Tour v376
LULU
LULULEMON ATHLETICA
$116.25 -0.36%
7/21 15:06

Option Volume

Detail
Current (07/21 3:05pm) 13,036
Calls: 6,587 (51%)
Puts: 6,449 (49%)
Prior (07/20) 17,019
Calls: 9,313 (55%)
Puts: 7,706 (45%)
Current vs Prior -23.40%
Calls: -29.27% (Calls)
Puts: -16.31% (Puts)
Prior 7-Day Total 133,642
Calls: 85,471 (64%)
Puts: 48,171 (36%)
Prior 7-Day Average 19,091
Calls: 12,210 (64%)
Puts: 6,881 (36%)
Current vs Prior 7-Day Avg -31.72%
Calls: -46.05%
Puts: -6.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 3:05pm) $4.51M
Calls: $1.93M (43%)
Puts: $2.58M (57%)
Prior (07/20) $36.01M
Calls: $2.16M (6%)
Puts: $33.84M (94%)
Current vs Prior -87.47%
Calls: -10.56%
Puts: -92.38%
Prior 7-Day Total $128.97M
Calls: $26.32M (20%)
Puts: $102.64M (80%)
Prior 7-Day Average $18.42M
Calls: $3.76M (20%)
Puts: $14.66M (80%)
Current vs Prior 7-Day Avg -75.50%
Calls: -48.61%
Puts: -82.40%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21 3:05pm) 0.98
Prior (07/20) 0.83
Current vs Prior +18.32%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +41.54%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21 3:05pm) 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 2,784,567
Calls: 1,678,633 (60%)
Puts: 1,105,934 (40%)
Prior 7-Day Average 397,795
Calls: 239,804 (60%)
Puts: 157,990 (40%)
Current vs Prior 7-Day Avg -11.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.06% | 6.62%11.27% | 19.77%
Prior 1.14% | 5.32%1.14% | 13.60%
Current vs Prior +256.51% | +24.56%+889.45% | +45.37%
Prior 7-Day Avg 2.96% | 6.07%3.95% | 14.27%
Current vs 7-Day Avg +37.05% | +9.15%+184.93% | +38.54%
Prior 7-Day Eod 1.14% | 5.32%11.34% | 19.67%
Current vs 7-Day Eod +256.51% | +24.56%-0.63% | +0.49%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 12.17% | 9.10%
Calls: 9.82% | 9.41%
Puts: 14.52% | 8.79%
Prior 39.75% | 9.73%
Calls: 42.53% | 6.06%
Puts: 36.96% | 13.40%
Current vs Prior -69.38% | -6.47%
Prior 7-Day Avg 19.90% | 10.81%
Calls: 21.05% | 10.89%
Puts: 18.73% | 10.74%
Current vs 7-Day Avg -38.83% | -15.84%
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 NEUTRAL
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 89 of results (avg 7.5%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 146.757.05$6.904.3%40.593
$128.00Aug 212.392.51$2.454.9%4920.274
$116.00Aug 145.706.00$5.855.1%50.53--
$122.00Jul 311.481.56$1.525.3%1380.28433
$114.00Aug 75.806.15$5.985.9%10.5932
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Aug 2112.7013.30$13.004.6%30.71--
$121.00Aug 148.008.40$8.204.9%--0.6018
$126.00Aug 1411.3511.95$11.655.2%--0.7212
$130.00Aug 2115.1015.95$15.525.5%20.77646
$125.00Aug 2111.1511.80$11.485.7%20.68293

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.65, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 240.130.15$0.1414.3%160.06330
$129.00Jul 310.420.50$0.4617.4%380.1047
$128.00Jul 310.500.57$0.5313.2%9850.1250
$127.00Jul 310.590.69$0.6415.6%40.14350
$126.00Jul 310.710.81$0.7613.2%20.1647
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 240.300.36$0.3318.2%600.12647
$95.00Aug 210.500.59$0.5416.7%670.07629
$105.00Aug 70.881.06$0.9718.6%260.1548

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 94 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 2421.0522.75$21.907.8%11.001
$95.00Jul 2420.0021.90$20.959.1%11.0049
$96.00Jul 2419.0021.00$20.0010.0%11.00--
$97.00Jul 2418.0519.60$18.838.2%11.002
$100.00Jul 2415.0517.20$16.1313.3%--1.0040
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 2413.2515.75$14.5017.2%--0.9815
$128.00Jul 2410.9013.25$12.0819.5%20.974
$125.00Jul 248.459.90$9.1815.8%30.9375
$130.00Jul 3113.6516.00$14.8315.8%10.9159
$124.00Jul 247.559.00$8.2817.5%20.902

Most actively traded options today. High liquidity = easy entry/exit. 229 active (total vol 10.0K, top 985)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Jul 310.500.57$0.5313.2%9850.1250
$120.00Jul 240.750.82$0.789.0%5970.251.1K
$128.00Aug 212.392.51$2.454.9%4920.274
$120.00Aug 73.003.45$3.2313.9%3010.4093
$120.00Jul 312.002.15$2.087.2%2310.35802
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 312.833.15$2.9910.7%4750.43403
$114.00Jul 312.382.71$2.5512.9%4640.3917
$95.00Aug 70.090.26$0.1894.4%2900.0345
$105.00Aug 211.942.06$2.006.0%2350.211.8K
$115.00Aug 73.854.20$4.038.7%2110.44151

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 21.0%, max 94.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 796.4%52.0%85.4%160
$138.00Jul 24Jul 3187.1%54.5%59.7%237
$136.00Jul 24Jul 3176.0%52.4%45.0%2259
$135.00Jul 24Aug 2869.7%48.6%43.5%141.1K
$100.00Jul 24Aug 2869.3%48.3%43.3%343
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 2896.4%49.7%94.0%9429
$104.00Jul 24Aug 2873.9%50.9%45.3%2711
$100.00Jul 24Aug 2869.3%48.3%43.3%671.4K
$102.00Jul 24Aug 769.3%48.5%43.0%954
$99.00Jul 24Jul 3173.5%54.2%35.7%142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 172 found (best R:R 19.00, avg 2.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 7$0.39$4.61$0.3911.82$130.39
$122.00$123.00Jul 24$0.11$0.89$0.118.09$122.11
$127.00$128.00Jul 31$0.11$0.89$0.118.09$127.11
$126.00$127.00Jul 31$0.12$0.88$0.127.33$126.12
$130.00$135.00Aug 14$0.65$4.35$0.656.69$130.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 7$0.25$4.75$0.2519.00$99.75
$100.00$95.00Aug 14$0.34$4.66$0.3413.71$99.66
$100.00$95.00Aug 21$0.55$4.45$0.558.09$99.45
$104.00$103.00Jul 24$0.12$0.88$0.127.33$103.88
$104.00$103.00Aug 7$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. 202 found (best R:R 21.73, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 31$4.78$4.78$0.2221.73$99.78
$95.00$105.00Aug 7$9.43$9.43$0.5716.54$104.43
$100.00$104.00Jul 31$3.75$3.75$0.2515.00$103.75
$97.00$100.00Jul 24$2.70$2.70$0.309.00$99.70
$106.00$108.00Jul 24$1.75$1.75$0.257.00$107.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$130.00Aug 21$4.61$4.61$0.3911.82$130.39
$128.00$125.00Jul 31$2.65$2.65$0.357.57$125.35
$121.00$120.00Jul 24$0.88$0.88$0.127.33$120.12
$123.00$122.00Aug 7$0.88$0.88$0.127.33$122.12
$124.00$123.00Jul 24$0.85$0.85$0.155.67$123.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 62 found (avg debit $0.78, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$138.00Jul 24Jul 31$0.0787.1%54.5%
$95.00Jul 24Jul 31$0.0896.4%63.6%
$137.00Jul 24Jul 31$0.1071.2%52.3%
$136.00Jul 24Jul 31$0.1176.0%52.4%
$100.00Jul 24Jul 31$0.1269.3%54.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Jul 31$0.0896.4%63.6%
$99.00Jul 24Jul 31$0.1273.5%54.2%
$100.00Jul 24Jul 31$0.1769.3%54.1%
$101.00Jul 24Jul 31$0.1766.9%51.7%
$102.00Jul 24Jul 31$0.2269.3%51.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 89 found (cheapest 3.65% of stock, avg 9.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.00Jul 24$2.24$2.00$4.24$111.76$120.243.65%
$117.00Jul 24$1.80$2.48$4.28$112.72$121.283.68%
$115.00Jul 24$2.83$1.54$4.37$110.63$119.373.76%
$118.00Jul 24$1.36$3.10$4.46$113.54$122.463.84%
$114.00Jul 24$3.40$1.18$4.58$109.42$118.583.94%
$119.00Jul 24$1.07$3.83$4.90$114.10$123.904.22%
$113.00Jul 24$4.18$0.87$5.05$107.95$118.054.34%
$120.00Jul 24$0.78$4.55$5.33$114.67$125.334.58%
$112.00Jul 24$4.93$0.69$5.62$106.38$117.624.83%
$121.00Jul 24$0.58$5.43$6.01$114.99$127.015.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.09% of stock, avg 6.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$112.00Jul 24$0.58$0.69$1.27$110.73$122.27
$121.00$113.00Jul 24$0.58$0.87$1.45$111.55$122.45
$120.00$112.00Jul 24$0.78$0.69$1.47$110.53$121.47
$120.00$113.00Jul 24$0.78$0.87$1.65$111.35$121.65
$119.00$112.00Jul 24$1.07$0.69$1.76$110.24$120.76
$121.00$114.00Jul 24$0.58$1.18$1.76$112.24$122.76
$119.00$113.00Jul 24$1.07$0.87$1.94$111.06$120.94
$120.00$114.00Jul 24$0.78$1.18$1.96$112.04$121.96
$118.00$112.00Jul 24$1.36$0.69$2.05$109.95$120.05
$121.00$115.00Jul 24$0.58$1.54$2.12$112.88$123.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 307 found (best R:R 14.38, avg credit $1.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
103/104106/108Jul 24$1.87$0.1314.38$102.13$107.87
109/110112/113Jul 31$0.90$0.109.00$109.10$112.90
113/114115/116Aug 7$0.90$0.109.00$113.10$115.90
108/109117/118Aug 14$0.90$0.109.00$108.10$117.90
110/111112/113Jul 31$0.88$0.127.33$110.12$112.88
111/112113/114Jul 31$0.88$0.127.33$111.12$113.88
110/111119/120Aug 14$0.88$0.127.33$110.12$119.88
103/104105/110Jul 31$4.39$0.617.20$99.61$109.39
115/117118/120Aug 28$1.75$0.257.00$115.25$119.75
113/114115/116Jul 31$0.87$0.136.69$113.13$115.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$121.00$122.00Jul 24$0.05$0.9519.00
$117.00$118.00$119.00Jul 31$0.05$0.9519.00
$124.00$125.00$126.00Jul 31$0.05$0.9519.00
$115.00$116.00$117.00Aug 7$0.05$0.9519.00
$119.00$120.00$121.00Aug 21$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Jul 24$0.05$0.9519.00
$123.00$124.00$125.00Jul 24$0.05$0.9519.00
$100.00$101.00$102.00Jul 31$0.06$0.9415.67
$112.00$113.00$114.00Jul 31$0.06$0.9415.67
$113.00$114.00$115.00Jul 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-2.47, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Aug 7-$2.47$7.53
$130.00$135.001:2Aug 7-$0.13$4.87
$130.00$135.001:2Aug 14-$0.19$4.81
$130.00$135.001:2Aug 28-$0.84$4.16
$131.00$135.001:2Aug 21-$0.75$3.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 14$0.00$5.00
$100.00$95.001:2Aug 28-$0.18$4.82
$99.00$95.001:2Jul 31-$0.10$3.90
$110.00$105.001:2Aug 28-$1.29$3.71
$104.00$100.001:2Aug 21-$0.40$3.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 5.08%, avg 1.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Aug 21$5.900.510.7%5.08%5.72%522
$118.00Aug 28$5.750.491.5%4.95%6.45%229
$118.00Aug 21$5.500.481.5%4.73%6.24%271
$119.00Aug 21$5.050.462.4%4.34%6.71%20--
$120.00Aug 28$5.000.453.2%4.30%7.53%5180
$117.00Aug 14$4.900.500.7%4.22%4.86%3822
$118.00Aug 14$4.750.481.5%4.09%5.59%38503
$120.00Aug 21$4.650.433.2%4.00%7.23%803.6K
$121.00Aug 28$4.500.434.1%3.87%7.96%1431
$121.00Aug 21$4.300.414.1%3.70%7.78%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 6,587
Total Puts 6,449
Put/Call Ratio 0.98
Net Difference 138

Prior's Put/Call Breakdown

Total Calls 9,313
Total Puts 7,706
Put/Call Ratio 0.83
Net Difference 1,607

Prior 7-Day Put/Call Summary

Total Calls 85,471
Total Puts 48,171
Average Put/Call Ratio 0.69
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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