Tour v527
EXEL
EXELIXIS INC
$57.43 -1.54%
9/10 18:27

Option Volume

Detail
Current (09/10) 436
Calls: 258 (59%)
Puts: 178 (41%)
Prior (09/09) 433
Calls: 128 (30%)
Puts: 305 (70%)
Current vs Prior +0.69%
Calls: +101.56% (Calls)
Puts: -41.64% (Puts)
Prior 7-Day Total 10,162
Calls: 3,322 (33%)
Puts: 6,840 (67%)
Prior 7-Day Average 1,451
Calls: 474 (33%)
Puts: 977 (67%)
Current vs Prior 7-Day Avg -69.97%
Calls: -45.64%
Puts: -81.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/10) $116.4K
Calls: $72.8K (63%)
Puts: $43.6K (37%)
Prior (09/09) $144.5K
Calls: $91.1K (63%)
Puts: $53.4K (37%)
Current vs Prior -19.45%
Calls: -20.09%
Puts: -18.35%
Prior 7-Day Total $1.92M
Calls: $1.10M (57%)
Puts: $815.1K (43%)
Prior 7-Day Average $273.9K
Calls: $157.5K (57%)
Puts: $116.4K (43%)
Current vs Prior 7-Day Avg -57.49%
Calls: -53.77%
Puts: -62.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 0.69
Prior (09/09) 2.38
Current vs Prior -71.05%
Prior 7-Day Average 1.51
Current vs Prior 7-Day Avg -54.29%
Sentiment BULLISH

Open Interest

Detail
Current (09/10) 25,302
Calls: 6,422 (25%)
Puts: 18,880 (75%)
Prior (09/09) 24,643
Calls: 7,644 (31%)
Puts: 16,999 (69%)
Current vs Prior +2.67%
Prior 7-Day Total 127,016
Calls: 49,436 (39%)
Puts: 77,580 (61%)
Prior 7-Day Average 18,145
Calls: 7,062 (39%)
Puts: 11,082 (61%)
Current vs Prior 7-Day Avg +39.44%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 7.92% | 11.06%7.92% | 11.06%
Prior 6.26% | 9.43%6.26% | 9.43%
Current vs Prior +26.61% | +17.26%+26.61% | +17.26%
Prior 7-Day Avg 5.75% | 10.30%5.75% | 10.30%
Current vs 7-Day Avg +37.71% | +7.37%+37.71% | +7.37%
Prior 7-Day Eod 6.26% | 9.43%6.26% | 9.43%
Current vs 7-Day Eod +26.61% | +17.26%+26.61% | +17.26%
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 ($72.8K). Bullish P/C ratio of 0.69. P/C ratio dropping 71% - sentiment shifting bullish. Put-heavy open interest (18,880 puts vs 6,422 calls) suggests hedging or bearish positioning.

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 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 0.70, highest 0.74)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 182.505.00$3.7566.7%10.73468
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 181.855.10$3.4793.7%810.7497
$60.00Oct 163.405.20$4.3041.9%20.6318

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 298, top 146)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.300.90$0.60100.0%1460.253.7K
$55.00Sep 182.505.00$3.7566.7%10.73468
$60.00Oct 160.502.85$1.68139.9%10.41--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 181.855.10$3.4793.7%810.7497
$55.00Oct 161.101.80$1.4548.3%530.313.6K
$50.00Oct 160.200.45$0.3375.8%70.1011.1K
$55.00Sep 180.001.60$0.80200.0%40.29--
$50.00Sep 180.050.10$0.0862.5%30.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 39.8%, max 46.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Sep 18Oct 1648.5%33.2%46.2%1473.7K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Sep 18Oct 1648.5%33.2%46.2%83115
$55.00Sep 18Oct 1649.6%39.1%26.9%573.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 0.87, avg 2.32)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$3.15$1.85$3.1573%0.59$58.15
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$55.00Sep 18$2.67$2.33$2.6774%0.87$57.33
$55.00$50.00Sep 18$0.72$4.28$0.7229%5.94$54.28
$60.00$55.00Oct 16$2.85$2.15$2.8563%0.75$57.15
$55.00$50.00Oct 16$1.12$3.88$1.1231%3.46$53.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.29, avg 0.23)

BEAR CALL (0)
No bear call found
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Oct 16$1.12$1.12$3.8869%0.29$53.88
$55.00$50.00Sep 18$0.72$0.72$4.2871%0.17$54.28

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 7.09% of stock, avg 8.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$60.00Sep 18$0.60$3.47$4.07$55.93$64.077.09%
$55.00Sep 18$3.75$0.80$4.55$50.45$59.557.92%
$60.00Oct 16$1.68$4.30$5.98$54.02$65.9810.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 2.44% of stock, avg 3.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$55.00Sep 18$0.60$0.80$1.40$53.60$61.40
$60.00$50.00Oct 16$1.68$0.33$2.01$47.99$62.01
$60.00$55.00Oct 16$1.68$1.45$3.13$51.87$63.13

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 1.56, cheapest $1.73)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Sep 18$1.95$3.0570%1.56
$50.00$55.00$60.00Oct 16$1.73$3.2753%1.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $1.40, -- credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Sep 18$2.55$2.45
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Oct 16$1.40$3.60
$60.00$55.001:2Sep 18$1.87$3.13
$55.00$50.001:2Oct 16$0.79$4.21
$55.00$50.001:2Sep 18$0.64$4.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.87%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Oct 16$0.500.414.5%0.87%5.35%1--
$60.00Sep 18$0.300.254.5%0.52%5.00%1463.7K

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 258
Total Puts 178
Put/Call Ratio 0.69
Net Difference 80

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,322
Total Puts 6,840
Average Put/Call Ratio 1.51
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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