Tour v366
ELF
E L F BEAUTY INC
$79.65 +8.09%
$79.60 (-0.06%)🌙
as of 07/20 06:27 PM
7/20 18:27

Option Volume

Detail
Current (07/20) 13,395
Calls: 9,580 (72%)
Puts: 3,815 (28%)
Prior (07/17) 5,421
Calls: 3,421 (63%)
Puts: 2,000 (37%)
Current vs Prior +147.09%
Calls: +180.04% (Calls)
Puts: +90.75% (Puts)
Prior 7-Day Total 47,906
Calls: 30,334 (63%)
Puts: 17,572 (37%)
Prior 7-Day Average 6,843
Calls: 4,333 (63%)
Puts: 2,510 (37%)
Current vs Prior 7-Day Avg +95.73%
Calls: +121.07%
Puts: +51.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $4.10M
Calls: $3.51M (86%)
Puts: $594.8K (14%)
Prior (07/17) $2.00M
Calls: $1.58M (79%)
Puts: $423.2K (21%)
Current vs Prior +105.22%
Calls: +122.58%
Puts: +40.56%
Prior 7-Day Total $23.59M
Calls: $13.88M (59%)
Puts: $9.70M (41%)
Prior 7-Day Average $3.37M
Calls: $1.98M (59%)
Puts: $1.39M (41%)
Current vs Prior 7-Day Avg +21.81%
Calls: +76.95%
Puts: -57.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.40
Prior (07/17) 0.58
Current vs Prior -31.88%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -38.64%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 74,737
Calls: 56,984 (76%)
Puts: 17,753 (24%)
Prior (07/17) 55,957
Calls: 41,074 (73%)
Puts: 14,883 (27%)
Current vs Prior +33.56%
Prior 7-Day Total 439,205
Calls: 330,065 (75%)
Puts: 109,140 (25%)
Prior 7-Day Average 62,743
Calls: 47,152 (75%)
Puts: 15,591 (25%)
Current vs Prior 7-Day Avg +19.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.18% | 11.09%21.53% | 25.30%
Prior 8.01% | 11.82%2.66% | 21.31%
Current vs Prior -10.31% | -6.21%+709.52% | +18.74%
Prior 7-Day Avg 6.12% | 9.84%6.05% | 21.52%
Current vs 7-Day Avg +17.37% | +12.71%+255.75% | +17.55%
Prior 7-Day Eod 8.01% | 11.82%2.66% | 21.31%
Current vs 7-Day Eod -10.31% | -6.21%+709.52% | +18.74%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 9.70% | 11.95%
Calls: 9.88% | 10.87%
Puts: 9.51% | 13.03%
Prior 9.70% | 11.95%
Calls: 9.88% | 10.87%
Puts: 9.51% | 13.03%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 9.70% | 11.95%
Calls: 9.88% | 10.87%
Puts: 9.51% | 13.03%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($3.51M) vs puts ($594.8K). Massive premium surge with dollar volume up 105% vs prior. Unusually high activity with volume up 147% vs prior - elevated interest. Volume explosion - 96% above 7-day average (13,395 vs avg 6,843).

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 12 of results (avg 8.8%, best 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 217.958.50$8.236.7%830.541.6K
$76.00Jul 244.655.00$4.837.2%540.73133
$80.00Aug 147.307.90$7.607.9%60.54--
$71.00Aug 1411.9012.95$12.438.4%10.73--
$78.00Jul 243.403.70$3.558.5%560.62102
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Jul 245.105.60$5.359.3%40.73--
$75.00Aug 215.556.10$5.829.5%190.36680
$85.00Aug 2110.4011.45$10.939.6%20.55--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.44, cheapest $0.44)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 240.400.48$0.4418.2%4660.1246

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 63 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 2413.5016.00$14.7516.9%20.96--
$68.00Jul 2410.2513.40$11.8326.6%20.95--
$66.00Jul 2411.9014.45$13.1819.3%10.95--
$69.00Jul 249.6011.55$10.5818.4%10.9511
$65.00Jul 3113.8516.25$15.0515.9%20.9316
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 2412.5515.30$13.9319.7%20.95--
$90.00Jul 249.7012.45$11.0824.8%20.93--
$89.00Jul 249.0010.90$9.9519.1%20.90--
$94.00Jul 2413.5516.25$14.9018.1%20.82--
$87.00Jul 318.259.85$9.0517.7%10.74--

Most actively traded options today. High liquidity = easy entry/exit. 178 active (total vol 9.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 240.080.33$0.21119.0%1.0K0.07151
$92.00Jul 240.060.20$0.13107.7%8700.0527
$93.00Jul 240.030.18$0.11136.4%8020.042
$80.00Jul 242.312.68$2.5014.8%4740.501.6K
$82.00Jul 241.491.78$1.6417.7%3090.3873
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 240.400.48$0.4418.2%4660.1246
$71.00Jul 240.190.57$0.38100.0%4240.1036
$65.00Aug 212.202.62$2.4117.4%3990.19369
$73.00Jul 240.340.62$0.4858.3%3850.1419
$69.00Jul 240.020.34$0.18177.8%2660.06282

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 17.5%, max 111.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Jul 24Jul 31154.4%73.1%111.1%601
$91.00Jul 24Jul 3194.7%73.3%29.3%18--
$65.00Jul 24Aug 28113.4%88.6%28.0%3--
$92.00Jul 24Jul 3181.0%71.1%13.9%87327
$93.00Jul 24Jul 3182.5%72.8%13.3%8682
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Jul 24Aug 21116.0%87.7%32.3%648
$64.00Jul 24Aug 21113.5%88.2%28.7%133161
$65.00Jul 24Aug 28113.4%88.6%28.0%128476
$67.00Jul 24Aug 14109.1%93.1%17.1%2345
$70.00Jul 24Aug 2889.0%83.0%7.2%56647

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 9.53, avg 2.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$79.00$80.00Jul 31$0.10$0.90$0.109.00$79.10
$89.00$90.00Jul 24$0.12$0.88$0.127.33$89.12
$86.00$87.00Jul 24$0.14$0.86$0.146.14$86.14
$86.00$87.00Jul 31$0.14$0.86$0.146.14$86.14
$73.00$74.00Jul 31$0.15$0.85$0.155.67$73.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.00$65.00Jul 31$0.19$1.81$0.199.53$66.81
$68.00$67.00Jul 31$0.11$0.89$0.118.09$67.89
$68.00$67.00Aug 14$0.11$0.89$0.118.09$67.89
$71.00$70.00Jul 24$0.13$0.87$0.136.69$70.87
$75.00$74.00Jul 24$0.19$0.81$0.194.26$74.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 19.00, avg 1.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$70.00Jul 31$4.47$4.47$0.538.43$69.47
$75.00$76.00Jul 24$0.85$0.85$0.155.67$75.85
$70.00$73.00Jul 31$2.53$2.53$0.475.38$72.53
$76.00$77.00Aug 7$0.83$0.83$0.174.88$76.83
$75.00$76.00Jul 31$0.82$0.82$0.184.56$75.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$93.00$90.00Jul 24$2.85$2.85$0.1519.00$90.15
$89.00$84.00Jul 24$4.60$4.60$0.4011.50$84.40
$70.00$69.00Aug 7$0.88$0.88$0.127.33$69.12
$74.00$73.00Jul 31$0.86$0.86$0.146.14$73.14
$84.00$81.00Jul 24$2.02$2.02$0.982.06$81.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.40, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Jul 31$0.2681.2%68.9%
$65.00Jul 24Jul 31$0.30113.4%79.8%
$91.00Jul 24Jul 31$0.4594.7%73.3%
$93.00Jul 24Jul 31$0.4582.5%72.8%
$92.00Jul 24Jul 31$0.4881.0%71.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Jul 24Jul 31$0.18113.4%79.8%
$67.00Jul 24Jul 31$0.29109.1%79.5%
$68.00Jul 24Jul 31$0.4694.3%78.6%
$70.00Jul 24Jul 31$0.6989.0%78.3%
$69.00Jul 24Jul 31$0.9190.0%88.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 6.55% of stock, avg 14.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Jul 24$2.50$2.72$5.22$74.78$85.226.55%
$79.00Jul 24$3.00$2.32$5.32$73.68$84.326.68%
$81.00Jul 24$2.01$3.33$5.34$75.66$86.346.70%
$78.00Jul 24$3.55$1.83$5.38$72.62$83.386.75%
$77.00Jul 24$4.10$1.54$5.64$71.36$82.647.08%
$76.00Jul 24$4.83$1.21$6.04$69.96$82.047.58%
$84.00Jul 24$1.07$5.35$6.42$77.58$90.428.06%
$75.00Jul 24$5.68$0.94$6.62$68.38$81.628.31%
$74.00Jul 24$6.48$0.75$7.23$66.77$81.239.08%
$73.00Jul 24$7.13$0.48$7.61$65.39$80.619.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 2.22% of stock, avg 10.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$85.00$75.00Jul 24$0.83$0.94$1.77$73.23$86.77
$84.00$75.00Jul 24$1.07$0.94$2.01$72.99$86.01
$85.00$76.00Jul 24$0.83$1.21$2.04$73.96$87.04
$84.00$76.00Jul 24$1.07$1.21$2.28$73.72$86.28
$83.00$75.00Jul 24$1.35$0.94$2.29$72.71$85.29
$85.00$77.00Jul 24$0.83$1.54$2.37$74.63$87.37
$83.00$76.00Jul 24$1.35$1.21$2.56$73.44$85.56
$82.00$75.00Jul 24$1.64$0.94$2.58$72.42$84.58
$84.00$77.00Jul 24$1.07$1.54$2.61$74.39$86.61
$85.00$78.00Jul 24$0.83$1.83$2.66$75.34$87.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 124 found (best R:R 16.65, avg credit $1.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
68/7071/74Aug 14$2.83$0.1716.65$67.17$73.83
68/7078/80Aug 14$1.85$0.1512.33$68.15$79.85
65/6770/73Jul 31$2.72$0.289.71$64.28$72.72
68/7074/77Aug 14$2.67$0.338.09$67.33$76.67
67/6870/73Jul 31$2.64$0.367.33$65.36$72.64
67/6876/77Jul 31$0.87$0.136.69$67.13$76.87
67/6882/83Jul 31$0.87$0.136.69$67.13$82.87
70/7176/77Jul 24$0.86$0.146.14$70.14$76.86
73/7481/82Aug 21$0.85$0.155.67$73.15$81.85
64/6568/70Aug 21$1.69$0.315.45$63.31$69.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$80.00$81.00$82.00Aug 21$0.05$0.9519.00
$71.00$74.00$77.00Aug 14$0.16$2.8417.75
$75.00$76.00$77.00Jul 31$0.06$0.9415.67
$88.00$89.00$90.00Aug 7$0.06$0.9415.67
$81.00$82.00$83.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 24$0.05$0.9519.00
$69.00$70.00$71.00Jul 24$0.06$0.9415.67
$75.00$76.00$77.00Jul 24$0.06$0.9415.67
$70.00$73.00$76.00Aug 28$0.18$2.8215.67
$67.00$68.00$69.00Jul 24$0.08$0.9211.50

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 $-0.75, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Aug 7-$0.81$4.19
$90.00$95.001:2Aug 14-$1.18$3.82
$90.00$95.001:2Aug 21-$1.81$3.19
$90.00$95.001:2Aug 28-$2.34$2.66
$80.00$85.001:2Aug 28-$3.68$1.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.00$84.001:2Jul 24-$0.75$4.25
$69.00$65.001:2Aug 7-$0.69$3.31
$70.00$65.001:2Aug 28-$1.78$3.22
$70.00$66.001:2Aug 21-$1.06$2.94
$80.00$75.001:2Aug 21-$2.94$2.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 10.30%, avg 4.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Aug 28$8.200.550.4%10.30%10.73%622
$80.00Aug 21$7.950.540.4%9.98%10.42%831.6K
$80.00Aug 14$7.300.540.4%9.17%9.60%6--
$81.00Aug 21$6.650.521.7%8.35%10.04%5--
$81.00Aug 14$6.600.521.7%8.29%9.98%1--
$80.00Aug 7$6.450.540.4%8.10%8.54%665
$82.00Aug 21$6.400.503.0%8.04%10.99%12--
$83.00Aug 21$6.100.484.2%7.66%11.86%1--
$81.00Aug 7$6.000.521.7%7.53%9.23%13--
$82.00Aug 14$5.900.503.0%7.41%10.36%1--

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 9,580
Total Puts 3,815
Put/Call Ratio 0.40
Net Difference 5,765

Prior's Put/Call Breakdown

Total Calls 3,421
Total Puts 2,000
Put/Call Ratio 0.58
Net Difference 1,421

Prior 7-Day Put/Call Summary

Total Calls 30,334
Total Puts 17,572
Average Put/Call Ratio 0.65
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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