Tour v477
LULU
LULULEMON ATHLETICA
$118.87 -0.51%
$119.45 (+0.49%)🌙
as of 07/31 06:06 PM
7/31 18:06

Option Volume

Detail
Current (07/31) 20,404
Calls: 12,956 (63%)
Puts: 7,448 (37%)
Prior (07/30) 22,284
Calls: 8,034 (36%)
Puts: 14,250 (64%)
Current vs Prior -8.44%
Calls: +61.26% (Calls)
Puts: -47.73% (Puts)
Prior 7-Day Total 153,897
Calls: 75,877 (49%)
Puts: 78,020 (51%)
Prior 7-Day Average 21,985
Calls: 10,839 (49%)
Puts: 11,145 (51%)
Current vs Prior 7-Day Avg -7.19%
Calls: +19.53%
Puts: -33.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $65.91M
Calls: $2.97M (5%)
Puts: $62.95M (95%)
Prior (07/30) $148.56M
Calls: $2.90M (2%)
Puts: $145.66M (98%)
Current vs Prior -55.63%
Calls: +2.36%
Puts: -56.79%
Prior 7-Day Total $599.80M
Calls: $23.42M (4%)
Puts: $576.38M (96%)
Prior 7-Day Average $85.69M
Calls: $3.35M (4%)
Puts: $82.34M (96%)
Current vs Prior 7-Day Avg -23.08%
Calls: -11.29%
Puts: -23.55%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 0.57
Prior (07/30) 1.77
Current vs Prior -67.59%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -45.22%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 378,769
Calls: 217,770 (57%)
Puts: 160,999 (43%)
Prior (07/30) 169,808
Calls: 104,592 (62%)
Puts: 65,216 (38%)
Current vs Prior +123.06%
Prior 7-Day Total 1,531,699
Calls: 903,412 (59%)
Puts: 628,287 (41%)
Prior 7-Day Average 218,814
Calls: 129,058 (59%)
Puts: 89,755 (41%)
Current vs Prior 7-Day Avg +73.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.18% | 5.34%9.30% | 18.13%
Prior 2.59% | 5.84%9.27% | 17.89%
Current vs Prior +105.89% | +29.60%+0.33% | +1.31%
Prior 7-Day Avg 3.81% | 6.53%10.22% | 18.95%
Current vs 7-Day Avg +40.25% | +15.98%-8.96% | -4.31%
Prior 7-Day Eod 2.59% | 5.84%9.27% | 17.89%
Current vs 7-Day Eod +105.89% | +29.60%+0.33% | +1.31%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 39.43% | 12.54%
Calls: 33.93% | 14.06%
Puts: 44.93% | 11.01%
Prior 17.02% | 9.75%
Calls: 13.64% | 11.17%
Puts: 20.40% | 8.33%
Current vs Prior +131.67% | +28.62%
Prior 7-Day Avg 13.00% | 9.31%
Calls: 10.67% | 9.86%
Puts: 15.33% | 8.77%
Current vs 7-Day Avg +203.37% | +34.65%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 95% of dollar volume in puts ($62.95M) vs calls ($2.97M). Light premium activity with dollar volume down 56% vs prior. Bullish P/C ratio of 0.57. P/C ratio dropping 68% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 16 of results (avg 8.1%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 211.681.77$1.735.2%6820.232.6K
$114.00Aug 217.908.40$8.156.1%--0.67122
$117.00Aug 216.106.60$6.357.9%30.58240
$117.00Aug 287.358.00$7.688.5%--0.5821
$119.00Aug 286.407.00$6.709.0%90.5316
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Aug 216.006.40$6.206.5%--0.5566
$121.00Aug 287.107.60$7.356.8%10.526
$117.00Aug 214.004.30$4.157.2%--0.42112
$118.00Aug 214.504.85$4.687.5%--0.4564
$105.00Aug 210.810.88$0.858.2%1280.122.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.87, cheapest $0.72)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 70.871.03$0.9516.8%3150.23449
$130.00Aug 140.871.05$0.9618.8%500.17290
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 210.660.78$0.7216.7%20.1142
$105.00Aug 210.810.88$0.858.2%1280.122.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 3111.9515.90$13.9328.4%481.0060
$109.00Jul 318.7511.35$10.0525.9%--1.0081
$100.00Jul 3117.7020.35$19.0213.9%40.9928
$104.00Jul 3113.7516.90$15.3320.5%10.9910
$99.00Jul 3117.8521.20$19.5217.2%10.991
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 311.414.95$3.18111.3%191.0052
$123.00Jul 312.635.00$3.8262.0%--1.0024
$124.00Jul 313.856.25$5.0547.5%--1.0039
$120.00Jul 310.261.51$0.89140.4%3460.95621
$121.00Jul 310.904.00$2.45126.5%100.9218

Most actively traded options today. High liquidity = easy entry/exit. 243 active (total vol 13.8K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 310.000.05$0.03166.7%1.8K0.071.2K
$121.00Jul 310.000.12$0.06200.0%7930.09714
$130.00Aug 211.681.77$1.735.2%6820.232.6K
$120.00Aug 72.282.59$2.4312.8%5890.45538
$125.00Aug 212.853.15$3.0010.0%5490.35860
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 310.261.51$0.89140.4%3460.95621
$117.00Aug 71.752.55$2.1537.2%2380.39272
$117.00Aug 143.054.30$3.6834.0%1730.42101
$119.00Jul 310.130.39$0.26100.0%1530.5863
$118.00Aug 72.312.70$2.5115.5%1370.4456

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 1147.4%, max 3242.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Jul 31Sep 41645.9%55.7%2854.7%3--
$136.00Jul 31Aug 141507.6%51.3%2840.4%237
$133.00Jul 31Aug 141332.7%47.5%2707.8%2457
$137.00Jul 31Aug 71294.8%48.3%2582.4%8526
$135.00Jul 31Sep 41450.4%56.7%2459.4%51343
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Jul 31Aug 211726.3%51.7%3242.2%371
$103.00Jul 31Aug 281645.9%49.5%3228.0%1525
$107.00Jul 31Aug 211323.8%51.0%2494.0%2584
$108.00Jul 31Aug 211242.9%52.3%2276.8%9112
$106.00Jul 31Sep 111064.0%53.8%1878.9%2168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 14.38, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$136.00$138.00Aug 14$0.13$1.87$0.1314.38$136.13
$133.00$135.00Aug 14$0.15$1.85$0.1512.33$133.15
$135.00$140.00Aug 21$0.38$4.62$0.3812.16$135.38
$130.00$132.00Aug 14$0.23$1.77$0.237.70$130.23
$124.00$125.00Aug 7$0.12$0.88$0.127.33$124.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$103.00$101.00Aug 28$0.13$1.87$0.1314.38$102.87
$108.00$107.00Aug 14$0.11$0.89$0.118.09$107.89
$103.00$102.00Aug 21$0.11$0.89$0.118.09$102.89
$104.00$103.00Aug 28$0.11$0.89$0.118.09$103.89
$104.00$103.00Aug 14$0.12$0.88$0.127.33$103.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 178 found (best R:R 14.00, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$110.00Aug 7$2.80$2.80$0.2014.00$109.80
$100.00$105.00Aug 21$4.57$4.57$0.4310.63$104.57
$116.00$117.00Aug 14$0.90$0.90$0.109.00$116.90
$101.00$102.00Jul 31$0.88$0.88$0.127.33$101.88
$113.00$114.00Aug 21$0.88$0.88$0.127.33$113.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$119.00Aug 21$0.85$0.85$0.155.67$119.15
$135.00$130.00Aug 21$4.23$4.23$0.775.49$130.77
$102.00$101.00Jul 31$0.80$0.80$0.204.00$101.20
$125.00$123.00Aug 14$1.47$1.47$0.532.77$123.53
$122.00$121.00Jul 31$0.73$0.73$0.272.70$121.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.02, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Jul 31Aug 7$0.071064.0%51.1%
$131.00Jul 31Aug 7$0.10690.4%44.0%
$140.00Jul 31Aug 7$0.14762.6%64.7%
$105.00Jul 31Aug 7$0.17604.3%53.2%
$132.00Jul 31Aug 7$0.30511.1%52.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 31Aug 7$0.061014.6%62.5%
$104.00Jul 31Aug 7$0.06693.4%49.4%
$99.00Jul 31Aug 7$0.071024.0%67.8%
$105.00Jul 31Aug 7$0.14604.3%53.2%
$113.00Jul 31Aug 7$0.15675.6%40.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 90 found (cheapest 0.35% of stock, avg 8.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$119.00Jul 31$0.16$0.26$0.42$118.58$119.420.35%
$120.00Jul 31$0.03$0.89$0.92$119.08$120.920.77%
$118.00Jul 31$1.14$0.02$1.16$116.84$119.160.98%
$117.00Jul 31$1.84$0.01$1.85$115.15$118.851.56%
$121.00Jul 31$0.06$2.45$2.51$118.49$123.512.11%
$122.00Jul 31$0.02$3.18$3.20$118.80$125.202.69%
$116.00Jul 31$2.87$0.71$3.58$112.42$119.583.01%
$123.00Jul 31$0.02$3.82$3.84$119.16$126.843.23%
$115.00Jul 31$3.94$0.85$4.79$110.21$119.794.03%
$124.00Jul 31$0.01$5.05$5.06$118.94$129.064.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.56% of stock, avg 5.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$113.00Jul 31$0.16$0.50$0.66$112.34$119.66
$119.00$116.00Jul 31$0.16$0.71$0.87$115.13$119.87
$134.00$113.00Jul 31$0.41$0.50$0.91$112.09$134.91
$119.00$115.00Jul 31$0.16$0.85$1.01$113.99$120.01
$119.00$114.00Jul 31$0.16$0.85$1.01$112.99$120.01
$119.00$108.00Jul 31$0.16$0.85$1.01$106.99$120.01
$134.00$116.00Jul 31$0.41$0.71$1.12$114.88$135.12
$134.00$115.00Jul 31$0.41$0.85$1.26$113.74$135.26
$134.00$114.00Jul 31$0.41$0.85$1.26$112.74$135.26
$134.00$108.00Jul 31$0.41$0.85$1.26$106.74$135.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 204 found (best R:R 19.00, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
106/107109/111Aug 14$1.90$0.1019.00$105.10$110.90
104/105109/111Aug 14$1.88$0.1215.67$103.12$110.88
103/104109/111Aug 14$1.87$0.1314.38$102.13$110.87
106/107111/113Aug 14$1.86$0.1413.29$105.14$112.86
107/108109/111Aug 14$1.86$0.1413.29$106.14$110.86
104/105111/113Aug 14$1.84$0.1611.50$103.16$112.84
100/102105/109Aug 21$3.68$0.3211.50$98.32$108.68
114/115117/119Sep 4$1.84$0.1611.50$113.16$118.84
103/104111/113Aug 14$1.83$0.1710.76$102.17$112.83
107/108111/113Aug 14$1.82$0.1810.11$106.18$112.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 28$0.16$4.8430.25
$105.00$106.00$107.00Aug 7$0.05$0.9519.00
$121.00$122.00$123.00Aug 7$0.05$0.9519.00
$126.00$127.00$128.00Aug 7$0.05$0.9519.00
$118.00$119.00$120.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$117.00$118.00$119.00Aug 7$0.05$0.9519.00
$115.00$116.00$117.00Aug 21$0.05$0.9519.00
$103.00$104.00$105.00Aug 7$0.07$0.9313.29
$102.00$103.00$104.00Aug 14$0.08$0.9211.50
$119.00$120.00$121.00Aug 14$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. 98 found (best net $-0.11, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$103.00$117.001:2Sep 4-$0.11$13.89
$135.00$140.001:2Aug 21-$0.21$4.79
$135.00$140.001:2Aug 28-$0.40$4.60
$130.00$135.001:2Aug 28-$0.92$4.08
$131.00$135.001:2Aug 21-$0.42$3.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$109.001:2Sep 11-$1.73$4.27
$110.00$105.001:2Sep 4-$0.94$4.06
$110.00$106.001:2Aug 28-$0.91$3.09
$105.00$101.001:2Sep 4-$1.45$2.55
$102.00$100.001:2Aug 21-$0.13$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 6.60%, avg 1.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$119.00Sep 4$7.850.530.1%6.60%6.71%22
$120.00Sep 4$6.550.510.9%5.51%6.46%75
$119.00Aug 28$6.400.530.1%5.38%5.49%916
$120.00Aug 28$5.850.500.9%4.92%5.87%10199
$125.00Sep 4$5.500.435.2%4.63%9.78%117
$121.00Aug 28$5.400.481.8%4.54%6.33%337
$119.00Aug 21$5.150.520.1%4.33%4.44%241
$122.00Aug 28$5.000.462.6%4.21%6.84%148
$120.00Aug 21$4.700.500.9%3.95%4.90%863.8K
$127.00Sep 4$4.300.396.8%3.62%10.46%--23

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 12,956
Total Puts 7,448
Put/Call Ratio 0.57
Net Difference 5,508

Prior's Put/Call Breakdown

Total Calls 8,034
Total Puts 14,250
Put/Call Ratio 1.77
Net Difference -6,216

Prior 7-Day Put/Call Summary

Total Calls 75,877
Total Puts 78,020
Average Put/Call Ratio 1.05
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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