Tour v472
CI
THE CIGNA GROUP
$291.00 -1.85%
7/30 14:05

Option Volume

Detail
Current (07/30 2:05pm) 7,776
Calls: 3,369 (43%)
Puts: 4,407 (57%)
Prior (07/29) 1,434
Calls: 512 (36%)
Puts: 922 (64%)
Current vs Prior +442.26%
Calls: +558.01% (Calls)
Puts: +377.98% (Puts)
Prior 7-Day Total 7,569
Calls: 2,811 (37%)
Puts: 4,758 (63%)
Prior 7-Day Average 2,523
Calls: 401 (37%)
Puts: 679 (63%)
Current vs Prior 7-Day Avg +208.20%
Calls: +738.95%
Puts: +548.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30 2:05pm) $3.82M
Calls: $2.44M (64%)
Puts: $1.39M (36%)
Prior (07/29) $1.39M
Calls: $596.0K (43%)
Puts: $789.2K (57%)
Current vs Prior +176.07%
Calls: +308.93%
Puts: +75.74%
Prior 7-Day Total $7.65M
Calls: $2.81M (37%)
Puts: $4.84M (63%)
Prior 7-Day Average $2.55M
Calls: $401.3K (37%)
Puts: $691.3K (63%)
Current vs Prior 7-Day Avg +50.00%
Calls: +507.29%
Puts: +100.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30 2:05pm) 1.31
Prior (07/29) 1.80
Current vs Prior -27.36%
Prior 7-Day Average 1.76
Current vs Prior 7-Day Avg -25.51%
Sentiment BEARISH

Open Interest

Detail
Current (07/30 2:05pm) 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 252,796
Calls: 169,680 (67%)
Puts: 83,116 (33%)
Prior 7-Day Average 84,265
Calls: 56,560 (67%)
Puts: 27,705 (33%)
Current vs Prior 7-Day Avg +1.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.66% | 4.57%6.62% | 11.00%
Prior 2.82% | 4.55%8.84% | 12.31%
Current vs Prior -5.65% | +0.36%-25.14% | -10.70%
Prior 7-Day Avg 5.34% | 6.44%8.84% | 12.31%
Current vs 7-Day Avg -50.14% | -29.05%-25.14% | -10.70%
Prior 7-Day Eod 2.82% | 4.55%8.63% | 12.21%
Current vs 7-Day Eod -5.65% | +0.36%-23.39% | -9.94%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 75.29% | 9.03%
Calls: 89.40% | 8.96%
Puts: 61.18% | 9.09%
Prior 54.66% | 9.91%
Calls: 60.67% | 8.96%
Puts: 48.65% | 10.85%
Current vs Prior +37.74% | -8.88%
Prior 7-Day Avg 38.39% | 15.28%
Calls: 41.55% | 11.89%
Puts: 35.23% | 18.66%
Current vs 7-Day Avg +96.12% | -40.88%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.44M). Massive premium surge with dollar volume up 176% vs prior. Dollar volume significantly above 7-day average (50% higher). Unusually high activity with volume up 442% 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 BEARISH
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 30 of results (avg 7.9%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Aug 2111.0011.50$11.254.4%20.589
$285.00Aug 2112.5013.20$12.855.4%70.629
$240.00Aug 749.4052.20$50.805.5%10.921
$250.00Aug 2140.1043.00$41.557.0%20.929
$290.00Aug 219.6010.30$9.957.0%20.54466
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Aug 215.005.30$5.155.8%170.3332
$292.50Aug 219.009.60$9.306.5%--0.5123
$285.00Aug 215.906.30$6.106.6%1600.3848
$295.00Aug 2110.3011.00$10.656.6%--0.5513
$325.00Aug 2133.5035.90$34.706.9%330.89--

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. 55 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 3124.2027.30$25.7512.0%31.002
$272.50Jul 3116.8019.70$18.2515.9%21.003
$275.00Jul 3114.3017.20$15.7518.4%11.0018
$280.00Jul 319.9012.40$11.1522.4%11.0011
$260.00Aug 729.6032.40$31.009.0%20.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 1433.3036.10$34.708.1%60.90--
$325.00Aug 2133.5035.90$34.706.9%330.89--
$300.00Jul 318.6011.50$10.0528.9%260.87121
$305.00Jul 3113.4015.40$14.4013.9%--0.8616
$302.50Jul 3111.1013.60$12.3520.2%--0.85170

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 5.5K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 310.400.70$0.5554.5%4760.13942
$290.00Jul 311.904.60$3.2583.1%2740.52244
$300.00Aug 72.302.75$2.5317.8%1610.2822
$295.00Jul 311.002.20$1.6075.0%1110.2983
$292.50Jul 311.653.20$2.4264.0%1020.4017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 41.103.00$2.0592.7%2.9K0.132
$285.00Jul 310.751.30$1.0253.9%2520.24486
$285.00Aug 215.906.30$6.106.6%1600.3848
$280.00Aug 214.004.40$4.209.5%670.29284
$287.50Jul 311.303.10$2.2081.8%420.3819

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 103.8%, max 446.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 31Aug 21170.9%35.1%387.1%--237
$335.00Jul 31Aug 21157.1%40.3%289.5%--90
$305.00Jul 31Sep 1185.2%30.5%179.3%460
$312.50Jul 31Aug 2176.4%29.7%157.0%156
$320.00Jul 31Aug 2873.0%30.6%138.6%8179
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Sep 11194.7%35.6%446.1%110
$255.00Jul 31Sep 1192.5%33.8%173.8%650
$265.00Jul 31Sep 1186.7%33.2%161.4%1932
$260.00Jul 31Sep 479.6%33.0%141.5%2.9K34
$302.50Jul 31Aug 2174.4%31.5%136.1%1219

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 39.00, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$330.00Aug 21$0.25$9.75$0.2539.00$320.25
$312.50$320.00Aug 7$0.30$7.20$0.3024.00$312.80
$315.00$320.00Aug 14$0.35$4.65$0.3513.29$315.35
$335.00$340.00Aug 21$0.35$4.65$0.3513.29$335.35
$315.00$320.00Aug 21$0.45$4.55$0.4510.11$315.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$267.50$260.00Aug 7$0.35$7.15$0.3520.43$267.15
$277.50$275.00Jul 31$0.15$2.35$0.1515.67$277.35
$255.00$250.00Sep 11$0.33$4.67$0.3314.15$254.67
$272.50$267.50Aug 7$0.35$4.65$0.3513.29$272.15
$282.50$280.00Jul 31$0.20$2.30$0.2011.50$282.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 149.00, avg 3.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$255.00Aug 7$14.90$14.90$0.10149.00$254.90
$255.00$260.00Aug 7$4.90$4.90$0.1049.00$259.90
$260.00$275.00Aug 7$14.10$14.10$0.9015.67$274.10
$250.00$260.00Aug 21$9.30$9.30$0.7013.29$259.30
$275.00$280.00Jul 31$4.60$4.60$0.4011.50$279.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$302.50$300.00Jul 31$2.30$2.30$0.2011.50$300.20
$325.00$310.00Aug 14$13.75$13.75$1.2511.00$311.25
$325.00$310.00Aug 21$13.25$13.25$1.757.57$311.75
$297.50$295.00Jul 31$2.05$2.05$0.454.56$295.45
$305.00$302.50Jul 31$2.05$2.05$0.454.56$302.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $1.52, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 31Aug 7$0.1273.0%32.9%
$325.00Jul 31Aug 7$0.2594.9%42.7%
$312.50Jul 31Aug 7$0.2776.4%32.4%
$305.00Jul 31Aug 7$0.4785.2%33.9%
$310.00Jul 31Aug 7$0.5863.3%32.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 31Aug 7$0.2279.6%42.2%
$250.00Jul 31Aug 21$0.32194.7%47.3%
$310.00Aug 14Aug 21$0.5031.8%30.4%
$255.00Jul 31Aug 21$0.8092.5%37.3%
$272.50Jul 31Aug 7$0.8559.2%37.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 2.30% of stock, avg 5.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Jul 31$3.25$3.45$6.70$283.30$296.702.30%
$292.50Jul 31$2.42$4.50$6.92$285.58$299.422.38%
$287.50Jul 31$4.90$2.20$7.10$280.40$294.602.44%
$295.00Jul 31$1.60$6.05$7.65$287.35$302.652.63%
$285.00Jul 31$6.75$1.02$7.77$277.23$292.772.67%
$297.50Jul 31$1.25$8.10$9.35$288.15$306.853.21%
$300.00Jul 31$0.55$10.05$10.60$289.40$310.603.64%
$280.00Jul 31$11.15$0.50$11.65$268.35$291.654.00%
$292.50Aug 7$5.40$6.60$12.00$280.50$304.504.12%
$290.00Aug 7$6.70$5.45$12.15$277.85$302.154.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 0.48% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$302.50$280.00Jul 31$0.90$0.50$1.40$278.60$303.90
$305.00$280.00Jul 31$0.95$0.50$1.45$278.55$306.45
$302.50$282.50Jul 31$0.90$0.70$1.60$280.90$304.10
$305.00$282.50Jul 31$0.95$0.70$1.65$280.85$306.65
$297.50$280.00Jul 31$1.25$0.50$1.75$278.25$299.25
$302.50$285.00Jul 31$0.90$1.02$1.92$283.08$304.42
$297.50$282.50Jul 31$1.25$0.70$1.95$280.55$299.45
$302.50$250.00Jul 31$0.90$1.08$1.98$248.02$304.48
$305.00$285.00Jul 31$0.95$1.02$1.97$283.03$306.97
$305.00$250.00Jul 31$0.95$1.08$2.03$247.97$307.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 178 found (best R:R 27.57, avg credit $2.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$9.65$0.3527.57$240.35$269.65
288/290292/295Aug 7$2.35$0.1515.67$287.65$294.85
278/280282/285Aug 7$2.30$0.2011.50$277.70$284.80
288/290295/298Aug 14$2.30$0.2011.50$287.70$297.30
290/292298/300Aug 14$2.30$0.2011.50$290.20$299.80
275/278282/285Aug 7$2.28$0.2210.36$275.22$284.78
275/278280/285Jul 31$4.55$0.4510.11$272.95$284.55
292/295298/300Jul 31$2.25$0.259.00$292.75$299.75
260/262270/280Aug 21$9.00$1.009.00$253.50$279.00
278/280285/288Aug 21$2.25$0.259.00$277.75$287.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 49.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$315.00$320.00$325.00Jul 31$0.10$4.9049.00
$307.50$310.00$312.50Jul 31$0.06$2.4440.67
$305.00$307.50$310.00Aug 21$0.07$2.4334.71
$307.50$310.00$312.50Aug 7$0.09$2.4126.78
$275.00$280.00$285.00Jul 31$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$277.50$280.00Jul 31$0.07$2.4334.71
$285.00$287.50$290.00Jul 31$0.07$2.4334.71
$267.50$270.00$272.50Aug 21$0.07$2.4334.71
$275.00$277.50$280.00Aug 21$0.08$2.4230.25
$290.00$292.50$295.00Aug 7$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. 95 found (best net $-1.06, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$340.001:2Aug 14-$1.06$18.94
$260.00$275.001:2Aug 7-$2.80$12.20
$300.00$310.001:2Aug 28-$0.40$9.60
$320.00$330.001:2Aug 21-$0.63$9.37
$290.00$300.001:2Aug 28-$2.25$7.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$235.001:2Jul 31-$1.08$13.92
$270.00$260.001:2Sep 4-$0.15$9.85
$275.00$265.001:2Aug 14-$0.26$9.74
$265.00$255.001:2Sep 11-$0.41$9.59
$275.00$265.001:2Aug 28-$0.66$9.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 3.06%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$295.00Sep 4$8.900.471.4%3.06%4.43%11
$295.00Aug 21$7.200.451.4%2.47%3.85%2711
$292.50Aug 14$6.800.480.5%2.34%2.85%28--
$300.00Aug 28$6.200.393.1%2.13%5.22%96
$295.00Aug 14$5.700.431.4%1.96%3.33%314
$300.00Aug 21$5.200.373.1%1.79%4.88%23441
$292.50Aug 7$5.100.470.5%1.75%2.27%156
$297.50Aug 14$4.700.382.2%1.62%3.85%8--
$305.00Sep 11$4.600.334.8%1.58%6.39%4--
$302.50Aug 21$4.400.334.0%1.51%5.46%15

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 3,369
Total Puts 4,407
Put/Call Ratio 1.31
Net Difference -1,038

Prior's Put/Call Breakdown

Total Calls 512
Total Puts 922
Put/Call Ratio 1.80
Net Difference -410

Prior 7-Day Put/Call Summary

Total Calls 2,811
Total Puts 4,758
Average Put/Call Ratio 1.76
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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