Tour v531
EXEL
EXELIXIS INC
$66.20 -0.12%
$66.10 (-0.15%)🌙
as of 10/29 06:01 PM
◀ 10/29 18:01 ▶

Option Volume

Detail
ℹ
Current (10/29) 3,507
Calls: 434 (12%)
Puts: 3,073 (88%)
Prior (10/28) 1,628
Calls: 591 (36%)
Puts: 1,037 (64%)
Current vs Prior +115.42%
Calls: -26.57% (Calls)
Puts: +196.34% (Puts)
Prior 7-Day Total 7,158
Calls: 5,674 (79%)
Puts: 1,484 (21%)
Prior 7-Day Average 1,022
Calls: 810 (79%)
Puts: 212 (21%)
Current vs Prior 7-Day Avg +242.96%
Calls: -46.46%
Puts: +1349.53%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/29) $481.5K
Calls: $265.1K (55%)
Puts: $216.4K (45%)
Prior (10/28) $492.3K
Calls: $417.4K (85%)
Puts: $74.8K (15%)
Current vs Prior -2.20%
Calls: -36.50%
Puts: +189.12%
Prior 7-Day Total $2.92M
Calls: $2.70M (92%)
Puts: $226.2K (8%)
Prior 7-Day Average $417.3K
Calls: $385.0K (92%)
Puts: $32.3K (8%)
Current vs Prior 7-Day Avg +15.36%
Calls: -31.15%
Puts: +569.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 7.08
Prior (10/28) 1.75
Current vs Prior +303.54%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg +1904.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/29) 44,283
Calls: 22,596 (51%)
Puts: 21,687 (49%)
Prior (10/28) 43,013
Calls: 22,331 (52%)
Puts: 20,682 (48%)
Current vs Prior +2.95%
Prior 7-Day Total 95,005
Calls: 61,843 (65%)
Puts: 33,162 (35%)
Prior 7-Day Average 13,572
Calls: 8,834 (65%)
Puts: 4,737 (35%)
Current vs Prior 7-Day Avg +226.28%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 10.09% | 14.73%
Prior 12.15% | 14.83%
Current vs Prior -16.92% | -0.69%
Prior 7-Day Avg 10.25% | 12.96%
Current vs 7-Day Avg -1.56% | +13.60%
Prior 7-Day Eod 12.15% | 14.83%
Current vs 7-Day Eod -16.92% | -0.69%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.99% | 13.46%
Calls: 10.26% | 14.43%
Puts: 17.72% | 12.50%
Prior 60.01% | 52.86%
Calls: 20.51% | 22.73%
Puts: 99.51% | 82.99%
Current vs Prior -76.69% | -74.54%
Prior 7-Day Avg 21.62% | 21.72%
Calls: 9.98% | 17.54%
Puts: 33.26% | 25.90%
Current vs 7-Day Avg -35.29% | -38.03%
Liquidity Expensive
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🤖 AI Insights

Unusually high activity with volume up 115% vs prior - elevated interest. Volume explosion - 243% above 7-day average (3,507 vs avg 1,022). Extreme bearish P/C ratio of 7.08 - heavy put buying. P/C ratio rising 304% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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. 7 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 2014.7018.40$16.5522.4%91.00200
$55.00Nov 209.9013.90$11.9033.6%41.00308
$49.00Nov 2015.6019.60$17.6022.7%--0.9652
$48.00Nov 2016.6020.50$18.5521.0%--0.92300
$60.00Nov 205.509.50$7.5053.3%60.83771
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 3.3K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Nov 201.803.60$2.7066.7%920.42--
$70.00Nov 201.602.40$2.0040.0%410.332.1K
$75.00Nov 200.501.45$0.9896.9%260.19328
$65.00Nov 202.004.70$3.3580.6%160.542.4K
$72.50Nov 200.902.55$1.7395.4%100.28--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Nov 200.150.95$0.55145.5%1.5K0.13--
$62.50Nov 200.402.90$1.65151.5%5060.34--
$50.00Nov 200.100.40$0.25120.0%5010.052.7K
$55.00Nov 200.000.80$0.40200.0%5000.09130
$65.00Nov 202.004.70$3.3580.6%370.4719

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. 8 found (best R:R 2.85, avg 8.90)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$65.00$67.50Nov 20$0.65$1.85$0.6554%2.85$65.65
$70.00$72.50Nov 20$0.27$2.23$0.2733%8.26$70.27
$67.50$70.00Nov 20$0.70$1.80$0.7042%2.57$68.20
$72.50$75.00Nov 20$0.75$1.75$0.7528%2.33$73.25
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$62.50$60.00Nov 20$0.50$2.00$0.5034%4.00$62.00
$55.00$50.00Nov 20$0.15$4.85$0.159%32.33$54.85
$57.50$55.00Nov 20$0.15$2.35$0.1513%15.67$57.35
$60.00$57.50Nov 20$0.60$1.90$0.6023%3.17$59.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 2.13, avg 0.47)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$72.50$75.00Nov 20$0.75$0.75$1.7572%0.43$73.25
$67.50$70.00Nov 20$0.70$0.70$1.8058%0.39$68.20
$70.00$72.50Nov 20$0.27$0.27$2.2367%0.12$70.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$65.00$62.50Nov 20$1.70$1.70$0.8053%2.13$63.30
$60.00$57.50Nov 20$0.60$0.60$1.9077%0.32$59.40
$57.50$55.00Nov 20$0.15$0.15$2.3587%0.06$57.35
$55.00$50.00Nov 20$0.15$0.15$4.8591%0.03$54.85
$62.50$60.00Nov 20$0.50$0.50$2.0066%0.25$62.00

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 10.12% of stock, avg 11.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$65.00Nov 20$3.35$3.35$6.70$58.30$71.7010.12%
$62.50Nov 20$5.70$1.65$7.35$55.15$69.8511.10%
$60.00Nov 20$7.50$1.15$8.65$51.35$68.6513.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.31% of stock, avg 4.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$75.00$57.50Nov 20$0.98$0.55$1.53$55.97$76.53
$80.00$57.50Nov 20$1.20$0.55$1.75$55.75$81.75
$75.00$48.00Nov 20$0.98$0.93$1.91$46.09$76.91
$75.00$60.00Nov 20$0.98$1.15$2.13$57.87$77.13
$80.00$48.00Nov 20$1.20$0.93$2.13$45.87$82.13
$80.00$60.00Nov 20$1.20$1.15$2.35$57.65$82.35
$72.50$57.50Nov 20$1.73$0.55$2.28$55.22$74.78
$72.50$60.00Nov 20$1.73$1.15$2.88$57.12$75.38
$75.00$62.50Nov 20$0.98$1.65$2.63$59.87$77.63
$70.00$57.50Nov 20$2.00$0.55$2.55$54.95$72.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.17, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
58/6072/75Nov 20$1.35$1.1549%1.17$58.65$73.85
55/5872/75Nov 20$0.90$1.6059%0.56$56.60$73.40
60/6272/75Nov 20$1.25$1.2539%1.00$61.25$73.75
58/6070/72Nov 20$0.87$1.6343%0.53$59.13$70.87
55/5870/72Nov 20$0.42$2.0853%0.20$57.08$70.42
60/6270/72Nov 20$0.77$1.7333%0.45$61.73$70.77
50/5572/75Nov 20$0.90$4.1063%0.22$54.10$73.40
50/5570/72Nov 20$0.42$4.5857%0.09$54.58$70.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 19.00, cheapest $0.25)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Nov 20$0.25$4.7516%19.00
$67.50$70.00$72.50Nov 20$0.43$2.0715%4.81
$62.50$65.00$67.50Nov 20$1.70$0.8029%0.47
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$57.50$60.00Nov 20$0.45$2.0514%4.56
$60.00$62.50$65.00Nov 20$1.20$1.3024%1.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-3.10, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Nov 20-$3.10$1.90
$62.50$65.001:2Nov 20-$1.00$1.50
$72.50$75.001:2Nov 20-$0.23$2.27
$67.50$70.001:2Nov 20-$1.30$1.20
$75.00$80.001:2Nov 20-$1.42$3.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Nov 20-$0.10$4.90
$62.50$60.001:2Nov 20-$0.65$1.85
$57.50$55.001:2Nov 20-$0.25$2.25
$48.00$47.001:2Nov 20-$0.87$0.13
$50.00$48.001:2Nov 20-$1.61$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.42%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Nov 20$1.600.335.7%2.42%8.16%412.1K
$72.50Nov 20$0.900.289.5%1.36%10.88%10--
$67.50Nov 20$1.800.422.0%2.72%4.68%92--
$75.00Nov 20$0.500.1913.3%0.76%14.05%26328

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 434
Total Puts 3,073
Put/Call Ratio 7.08
Net Difference -2,639

Prior's Put/Call Breakdown

Total Calls 591
Total Puts 1,037
Put/Call Ratio 1.75
Net Difference -446

Prior 7-Day Put/Call Summary

Total Calls 5,674
Total Puts 1,484
Average Put/Call Ratio 0.35
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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