Tour v526
EXEL
EXELIXIS INC
$57.67 -2.27%
$57.80 (+0.23%)🌙
as of 09/08 06:25 PM
9/8 18:25

Option Volume

Detail
Current (09/08) 2,337
Calls: 876 (37%)
Puts: 1,461 (63%)
Prior (09/04) 217
Calls: 189 (87%)
Puts: 28 (13%)
Current vs Prior +976.96%
Calls: +363.49% (Calls)
Puts: +5117.86% (Puts)
Prior 7-Day Total 17,833
Calls: 2,527 (14%)
Puts: 15,306 (86%)
Prior 7-Day Average 2,547
Calls: 361 (14%)
Puts: 2,186 (86%)
Current vs Prior 7-Day Avg -8.27%
Calls: +142.66%
Puts: -33.18%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/08) $375.5K
Calls: $187.7K (50%)
Puts: $187.9K (50%)
Prior (09/04) $92.0K
Calls: $87.8K (95%)
Puts: $4.3K (5%)
Current vs Prior +308.04%
Calls: +113.81%
Puts: +4315.98%
Prior 7-Day Total $2.73M
Calls: $935.0K (34%)
Puts: $1.79M (66%)
Prior 7-Day Average $389.6K
Calls: $133.6K (34%)
Puts: $256.0K (66%)
Current vs Prior 7-Day Avg -3.60%
Calls: +40.51%
Puts: -26.62%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/08) 1.67
Prior (09/04) 0.15
Current vs Prior +1025.77%
Prior 7-Day Average 1.82
Current vs Prior 7-Day Avg -8.36%
Sentiment BEARISH

Open Interest

Detail
Current (09/08) 16,223
Calls: 6,025 (37%)
Puts: 10,198 (63%)
Prior (09/04) 23,175
Calls: 8,521 (37%)
Puts: 14,654 (63%)
Current vs Prior -30.00%
Prior 7-Day Total 102,196
Calls: 47,429 (46%)
Puts: 54,767 (54%)
Prior 7-Day Average 14,599
Calls: 6,775 (46%)
Puts: 7,823 (54%)
Current vs Prior 7-Day Avg +11.12%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 5.31% | 10.80%5.31% | 10.80%
Prior 5.61% | 9.74%5.61% | 9.74%
Current vs Prior -5.40% | +10.87%-5.40% | +10.87%
Prior 7-Day Avg 6.06% | 10.48%6.06% | 10.48%
Current vs 7-Day Avg -12.47% | +3.07%-12.47% | +3.07%
Prior 7-Day Eod 5.61% | 9.74%5.61% | 9.74%
Current vs 7-Day Eod -5.40% | +10.87%-5.40% | +10.87%
Sentiment BULLISHBULLISH

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

Massive premium surge with dollar volume up 308% vs prior. Unusually high activity with volume up 977% vs prior - elevated interest. Extreme bearish P/C ratio of 1.67 - heavy put buying. P/C ratio rising 1026% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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. 9 found (avg delta 0.82, highest 1.00)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 167.709.50$8.6020.9%60.916
$50.00Sep 186.209.80$8.0045.0%50.8826
$55.00Sep 182.803.50$3.1522.2%100.85--
$55.00Oct 164.305.00$4.6515.1%140.6836
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 185.409.20$7.3052.1%11.00--
$70.00Sep 1810.3014.00$12.1530.5%10.94--
$65.00Oct 166.309.80$8.0543.5%10.81--
$60.00Sep 180.853.70$2.28125.0%240.76--
$60.00Oct 162.705.30$4.0065.0%50.588

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 1.2K, top 623)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.551.00$0.7857.7%1560.353.6K
$60.00Oct 161.353.10$2.2378.5%420.43174
$55.00Oct 164.305.00$4.6515.1%140.6836
$55.00Sep 182.803.50$3.1522.2%100.85--
$50.00Oct 167.709.50$8.6020.9%60.916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 161.002.60$1.8088.9%6230.333.1K
$55.00Sep 180.000.65$0.33197.0%3070.17400
$60.00Sep 180.853.70$2.28125.0%240.76--
$50.00Oct 160.200.45$0.3375.8%130.10--
$50.00Sep 180.001.25$0.63198.4%120.141.4K

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. 6 found (best R:R 1.11, avg 2.46)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$2.37$2.63$2.3785%1.11$57.37
$55.00$60.00Oct 16$2.42$2.58$2.4268%1.07$57.42
$60.00$65.00Sep 18$0.60$4.40$0.6035%7.33$60.60
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$55.00Sep 18$1.95$3.05$1.9576%1.56$58.05
$60.00$55.00Oct 16$2.20$2.80$2.2058%1.27$57.80
$55.00$50.00Oct 16$1.47$3.53$1.4733%2.40$53.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.42, avg 0.28)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$0.60$0.60$4.4065%0.14$60.60
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Oct 16$1.47$1.47$3.5367%0.42$53.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.45, cheapest $1.45)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Sep 18Oct 16$1.4536.5%41.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 5.31% of stock, avg 8.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$60.00Sep 18$0.78$2.28$3.06$56.94$63.065.31%
$55.00Sep 18$3.15$0.33$3.48$51.52$58.486.03%
$60.00Oct 16$2.23$4.00$6.23$53.77$66.2310.80%
$55.00Oct 16$4.65$1.80$6.45$48.55$61.4511.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.88% of stock, avg 3.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$55.00Sep 18$0.18$0.33$0.51$54.49$65.51
$65.00$50.00Sep 18$0.18$0.63$0.81$49.19$65.81
$60.00$55.00Sep 18$0.78$0.33$1.11$53.89$61.11
$60.00$50.00Sep 18$0.78$0.63$1.41$48.59$61.41
$60.00$50.00Oct 16$2.23$0.33$2.56$47.44$62.56
$60.00$55.00Oct 16$2.23$1.80$4.03$50.97$64.03

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. 7 found (best R:R 1.82, cheapest $0.73)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$60.00$65.00Sep 18$1.77$3.2376%1.82
$50.00$55.00$60.00Oct 16$1.53$3.4748%2.27
$50.00$55.00$60.00Sep 18$2.48$2.5253%1.02
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$0.73$4.2749%5.85
$55.00$60.00$65.00Sep 18$3.07$1.9383%0.63
$50.00$55.00$60.00Sep 18$2.25$2.7563%1.22
$55.00$60.00$65.00Oct 16$1.85$3.1548%1.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.70, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Oct 16-$0.70$4.30
$50.00$55.001:2Sep 18$1.70$3.30
$55.00$60.001:2Oct 16$0.19$4.81
$55.00$60.001:2Sep 18$1.59$3.41
$60.00$65.001:2Sep 18$0.42$4.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Sep 18-$2.45$2.55
$55.00$50.001:2Sep 18-$0.93$4.07
$65.00$60.001:2Oct 16$0.05$4.95
$65.00$60.001:2Sep 18$2.74$2.26
$60.00$55.001:2Oct 16$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.34%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Oct 16$1.350.434.0%2.34%6.38%42174
$60.00Sep 18$0.550.354.0%0.95%4.99%1563.6K

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 876
Total Puts 1,461
Put/Call Ratio 1.67
Net Difference -585

Prior's Put/Call Breakdown

Total Calls 189
Total Puts 28
Put/Call Ratio 0.15
Net Difference 161

Prior 7-Day Put/Call Summary

Total Calls 2,527
Total Puts 15,306
Average Put/Call Ratio 1.82
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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