Tour v526
EXEL
EXELIXIS INC
$58.53 +2.88%
$58.93 (+0.68%)🌙
as of 09/02 06:26 PM
9/2 18:26

Option Volume

Detail
Current (09/02) 883
Calls: 766 (87%)
Puts: 117 (13%)
Prior (09/01) 4,618
Calls: 533 (12%)
Puts: 4,085 (88%)
Current vs Prior -80.88%
Calls: +43.71% (Calls)
Puts: -97.14% (Puts)
Prior 7-Day Total 19,087
Calls: 4,579 (24%)
Puts: 14,508 (76%)
Prior 7-Day Average 2,726
Calls: 654 (24%)
Puts: 2,072 (76%)
Current vs Prior 7-Day Avg -67.62%
Calls: +17.10%
Puts: -94.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $284.0K
Calls: $274.3K (97%)
Puts: $9.8K (3%)
Prior (09/01) $577.8K
Calls: $192.3K (33%)
Puts: $385.5K (67%)
Current vs Prior -50.84%
Calls: +42.63%
Puts: -97.46%
Prior 7-Day Total $2.46M
Calls: $818.9K (33%)
Puts: $1.64M (67%)
Prior 7-Day Average $351.1K
Calls: $117.0K (33%)
Puts: $234.2K (67%)
Current vs Prior 7-Day Avg -19.11%
Calls: +134.46%
Puts: -95.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.15
Prior (09/01) 7.66
Current vs Prior -98.01%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg -90.74%
Sentiment BULLISH

Open Interest

Detail
Current (09/02) 20,699
Calls: 7,886 (38%)
Puts: 12,813 (62%)
Prior (09/01) 22,867
Calls: 7,816 (34%)
Puts: 15,051 (66%)
Current vs Prior -9.48%
Prior 7-Day Total 76,499
Calls: 47,139 (62%)
Puts: 29,360 (38%)
Prior 7-Day Average 10,928
Calls: 6,734 (62%)
Puts: 4,194 (38%)
Current vs Prior 7-Day Avg +89.41%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 5.52% | 10.68%
Prior 7.82% | 10.78%
Current vs Prior -29.45% | -0.90%
Prior 7-Day Avg 7.35% | 10.96%
Current vs 7-Day Avg -24.93% | -2.59%
Prior 7-Day Eod 7.82% | 10.78%
Current vs 7-Day Eod -29.45% | -0.90%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Prior 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($274.3K) vs puts ($9.8K). Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 81% vs prior. Extreme bullish P/C ratio of 0.15 - heavy call buying (766 calls vs 117 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 3 found (avg delta 0.83, highest 0.95)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 186.6010.80$8.7048.3%60.9537
$55.00Sep 183.604.80$4.2028.6%480.83545
$55.00Oct 163.807.40$5.6064.3%150.7025
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 617, top 181)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.101.25$0.68169.1%1810.313.6K
$65.00Oct 160.251.10$0.68125.0%960.1940
$60.00Oct 162.052.90$2.4734.4%940.45104
$65.00Sep 180.100.40$0.25120.0%780.1046
$55.00Sep 183.604.80$4.2028.6%480.83545
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 160.150.50$0.33106.1%600.0911.0K
$55.00Sep 180.400.70$0.5554.5%300.22107
$50.00Sep 180.050.55$0.30166.7%80.091.4K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 19.00, avg 8.01)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$0.43$4.57$0.4331%10.63$60.43
$55.00$60.00Oct 16$3.13$1.87$3.1370%0.60$58.13
$60.00$65.00Oct 16$1.79$3.21$1.7945%1.79$61.79
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Sep 18$0.25$4.75$0.2522%19.00$54.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.56, avg 0.23)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$65.00Oct 16$1.79$1.79$3.2155%0.56$61.79
$60.00$65.00Sep 18$0.43$0.43$4.5769%0.09$60.43
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Sep 18$0.25$0.25$4.7578%0.05$54.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.79, cheapest $1.79)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Sep 18Oct 16$1.7929.4%39.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 8.12% of stock, avg 8.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$4.20$0.55$4.75$50.25$59.758.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.94% of stock, avg 1.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$50.00Sep 18$0.25$0.30$0.55$49.45$65.55
$70.00$50.00Sep 18$0.43$0.30$0.73$49.27$70.73
$65.00$55.00Sep 18$0.25$0.55$0.80$54.20$65.80
$70.00$55.00Sep 18$0.43$0.55$0.98$54.02$70.98
$65.00$50.00Oct 16$0.68$0.33$1.01$48.99$66.01
$60.00$50.00Sep 18$0.68$0.30$0.98$49.02$60.98
$60.00$55.00Sep 18$0.68$0.55$1.23$53.77$61.23
$60.00$50.00Oct 16$2.47$0.33$2.80$47.20$62.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.16, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
50/5560/65Sep 18$0.68$4.3248%0.16$54.32$60.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 4.10, cheapest $0.61)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Sep 18$0.98$4.0264%4.10
$55.00$60.00$65.00Oct 16$1.34$3.6651%2.73
$60.00$65.00$70.00Sep 18$0.61$4.3920%7.20
$55.00$60.00$65.00Sep 18$3.09$1.9173%0.62
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.05, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$70.001:2Sep 18-$0.61$4.39
$50.00$55.001:2Sep 18$0.30$4.70
$55.00$60.001:2Oct 16$0.66$4.34
$60.00$65.001:2Sep 18$0.18$4.82
$55.00$60.001:2Sep 18$2.84$2.16
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18-$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 3.50%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Oct 16$2.050.452.5%3.50%6.01%94104
$65.00Oct 16$0.250.1911.1%0.43%11.48%9640
$65.00Sep 18$0.100.1011.1%0.17%11.23%7846
$60.00Sep 18$0.100.312.5%0.17%2.68%1813.6K

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 766
Total Puts 117
Put/Call Ratio 0.15
Net Difference 649

Prior's Put/Call Breakdown

Total Calls 533
Total Puts 4,085
Put/Call Ratio 7.66
Net Difference -3,552

Prior 7-Day Put/Call Summary

Total Calls 4,579
Total Puts 14,508
Average Put/Call Ratio 1.65
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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