Tour v536
EXEL
EXELIXIS INC
$69.57 +1.25%
$70.93 (+1.95%)🌙
as of 11/06 06:24 PM
◀ 11/6 18:24

Option Volume

Detail
ℹ
Current (11/06) 244
Calls: 229 (94%)
Puts: 15 (6%)
Prior (11/05) 1,719
Calls: 1,550 (90%)
Puts: 169 (10%)
Current vs Prior -85.81%
Calls: -85.23% (Calls)
Puts: -91.12% (Puts)
Prior 7-Day Total 13,929
Calls: 9,058 (65%)
Puts: 4,871 (35%)
Prior 7-Day Average 1,989
Calls: 1,294 (65%)
Puts: 695 (35%)
Current vs Prior 7-Day Avg -87.74%
Calls: -82.30%
Puts: -97.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $151.8K
Calls: $148.6K (98%)
Puts: $3.2K (2%)
Prior (11/05) $1.48M
Calls: $1.37M (93%)
Puts: $102.0K (7%)
Current vs Prior -89.72%
Calls: -89.19%
Puts: -96.87%
Prior 7-Day Total $6.45M
Calls: $5.89M (91%)
Puts: $560.4K (9%)
Prior 7-Day Average $922.1K
Calls: $842.0K (91%)
Puts: $80.1K (9%)
Current vs Prior 7-Day Avg -83.54%
Calls: -82.35%
Puts: -96.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.07
Prior (11/05) 0.11
Current vs Prior -39.92%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -94.04%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 11,865
Calls: 11,132 (94%)
Puts: 733 (6%)
Prior (11/05) 9,908
Calls: 9,661 (98%)
Puts: 247 (2%)
Current vs Prior +19.75%
Prior 7-Day Total 144,513
Calls: 95,433 (66%)
Puts: 49,080 (34%)
Prior 7-Day Average 20,644
Calls: 13,633 (66%)
Puts: 7,011 (34%)
Current vs Prior 7-Day Avg -42.53%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 8.98% | 12.07%8.98% | 12.07%
Prior 8.70% | 12.92%8.70% | 12.92%
Current vs Prior +3.22% | -6.57%+3.22% | -6.57%
Prior 7-Day Avg 9.09% | 13.03%9.09% | 13.03%
Current vs 7-Day Avg -1.19% | -7.31%-1.19% | -7.31%
Prior 7-Day Eod 8.70% | 12.92%8.70% | 12.92%
Current vs 7-Day Eod +3.22% | -6.57%+3.22% | -6.57%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.99% | 13.46%
Calls: 10.26% | 14.43%
Puts: 17.72% | 12.50%
Prior 13.99% | 13.46%
Calls: 10.26% | 14.43%
Puts: 17.72% | 12.50%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 20.56% | 19.09%
Calls: 11.72% | 15.62%
Puts: 29.40% | 22.57%
Current vs 7-Day Avg -31.97% | -29.49%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($148.6K) vs puts ($3.2K). Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 86% vs prior. Extreme bullish P/C ratio of 0.07 - heavy call buying (229 calls vs 15 puts).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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. 8 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Nov 207.8011.90$9.8541.6%131.00687
$55.00Nov 2012.7016.80$14.7527.8%50.96302
$50.00Dec 1817.9022.00$19.9520.6%20.90--
$62.50Dec 186.3010.40$8.3549.1%10.81--
$65.00Dec 186.108.50$7.3032.9%20.75463
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 169, top 40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 201.652.25$1.9530.8%400.522.0K
$75.00Nov 200.000.80$0.40200.0%360.151.5K
$67.50Dec 182.806.90$4.8584.5%290.6529
$70.00Dec 183.105.60$4.3557.5%260.55170
$60.00Nov 207.8011.90$9.8541.6%131.00687
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Dec 180.404.60$2.50168.0%20.3524
$60.00Nov 200.000.65$0.33197.0%10.09397
$67.50Nov 200.152.40$1.27177.2%10.3713

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 4.1%, max 4.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Nov 20Dec 1841.6%39.9%4.1%662.2K
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 4.00, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$67.50$70.00Dec 18$0.50$2.00$0.5065%4.00$68.00
$62.50$65.00Dec 18$1.05$1.45$1.0581%1.38$63.55
$70.00$75.00Dec 18$1.65$3.35$1.6555%2.03$71.65
$70.00$72.50Nov 20$1.02$1.48$1.0252%1.45$71.02
$72.50$75.00Nov 20$0.53$1.97$0.5330%3.72$73.03
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$67.50$60.00Nov 20$0.94$6.56$0.9437%6.98$66.56

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.27, avg 0.40)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$72.50$75.00Nov 20$0.53$0.53$1.9770%0.27$73.03
$70.00$72.50Nov 20$1.02$1.02$1.4848%0.69$71.02
$70.00$75.00Dec 18$1.65$1.65$3.3545%0.49$71.65
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.50$60.00Nov 20$0.94$0.94$6.5663%0.14$66.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.81, cheapest $2.40)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Nov 20Dec 18$2.4041.6%39.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.50Nov 20Dec 18$1.2334.5%40.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 10.56% of stock, avg 10.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.50Dec 18$4.85$2.50$7.35$60.15$74.8510.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 5 found (cheapest 1.05% of stock, avg 3.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$75.00$60.00Nov 20$0.40$0.33$0.73$59.27$75.73
$72.50$60.00Nov 20$0.93$0.33$1.26$58.74$73.76
$75.00$67.50Nov 20$0.40$1.27$1.67$65.83$76.67
$72.50$67.50Nov 20$0.93$1.27$2.20$65.30$74.70
$75.00$67.50Dec 18$2.70$2.50$5.20$62.30$80.20

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 4.10, cheapest $0.49)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$70.00$72.50$75.00Nov 20$0.49$2.0137%4.10
$65.00$67.50$70.00Dec 18$1.95$0.5520%0.28
PUTS (0)
No puts found

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 $-1.05, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Dec 18-$1.05$3.95
$55.00$60.001:2Nov 20-$4.95$0.05
$65.00$67.501:2Dec 18-$2.40$0.10
$50.00$62.501:2Dec 18$3.25$9.25
$60.00$70.001:2Nov 20$5.95$4.05
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$67.50$60.001:2Nov 20$0.61$6.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.30%, avg 3.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$75.00Dec 18$1.600.387.8%2.30%10.10%10--
$70.00Dec 18$3.100.550.6%4.46%5.07%26170
$70.00Nov 20$1.650.520.6%2.37%2.99%402.0K

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 229
Total Puts 15
Put/Call Ratio 0.07
Net Difference 214

Prior's Put/Call Breakdown

Total Calls 1,550
Total Puts 169
Put/Call Ratio 0.11
Net Difference 1,381

Prior 7-Day Put/Call Summary

Total Calls 9,058
Total Puts 4,871
Average Put/Call Ratio 1.10
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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