Tour v472
CI
THE CIGNA GROUP
$287.66 -2.97%
$287.99 (+0.11%)🌙
as of 07/30 06:01 PM
7/30 18:01

Option Volume

Detail
Current (07/30) 8,343
Calls: 3,708 (44%)
Puts: 4,635 (56%)
Prior (07/29) 4,032
Calls: 1,580 (39%)
Puts: 2,452 (61%)
Current vs Prior +106.92%
Calls: +134.68% (Calls)
Puts: +89.03% (Puts)
Prior 7-Day Total 14,865
Calls: 8,772 (59%)
Puts: 6,093 (41%)
Prior 7-Day Average 2,123
Calls: 1,253 (59%)
Puts: 870 (41%)
Current vs Prior 7-Day Avg +292.88%
Calls: +195.90%
Puts: +432.50%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $4.25M
Calls: $2.63M (62%)
Puts: $1.63M (38%)
Prior (07/29) $2.43M
Calls: $1.09M (45%)
Puts: $1.33M (55%)
Current vs Prior +75.18%
Calls: +140.42%
Puts: +21.81%
Prior 7-Day Total $12.89M
Calls: $8.86M (69%)
Puts: $4.03M (31%)
Prior 7-Day Average $1.84M
Calls: $1.27M (69%)
Puts: $576.4K (31%)
Current vs Prior 7-Day Avg +130.79%
Calls: +107.45%
Puts: +182.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 1.25
Prior (07/29) 1.55
Current vs Prior -19.45%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +48.02%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 85,555
Calls: 59,022 (69%)
Puts: 26,533 (31%)
Prior (07/29) 82,918
Calls: 58,041 (70%)
Puts: 24,877 (30%)
Current vs Prior +3.18%
Prior 7-Day Total 217,179
Calls: 153,649 (71%)
Puts: 63,530 (29%)
Prior 7-Day Average 31,025
Calls: 21,949 (71%)
Puts: 9,075 (29%)
Current vs Prior 7-Day Avg +175.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.43% | 4.47%6.54% | 10.95%
Prior 6.36% | 7.29%8.63% | 12.21%
Current vs Prior -61.84% | -38.69%-24.31% | -10.32%
Prior 7-Day Avg 4.93% | 7.28%9.03% | 12.65%
Current vs 7-Day Avg -50.78% | -38.67%-27.61% | -13.41%
Prior 7-Day Eod 6.36% | 7.29%8.63% | 12.21%
Current vs 7-Day Eod -61.84% | -38.69%-24.31% | -10.32%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 75.29% | 9.03%
Calls: 89.40% | 8.96%
Puts: 61.18% | 9.09%
Prior 12.27% | 16.26%
Calls: 13.02% | 12.00%
Puts: 11.52% | 20.51%
Current vs Prior +513.61% | -44.46%
Prior 7-Day Avg 48.60% | 10.82%
Calls: 53.86% | 9.39%
Puts: 43.35% | 12.23%
Current vs 7-Day Avg +54.90% | -16.52%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($2.63M). Elevated premium activity with dollar volume up 75% vs prior. Dollar volume significantly above 7-day average (131% higher). Unusually high activity with volume up 107% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 26 of results (avg 7.7%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 2110.4011.00$10.705.6%70.579
$250.00Aug 2137.7039.90$38.805.7%20.949
$282.50Aug 2111.8012.50$12.155.8%20.61101
$240.00Aug 746.5049.50$48.006.2%10.941
$295.00Aug 215.706.10$5.906.8%270.3911
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Aug 2110.5011.10$10.805.6%--0.5723
$295.00Aug 2111.9012.60$12.255.7%--0.6113
$325.00Aug 2136.2038.70$37.456.7%330.89--
$325.00Aug 1436.1038.70$37.407.0%60.90--
$290.00Aug 219.209.90$9.557.3%160.52164

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. 54 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Jul 3114.0016.90$15.4518.8%30.973
$255.00Aug 731.8034.60$33.208.4%--0.9615
$260.00Aug 727.0029.70$28.359.5%20.95--
$275.00Jul 3111.5014.10$12.8020.3%30.9518
$250.00Aug 2137.7039.90$38.805.7%20.949
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 3111.1013.50$12.3019.5%261.00121
$302.50Jul 3113.3016.20$14.7519.7%--0.92170
$305.00Jul 3115.8018.80$17.3017.3%--0.9116
$295.00Jul 316.409.10$7.7534.8%220.9022
$325.00Aug 1436.1038.70$37.407.0%60.90--

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 5.9K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 310.150.40$0.2889.3%4920.08942
$290.00Jul 311.002.45$1.7383.8%2740.40244
$300.00Aug 71.401.85$1.6327.6%1830.2122
$295.00Jul 310.450.70$0.5743.9%1190.1783
$292.50Jul 310.601.30$0.9573.7%1040.2617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 41.253.20$2.2387.4%2.9K0.142
$285.00Jul 310.702.40$1.55109.7%2660.32486
$285.00Aug 216.807.40$7.108.5%1600.4348
$280.00Aug 214.605.30$4.9514.1%670.34284
$277.50Aug 71.602.25$1.9333.7%590.232

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 122.6%, max 501.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 31Aug 21190.6%37.7%405.7%--237
$335.00Jul 31Aug 21206.2%43.0%379.5%--90
$320.00Jul 31Aug 28102.1%31.9%220.7%8179
$305.00Jul 31Sep 1192.6%31.4%195.0%460
$315.00Jul 31Sep 491.8%31.4%192.7%883
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Sep 11202.5%33.7%501.0%110
$255.00Jul 31Sep 11155.4%32.0%386.2%650
$265.00Jul 31Sep 11117.0%30.5%283.0%1932
$260.00Jul 31Sep 490.7%32.0%183.5%2.9K34
$302.50Jul 31Aug 2178.7%29.4%167.6%1219

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 82.33, avg 5.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$320.00Aug 14$0.17$4.83$0.1728.41$315.17
$312.50$320.00Aug 7$0.30$7.20$0.3024.00$312.80
$312.50$315.00Aug 21$0.12$2.38$0.1219.83$312.62
$335.00$340.00Aug 21$0.35$4.65$0.3513.29$335.35
$310.00$315.00Aug 28$0.43$4.57$0.4310.63$310.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$240.00Aug 21$0.12$9.88$0.1282.33$249.88
$265.00$260.00Aug 7$0.13$4.87$0.1337.46$264.87
$255.00$250.00Aug 21$0.18$4.82$0.1826.78$254.82
$275.00$272.50Jul 31$0.10$2.40$0.1024.00$274.90
$260.00$255.00Aug 21$0.25$4.75$0.2519.00$259.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 120 found (best R:R 74.00, avg 2.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$255.00Aug 7$14.80$14.80$0.2074.00$254.80
$255.00$260.00Aug 7$4.85$4.85$0.1532.33$259.85
$275.00$277.50Jul 31$2.30$2.30$0.2011.50$277.30
$260.00$275.00Aug 7$13.70$13.70$1.3010.54$273.70
$250.00$260.00Aug 21$9.10$9.10$0.9010.11$259.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$310.00Aug 14$14.40$14.40$0.6024.00$310.60
$297.50$295.00Jul 31$2.30$2.30$0.2011.50$295.20
$325.00$310.00Aug 21$13.75$13.75$1.2511.00$311.25
$300.00$297.50Jul 31$2.25$2.25$0.259.00$297.75
$310.00$302.50Aug 21$6.25$6.25$1.255.00$303.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $1.71, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 31Aug 7$0.23111.0%46.8%
$312.50Jul 31Aug 7$0.3579.4%36.8%
$302.50Jul 31Aug 7$0.3778.7%32.0%
$310.00Jul 31Aug 7$0.5877.9%38.2%
$307.50Jul 31Aug 7$0.7262.9%36.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Aug 14Aug 21$0.0544.1%37.9%
$255.00Jul 31Aug 21$0.30155.4%35.0%
$260.00Jul 31Aug 7$0.3090.7%41.8%
$310.00Aug 14Aug 21$0.7032.4%29.8%
$272.50Jul 31Aug 7$0.8360.1%33.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 1.89% of stock, avg 5.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$287.50Jul 31$3.18$2.25$5.43$282.07$292.931.89%
$290.00Jul 31$1.73$3.80$5.53$284.47$295.531.92%
$285.00Jul 31$4.38$1.55$5.93$279.07$290.932.06%
$292.50Jul 31$0.95$5.85$6.80$285.70$299.302.36%
$295.00Jul 31$0.57$7.75$8.32$286.68$303.322.89%
$280.00Jul 31$8.35$0.48$8.83$271.17$288.833.07%
$297.50Jul 31$0.70$10.05$10.75$286.75$308.253.74%
$277.50Jul 31$10.50$0.38$10.88$266.62$288.383.78%
$287.50Aug 7$6.05$5.60$11.65$275.85$299.154.05%
$290.00Aug 7$4.90$6.80$11.70$278.30$301.704.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 0.33% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$295.00$277.50Jul 31$0.57$0.38$0.95$276.55$295.95
$295.00$280.00Jul 31$0.57$0.48$1.05$278.95$296.05
$297.50$277.50Jul 31$0.70$0.38$1.08$276.42$298.58
$305.00$277.50Jul 31$0.78$0.38$1.16$276.34$306.16
$297.50$280.00Jul 31$0.70$0.48$1.18$278.82$298.68
$305.00$280.00Jul 31$0.78$0.48$1.26$278.74$306.26
$292.50$277.50Jul 31$0.95$0.38$1.33$276.17$293.83
$292.50$280.00Jul 31$0.95$0.48$1.43$278.57$293.93
$295.00$282.50Jul 31$0.57$1.05$1.62$280.88$296.62
$297.50$282.50Jul 31$0.70$1.05$1.75$280.75$299.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 202 found (best R:R 15.67, avg credit $2.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
285/288292/295Aug 14$2.35$0.1515.67$285.15$294.85
278/280282/285Aug 21$2.35$0.1515.67$277.65$284.85
278/280285/288Aug 21$2.35$0.1515.67$277.65$287.35
292/295298/300Jul 31$2.32$0.1812.89$292.68$299.82
282/285288/290Aug 7$2.30$0.2011.50$282.70$289.80
272/275278/280Jul 31$2.25$0.259.00$272.75$279.75
285/288290/292Aug 7$2.25$0.259.00$285.25$292.25
285/288298/300Aug 14$2.25$0.259.00$285.25$299.75
288/290292/295Aug 14$2.25$0.259.00$287.75$294.75
262/265280/285Jul 31$4.44$0.567.93$260.56$284.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$282.50$285.00Aug 21$0.05$2.4549.00
$295.00$297.50$300.00Aug 21$0.05$2.4549.00
$310.00$312.50$315.00Jul 31$0.10$2.4024.00
$287.50$290.00$292.50Aug 7$0.10$2.4024.00
$292.50$295.00$297.50Aug 7$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Aug 21$0.07$4.9370.43
$272.50$275.00$277.50Jul 31$0.08$2.4230.25
$300.00$302.50$305.00Jul 31$0.10$2.4024.00
$290.00$292.50$295.00Aug 7$0.10$2.4024.00
$282.50$285.00$287.50Aug 21$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 101 found (best net $-1.06, 89 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$340.001:2Aug 14-$1.06$18.94
$260.00$275.001:2Aug 7-$0.95$14.05
$320.00$330.001:2Aug 21-$0.88$9.12
$290.00$300.001:2Aug 28-$1.25$8.75
$285.00$295.001:2Sep 4-$3.65$6.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$235.001:2Jul 31-$1.10$13.90
$275.00$265.001:2Aug 14-$0.01$9.99
$270.00$260.001:2Sep 4-$0.06$9.94
$275.00$265.001:2Aug 28-$0.20$9.80
$250.00$240.001:2Aug 21-$0.41$9.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 3.16%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 28$9.100.490.8%3.16%3.98%28100
$290.00Aug 21$7.800.480.8%2.71%3.52%3466
$295.00Sep 4$7.300.422.5%2.54%5.09%11
$290.00Aug 14$6.400.470.8%2.22%3.04%2414
$295.00Aug 21$5.700.392.5%1.98%4.53%2711
$292.50Aug 14$5.300.421.7%1.84%3.52%28--
$300.00Aug 28$4.900.344.3%1.70%5.99%126
$297.50Aug 21$4.800.353.4%1.67%5.09%85
$290.00Aug 7$4.600.450.8%1.60%2.41%294
$295.00Aug 14$4.300.372.5%1.49%4.05%1114

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 3,708
Total Puts 4,635
Put/Call Ratio 1.25
Net Difference -927

Prior's Put/Call Breakdown

Total Calls 1,580
Total Puts 2,452
Put/Call Ratio 1.55
Net Difference -872

Prior 7-Day Put/Call Summary

Total Calls 8,772
Total Puts 6,093
Average Put/Call Ratio 0.84
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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