Tour v527
EXEL
EXELIXIS INC
$58.33 +1.14%
$58.50 (+0.29%)🌙
as of 09/09 06:26 PM
9/9 18:26

Option Volume

Detail
Current (09/09) 433
Calls: 128 (30%)
Puts: 305 (70%)
Prior (09/08) 2,337
Calls: 876 (37%)
Puts: 1,461 (63%)
Current vs Prior -81.47%
Calls: -85.39% (Calls)
Puts: -79.12% (Puts)
Prior 7-Day Total 9,838
Calls: 3,243 (33%)
Puts: 6,595 (67%)
Prior 7-Day Average 1,405
Calls: 463 (33%)
Puts: 942 (67%)
Current vs Prior 7-Day Avg -69.19%
Calls: -72.37%
Puts: -67.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09) $144.5K
Calls: $91.1K (63%)
Puts: $53.4K (37%)
Prior (09/08) $375.5K
Calls: $187.7K (50%)
Puts: $187.9K (50%)
Current vs Prior -61.51%
Calls: -51.45%
Puts: -71.56%
Prior 7-Day Total $1.83M
Calls: $1.04M (57%)
Puts: $785.8K (43%)
Prior 7-Day Average $261.5K
Calls: $149.2K (57%)
Puts: $112.3K (43%)
Current vs Prior 7-Day Avg -44.72%
Calls: -38.93%
Puts: -52.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09) 2.38
Prior (09/08) 1.67
Current vs Prior +42.87%
Prior 7-Day Average 1.34
Current vs Prior 7-Day Avg +77.30%
Sentiment BEARISH

Open Interest

Detail
Current (09/09) 24,643
Calls: 7,644 (31%)
Puts: 16,999 (69%)
Prior (09/08) 16,223
Calls: 6,025 (37%)
Puts: 10,198 (63%)
Current vs Prior +51.90%
Prior 7-Day Total 109,626
Calls: 46,799 (43%)
Puts: 62,827 (57%)
Prior 7-Day Average 15,660
Calls: 6,685 (43%)
Puts: 8,975 (57%)
Current vs Prior 7-Day Avg +57.35%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 6.26% | 9.43%6.26% | 9.43%
Prior 5.31% | 10.80%5.31% | 10.80%
Current vs Prior +17.93% | -12.72%+17.93% | -12.72%
Prior 7-Day Avg 5.82% | 10.54%5.82% | 10.54%
Current vs 7-Day Avg +7.57% | -10.52%+7.57% | -10.52%
Prior 7-Day Eod 5.31% | 10.80%5.31% | 10.80%
Current vs 7-Day Eod +17.93% | -12.72%+17.93% | -12.72%
Sentiment BEARISHBEARISH

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

Moderately bullish flow with 63% call dollar volume ($91.1K). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 81% vs prior. Extreme bearish P/C ratio of 2.38 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 0.75, highest 0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 1811.2015.30$13.2530.9%50.902
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 165.408.60$7.0045.7%10.791
$60.00Oct 162.204.80$3.5074.3%50.5713

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 278, top 66)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.751.25$1.0050.0%410.363.7K
$60.00Oct 161.102.90$2.0090.0%180.42158
$45.00Sep 1811.2015.30$13.2530.9%50.902
$65.00Sep 180.000.40$0.20200.0%50.09370
$65.00Oct 160.351.35$0.85117.6%10.21125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 180.001.00$0.50200.0%660.20397
$50.00Oct 160.300.45$0.3839.5%600.1011.1K
$55.00Oct 161.151.50$1.3326.3%520.293.6K
$50.00Sep 180.000.35$0.18194.4%240.061.4K
$60.00Oct 162.204.80$3.5074.3%50.5713

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 26.3%, max 26.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Sep 18Oct 1646.6%37.1%25.8%593.8K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Sep 18Oct 1646.7%36.9%26.8%1184.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 3.35, avg 5.76)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$65.00Oct 16$1.15$3.85$1.1542%3.35$61.15
$60.00$65.00Sep 18$0.80$4.20$0.8036%5.25$60.80
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Sep 18$0.32$4.68$0.3220%14.62$54.68
$60.00$55.00Oct 16$2.17$2.83$2.1757%1.30$57.83
$55.00$50.00Oct 16$0.95$4.05$0.9529%4.26$54.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.23, avg 0.20)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$0.80$0.80$4.2064%0.19$60.80
$60.00$65.00Oct 16$1.15$1.15$3.8558%0.30$61.15
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Oct 16$0.95$0.95$4.0571%0.23$54.05
$55.00$50.00Sep 18$0.32$0.32$4.6880%0.07$54.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.00, cheapest $1.00)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Sep 18Oct 16$1.0046.6%37.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 9.43% of stock, avg 9.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$60.00Oct 16$2.00$3.50$5.50$54.50$65.509.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.65% of stock, avg 2.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$50.00Sep 18$0.20$0.18$0.38$49.62$65.38
$65.00$55.00Sep 18$0.20$0.50$0.70$54.30$65.70
$65.00$50.00Oct 16$0.85$0.38$1.23$48.77$66.23
$60.00$50.00Sep 18$1.00$0.18$1.18$48.82$61.18
$60.00$55.00Sep 18$1.00$0.50$1.50$53.50$61.50
$65.00$55.00Oct 16$0.85$1.33$2.18$52.82$67.18
$60.00$50.00Oct 16$2.00$0.38$2.38$47.62$62.38
$60.00$55.00Oct 16$2.00$1.33$3.33$51.67$63.33

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 3.10, cheapest $1.22)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$1.22$3.7847%3.10
$55.00$60.00$65.00Oct 16$1.33$3.6750%2.76

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 $--, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Oct 16$0.30$4.70
$45.00$60.001:2Sep 18$11.25$3.75
$60.00$65.001:2Sep 18$0.60$4.40
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$65.00$60.001:2Oct 16$0.00$5.00
$60.00$55.001:2Oct 16$0.84$4.16
$55.00$50.001:2Sep 18$0.14$4.86
$55.00$50.001:2Oct 16$0.57$4.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.89%, avg 1.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Oct 16$1.100.422.9%1.89%4.75%18158
$65.00Oct 16$0.350.2111.4%0.60%12.03%1125
$60.00Sep 18$0.750.362.9%1.29%4.15%413.7K

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 128
Total Puts 305
Put/Call Ratio 2.38
Net Difference -177

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,243
Total Puts 6,595
Average Put/Call Ratio 1.34
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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