Tour v366
CMG
CHIPOTLE MEXICAN GRI
$33.13 -3.80%
$33.02 (-0.33%)🌙
as of 07/20 06:20 PM
7/20 18:20

Option Volume

Detail
Current (07/20) 43,634
Calls: 27,405 (63%)
Puts: 16,229 (37%)
Prior (07/17) 22,714
Calls: 15,622 (69%)
Puts: 7,092 (31%)
Current vs Prior +92.10%
Calls: +75.43% (Calls)
Puts: +128.84% (Puts)
Prior 7-Day Total 238,119
Calls: 165,832 (70%)
Puts: 72,287 (30%)
Prior 7-Day Average 34,017
Calls: 23,690 (70%)
Puts: 10,326 (30%)
Current vs Prior 7-Day Avg +28.27%
Calls: +15.68%
Puts: +57.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $4.62M
Calls: $2.78M (60%)
Puts: $1.84M (40%)
Prior (07/17) $3.06M
Calls: $2.19M (71%)
Puts: $874.8K (29%)
Current vs Prior +50.82%
Calls: +26.92%
Puts: +110.59%
Prior 7-Day Total $42.01M
Calls: $24.36M (58%)
Puts: $17.64M (42%)
Prior 7-Day Average $6.00M
Calls: $3.48M (58%)
Puts: $2.52M (42%)
Current vs Prior 7-Day Avg -23.02%
Calls: -20.21%
Puts: -26.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.59
Prior (07/17) 0.45
Current vs Prior +30.45%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +16.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 370,565
Calls: 214,867 (58%)
Puts: 155,698 (42%)
Prior (07/17) 441,545
Calls: 284,445 (64%)
Puts: 157,100 (36%)
Current vs Prior -16.08%
Prior 7-Day Total 3,276,240
Calls: 1,972,218 (60%)
Puts: 1,304,022 (40%)
Prior 7-Day Average 468,034
Calls: 281,745 (60%)
Puts: 186,288 (40%)
Current vs Prior 7-Day Avg -20.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.77% | 11.17%13.82% | 15.73%
Prior 5.26% | 11.18%1.63% | 12.75%
Current vs Prior -9.26% | -0.10%+750.20% | +23.37%
Prior 7-Day Avg 4.11% | 6.56%3.91% | 12.64%
Current vs 7-Day Avg +16.17% | +70.25%+253.67% | +24.46%
Prior 7-Day Eod 5.26% | 11.18%1.63% | 12.75%
Current vs 7-Day Eod -9.26% | -0.10%+750.20% | +23.37%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 8.05% | 7.64%
Calls: 8.28% | 4.55%
Puts: 7.83% | 10.73%
Prior 8.05% | 7.64%
Calls: 8.28% | 4.55%
Puts: 7.83% | 10.73%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.05% | 7.64%
Calls: 8.28% | 4.55%
Puts: 7.83% | 10.73%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($2.78M). Elevated premium activity with dollar volume up 51% vs prior. Above-average activity with volume up 92% vs prior. Bullish P/C ratio of 0.59.

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 BULLISH
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 35 of results (avg 6.9%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 212.242.31$2.283.1%990.54--
$34.00Aug 211.801.86$1.833.3%1610.47--
$34.50Aug 211.581.65$1.624.3%2.3K0.43--
$32.50Aug 212.462.58$2.524.8%1140.583.0K
$35.00Aug 211.391.47$1.435.6%2.5K0.403.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Aug 212.262.34$2.303.5%2180.49--
$34.00Aug 212.532.62$2.583.5%1930.53--
$32.50Aug 211.761.83$1.803.9%2270.421.6K
$35.00Aug 213.153.30$3.224.7%1110.601.7K
$34.50Jul 312.382.52$2.455.7%420.6041

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 23 found (avg $0.76, cheapest $0.37)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Jul 310.420.50$0.4617.4%4970.212.4K
$33.50Jul 240.480.55$0.5213.5%6920.43142
$36.50Jul 310.520.61$0.5616.1%570.24--
$36.00Jul 310.600.72$0.6618.2%2550.271.4K
$33.00Jul 240.690.76$0.739.6%1.0K0.55662
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Jul 240.350.39$0.3710.8%3900.34166
$29.00Aug 140.470.55$0.5115.7%300.1788
$33.00Jul 240.540.60$0.5710.5%1.0K0.46322
$30.50Jul 310.580.69$0.6417.2%80.241
$29.50Aug 210.660.78$0.7216.7%180.22--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 243.555.10$4.3235.9%10.9834
$30.00Jul 242.923.40$3.1615.2%180.9795
$27.00Jul 245.606.70$6.1517.9%20.96--
$28.00Jul 244.605.80$5.2023.1%20.964
$31.00Jul 241.822.58$2.2034.5%70.91122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Jul 243.654.15$3.9012.8%71.0058
$39.00Jul 244.757.05$5.9039.0%21.00--
$36.50Jul 243.153.75$3.4517.4%10.94--
$37.50Jul 244.154.70$4.4312.4%10.93272
$36.00Jul 242.653.15$2.9017.2%30.9279

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 34.9K, top 7.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Jul 240.160.22$0.1931.6%7.1K0.21457
$35.00Aug 211.391.47$1.435.6%2.5K0.403.4K
$34.50Aug 211.581.65$1.624.3%2.3K0.43--
$35.00Jul 240.100.15$0.1338.5%1.5K0.151.3K
$33.00Jul 240.690.76$0.739.6%1.0K0.55662
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Jul 240.100.16$0.1346.2%2.3K0.15349
$35.50Jul 242.232.68$2.4618.3%1.1K0.91707
$32.00Jul 240.200.25$0.2321.7%1.0K0.23500
$33.00Jul 240.540.60$0.5710.5%1.0K0.46322
$30.00Aug 210.820.87$0.855.9%1.0K0.241.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 27.3%, max 69.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Jul 24Aug 2193.9%55.4%69.5%284
$38.50Jul 31Aug 2178.1%54.7%42.7%1955
$30.50Aug 7Aug 2170.7%53.6%31.8%304--
$39.00Jul 31Aug 2171.3%54.2%31.5%109509
$37.50Jul 24Aug 2171.2%55.2%28.9%3733.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Jul 31Aug 2873.1%51.6%41.6%34125
$27.00Jul 31Aug 2873.2%52.1%40.3%63293
$27.50Jul 31Aug 2171.7%53.2%34.7%161527
$37.50Jul 24Aug 2171.2%55.2%28.9%32982
$29.00Jul 24Aug 2862.9%52.6%19.6%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 8.09, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$39.00Aug 7$0.11$0.89$0.118.09$38.11
$38.00$39.00Aug 14$0.13$0.87$0.136.69$38.13
$37.00$38.00Aug 14$0.19$0.81$0.194.26$37.19
$36.50$37.00Jul 31$0.10$0.40$0.104.00$36.60
$36.00$37.00Aug 28$0.21$0.79$0.213.76$36.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$28.00Aug 7$0.12$0.88$0.127.33$28.88
$28.00$27.00Aug 28$0.14$0.86$0.146.14$27.86
$30.00$29.00Aug 7$0.16$0.84$0.165.25$29.84
$29.00$28.00Aug 21$0.16$0.84$0.165.25$28.84
$29.00$28.00Aug 14$0.19$0.81$0.194.26$28.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 111 found (best R:R 7.33, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$29.00Jul 24$0.88$0.88$0.127.33$28.88
$31.50$32.00Jul 24$0.39$0.39$0.113.55$31.89
$32.00$32.50Jul 24$0.38$0.38$0.123.17$32.38
$30.00$31.00Jul 31$0.72$0.72$0.282.57$30.72
$34.00$34.50Aug 7$0.36$0.36$0.142.57$34.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$37.00$36.00Jul 31$0.85$0.85$0.155.67$36.15
$36.00$35.50Jul 31$0.39$0.39$0.113.55$35.61
$34.50$34.00Jul 24$0.38$0.38$0.123.17$34.12
$30.50$30.00Aug 7$0.37$0.37$0.132.85$30.13
$37.50$35.00Aug 21$1.85$1.85$0.652.85$35.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $0.62, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Jul 31Aug 7$0.1371.3%63.5%
$28.00Jul 24Aug 21$0.1593.9%55.4%
$38.50Jul 31Aug 21$0.2278.1%54.7%
$30.50Aug 7Aug 21$0.2370.7%53.6%
$38.00Jul 24Jul 31$0.3062.9%73.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 31Aug 21$0.0873.2%49.6%
$28.00Jul 31Aug 7$0.1173.1%66.4%
$27.50Jul 31Aug 21$0.1771.7%53.2%
$29.00Jul 24Jul 31$0.2862.9%73.0%
$29.50Jul 24Jul 31$0.2861.0%67.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 3.92% of stock, avg 11.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$33.00Jul 24$0.73$0.57$1.30$31.70$34.303.92%
$32.50Jul 24$0.99$0.37$1.36$31.14$33.864.11%
$33.50Jul 24$0.52$0.85$1.37$32.13$34.874.14%
$34.00Jul 24$0.32$1.17$1.49$32.51$35.494.50%
$32.00Jul 24$1.37$0.23$1.60$30.40$33.604.83%
$34.50Jul 24$0.19$1.55$1.74$32.76$36.245.25%
$31.50Jul 24$1.76$0.13$1.89$29.61$33.395.70%
$35.00Jul 24$0.13$1.98$2.11$32.89$37.116.37%
$31.00Jul 24$2.20$0.08$2.28$28.72$33.286.88%
$35.50Jul 24$0.07$2.46$2.53$32.97$38.037.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.45% of stock, avg 6.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$35.50$31.00Jul 24$0.07$0.08$0.15$30.85$35.65
$35.50$31.50Jul 24$0.07$0.13$0.20$31.30$35.70
$35.00$31.00Jul 24$0.13$0.08$0.21$30.79$35.21
$35.00$31.50Jul 24$0.13$0.13$0.26$31.24$35.26
$34.50$31.00Jul 24$0.19$0.08$0.27$30.73$34.77
$35.50$32.00Jul 24$0.07$0.23$0.30$31.70$35.80
$34.50$31.50Jul 24$0.19$0.13$0.32$31.18$34.82
$35.00$32.00Jul 24$0.13$0.23$0.36$31.64$35.36
$34.00$31.00Jul 24$0.32$0.08$0.40$30.60$34.40
$34.50$32.00Jul 24$0.19$0.23$0.42$31.58$34.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 181 found (best R:R 7.33, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
28/2930/32Aug 21$0.88$0.127.33$28.12$31.38
29/3030/32Aug 21$0.88$0.127.33$28.62$31.38
31/3233/34Aug 14$0.87$0.136.69$31.13$33.87
30/3030/32Aug 21$0.85$0.155.67$29.15$31.35
29/3031/32Aug 28$0.85$0.155.67$29.15$31.85
28/2830/32Aug 21$0.84$0.165.25$27.16$31.34
34/3536/37Aug 28$0.84$0.165.25$34.16$36.84
34/3536/37Aug 7$0.83$0.174.88$34.17$37.33
27/2830/32Aug 21$0.83$0.174.88$26.67$31.33
28/2931/32Aug 28$0.82$0.184.56$28.18$31.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Aug 14$0.05$0.9519.00
$37.00$38.00$39.00Aug 14$0.06$0.9415.67
$27.00$28.00$29.00Jul 24$0.07$0.9313.29
$36.00$37.00$38.00Aug 14$0.08$0.9211.50
$35.00$36.00$37.00Aug 28$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$30.00$31.00$32.00Aug 14$0.06$0.9415.67
$29.00$30.00$31.00Aug 14$0.09$0.9110.11
$31.00$32.00$33.00Aug 14$0.09$0.9110.11
$27.00$28.00$29.00Aug 28$0.10$0.909.00
$32.00$32.50$33.00Jul 24$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-0.12, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$39.001:2Aug 7-$0.21$0.79
$38.00$39.001:2Aug 14-$0.25$0.75
$30.00$32.001:2Aug 14-$1.30$0.70
$37.00$38.001:2Aug 14-$0.32$0.68
$37.00$38.001:2Aug 28-$0.42$0.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$33.001:2Aug 14-$0.12$2.88
$33.00$31.001:2Aug 28-$0.38$1.62
$37.50$35.001:2Aug 21-$1.37$1.13
$29.00$28.001:2Aug 14-$0.13$0.87
$28.00$27.001:2Aug 28-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.77%, avg 2.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$33.50Aug 21$1.910.511.1%5.77%6.88%109--
$34.00Aug 21$1.800.472.6%5.43%8.06%161--
$34.00Aug 28$1.750.472.6%5.28%7.91%98
$34.50Aug 21$1.580.434.1%4.77%8.90%2.3K--
$34.00Aug 14$1.520.462.6%4.59%7.21%4722
$34.00Aug 7$1.420.472.6%4.29%6.91%11--
$35.00Aug 21$1.390.405.6%4.20%9.84%2.5K3.4K
$33.50Jul 31$1.380.491.1%4.17%5.28%1848
$35.00Aug 28$1.300.405.6%3.92%9.57%4--
$34.00Jul 31$1.250.442.6%3.77%6.40%50671

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 27,405
Total Puts 16,229
Put/Call Ratio 0.59
Net Difference 11,176

Prior's Put/Call Breakdown

Total Calls 15,622
Total Puts 7,092
Put/Call Ratio 0.45
Net Difference 8,530

Prior 7-Day Put/Call Summary

Total Calls 165,832
Total Puts 72,287
Average Put/Call Ratio 0.51
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All