10$5.5519.8%50.275

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 558.5%, max 1885.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 24Aug 21781.3%39.3%1885.9%82.2K
$300.00Jul 24Aug 28512.5%37.6%1263.4%24
$305.00Jul 24Aug 21520.3%38.9%1238.3%168118
$275.00Jul 24Jul 31653.7%60.3%984.6%1925
$290.00Jul 24Aug 21182.5%37.3%389.5%15646
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$272.50Jul 24Aug 21731.2%40.0%1727.7%625
$300.00Jul 24Aug 21512.5%40.7%1160.0%475
$275.00Jul 24Jul 31653.7%60.3%984.6%5209
$282.50Jul 24Aug 21427.9%40.8%948.7%624
$280.00Jul 24Aug 7386.5%48.1%703.5%811

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 10.63, avg 2.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$315.00Jul 31$0.43$4.57$0.4310.63$310.43
$290.00$292.50Jul 24$0.27$2.23$0.278.26$290.27
$315.00$325.00Aug 7$1.18$8.82$1.187.47$316.18
$300.00$305.00Jul 24$0.60$4.40$0.607.33$300.60
$307.50$310.00Aug 21$0.40$2.10$0.405.25$307.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$287.50$285.00Jul 24$0.27$2.23$0.278.26$287.23
$262.50$255.00Jul 31$1.20$6.30$1.205.25$261.30
$287.50$285.00Jul 31$0.40$2.10$0.405.25$287.10
$285.00$282.50Aug 21$0.40$2.10$0.405.25$284.60
$275.00$270.00Jul 31$0.95$4.05$0.954.26$274.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 24.00, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$272.50$275.00Jul 24$2.40$2.40$0.1024.00$274.90
$280.00$285.00Jul 24$4.80$4.80$0.2024.00$284.80
$275.00$285.00Jul 31$6.55$6.55$3.451.90$281.55
$282.50$285.00Aug 7$1.60$1.60$0.901.78$284.10
$285.00$287.50Jul 31$1.50$1.50$1.001.50$286.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$287.50Jul 24$9.55$9.55$2.953.24$290.45
$285.00$282.50Jul 31$1.75$1.75$0.752.33$283.25
$297.50$295.00Aug 21$1.70$1.70$0.802.12$295.80
$300.00$292.50Jul 31$4.60$4.60$2.901.59$295.40
$292.50$287.50Jul 31$2.70$2.70$2.301.17$289.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $4.14, cheapest $0.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$315.00Jul 31Aug 7$0.3858.8%44.0%
$297.50Jul 31Aug 7$0.9560.1%46.7%
$325.00Aug 7Aug 21$1.0044.1%37.2%
$310.00Jul 24Jul 31$1.30781.3%55.2%
$320.00Jul 31Aug 21$2.0553.6%37.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$297.50Aug 7Aug 21$1.8546.7%39.6%
$270.00Jul 31Aug 21$2.2062.6%40.5%
$275.00Jul 24Jul 31$2.62653.7%60.3%
$292.50Jul 31Aug 21$3.0558.2%40.7%
$282.50Jul 24Jul 31$4.45427.9%56.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.11% of stock, avg 6.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$287.50Jul 24$2.50$0.70$3.20$284.30$290.701.11%
$285.00Jul 24$4.95$0.43$5.38$279.62$290.381.86%
$280.00Jul 24$9.75$0.53$10.28$269.72$290.283.55%
$300.00Jul 24$1.10$10.25$11.35$288.65$311.353.92%
$275.00Jul 24$15.05$1.08$16.13$258.87$291.135.57%
$287.50Jul 31$10.50$7.80$18.30$269.20$305.806.32%
$272.50Jul 24$17.45$1.08$18.53$253.97$291.036.40%
$292.50Jul 31$8.10$10.50$18.60$273.90$311.106.42%
$285.00Jul 31$12.00$7.40$19.40$265.60$304.406.70%
$300.00Jul 31$5.25$15.10$20.35$279.65$320.357.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 0.32% of stock, avg 3.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$285.00Jul 24$0.50$0.43$0.93$284.07$305.93
$305.00$287.50Jul 24$0.50$0.70$1.20$286.30$306.20
$292.50$285.00Jul 24$1.08$0.43$1.51$283.49$294.01
$310.00$285.00Jul 24$1.08$0.43$1.51$283.49$311.51
$300.00$285.00Jul 24$1.10$0.43$1.53$283.47$301.53
$305.00$275.00Jul 24$0.50$1.08$1.58$273.42$306.58
$305.00$272.50Jul 24$0.50$1.08$1.58$270.92$306.58
$305.00$282.50Jul 24$0.50$1.20$1.70$280.80$306.70
$290.00$285.00Jul 24$1.35$0.43$1.78$283.22$291.78
$292.50$287.50Jul 24$1.08$0.70$1.78$285.72$294.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 15.67, avg credit $2.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
298/300302/305Aug 21$2.35$0.1515.67$297.65$304.85
282/285288/290Aug 7$2.30$0.2011.50$282.70$289.80
292/295300/302Aug 21$2.25$0.259.00$292.75$302.25
292/295302/305Aug 21$2.25$0.259.00$292.75$304.75
282/285295/298Jul 31$2.20$0.307.33$282.80$297.20
280/282285/288Aug 7$2.10$0.405.25$280.40$287.10
280/282288/290Aug 7$2.10$0.405.25$280.40$289.60
295/298308/310Aug 21$2.10$0.405.25$295.40$309.60
298/300305/308Aug 21$2.10$0.405.25$297.90$307.10
292/295305/308Aug 21$2.00$0.504.00$293.00$307.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$315.00$320.00$325.00Aug 21$0.15$4.8532.33
$297.50$300.00$302.50Jul 31$0.10$2.4024.00
$275.00$277.50$280.00Jul 24$0.20$2.3011.50
$310.00$315.00$320.00Aug 21$0.40$4.6011.50
$282.50$285.00$287.50Aug 7$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$282.50$285.00Aug 7$0.20$2.3011.50
$270.00$275.00$280.00Jul 31$0.95$4.054.26
$292.50$295.00$297.50Aug 21$0.55$1.953.55
$282.50$285.00$287.50Jul 24$1.04$1.461.40
$280.00$282.50$285.00Jul 31$1.70$0.800.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-1.65, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$285.001:2Jul 24-$0.15$4.85
$275.00$285.001:2Jul 31-$5.45$4.55
$305.00$310.001:2Jul 31-$1.21$3.79
$320.00$325.001:2Aug 21-$1.30$3.70
$310.00$315.001:2Jul 31-$1.52$3.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$297.50$285.001:2Aug 7-$1.65$10.85
$282.50$272.501:2Aug 21-$1.65$8.35
$270.00$265.001:2Jul 31-$0.31$4.69
$280.00$275.001:2Jul 24-$1.63$3.37
$275.00$270.001:2Jul 31-$1.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 4.08%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$11.800.520.1%4.08%4.22%1471
$290.00Aug 7$9.900.520.1%3.42%3.57%2--
$297.50Aug 21$8.800.432.7%3.04%5.78%23
$290.00Jul 31$8.500.520.1%2.94%3.08%3281
$300.00Aug 28$8.100.413.6%2.80%6.40%14
$300.00Aug 21$7.800.413.6%2.69%6.30%8443
$292.50Jul 31$7.200.471.0%2.49%3.50%25
$302.50Aug 21$6.900.374.5%2.38%6.85%4--
$297.50Aug 7$6.600.412.7%2.28%5.02%1--
$295.00Jul 31$6.300.431.9%2.18%4.05%7027

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 2,154
Total Puts 289
Put/Call Ratio 0.13
Net Difference 1,865

Prior's Put/Call Breakdown

Total Calls 666
Total Puts 1,188
Put/Call Ratio 1.78
Net Difference -522

Prior 7-Day Put/Call Summary

Total Calls 6,598
Total Puts 7,859
Average Put/Call Ratio 1.44
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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