Tour v527
EXEL
EXELIXIS INC
$56.12 -2.28%
$56.03 (-0.17%)🌙
as of 09/11 06:26 PM
9/11 18:26

Option Volume

Detail
Current (09/11) 3,099
Calls: 175 (6%)
Puts: 2,924 (94%)
Prior (09/10) 436
Calls: 258 (59%)
Puts: 178 (41%)
Current vs Prior +610.78%
Calls: -32.17% (Calls)
Puts: +1542.70% (Puts)
Prior 7-Day Total 10,480
Calls: 3,467 (33%)
Puts: 7,013 (67%)
Prior 7-Day Average 1,497
Calls: 495 (33%)
Puts: 1,001 (67%)
Current vs Prior 7-Day Avg +106.99%
Calls: -64.67%
Puts: +191.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $163.4K
Calls: $61.3K (38%)
Puts: $102.1K (62%)
Prior (09/10) $116.4K
Calls: $72.8K (63%)
Puts: $43.6K (37%)
Current vs Prior +40.37%
Calls: -15.79%
Puts: +134.12%
Prior 7-Day Total $1.98M
Calls: $1.12M (57%)
Puts: $857.3K (43%)
Prior 7-Day Average $282.5K
Calls: $160.1K (57%)
Puts: $122.5K (43%)
Current vs Prior 7-Day Avg -42.15%
Calls: -61.69%
Puts: -16.61%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 16.71
Prior (09/10) 0.69
Current vs Prior +2321.80%
Prior 7-Day Average 1.60
Current vs Prior 7-Day Avg +943.22%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 20,203
Calls: 6,821 (34%)
Puts: 13,382 (66%)
Prior (09/10) 25,302
Calls: 6,422 (25%)
Puts: 18,880 (75%)
Current vs Prior -20.15%
Prior 7-Day Total 147,923
Calls: 51,579 (35%)
Puts: 96,344 (65%)
Prior 7-Day Average 21,131
Calls: 7,368 (35%)
Puts: 13,763 (65%)
Current vs Prior 7-Day Avg -4.40%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 4.81% | 9.80%4.81% | 9.80%
Prior 7.92% | 11.06%7.92% | 11.06%
Current vs Prior -39.27% | -11.36%-39.27% | -11.36%
Prior 7-Day Avg 6.15% | 10.44%6.15% | 10.44%
Current vs 7-Day Avg -21.78% | -6.10%-21.78% | -6.10%
Prior 7-Day Eod 7.92% | 11.06%7.92% | 11.06%
Current vs 7-Day Eod -39.27% | -11.36%-39.27% | -11.36%
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

Moderately bearish flow with 62% put dollar volume ($102.1K). Unusually high activity with volume up 611% vs prior - elevated interest. Volume explosion - 107% above 7-day average (3,099 vs avg 1,497). Extreme bearish P/C ratio of 16.71 - heavy put buying.

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 BULLISH
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. 5 found (avg delta 0.79, highest 0.97)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 189.2013.20$11.2035.7%10.977
$50.00Sep 184.308.30$6.3063.5%30.9724
$55.00Oct 163.104.50$3.8036.8%70.65--
$55.00Sep 181.002.40$1.7082.4%30.64--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 163.006.10$4.5568.1%10.70--

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 2.9K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 160.752.05$1.4092.9%460.35167
$60.00Sep 180.200.40$0.3066.7%200.163.7K
$65.00Oct 160.150.40$0.2889.3%160.10126
$55.00Oct 163.104.50$3.8036.8%70.65--
$50.00Sep 184.308.30$6.3063.5%30.9724
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 160.250.70$0.4893.7%1.4K0.1311.1K
$50.00Sep 180.000.10$0.05200.0%1.4K0.031.4K
$55.00Oct 161.202.20$1.7058.8%110.37--
$55.00Sep 180.002.00$1.00200.0%30.36--
$60.00Oct 163.006.10$4.5568.1%10.70--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 24.1%, max 24.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Sep 18Oct 1646.0%37.1%24.1%663.8K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 2.57, avg 2.54)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$1.40$3.60$1.4064%2.57$56.40
$55.00$60.00Oct 16$2.40$2.60$2.4065%1.08$57.40
$60.00$65.00Oct 16$1.12$3.88$1.1235%3.46$61.12
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$55.00Oct 16$2.85$2.15$2.8570%0.75$57.15
$55.00$50.00Oct 16$1.22$3.78$1.2237%3.10$53.78
$55.00$50.00Sep 18$0.95$4.05$0.9536%4.26$54.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.23, avg 0.28)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$65.00Oct 16$1.12$1.12$3.8865%0.29$61.12
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Sep 18$0.95$0.95$4.0564%0.23$54.05
$55.00$50.00Oct 16$1.22$1.22$3.7863%0.32$53.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.40, cheapest $0.70)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$2.1050.9%36.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$0.7050.9%36.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 4.81% of stock, avg 8.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$1.70$1.00$2.70$52.30$57.704.81%
$55.00Oct 16$3.80$1.70$5.50$49.50$60.509.80%
$60.00Oct 16$1.40$4.55$5.95$54.05$65.9510.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 5 found (cheapest 1.35% of stock, avg 3.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$50.00Oct 16$0.28$0.48$0.76$49.24$65.76
$60.00$55.00Sep 18$0.30$1.00$1.30$53.70$61.30
$60.00$50.00Oct 16$1.40$0.48$1.88$48.12$61.88
$65.00$55.00Oct 16$0.28$1.70$1.98$53.02$66.98
$60.00$55.00Oct 16$1.40$1.70$3.10$51.90$63.10

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. 4 found (best R:R 15.67, cheapest $0.30)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$50.00$55.00Sep 18$0.30$4.7032%15.67
$55.00$60.00$65.00Oct 16$1.28$3.7254%2.91
$50.00$55.00$60.00Sep 18$3.20$1.8080%0.56
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$1.63$3.3756%2.07

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-1.40, 1 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Sep 18-$1.40$3.60
$50.00$55.001:2Sep 18$2.90$2.10
$55.00$60.001:2Oct 16$1.00$4.00
$55.00$60.001:2Sep 18$1.10$3.90
$60.00$65.001:2Oct 16$0.84$4.16
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Oct 16$1.15$3.85
$55.00$50.001:2Oct 16$0.74$4.26
$55.00$50.001:2Sep 18$0.90$4.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.34%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Oct 16$0.750.356.9%1.34%8.25%46167
$65.00Oct 16$0.150.1015.8%0.27%16.09%16126
$60.00Sep 18$0.200.166.9%0.36%7.27%203.7K

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 175
Total Puts 2,924
Put/Call Ratio 16.71
Net Difference -2,749

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,467
Total Puts 7,013
Average Put/Call Ratio 1.60
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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