Tour v526
EXEL
EXELIXIS INC
$59.13 +1.03%
$59.35 (+0.37%)🌙
as of 09/03 06:26 PM
9/3 18:26

Option Volume

Detail
Current (09/03) 1,556
Calls: 717 (46%)
Puts: 839 (54%)
Prior (09/02) 883
Calls: 766 (87%)
Puts: 117 (13%)
Current vs Prior +76.22%
Calls: -6.40% (Calls)
Puts: +617.09% (Puts)
Prior 7-Day Total 17,307
Calls: 2,791 (16%)
Puts: 14,516 (84%)
Prior 7-Day Average 2,472
Calls: 398 (16%)
Puts: 2,073 (84%)
Current vs Prior 7-Day Avg -37.07%
Calls: +79.83%
Puts: -59.54%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03) $387.3K
Calls: $214.5K (55%)
Puts: $172.8K (45%)
Prior (09/02) $284.0K
Calls: $274.3K (97%)
Puts: $9.8K (3%)
Current vs Prior +36.36%
Calls: -21.80%
Puts: +1666.75%
Prior 7-Day Total $2.47M
Calls: $850.5K (34%)
Puts: $1.62M (66%)
Prior 7-Day Average $353.5K
Calls: $121.5K (34%)
Puts: $232.0K (66%)
Current vs Prior 7-Day Avg +9.57%
Calls: +76.53%
Puts: -25.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 1.17
Prior (09/02) 0.15
Current vs Prior +666.10%
Prior 7-Day Average 1.67
Current vs Prior 7-Day Avg -29.74%
Sentiment BEARISH

Open Interest

Detail
Current (09/03) 15,014
Calls: 7,265 (48%)
Puts: 7,749 (52%)
Prior (09/02) 20,699
Calls: 7,886 (38%)
Puts: 12,813 (62%)
Current vs Prior -27.47%
Prior 7-Day Total 79,289
Calls: 45,326 (57%)
Puts: 33,963 (43%)
Prior 7-Day Average 11,327
Calls: 6,475 (57%)
Puts: 4,851 (43%)
Current vs Prior 7-Day Avg +32.55%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.62% | 10.57%
Prior 5.52% | 10.68%
Current vs Prior -16.34% | -1.01%
Prior 7-Day Avg 6.88% | 10.93%
Current vs 7-Day Avg -32.94% | -3.27%
Prior 7-Day Eod 5.52% | 10.68%
Current vs 7-Day Eod -16.34% | -1.01%
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

Above-average activity with volume up 76% vs prior. Slightly bearish P/C ratio of 1.17. P/C ratio rising 666% - increased hedging/bearish positioning. Declining open interest (down 27%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 5 found (avg delta 0.73, highest 0.92)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 187.1011.20$9.1544.8%30.92--
$55.00Sep 182.456.40$4.4389.2%330.88503
$55.00Oct 163.907.60$5.7564.3%130.73--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.353.50$1.93163.2%710.634
$60.00Oct 162.104.60$3.3574.6%60.514

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 857, top 359)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 180.000.30$0.15200.0%3100.0898
$55.00Sep 182.456.40$4.4389.2%330.88503
$60.00Sep 180.151.45$0.80162.5%190.373.6K
$55.00Oct 163.907.60$5.7564.3%130.73--
$65.00Oct 160.001.50$0.75200.0%110.21113
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 180.000.70$0.35200.0%3590.1677
$60.00Sep 180.353.50$1.93163.2%710.634
$55.00Oct 160.702.25$1.48104.7%320.273.0K
$60.00Oct 162.104.60$3.3574.6%60.514

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 2.16, avg 2.88)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$0.65$4.35$0.6537%6.69$60.65
$55.00$65.00Oct 16$5.00$5.00$5.0073%1.00$60.00
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$55.00Sep 18$1.58$3.42$1.5863%2.16$58.42
$60.00$55.00Oct 16$1.87$3.13$1.8751%1.67$58.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.15, avg 0.15)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$0.65$0.65$4.3563%0.15$60.65
BULL PUT (0)
No bull put found

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.42, cheapest $1.42)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Sep 18Oct 16$1.4227.4%39.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 4.62% of stock, avg 8.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$60.00Sep 18$0.80$1.93$2.73$57.27$62.734.62%
$55.00Sep 18$4.43$0.35$4.78$50.22$59.788.08%
$55.00Oct 16$5.75$1.48$7.23$47.77$62.2312.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 0.85% of stock, avg 2.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$55.00Sep 18$0.15$0.35$0.50$54.50$65.50
$60.00$55.00Sep 18$0.80$0.35$1.15$53.85$61.15
$65.00$55.00Oct 16$0.75$1.48$2.23$52.77$67.23

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 3.59, cheapest $1.09)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Sep 18$1.09$3.9155%3.59
$55.00$60.00$65.00Sep 18$2.98$2.0280%0.68
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. 6 found (best net $0.29, -- credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Sep 18$0.29$4.71
$55.00$60.001:2Sep 18$2.83$2.17
$55.00$65.001:2Oct 16$4.25$5.75
$60.00$65.001:2Sep 18$0.50$4.50
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Oct 16$0.39$4.61
$60.00$55.001:2Sep 18$1.23$3.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.25%, avg 0.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$0.150.371.5%0.25%1.73%193.6K

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 717
Total Puts 839
Put/Call Ratio 1.17
Net Difference -122

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,791
Total Puts 14,516
Average Put/Call Ratio 1.67
Ratio Trend Rising

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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