Tour v381
ELF
E L F BEAUTY INC
$79.90 +0.31%
$79.86 (-0.05%)🌙
as of 07/21 06:28 PM
7/21 18:28

Option Volume

Detail
Current (07/21) 12,869
Calls: 10,823 (84%)
Puts: 2,046 (16%)
Prior (07/20) 13,395
Calls: 9,580 (72%)
Puts: 3,815 (28%)
Current vs Prior -3.93%
Calls: +12.97% (Calls)
Puts: -46.37% (Puts)
Prior 7-Day Total 55,682
Calls: 36,169 (65%)
Puts: 19,513 (35%)
Prior 7-Day Average 7,954
Calls: 5,167 (65%)
Puts: 2,787 (35%)
Current vs Prior 7-Day Avg +61.78%
Calls: +109.46%
Puts: -26.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $3.56M
Calls: $3.16M (89%)
Puts: $399.8K (11%)
Prior (07/20) $4.10M
Calls: $3.51M (86%)
Puts: $594.8K (14%)
Current vs Prior -13.30%
Calls: -10.00%
Puts: -32.79%
Prior 7-Day Total $25.43M
Calls: $15.51M (61%)
Puts: $9.92M (39%)
Prior 7-Day Average $3.63M
Calls: $2.22M (61%)
Puts: $1.42M (39%)
Current vs Prior 7-Day Avg -2.05%
Calls: +42.55%
Puts: -71.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.19
Prior (07/20) 0.40
Current vs Prior -52.53%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -70.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 67,992
Calls: 50,382 (74%)
Puts: 17,610 (26%)
Prior (07/20) 74,737
Calls: 56,984 (76%)
Puts: 17,753 (24%)
Current vs Prior -9.02%
Prior 7-Day Total 451,788
Calls: 339,626 (75%)
Puts: 112,162 (25%)
Prior 7-Day Average 64,541
Calls: 48,518 (75%)
Puts: 16,023 (25%)
Current vs Prior 7-Day Avg +5.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.10% | 10.89%20.91% | 24.97%
Prior 7.18% | 11.09%21.53% | 25.30%
Current vs Prior -15.13% | -1.78%-2.87% | -1.30%
Prior 7-Day Avg 6.59% | 10.17%7.88% | 21.91%
Current vs 7-Day Avg -7.56% | +7.05%+165.40% | +13.97%
Prior 7-Day Eod 7.18% | 11.09%21.53% | 25.30%
Current vs 7-Day Eod -15.13% | -1.78%-2.87% | -1.30%
Sentiment BULLISHBULLISH

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 89% of dollar volume in calls ($3.16M) vs puts ($399.8K). Extreme bullish P/C ratio of 0.19 - heavy call buying (10,823 calls vs 2,046 puts). P/C ratio dropping 53% - sentiment shifting bullish. Call-heavy open interest (50,382 calls vs 17,610 puts) suggests bullish positioning.

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 7 of results (avg 7.6%, best 5.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Jul 244.504.80$4.656.5%40.77130
$80.00Aug 217.758.40$8.078.1%510.541.6K
$80.00Jul 242.022.21$2.129.0%1.7K0.501.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2117.4018.45$17.925.9%20.7233
$82.00Jul 243.353.60$3.487.2%20.65--
$81.00Aug 218.309.00$8.658.1%20.47--
$81.00Jul 242.722.96$2.848.5%10.57--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.95, cheapest $0.95)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Jul 240.881.02$0.9514.7%210.29203
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.67, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 2413.5515.85$14.7015.6%40.92--
$73.00Jul 245.907.85$6.8828.3%10.88--
$74.00Jul 245.106.95$6.0330.7%10.85--
$65.00Aug 714.4517.75$16.1020.5%30.84--
$75.00Jul 244.156.60$5.3845.5%140.82305
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 245.107.00$6.0531.4%40.81--
$95.00Aug 2117.4018.45$17.925.9%20.7233
$85.00Jul 315.858.10$6.9832.2%10.70--
$82.00Jul 243.353.60$3.487.2%20.65--
$81.00Jul 242.722.96$2.848.5%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 6.7K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 212.603.50$3.0529.5%2.5K0.28441
$80.00Jul 242.022.21$2.129.0%1.7K0.501.7K
$81.00Jul 241.431.87$1.6526.7%2370.4386
$84.00Jul 240.580.83$0.7135.2%1180.2380
$82.00Jul 241.071.38$1.2325.2%950.35255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 240.330.67$0.5068.0%3050.15168
$75.00Jul 240.470.71$0.5940.7%1360.1856
$79.00Aug 216.257.90$7.0823.3%970.44--
$76.00Jul 240.670.92$0.8031.2%560.2346
$67.00Jul 240.010.20$0.11172.7%490.0338

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 18.9%, max 71.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Jul 24Aug 21157.4%91.8%71.4%231.0K
$95.00Jul 24Aug 28131.7%84.2%56.4%517
$83.00Jul 24Jul 3175.2%72.5%3.7%34203
$79.00Jul 24Jul 3176.8%75.0%2.4%87135
$89.00Jul 24Aug 7102.6%100.3%2.3%852
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 24Aug 28120.0%80.9%48.5%38241
$67.00Jul 24Aug 28109.5%90.2%21.3%5038
$68.00Jul 24Jul 3198.9%81.8%21.0%4989
$71.00Jul 24Aug 21100.4%89.2%12.6%16161
$73.00Jul 24Jul 3187.7%78.7%11.5%29225

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 17.75, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$93.00Jul 31$0.16$2.84$0.1617.75$90.16
$93.00$95.00Jul 31$0.12$1.88$0.1215.67$93.12
$91.00$92.00Jul 24$0.10$0.90$0.109.00$91.10
$90.00$95.00Aug 7$0.86$4.14$0.864.81$90.86
$84.00$85.00Jul 24$0.18$0.82$0.184.56$84.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.00$73.00Jul 24$0.12$0.88$0.127.33$73.88
$70.00$69.00Aug 7$0.14$0.86$0.146.14$69.86
$75.00$74.00Aug 14$0.20$0.80$0.204.00$74.80
$76.00$75.00Jul 24$0.21$0.79$0.213.76$75.79
$72.00$67.00Aug 28$1.06$3.94$1.063.72$70.94

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 43.44, avg 1.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$73.00Jul 24$7.82$7.82$0.1843.44$72.82
$73.00$74.00Jul 24$0.85$0.85$0.155.67$73.85
$75.00$76.00Jul 31$0.82$0.82$0.184.56$75.82
$82.00$83.00Jul 31$0.80$0.80$0.204.00$82.80
$94.00$95.00Jul 24$0.79$0.79$0.213.76$94.79
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$82.00Jul 24$2.57$2.57$0.435.98$82.43
$76.00$75.00Aug 28$0.83$0.83$0.174.88$75.17
$77.00$75.00Aug 7$1.37$1.37$0.632.17$75.63
$95.00$81.00Aug 21$9.27$9.27$4.731.96$85.73
$75.00$74.00Jul 31$0.65$0.65$0.351.86$74.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $1.63, cheapest $0.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.00Jul 24Jul 31$0.38102.6%70.1%
$90.00Jul 24Jul 31$0.5077.6%67.4%
$85.00Jul 24Jul 31$1.0375.7%68.8%
$76.00Jul 24Jul 31$1.2379.0%80.7%
$84.00Jul 24Jul 31$1.2675.0%71.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$69.00Jul 24Jul 31$0.4499.5%74.6%
$72.00Jul 24Jul 31$0.45120.0%75.8%
$68.00Jul 24Jul 31$0.5398.9%81.8%
$70.00Jul 24Jul 31$0.61102.1%78.1%
$85.00Jul 24Jul 31$0.9375.7%68.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 5.48% of stock, avg 12.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$79.00Jul 24$2.59$1.79$4.38$74.62$83.385.48%
$80.00Jul 24$2.12$2.28$4.40$75.60$84.405.51%
$81.00Jul 24$1.65$2.84$4.49$76.51$85.495.62%
$78.00Jul 24$3.20$1.39$4.59$73.41$82.595.74%
$82.00Jul 24$1.23$3.48$4.71$77.29$86.715.89%
$77.00Jul 24$3.93$1.06$4.99$72.01$81.996.25%
$76.00Jul 24$4.65$0.80$5.45$70.55$81.456.82%
$75.00Jul 24$5.38$0.59$5.97$69.03$80.977.47%
$74.00Jul 24$6.03$0.50$6.53$67.47$80.538.17%
$85.00Jul 24$0.53$6.05$6.58$78.42$91.588.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 1.66% of stock, avg 9.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$85.00$76.00Jul 24$0.53$0.80$1.33$74.67$86.33
$84.00$76.00Jul 24$0.71$0.80$1.51$74.49$85.51
$85.00$77.00Jul 24$0.53$1.06$1.59$75.41$86.59
$83.00$76.00Jul 24$0.95$0.80$1.75$74.25$84.75
$84.00$77.00Jul 24$0.71$1.06$1.77$75.23$85.77
$85.00$78.00Jul 24$0.53$1.39$1.92$76.08$86.92
$83.00$77.00Jul 24$0.95$1.06$2.01$74.99$85.01
$82.00$76.00Jul 24$1.23$0.80$2.03$73.97$84.03
$84.00$78.00Jul 24$0.71$1.39$2.10$75.90$86.10
$82.00$77.00Jul 24$1.23$1.06$2.29$74.71$84.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 167 found (best R:R 17.18, avg credit $1.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/6778/80Aug 7$1.89$0.1117.18$65.11$79.89
72/7482/84Aug 21$1.89$0.1117.18$72.11$83.89
70/7175/78Aug 7$2.76$0.2411.50$68.24$77.76
70/7180/82Aug 7$1.83$0.1710.76$69.17$81.83
75/7789/90Aug 7$1.83$0.1710.76$75.17$90.83
79/8086/88Aug 7$1.83$0.1710.76$78.17$87.83
70/7172/75Jul 31$2.72$0.289.71$68.28$74.72
71/7478/81Aug 14$2.70$0.309.00$71.30$80.70
71/7279/80Jul 24$0.89$0.118.09$71.11$79.89
71/7280/81Jul 24$0.89$0.118.09$71.11$80.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$86.00$88.00$90.00Aug 14$0.07$1.9327.57
$80.00$81.00$82.00Jul 24$0.05$0.9519.00
$80.00$82.00$84.00Aug 7$0.10$1.9019.00
$83.00$84.00$85.00Jul 24$0.06$0.9415.67
$80.00$82.00$84.00Aug 21$0.15$1.8512.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$67.00$68.00$69.00Jul 24$0.07$0.9313.29
$76.00$77.00$78.00Jul 24$0.07$0.9313.29
$77.00$78.00$79.00Jul 24$0.07$0.9313.29
$79.00$80.00$81.00Jul 24$0.07$0.9313.29
$80.00$81.00$82.00Jul 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. 52 found (best net $-2.46, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$75.001:2Aug 7-$2.46$7.54
$90.00$95.001:2Aug 14-$1.22$3.78
$90.00$95.001:2Aug 7-$1.23$3.77
$90.00$95.001:2Aug 21-$1.88$3.12
$90.00$93.001:2Jul 31-$0.28$2.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Aug 21-$0.69$4.31
$85.00$80.001:2Jul 31-$1.52$3.48
$69.00$65.001:2Aug 14-$0.72$3.28
$72.00$67.001:2Aug 28-$2.66$2.34
$85.00$82.001:2Jul 24-$0.91$2.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 9.70%, avg 3.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Aug 21$7.750.540.1%9.70%9.82%511.6K
$82.00Aug 21$6.500.502.6%8.14%10.76%1211
$81.00Aug 14$6.100.511.4%7.63%9.01%1--
$80.00Aug 7$5.900.530.1%7.38%7.51%4371
$85.00Aug 21$5.450.456.4%6.82%13.20%448.7K
$84.00Aug 21$5.400.465.1%6.76%11.89%2--
$85.00Aug 28$5.350.456.4%6.70%13.08%10--
$82.00Aug 7$5.250.482.6%6.57%9.20%3--
$85.00Aug 14$4.850.436.4%6.07%12.45%623
$86.00Aug 21$4.550.427.6%5.69%13.33%2110

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 10,823
Total Puts 2,046
Put/Call Ratio 0.19
Net Difference 8,777

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,169
Total Puts 19,513
Average Put/Call Ratio 0.63
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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