Tour v381
CMG
CHIPOTLE MEXICAN GRI
$33.32 +0.57%
$33.36 (+0.12%)🌙
as of 07/21 06:21 PM
7/21 18:21

Option Volume

Detail
Current (07/21) 19,103
Calls: 13,463 (70%)
Puts: 5,640 (30%)
Prior (07/20) 43,634
Calls: 27,405 (63%)
Puts: 16,229 (37%)
Current vs Prior -56.22%
Calls: -50.87% (Calls)
Puts: -65.25% (Puts)
Prior 7-Day Total 265,207
Calls: 183,338 (69%)
Puts: 81,869 (31%)
Prior 7-Day Average 37,886
Calls: 26,191 (69%)
Puts: 11,695 (31%)
Current vs Prior 7-Day Avg -49.58%
Calls: -48.60%
Puts: -51.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $1.98M
Calls: $1.30M (65%)
Puts: $683.4K (35%)
Prior (07/20) $4.62M
Calls: $2.78M (60%)
Puts: $1.84M (40%)
Current vs Prior -57.16%
Calls: -53.35%
Puts: -62.91%
Prior 7-Day Total $44.76M
Calls: $25.82M (58%)
Puts: $18.94M (42%)
Prior 7-Day Average $6.39M
Calls: $3.69M (58%)
Puts: $2.71M (42%)
Current vs Prior 7-Day Avg -69.06%
Calls: -64.89%
Puts: -74.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.42
Prior (07/20) 0.59
Current vs Prior -29.26%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -16.07%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 346,026
Calls: 214,370 (62%)
Puts: 131,656 (38%)
Prior (07/20) 370,565
Calls: 214,867 (58%)
Puts: 155,698 (42%)
Current vs Prior -6.62%
Prior 7-Day Total 3,097,384
Calls: 1,923,267 (62%)
Puts: 1,174,117 (38%)
Prior 7-Day Average 442,483
Calls: 274,752 (62%)
Puts: 167,731 (38%)
Current vs Prior 7-Day Avg -21.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.11% | 11.07%13.75% | 15.55%
Prior 4.77% | 11.17%13.82% | 15.73%
Current vs Prior -13.79% | -0.84%-0.57% | -1.14%
Prior 7-Day Avg 4.36% | 7.41%5.14% | 13.02%
Current vs 7-Day Avg -5.73% | +49.50%+167.61% | +19.40%
Prior 7-Day Eod 4.77% | 11.17%13.82% | 15.73%
Current vs 7-Day Eod -13.79% | -0.84%-0.57% | -1.14%
Sentiment BULLISHBULLISH

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
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($1.30M). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 56% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (13,463 calls vs 5,640 puts).

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 36 of results (avg 7.4%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Aug 212.542.67$2.615.0%80.593.1K
$33.50Aug 212.032.16$2.096.2%760.52100
$29.50Jul 243.804.05$3.936.4%610.951
$32.00Aug 282.953.15$3.056.6%10.64--
$33.00Aug 142.142.29$2.226.8%260.5560
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 212.963.05$3.013.0%50.591.7K
$34.00Aug 212.372.45$2.413.3%1570.52189
$32.00Aug 211.391.46$1.424.9%220.3721
$32.50Aug 211.601.70$1.656.1%380.411.7K
$33.50Aug 71.851.97$1.916.3%40.491

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 19 found (avg $0.73, cheapest $0.39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 140.500.61$0.5520.0%30.21--
$38.00Aug 210.600.70$0.6515.4%160.2328
$36.00Jul 310.650.75$0.7014.3%1610.291.5K
$33.00Jul 240.690.78$0.7412.2%1640.61956
$37.00Aug 140.680.82$0.7518.7%490.27125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 240.370.41$0.3910.3%1880.40923
$30.00Jul 310.360.43$0.4017.5%810.17685
$29.00Aug 210.450.54$0.5018.0%210.1740
$29.50Aug 210.540.65$0.6018.3%120.1918
$30.00Aug 140.610.69$0.6512.3%190.2297

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 245.305.75$5.538.1%50.995
$29.00Jul 244.254.75$4.5011.1%260.9935
$30.00Jul 243.303.65$3.4710.1%50.98--
$29.50Jul 243.804.05$3.936.4%610.951
$27.00Jul 246.106.70$6.409.4%50.9210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.50Jul 242.713.50$3.1125.4%11.00227
$37.50Jul 243.904.25$4.088.6%31.00272
$38.00Jul 244.404.75$4.587.6%641.0016
$37.00Jul 243.403.75$3.589.8%200.9556
$35.50Jul 241.902.33$2.1220.3%30.911.6K

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 11.2K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 240.420.52$0.4721.3%1.2K0.46497
$34.50Aug 211.471.73$1.6016.2%1.1K0.442.3K
$36.00Aug 211.071.20$1.1411.4%6020.34145
$37.00Aug 210.660.92$0.7932.9%5020.2728
$34.50Jul 240.140.20$0.1735.3%4650.216.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Aug 211.141.26$1.2010.0%7020.3318
$27.00Aug 210.190.24$0.2222.7%3250.0887
$32.00Jul 240.090.15$0.1250.0%3220.16778
$34.00Jul 240.870.97$0.9210.9%2060.672.1K
$33.00Jul 240.370.41$0.3910.3%1880.40923

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 44.0%, max 221.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.50Jul 24Aug 2193.0%52.5%77.3%167
$39.00Jul 24Aug 2888.3%53.2%66.0%319
$38.00Jul 24Aug 2870.5%51.2%37.7%58732
$31.00Jul 31Aug 2170.6%53.3%32.4%8--
$37.50Jul 24Aug 2169.9%55.1%26.7%903.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Jul 24Aug 21176.7%55.0%221.1%326120
$30.50Jul 24Aug 2198.6%52.5%87.6%44324
$29.50Jul 31Aug 2177.8%52.9%47.1%1481
$28.00Jul 31Aug 2177.0%54.6%41.1%139159
$30.00Jul 31Aug 2872.8%51.9%40.3%82746

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 8.09, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$39.00Aug 28$0.11$0.89$0.118.09$38.11
$37.00$38.00Aug 7$0.17$0.83$0.174.88$37.17
$37.00$38.00Aug 14$0.20$0.80$0.204.00$37.20
$36.00$37.00Aug 28$0.21$0.79$0.213.76$36.21
$38.00$39.00Aug 14$0.24$0.76$0.243.17$38.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.50$29.00Jul 24$0.22$1.28$0.225.82$30.28
$29.00$28.00Aug 21$0.16$0.84$0.165.25$28.84
$29.00$28.00Aug 7$0.19$0.81$0.194.26$28.81
$30.00$29.50Aug 7$0.10$0.40$0.104.00$29.90
$28.00$27.50Aug 21$0.10$0.40$0.104.00$27.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 9.00, avg 1.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$31.50Jul 24$1.35$1.35$0.159.00$31.35
$27.00$28.00Jul 24$0.87$0.87$0.136.69$27.87
$33.00$33.50Jul 31$0.36$0.36$0.142.57$33.36
$29.50$30.00Jul 31$0.33$0.33$0.171.94$29.83
$32.50$33.00Jul 24$0.32$0.32$0.181.78$32.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.50$34.00Jul 24$0.39$0.39$0.113.55$34.11
$38.00$37.00Jul 31$0.75$0.75$0.253.00$37.25
$38.00$33.50Aug 7$3.02$3.02$1.482.04$34.98
$37.50$35.00Aug 21$1.67$1.67$0.832.01$35.83
$35.00$34.50Jul 24$0.32$0.32$0.181.78$34.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $0.66, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Jul 24Jul 31$0.1888.3%74.4%
$38.50Jul 24Jul 31$0.1993.0%72.3%
$31.00Jul 31Aug 7$0.1970.6%61.5%
$29.50Jul 24Jul 31$0.2085.3%77.8%
$38.00Jul 24Jul 31$0.2970.5%73.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Jul 31Aug 7$0.0677.0%63.9%
$29.50Jul 31Aug 7$0.0677.8%62.7%
$30.00Jul 31Aug 7$0.1372.8%61.9%
$29.00Jul 24Jul 31$0.2071.3%71.2%
$30.50Jul 24Jul 31$0.2598.6%71.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 3.30% of stock, avg 11.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$33.50Jul 24$0.47$0.63$1.10$32.40$34.603.30%
$33.00Jul 24$0.74$0.39$1.13$31.87$34.133.39%
$34.00Jul 24$0.30$0.92$1.22$32.78$35.223.66%
$32.50Jul 24$1.06$0.21$1.27$31.23$33.773.81%
$34.50Jul 24$0.17$1.31$1.48$33.02$35.984.44%
$32.00Jul 24$1.58$0.12$1.70$30.30$33.705.10%
$35.00Jul 24$0.11$1.63$1.74$33.26$36.745.22%
$35.50Jul 24$0.06$2.12$2.18$33.32$37.686.54%
$31.50Jul 24$2.12$0.07$2.19$29.31$33.696.57%
$36.50Jul 24$0.02$3.11$3.13$33.37$39.639.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.45% of stock, avg 6.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$35.50$31.00Jul 24$0.06$0.09$0.15$30.85$35.65
$35.50$32.00Jul 24$0.06$0.12$0.18$31.82$35.68
$35.00$31.00Jul 24$0.11$0.09$0.20$30.80$35.20
$35.00$32.00Jul 24$0.11$0.12$0.23$31.77$35.23
$34.50$31.00Jul 24$0.17$0.09$0.26$30.74$34.76
$35.50$32.50Jul 24$0.06$0.21$0.27$32.23$35.77
$34.50$32.00Jul 24$0.17$0.12$0.29$31.71$34.79
$35.50$30.50Jul 24$0.06$0.23$0.29$30.21$35.79
$35.00$32.50Jul 24$0.11$0.21$0.32$32.18$35.32
$35.00$30.50Jul 24$0.11$0.23$0.34$30.16$35.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 166 found (best R:R 8.09, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
32/3334/35Aug 14$0.89$0.118.09$32.11$34.89
30/3132/33Aug 28$0.84$0.165.25$30.16$32.84
31/3234/35Aug 14$0.83$0.174.88$31.17$34.83
32/3335/36Aug 14$0.83$0.174.88$32.17$35.83
33/3437/38Aug 28$0.83$0.174.88$33.17$37.83
30/3033/34Aug 7$0.40$0.104.00$29.60$33.40
31/3235/36Aug 21$0.40$0.104.00$31.10$35.40
32/3336/36Aug 21$0.40$0.104.00$32.60$36.40
30/3133/34Aug 28$0.80$0.204.00$30.20$33.80
33/3436/37Aug 28$0.79$0.213.76$33.21$36.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$34.00$35.00$36.00Aug 14$0.06$0.9415.67
$35.00$36.00$37.00Aug 14$0.06$0.9415.67
$36.00$37.00$38.00Aug 14$0.07$0.9313.29
$37.00$38.00$39.00Aug 7$0.08$0.9211.50
$34.00$35.00$36.00Aug 7$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Aug 14$0.06$0.9415.67
$27.00$28.00$29.00Aug 7$0.09$0.9110.11
$33.00$33.50$34.00Jul 24$0.05$0.459.00
$30.00$30.50$31.00Jul 31$0.05$0.459.00
$32.50$33.00$33.50Jul 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. 57 found (best net $-0.30, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$33.001:2Aug 7-$0.87$1.13
$38.00$39.001:2Aug 14-$0.07$0.93
$38.00$39.001:2Aug 7-$0.24$0.76
$37.00$38.001:2Aug 7-$0.25$0.75
$30.00$31.501:2Jul 24-$0.77$0.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$31.001:2Aug 28-$0.30$1.70
$29.00$27.001:2Jul 24-$0.39$1.61
$35.00$33.001:2Aug 14-$0.67$1.33
$37.50$35.001:2Aug 21-$1.34$1.16
$28.00$27.001:2Jul 31-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 6.09%, avg 2.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$33.50Aug 21$2.030.520.5%6.09%6.63%76100
$34.00Aug 28$1.850.502.0%5.55%7.59%1416
$34.00Aug 21$1.810.482.0%5.43%7.47%122143
$34.00Aug 14$1.660.482.0%4.98%7.02%1--
$33.50Aug 7$1.620.510.5%4.86%5.40%112--
$35.00Aug 28$1.520.435.0%4.56%9.60%129
$33.50Jul 31$1.510.510.5%4.53%5.07%2061
$34.00Aug 7$1.500.472.0%4.50%6.54%1--
$34.50Aug 21$1.470.443.5%4.41%7.95%1.1K2.3K
$35.00Aug 21$1.400.415.0%4.20%9.24%1304.5K

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 13,463
Total Puts 5,640
Put/Call Ratio 0.42
Net Difference 7,823

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 183,338
Total Puts 81,869
Average Put/Call Ratio 0.50
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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