Tour v422
ELF
E L F BEAUTY INC
$84.01 +8.60%
$83.60 (-0.49%)🌙
as of 07/27 06:28 PM
7/27 18:28

Option Volume

Detail
Current (07/27) 10,390
Calls: 8,230 (79%)
Puts: 2,160 (21%)
Prior (07/24) 5,643
Calls: 3,136 (56%)
Puts: 2,507 (44%)
Current vs Prior +84.12%
Calls: +162.44% (Calls)
Puts: -13.84% (Puts)
Prior 7-Day Total 54,760
Calls: 38,352 (70%)
Puts: 16,408 (30%)
Prior 7-Day Average 7,822
Calls: 5,478 (70%)
Puts: 2,344 (30%)
Current vs Prior 7-Day Avg +32.82%
Calls: +50.21%
Puts: -7.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $7.08M
Calls: $6.13M (87%)
Puts: $948.2K (13%)
Prior (07/24) $2.24M
Calls: $1.65M (74%)
Puts: $583.0K (26%)
Current vs Prior +216.40%
Calls: +270.58%
Puts: +62.66%
Prior 7-Day Total $17.33M
Calls: $14.04M (81%)
Puts: $3.29M (19%)
Prior 7-Day Average $2.48M
Calls: $2.01M (81%)
Puts: $470.5K (19%)
Current vs Prior 7-Day Avg +185.87%
Calls: +205.65%
Puts: +101.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.26
Prior (07/24) 0.80
Current vs Prior -67.17%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -55.15%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 77,406
Calls: 60,059 (78%)
Puts: 17,347 (22%)
Prior (07/24) 52,454
Calls: 39,219 (75%)
Puts: 13,235 (25%)
Current vs Prior +47.57%
Prior 7-Day Total 443,494
Calls: 331,339 (75%)
Puts: 112,155 (25%)
Prior 7-Day Average 63,356
Calls: 47,334 (75%)
Puts: 16,022 (25%)
Current vs Prior 7-Day Avg +22.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.88% | 16.62%19.02% | 23.66%
Prior 7.73% | 16.84%19.04% | 24.37%
Current vs Prior -11.00% | -1.34%-0.10% | -2.88%
Prior 7-Day Avg 6.21% | 10.96%15.67% | 23.69%
Current vs 7-Day Avg +10.74% | +51.61%+21.38% | -0.12%
Prior 7-Day Eod 7.73% | 16.84%19.04% | 24.37%
Current vs 7-Day Eod -11.00% | -1.34%-0.10% | -2.88%
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 87% of dollar volume in calls ($6.13M) vs puts ($948.2K). Massive premium surge with dollar volume up 216% vs prior. Dollar volume significantly above 7-day average (186% higher). Above-average activity with volume up 84% vs prior.

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 NEUTRAL
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 2 of results (avg 5.9%, best 3.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 217.507.80$7.653.9%5930.519.0K
$80.00Aug 219.7010.50$10.107.9%3440.611.7K
PUTS (0)
No puts meet the criteria

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. 48 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 3112.4014.90$13.6518.3%50.9415
$73.00Jul 319.1511.60$10.3823.6%1470.92130
$72.00Jul 3110.3512.60$11.4819.6%20.9036
$74.00Jul 318.5010.70$9.6022.9%1660.90100
$75.00Jul 318.059.80$8.9319.6%110.87143
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 313.454.00$3.7314.7%50.61--

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 6.2K, top 610)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 311.852.40$2.1325.8%6100.45482
$85.00Aug 217.507.80$7.653.9%5930.519.0K
$80.00Jul 313.955.55$4.7533.7%4690.73203
$90.00Jul 310.550.79$0.6735.8%3780.19344
$90.00Aug 214.855.80$5.3217.9%3700.411.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Jul 310.301.16$0.73117.8%1910.1720
$80.00Aug 215.656.50$6.0814.0%1090.39487
$75.00Jul 310.230.92$0.58119.0%820.13192
$79.00Aug 215.205.95$5.5813.4%580.36112
$70.00Jul 310.000.25$0.13192.3%500.04188

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 19.8%, max 49.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Jul 31Sep 499.8%75.7%31.8%12143
$78.00Jul 31Aug 21105.4%90.4%16.7%32119
$70.00Jul 31Aug 2899.6%89.3%11.6%615
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$68.00Aug 7Sep 4125.6%83.9%49.8%412
$72.00Jul 31Aug 28115.1%84.5%36.3%3455
$75.00Jul 31Sep 499.8%75.7%31.8%86192
$69.00Jul 31Aug 28116.9%90.4%29.2%36118
$73.00Jul 31Sep 499.3%82.5%20.3%3241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 19.00, avg 2.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$100.00Jul 31$0.12$1.88$0.1215.67$98.12
$93.00$95.00Jul 31$0.13$1.87$0.1314.38$93.13
$90.00$91.00Jul 31$0.10$0.90$0.109.00$90.10
$86.00$87.00Aug 7$0.11$0.89$0.118.09$86.11
$88.00$89.00Jul 31$0.12$0.88$0.127.33$88.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$70.00Aug 21$0.10$1.90$0.1019.00$71.90
$75.00$73.00Sep 4$0.13$1.87$0.1314.38$74.87
$71.00$70.00Jul 31$0.12$0.88$0.127.33$70.88
$76.00$75.00Aug 7$0.15$0.85$0.155.67$75.85
$82.00$81.00Jul 31$0.16$0.84$0.165.25$81.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 110 found (best R:R 7.00, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$77.00Aug 7$1.75$1.75$0.257.00$76.75
$78.00$80.00Aug 14$1.68$1.68$0.325.25$79.68
$84.00$85.00Aug 7$0.80$0.80$0.204.00$84.80
$83.00$84.00Sep 4$0.80$0.80$0.204.00$83.80
$73.00$74.00Jul 31$0.78$0.78$0.223.55$73.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$80.00Aug 21$0.74$0.74$0.262.85$80.26
$78.00$77.00Jul 31$0.60$0.60$0.401.50$77.40
$74.00$73.00Aug 7$0.60$0.60$0.401.50$73.40
$80.00$79.00Aug 7$0.60$0.60$0.401.50$79.40
$73.00$72.00Aug 21$0.60$0.60$0.401.50$72.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $2.96, cheapest $0.49)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 31Aug 7$1.6776.7%110.8%
$72.00Jul 31Aug 7$2.10115.1%122.3%
$70.00Jul 31Aug 21$2.1899.6%96.5%
$95.00Jul 31Aug 7$2.3478.0%108.2%
$73.00Jul 31Aug 7$2.5099.3%117.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$68.00Aug 7Aug 21$0.49125.6%90.0%
$69.00Jul 31Aug 7$1.29116.9%121.1%
$70.00Jul 31Aug 7$1.6299.6%122.3%
$71.00Jul 31Aug 7$1.78107.0%123.4%
$72.00Jul 31Aug 7$1.81115.1%122.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 6.34% of stock, avg 14.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$83.00Jul 31$3.15$2.18$5.33$77.67$88.336.34%
$86.00Jul 31$1.70$3.73$5.43$80.57$91.436.46%
$82.00Jul 31$3.70$1.89$5.59$76.41$87.596.65%
$80.00Jul 31$4.75$1.23$5.98$74.02$85.987.12%
$81.00Jul 31$4.40$1.73$6.13$74.87$87.137.30%
$79.00Jul 31$5.43$1.22$6.65$72.35$85.657.92%
$78.00Jul 31$5.85$1.33$7.18$70.82$85.188.55%
$77.00Jul 31$6.90$0.73$7.63$69.37$84.639.08%
$76.00Jul 31$8.32$0.83$9.15$66.85$85.1510.89%
$75.00Jul 31$8.93$0.58$9.51$65.49$84.5111.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 2.70% of stock, avg 9.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$79.00Jul 31$1.05$1.22$2.27$76.73$91.27
$89.00$80.00Jul 31$1.05$1.23$2.28$77.72$91.28
$88.00$79.00Jul 31$1.17$1.22$2.39$76.61$90.39
$88.00$80.00Jul 31$1.17$1.23$2.40$77.60$90.40
$87.00$79.00Jul 31$1.36$1.22$2.58$76.42$89.58
$87.00$80.00Jul 31$1.36$1.23$2.59$77.41$89.59
$89.00$81.00Jul 31$1.05$1.73$2.78$78.22$91.78
$88.00$81.00Jul 31$1.17$1.73$2.90$78.10$90.90
$86.00$79.00Jul 31$1.70$1.22$2.92$76.08$88.92
$86.00$80.00Jul 31$1.70$1.23$2.93$77.07$88.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 158 found (best R:R 11.50, avg credit $1.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
69/7085/87Aug 21$1.84$0.1611.50$68.16$86.84
74/7585/87Aug 21$1.82$0.1810.11$73.18$86.82
74/7579/80Jul 31$0.89$0.118.09$74.11$79.89
71/7281/82Aug 7$0.89$0.118.09$71.11$81.89
74/7581/82Aug 7$0.89$0.118.09$74.11$81.89
78/7985/87Aug 21$1.78$0.228.09$77.22$86.78
72/7383/85Aug 21$1.75$0.257.00$71.25$84.75
71/7279/80Jul 31$0.87$0.136.69$71.13$79.87
71/7274/75Aug 7$0.87$0.136.69$71.13$74.87
72/7480/82Aug 14$1.73$0.276.41$72.27$81.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$84.00$85.00$86.00Aug 7$0.05$0.9519.00
$74.00$75.00$76.00Jul 31$0.06$0.9415.67
$84.00$85.00$86.00Jul 31$0.06$0.9415.67
$87.00$88.00$89.00Jul 31$0.07$0.9313.29
$88.00$89.00$90.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$71.00$72.00Jul 31$0.07$0.9313.29
$77.00$78.00$79.00Aug 21$0.08$0.9211.50
$73.00$74.00$75.00Aug 21$0.10$0.909.00
$78.00$79.00$80.00Jul 31$0.12$0.887.33
$81.00$82.00$83.00Jul 31$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.81, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$100.001:2Sep 4-$0.81$9.19
$70.00$80.001:2Aug 28-$4.39$5.61
$95.00$100.001:2Aug 7-$0.88$4.12
$95.00$100.001:2Aug 14-$0.96$4.04
$90.00$95.001:2Aug 14-$1.46$3.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$73.00$68.001:2Sep 4-$1.30$3.70
$86.00$83.001:2Jul 31-$0.63$2.37
$72.00$71.001:2Jul 31-$0.06$0.94
$78.00$77.001:2Jul 31-$0.13$0.87
$75.00$74.001:2Jul 31-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 8.99%, avg 4.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Sep 4$7.550.521.2%8.99%10.17%2--
$85.00Aug 21$7.500.511.2%8.93%10.11%5939.0K
$85.00Aug 28$7.300.521.2%8.69%9.87%7--
$88.00Aug 28$5.800.464.8%6.90%11.65%1--
$85.00Aug 7$5.450.511.2%6.49%7.67%39135
$85.00Aug 14$5.350.511.2%6.37%7.55%9--
$88.00Aug 21$5.300.454.8%6.31%11.06%1--
$87.00Aug 21$5.200.473.6%6.19%9.75%2--
$90.00Sep 4$5.200.437.1%6.19%13.32%1--
$87.00Aug 14$5.100.473.6%6.07%9.63%5--

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 8,230
Total Puts 2,160
Put/Call Ratio 0.26
Net Difference 6,070

Prior's Put/Call Breakdown

Total Calls 3,136
Total Puts 2,507
Put/Call Ratio 0.80
Net Difference 629

Prior 7-Day Put/Call Summary

Total Calls 38,352
Total Puts 16,408
Average Put/Call Ratio 0.59
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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