Tour v388
LULU
LULULEMON ATHLETICA
$113.37 -2.80%
$113.01 (-0.32%)🌙
as of 07/22 06:18 PM
7/22 18:18

Option Volume

Detail
Current (07/22) 20,184
Calls: 12,236 (61%)
Puts: 7,948 (39%)
Prior (07/21) 14,282
Calls: 7,328 (51%)
Puts: 6,954 (49%)
Current vs Prior +41.32%
Calls: +66.98% (Calls)
Puts: +14.29% (Puts)
Prior 7-Day Total 129,030
Calls: 69,360 (54%)
Puts: 59,670 (46%)
Prior 7-Day Average 18,432
Calls: 9,908 (54%)
Puts: 8,524 (46%)
Current vs Prior 7-Day Avg +9.50%
Calls: +23.49%
Puts: -6.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $6.33M
Calls: $3.18M (50%)
Puts: $3.15M (50%)
Prior (07/21) $4.69M
Calls: $2.12M (45%)
Puts: $2.57M (55%)
Current vs Prior +34.97%
Calls: +49.99%
Puts: +22.59%
Prior 7-Day Total $242.36M
Calls: $23.69M (10%)
Puts: $218.67M (90%)
Prior 7-Day Average $34.62M
Calls: $3.38M (10%)
Puts: $31.24M (90%)
Current vs Prior 7-Day Avg -81.72%
Calls: -6.11%
Puts: -89.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.65
Prior (07/21) 0.95
Current vs Prior -31.55%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -23.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 159,981
Calls: 92,438 (58%)
Puts: 67,543 (42%)
Prior (07/21) 351,353
Calls: 204,407 (58%)
Puts: 146,946 (42%)
Current vs Prior -54.47%
Prior 7-Day Total 2,456,120
Calls: 1,481,651 (60%)
Puts: 974,469 (40%)
Prior 7-Day Average 350,874
Calls: 211,664 (60%)
Puts: 139,209 (40%)
Current vs Prior 7-Day Avg -54.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.39% | 6.20%10.96% | 19.33%
Prior 3.99% | 6.39%10.77% | 19.73%
Current vs Prior -15.04% | -2.92%+1.81% | -2.00%
Prior 7-Day Avg 4.06% | 6.54%5.43% | 15.60%
Current vs 7-Day Avg -16.63% | -5.25%+102.08% | +23.97%
Prior 7-Day Eod 3.99% | 6.39%10.77% | 19.73%
Current vs 7-Day Eod -15.04% | -2.92%+1.81% | -2.00%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 11.51% | 9.23%
Calls: 10.00% | 10.36%
Puts: 13.02% | 8.11%
Prior 12.17% | 9.10%
Calls: 9.82% | 9.41%
Puts: 14.52% | 8.79%
Current vs Prior -5.42% | +1.43%
Prior 7-Day Avg 15.04% | 9.77%
Calls: 15.06% | 8.81%
Puts: 15.01% | 10.73%
Current vs 7-Day Avg -23.46% | -5.49%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.65. P/C ratio dropping 32% - sentiment shifting bullish. Declining open interest (down 54%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 43 of results (avg 8.0%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 215.355.65$5.505.5%1340.51879
$126.00Aug 212.042.16$2.105.7%10.25--
$114.00Aug 215.856.20$6.035.8%990.5316
$124.00Aug 212.482.63$2.555.9%410.2926
$125.00Aug 212.252.39$2.326.0%700.27700
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Aug 218.809.20$9.004.4%20.61--
$115.00Aug 216.406.75$6.585.3%1350.501.1K
$111.00Aug 72.953.15$3.056.6%40.39--
$114.00Aug 145.105.45$5.286.6%50.49--
$114.00Aug 215.806.25$6.037.5%850.48--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.83, cheapest $0.64)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 310.770.86$0.8211.0%1170.18493
$121.00Jul 310.911.03$0.9712.4%280.21208
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 210.580.70$0.6418.8%1230.08635
$106.00Jul 310.680.80$0.7416.2%530.1611
$107.00Jul 310.861.05$0.9619.8%150.2010

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 66 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 3112.7515.85$14.3021.7%20.95--
$107.00Jul 245.858.30$7.0834.6%160.932
$108.00Jul 244.957.40$6.1839.6%180.907
$102.00Aug 711.6514.10$12.8819.0%20.88--
$110.00Jul 243.804.25$4.0311.2%170.8031
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 2414.7517.95$16.3519.6%21.0015
$126.00Jul 2410.8013.95$12.3825.4%10.95--
$130.00Jul 3114.8017.65$16.2317.6%480.93--
$120.00Jul 245.507.45$6.4830.1%60.92420
$135.00Aug 2120.4023.20$21.8012.8%10.90--

Most actively traded options today. High liquidity = easy entry/exit. 246 active (total vol 15.5K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 240.460.59$0.5324.5%2.2K0.22375
$130.00Aug 211.351.49$1.429.9%1.2K0.181.8K
$120.00Jul 240.130.23$0.1855.6%5150.091.3K
$120.00Jul 311.091.22$1.1611.2%3850.24852
$120.00Aug 72.002.15$2.087.2%3670.31386
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 240.010.12$0.07157.1%8740.0387
$110.00Jul 240.400.54$0.4729.8%8420.20647
$107.00Jul 240.070.22$0.15100.0%8350.07823
$100.00Jul 310.100.25$0.1883.3%7350.05648
$100.00Aug 211.211.40$1.3114.5%1720.154.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 42.2%, max 149.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Jul 24Aug 28126.3%50.7%149.2%391.1K
$133.00Jul 24Jul 31116.5%54.7%113.1%51470
$136.00Jul 24Jul 31138.4%65.1%112.8%1064
$134.00Jul 24Jul 31121.8%57.5%111.8%22107
$129.00Jul 24Aug 2198.0%47.0%108.5%12181
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 28117.5%49.2%139.0%24336
$99.00Jul 24Jul 31106.9%52.0%105.4%14015
$130.00Jul 24Aug 2191.7%46.7%96.3%5215
$102.00Jul 24Aug 788.5%47.2%87.4%1554
$100.00Jul 24Aug 2875.2%49.0%53.3%741.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 17.52, avg 3.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$131.00$135.00Aug 7$0.26$3.74$0.2614.38$131.26
$130.00$135.00Aug 14$0.33$4.67$0.3314.15$130.33
$130.00$135.00Aug 28$0.42$4.58$0.4210.90$130.42
$131.00$135.00Aug 21$0.41$3.59$0.418.76$131.41
$125.00$128.00Aug 7$0.32$2.68$0.328.37$125.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 7$0.27$4.73$0.2717.52$99.73
$99.00$97.00Jul 24$0.12$1.88$0.1215.67$98.88
$102.00$100.00Jul 24$0.12$1.88$0.1215.67$101.88
$103.00$100.00Aug 14$0.21$2.79$0.2113.29$102.79
$105.00$104.00Jul 31$0.13$0.87$0.136.69$104.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 161 found (best R:R 12.51, avg 1.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$108.00Jul 31$7.22$7.22$0.789.26$107.22
$108.00$110.00Jul 31$1.70$1.70$0.305.67$109.70
$110.00$111.00Jul 24$0.83$0.83$0.174.88$110.83
$102.00$109.00Aug 7$5.73$5.73$1.274.51$107.73
$124.00$125.00Aug 28$0.73$0.73$0.272.70$124.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Jul 31$4.63$4.63$0.3712.51$125.37
$135.00$130.00Aug 21$4.35$4.35$0.656.69$130.65
$117.00$116.00Aug 7$0.82$0.82$0.184.56$116.18
$130.00$118.00Aug 14$9.48$9.48$2.523.76$120.52
$125.00$121.00Aug 7$3.13$3.13$0.873.60$121.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $0.91, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 24Jul 31$0.06126.3%62.6%
$127.00Jul 24Jul 31$0.1588.2%48.2%
$129.00Jul 24Jul 31$0.1598.0%53.1%
$132.00Jul 24Jul 31$0.17113.6%61.6%
$128.00Jul 24Jul 31$0.1893.8%52.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Jul 31$0.12117.5%65.7%
$100.00Jul 24Jul 31$0.1675.2%49.5%
$102.00Jul 24Jul 31$0.1688.5%48.6%
$103.00Jul 24Jul 31$0.3170.9%48.2%
$104.00Jul 24Jul 31$0.3376.4%47.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 2.94% of stock, avg 9.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 24$1.90$1.43$3.33$109.67$116.332.94%
$114.00Jul 24$1.45$1.94$3.39$110.61$117.392.99%
$112.00Jul 24$2.50$1.02$3.52$108.48$115.523.10%
$115.00Jul 24$1.04$2.57$3.61$111.39$118.613.18%
$111.00Jul 24$3.20$0.72$3.92$107.08$114.923.46%
$116.00Jul 24$0.75$3.25$4.00$112.00$120.003.53%
$110.00Jul 24$4.03$0.47$4.50$105.50$114.503.97%
$117.00Jul 24$0.53$4.00$4.53$112.47$121.534.00%
$118.00Jul 24$0.40$4.97$5.37$112.63$123.374.74%
$119.00Jul 24$0.25$5.48$5.73$113.27$124.735.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.62% of stock, avg 5.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$109.00Jul 24$0.40$0.30$0.70$108.30$118.70
$117.00$109.00Jul 24$0.53$0.30$0.83$108.17$117.83
$118.00$110.00Jul 24$0.40$0.47$0.87$109.13$118.87
$117.00$110.00Jul 24$0.53$0.47$1.00$109.00$118.00
$116.00$109.00Jul 24$0.75$0.30$1.05$107.95$117.05
$118.00$111.00Jul 24$0.40$0.72$1.12$109.88$119.12
$116.00$110.00Jul 24$0.75$0.47$1.22$108.78$117.22
$117.00$111.00Jul 24$0.53$0.72$1.25$109.75$118.25
$115.00$109.00Jul 24$1.04$0.30$1.34$107.66$116.34
$118.00$112.00Jul 24$0.40$1.02$1.42$110.58$119.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 412 found (best R:R 14.38, avg credit $1.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/104105/109Aug 21$3.74$0.2614.38$100.26$108.74
104/105108/110Jul 31$1.83$0.1710.76$103.17$109.83
105/106108/110Jul 31$1.83$0.1710.76$104.17$109.83
112/113118/120Aug 28$1.83$0.1710.76$111.17$119.83
113/114115/116Jul 31$0.90$0.109.00$113.10$115.90
105/106111/112Aug 7$0.90$0.109.00$105.10$111.90
110/111112/113Jul 31$0.89$0.118.09$110.11$112.89
112/113114/115Jul 31$0.89$0.118.09$112.11$114.89
110/111114/115Aug 7$0.89$0.118.09$110.11$114.89
108/109115/116Aug 21$0.89$0.118.09$108.11$115.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$116.00$117.00Aug 21$0.05$0.9519.00
$122.00$123.00$124.00Aug 28$0.05$0.9519.00
$129.00$130.00$131.00Aug 21$0.06$0.9415.67
$115.00$116.00$117.00Jul 24$0.07$0.9313.29
$121.00$122.00$123.00Jul 24$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$111.00$112.00Jul 24$0.05$0.9519.00
$99.00$100.00$101.00Jul 31$0.05$0.9519.00
$104.00$105.00$106.00Aug 7$0.06$0.9415.67
$115.00$116.00$117.00Jul 24$0.07$0.9313.29
$108.00$109.00$110.00Jul 24$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-2.35, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$109.001:2Aug 7-$1.42$5.58
$130.00$135.001:2Aug 14-$0.31$4.69
$125.00$130.001:2Aug 28-$0.77$4.23
$130.00$135.001:2Aug 28-$1.06$3.94
$131.00$135.001:2Aug 21-$0.48$3.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$120.001:2Aug 21-$2.35$7.65
$126.00$120.001:2Jul 24-$0.58$5.42
$100.00$95.001:2Aug 28-$0.10$4.90
$99.00$95.001:2Jul 31-$0.19$3.81
$104.00$100.001:2Aug 21-$0.46$3.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 5.16%, avg 1.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$114.00Aug 21$5.850.530.6%5.16%5.72%9916
$115.00Aug 28$5.850.511.4%5.16%6.60%31
$115.00Aug 21$5.350.511.4%4.72%6.16%134879
$116.00Aug 21$4.850.482.3%4.28%6.60%7550
$118.00Aug 28$4.550.454.1%4.01%8.10%1231
$115.00Aug 14$4.500.481.4%3.97%5.41%2--
$116.00Aug 14$4.100.452.3%3.62%5.94%1--
$114.00Aug 7$4.000.510.6%3.53%4.08%4--
$118.00Aug 21$3.800.424.1%3.35%7.44%6728
$119.00Aug 21$3.800.405.0%3.35%8.32%1820

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 12,236
Total Puts 7,948
Put/Call Ratio 0.65
Net Difference 4,288

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 69,360
Total Puts 59,670
Average Put/Call Ratio 0.85
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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