Tour v527
EXEL
EXELIXIS INC
$56.21 +0.16%
9/14 18:31

Option Volume

Detail
Current (09/14) 2,814
Calls: 91 (3%)
Puts: 2,723 (97%)
Prior (09/11) 3,099
Calls: 175 (6%)
Puts: 2,924 (94%)
Current vs Prior -9.20%
Calls: -48.00% (Calls)
Puts: -6.87% (Puts)
Prior 7-Day Total 8,961
Calls: 3,109 (35%)
Puts: 5,852 (65%)
Prior 7-Day Average 1,280
Calls: 444 (35%)
Puts: 836 (65%)
Current vs Prior 7-Day Avg +119.82%
Calls: -79.51%
Puts: +225.72%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/14) $154.3K
Calls: $26.5K (17%)
Puts: $127.9K (83%)
Prior (09/11) $163.4K
Calls: $61.3K (38%)
Puts: $102.1K (62%)
Current vs Prior -5.57%
Calls: -56.80%
Puts: +25.19%
Prior 7-Day Total $1.56M
Calls: $989.5K (63%)
Puts: $573.9K (37%)
Prior 7-Day Average $223.3K
Calls: $141.4K (63%)
Puts: $82.0K (37%)
Current vs Prior 7-Day Avg -30.90%
Calls: -81.26%
Puts: +55.94%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/14) 29.92
Prior (09/11) 16.71
Current vs Prior +79.09%
Prior 7-Day Average 1.60
Current vs Prior 7-Day Avg +1768.28%
Sentiment BEARISH

Open Interest

Detail
Current (09/14) 26,880
Calls: 6,318 (24%)
Puts: 20,562 (76%)
Prior (09/11) 20,203
Calls: 6,821 (34%)
Puts: 13,382 (66%)
Current vs Prior +33.05%
Prior 7-Day Total 145,259
Calls: 50,584 (35%)
Puts: 94,675 (65%)
Prior 7-Day Average 20,751
Calls: 7,226 (35%)
Puts: 13,525 (65%)
Current vs Prior 7-Day Avg +29.53%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 4.41% | 10.28%4.41% | 10.28%
Prior 4.81% | 9.80%4.81% | 9.80%
Current vs Prior -8.30% | +4.92%-8.30% | +4.92%
Prior 7-Day Avg 5.72% | 10.30%5.72% | 10.30%
Current vs 7-Day Avg -22.87% | -0.14%-22.87% | -0.14%
Prior 7-Day Eod 4.81% | 9.80%4.81% | 9.80%
Current vs 7-Day Eod -8.30% | +4.92%-8.30% | +4.92%
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
+
Add Card

🤖 AI Insights

Strong bearish conviction with 83% of dollar volume in puts ($127.9K) vs calls ($26.5K). Volume explosion - 120% above 7-day average (2,814 vs avg 1,280). Extreme bearish P/C ratio of 29.92 - heavy put buying. P/C ratio rising 79% - 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 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. 5 found (avg delta 0.79, highest 0.98)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 184.408.30$6.3561.4%10.98--
$50.00Oct 164.908.90$6.9058.0%10.89--
$55.00Sep 181.002.20$1.6075.0%30.70466
$55.00Oct 163.104.50$3.8036.8%10.62--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 164.206.20$5.2038.5%160.7320

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 69, top 24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.100.20$0.1566.7%240.123.7K
$60.00Oct 160.601.30$0.9573.7%50.29--
$55.00Sep 181.002.20$1.6075.0%30.70466
$65.00Oct 160.000.75$0.38197.4%20.12--
$50.00Sep 184.408.30$6.3561.4%10.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 164.206.20$5.2038.5%160.7320
$55.00Oct 161.152.80$1.9883.3%70.39--
$50.00Oct 160.250.50$0.3865.8%60.1210.5K
$55.00Sep 180.001.75$0.88198.9%20.32--
$50.00Sep 180.000.10$0.05200.0%10.03--

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 74.6%, max 74.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Sep 18Oct 1671.9%41.2%74.6%4466
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 0.61, avg 2.75)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$55.00Oct 16$3.10$1.90$3.1089%0.61$53.10
$60.00$65.00Oct 16$0.57$4.43$0.5729%7.77$60.57
$55.00$60.00Sep 18$1.45$3.55$1.4570%2.45$56.45
$55.00$60.00Oct 16$2.85$2.15$2.8562%0.75$57.85
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$55.00Oct 16$3.22$1.78$3.2273%0.55$56.78
$55.00$50.00Sep 18$0.83$4.17$0.8332%5.02$54.17
$55.00$50.00Oct 16$1.60$3.40$1.6039%2.12$53.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.47, avg 0.27)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$65.00Oct 16$0.57$0.57$4.4371%0.13$60.57
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Oct 16$1.60$1.60$3.4061%0.47$53.40
$55.00$50.00Sep 18$0.83$0.83$4.1768%0.20$54.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.10, cheapest $1.10)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$1.1071.9%41.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 4.41% of stock, avg 8.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$1.60$0.88$2.48$52.52$57.484.41%
$55.00Oct 16$3.80$1.98$5.78$49.22$60.7810.28%
$60.00Oct 16$0.95$5.20$6.15$53.85$66.1510.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 5 found (cheapest 1.35% of stock, avg 2.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$50.00Oct 16$0.38$0.38$0.76$49.24$65.76
$60.00$55.00Sep 18$0.15$0.88$1.03$53.97$61.03
$60.00$50.00Oct 16$0.95$0.38$1.33$48.67$61.33
$65.00$55.00Oct 16$0.38$1.98$2.36$52.64$67.36
$60.00$55.00Oct 16$0.95$1.98$2.93$52.07$62.93

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 19.00, cheapest $0.25)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$0.25$4.7560%19.00
$50.00$55.00$60.00Sep 18$3.30$1.7086%0.52
$55.00$60.00$65.00Oct 16$2.28$2.7250%1.19
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$1.62$3.3862%2.09

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 $-0.70, 1 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Oct 16-$0.70$4.30
$50.00$55.001:2Sep 18$3.15$1.85
$60.00$65.001:2Oct 16$0.19$4.81
$55.00$60.001:2Oct 16$1.90$3.10
$55.00$60.001:2Sep 18$1.30$3.70
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Oct 16$1.24$3.76
$55.00$50.001:2Oct 16$1.22$3.78
$55.00$50.001:2Sep 18$0.78$4.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.07%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Oct 16$0.600.296.7%1.07%7.81%5--
$60.00Sep 18$0.100.126.7%0.18%6.92%243.7K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 91
Total Puts 2,723
Put/Call Ratio 29.92
Net Difference -2,632

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,109
Total Puts 5,852
Average Put/Call Ratio 1.60
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All