Tour v381
LULU
LULULEMON ATHLETICA
$116.63 -0.03%
$116.21 (-0.36%)🌙
as of 07/21 06:05 PM
7/21 18:05

Option Volume

Detail
Current (07/21) 14,282
Calls: 7,328 (51%)
Puts: 6,954 (49%)
Prior (07/20) 19,174
Calls: 10,640 (55%)
Puts: 8,534 (45%)
Current vs Prior -25.51%
Calls: -31.13% (Calls)
Puts: -18.51% (Puts)
Prior 7-Day Total 159,935
Calls: 97,566 (61%)
Puts: 62,369 (39%)
Prior 7-Day Average 22,847
Calls: 13,938 (61%)
Puts: 8,909 (39%)
Current vs Prior 7-Day Avg -37.49%
Calls: -47.42%
Puts: -21.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $4.69M
Calls: $2.12M (45%)
Puts: $2.57M (55%)
Prior (07/20) $36.72M
Calls: $2.61M (7%)
Puts: $34.10M (93%)
Current vs Prior -87.23%
Calls: -18.95%
Puts: -92.47%
Prior 7-Day Total $247.57M
Calls: $28.46M (11%)
Puts: $219.10M (89%)
Prior 7-Day Average $35.37M
Calls: $4.07M (11%)
Puts: $31.30M (89%)
Current vs Prior 7-Day Avg -86.74%
Calls: -47.89%
Puts: -91.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 0.95
Prior (07/20) 0.80
Current vs Prior +18.31%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +26.58%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 351,353
Calls: 204,407 (58%)
Puts: 146,946 (42%)
Prior (07/20) 342,571
Calls: 199,196 (58%)
Puts: 143,375 (42%)
Current vs Prior +2.56%
Prior 7-Day Total 2,503,637
Calls: 1,515,578 (61%)
Puts: 988,059 (39%)
Prior 7-Day Average 357,662
Calls: 216,511 (61%)
Puts: 141,151 (39%)
Current vs Prior 7-Day Avg -1.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.99% | 6.39%10.77% | 19.73%
Prior 4.61% | 7.05%11.34% | 19.67%
Current vs Prior -13.54% | -9.45%-5.03% | +0.30%
Prior 7-Day Avg 4.21% | 6.65%4.60% | 14.87%
Current vs 7-Day Avg -5.24% | -4.00%+134.05% | +32.64%
Prior 7-Day Eod 4.61% | 7.05%11.34% | 19.67%
Current vs 7-Day Eod -13.54% | -9.45%-5.03% | +0.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.17% | 9.10%
Calls: 9.82% | 9.41%
Puts: 14.52% | 8.79%
Prior 9.00% | 7.31%
Calls: 10.00% | 6.74%
Puts: 8.00% | 7.89%
Current vs Prior +35.22% | +24.49%
Prior 7-Day Avg 19.09% | 9.98%
Calls: 20.06% | 9.63%
Puts: 18.11% | 10.34%
Current vs 7-Day Avg -36.24% | -8.84%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 87% vs prior.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 77 of results (avg 6.9%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 213.253.40$3.334.5%1550.34610
$120.00Aug 214.855.10$4.975.0%810.453.6K
$118.00Aug 215.655.95$5.805.2%270.501
$121.00Aug 214.454.70$4.585.5%10.42--
$117.00Aug 74.404.65$4.535.5%10.51159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 216.606.85$6.733.7%40.5116
$126.00Aug 1411.1011.55$11.334.0%--0.7212
$116.00Aug 215.555.80$5.684.4%240.462
$115.00Aug 144.404.60$4.504.4%1140.4349
$117.00Aug 145.355.60$5.484.6%600.4972

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.63, cheapest $0.21)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 310.190.22$0.2114.3%70.0583
$122.00Jul 240.430.50$0.4714.9%1210.17469
$121.00Jul 240.610.68$0.6510.8%2310.22459
$120.00Jul 240.810.90$0.8610.5%6900.271.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 240.911.04$0.9813.3%530.29320

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 95 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 3120.1022.75$21.4312.4%--0.9838
$94.00Jul 2420.6024.30$22.4516.5%10.971
$100.00Jul 2415.1017.20$16.1513.0%--0.9740
$105.00Jul 2410.1512.00$11.0816.7%--0.97129
$96.00Jul 2418.6522.30$20.4817.8%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Jul 249.8013.40$11.6031.0%20.944
$130.00Jul 2413.1515.20$14.1814.5%--0.9415
$125.00Jul 247.759.50$8.6320.3%30.9275
$124.00Jul 246.259.60$7.9342.2%20.902
$130.00Jul 3112.9015.70$14.3019.6%10.8959

Most actively traded options today. High liquidity = easy entry/exit. 235 active (total vol 11.1K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Jul 310.520.70$0.6129.5%1.0K0.1350
$120.00Jul 240.810.90$0.8610.5%6900.271.1K
$128.00Aug 212.502.66$2.586.2%5060.284
$120.00Aug 73.153.40$3.287.6%3020.4193
$120.00Jul 312.112.24$2.176.0%2390.37802
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 312.582.73$2.665.6%4790.41403
$114.00Jul 312.182.33$2.266.6%4640.3617
$95.00Aug 70.010.46$0.24187.5%2900.0445
$105.00Aug 211.761.97$1.8711.2%2650.201.8K
$115.00Aug 73.253.75$3.5014.3%2120.42151

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 60 strikes (avg 31.8%, max 170.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 7135.3%56.3%140.1%160
$100.00Jul 24Aug 2891.8%48.7%88.7%343
$134.00Jul 24Jul 3194.7%50.3%88.4%27106
$136.00Jul 24Jul 3199.8%58.9%69.5%2259
$133.00Jul 24Jul 3181.0%50.1%61.6%44457
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 28135.3%50.0%170.5%9429
$101.00Jul 24Aug 28100.4%50.3%99.6%596
$102.00Jul 24Aug 2892.5%49.0%88.8%936
$100.00Jul 24Aug 2891.8%48.7%88.7%671.4K
$99.00Jul 24Jul 31110.6%62.3%77.4%142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 174 found (best R:R 27.57, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 7$0.39$4.61$0.3911.82$130.39
$130.00$135.00Aug 14$0.48$4.52$0.489.42$130.48
$127.00$128.00Jul 31$0.11$0.89$0.118.09$127.11
$130.00$135.00Aug 28$0.59$4.41$0.597.47$130.59
$122.00$123.00Jul 24$0.13$0.87$0.136.69$122.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Jul 31$0.14$3.86$0.1427.57$98.86
$100.00$95.00Aug 7$0.18$4.82$0.1826.78$99.82
$100.00$95.00Aug 14$0.34$4.66$0.3413.71$99.66
$111.00$110.00Jul 24$0.11$0.89$0.118.09$110.89
$106.00$105.00Aug 7$0.11$0.89$0.118.09$105.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 201 found (best R:R 19.00, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 31$4.75$4.75$0.2519.00$99.75
$95.00$105.00Aug 7$9.30$9.30$0.7013.29$104.30
$105.00$110.00Jul 31$4.35$4.35$0.656.69$109.35
$112.00$113.00Jul 24$0.83$0.83$0.174.88$112.83
$112.00$113.00Aug 21$0.83$0.83$0.174.88$112.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$127.00Aug 21$2.75$2.75$0.2511.00$127.25
$135.00$130.00Aug 21$4.57$4.57$0.4310.63$130.43
$128.00$125.00Jul 31$2.70$2.70$0.309.00$125.30
$124.00$123.00Jul 31$0.88$0.88$0.127.33$123.12
$123.00$121.00Jul 24$1.63$1.63$0.374.41$121.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $0.82, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Jul 24Jul 31$0.1099.8%58.9%
$133.00Jul 24Jul 31$0.1281.0%50.1%
$95.00Jul 24Jul 31$0.15135.3%65.2%
$137.00Jul 24Jul 31$0.1996.9%62.3%
$110.00Jul 24Jul 31$0.2253.8%47.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 24Jul 31$0.0691.8%54.3%
$102.00Jul 24Jul 31$0.0692.5%53.1%
$130.00Jul 24Jul 31$0.1264.8%51.7%
$103.00Jul 24Jul 31$0.2465.7%50.9%
$106.00Jul 24Jul 31$0.2965.0%46.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 91 found (cheapest 3.51% of stock, avg 9.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$117.00Jul 24$1.88$2.21$4.09$112.91$121.093.51%
$116.00Jul 24$2.44$1.70$4.14$111.86$120.143.55%
$118.00Jul 24$1.48$2.79$4.27$113.73$122.273.66%
$115.00Jul 24$3.07$1.32$4.39$110.61$119.393.76%
$119.00Jul 24$1.13$3.40$4.53$114.47$123.533.88%
$114.00Jul 24$3.72$0.98$4.70$109.30$118.704.03%
$120.00Jul 24$0.86$4.13$4.99$115.01$124.994.28%
$113.00Jul 24$4.45$0.73$5.18$107.82$118.184.44%
$112.00Jul 24$5.28$0.56$5.84$106.16$117.845.01%
$121.00Jul 24$0.65$5.35$6.00$115.00$127.005.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.04% of stock, avg 6.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$112.00Jul 24$0.65$0.56$1.21$110.79$122.21
$121.00$113.00Jul 24$0.65$0.73$1.38$111.62$122.38
$120.00$112.00Jul 24$0.86$0.56$1.42$110.58$121.42
$120.00$113.00Jul 24$0.86$0.73$1.59$111.41$121.59
$121.00$114.00Jul 24$0.65$0.98$1.63$112.37$122.63
$119.00$112.00Jul 24$1.13$0.56$1.69$110.31$120.69
$120.00$114.00Jul 24$0.86$0.98$1.84$112.16$121.84
$119.00$113.00Jul 24$1.13$0.73$1.86$111.14$120.86
$121.00$115.00Jul 24$0.65$1.32$1.97$113.03$122.97
$118.00$112.00Jul 24$1.48$0.56$2.04$109.96$120.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 295 found (best R:R 12.04, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
118/121127/130Aug 28$2.77$0.2312.04$118.23$129.77
111/112118/119Aug 14$0.90$0.109.00$111.10$118.90
113/114115/116Aug 14$0.90$0.109.00$113.10$115.90
95/99105/110Jul 31$4.49$0.518.80$94.51$109.49
104/105114/115Aug 21$0.89$0.118.09$104.11$114.89
118/121122/125Aug 28$2.65$0.357.57$118.35$124.65
96/97109/110Jul 24$0.88$0.127.33$96.12$109.88
106/107113/114Jul 31$0.88$0.127.33$106.12$113.88
112/113115/116Jul 31$0.88$0.127.33$112.12$115.88
112/113114/115Aug 7$0.88$0.127.33$112.12$114.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$121.00$122.00$123.00Jul 24$0.05$0.9519.00
$119.00$120.00$121.00Jul 24$0.06$0.9415.67
$129.00$130.00$131.00Jul 31$0.06$0.9415.67
$135.00$136.00$137.00Jul 31$0.06$0.9415.67
$115.00$116.00$117.00Aug 14$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$103.00$104.00$105.00Jul 24$0.05$0.9519.00
$100.00$101.00$102.00Jul 31$0.05$0.9519.00
$114.00$115.00$116.00Aug 14$0.05$0.9519.00
$112.00$113.00$114.00Jul 31$0.06$0.9415.67
$115.00$116.00$117.00Jul 31$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 found (best net $-0.22, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$111.001:2Aug 14-$0.22$10.78
$95.00$105.001:2Aug 7-$2.80$7.20
$130.00$135.001:2Aug 7-$0.17$4.83
$130.00$135.001:2Aug 14-$0.51$4.49
$130.00$135.001:2Aug 28-$1.33$3.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 14$0.00$5.00
$100.00$95.001:2Aug 7-$0.06$4.94
$100.00$95.001:2Aug 28-$0.18$4.82
$110.00$105.001:2Aug 28-$1.15$3.85
$104.00$100.001:2Aug 21-$0.47$3.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 5.06%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Aug 28$5.900.501.2%5.06%6.23%229
$118.00Aug 21$5.650.501.2%4.84%6.02%271
$117.00Aug 21$5.400.520.3%4.63%4.95%522
$119.00Aug 21$5.250.472.0%4.50%6.53%20--
$117.00Aug 14$5.150.510.3%4.42%4.73%3822
$120.00Aug 28$5.050.452.9%4.33%7.22%5180
$118.00Aug 14$4.850.481.2%4.16%5.33%38503
$120.00Aug 21$4.850.452.9%4.16%7.05%813.6K
$121.00Aug 28$4.550.433.8%3.90%7.65%1431
$121.00Aug 21$4.450.423.8%3.82%7.56%1--

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 7,328
Total Puts 6,954
Put/Call Ratio 0.95
Net Difference 374

Prior's Put/Call Breakdown

Total Calls 10,640
Total Puts 8,534
Put/Call Ratio 0.80
Net Difference 2,106

Prior 7-Day Put/Call Summary

Total Calls 97,566
Total Puts 62,369
Average Put/Call Ratio 0.75
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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