Tour v388
LULU
LULULEMON ATHLETICA
$113.16 -2.98%
7/22 15:06

Option Volume

Detail
Current (07/22 3:05pm) 19,025
Calls: 11,522 (61%)
Puts: 7,503 (39%)
Prior (07/21) 13,036
Calls: 6,587 (51%)
Puts: 6,449 (49%)
Current vs Prior +45.94%
Calls: +74.92% (Calls)
Puts: +16.34% (Puts)
Prior 7-Day Total 135,796
Calls: 84,825 (62%)
Puts: 50,971 (38%)
Prior 7-Day Average 19,399
Calls: 12,117 (62%)
Puts: 7,281 (38%)
Current vs Prior 7-Day Avg -1.93%
Calls: -4.92%
Puts: +3.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 3:05pm) $5.74M
Calls: $2.80M (49%)
Puts: $2.94M (51%)
Prior (07/21) $4.51M
Calls: $1.93M (43%)
Puts: $2.58M (57%)
Current vs Prior +27.21%
Calls: +45.08%
Puts: +13.83%
Prior 7-Day Total $159.15M
Calls: $24.94M (16%)
Puts: $134.21M (84%)
Prior 7-Day Average $22.74M
Calls: $3.56M (16%)
Puts: $19.17M (84%)
Current vs Prior 7-Day Avg -74.75%
Calls: -21.29%
Puts: -84.68%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/22 3:05pm) 0.65
Prior (07/21) 0.98
Current vs Prior -33.49%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -11.94%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 3:05pm) 357,829
Calls: 207,391 (58%)
Puts: 150,438 (42%)
Prior (07/21) 351,353
Calls: 204,407 (58%)
Puts: 146,946 (42%)
Current vs Prior +1.84%
Prior 7-Day Total 2,738,132
Calls: 1,644,646 (60%)
Puts: 1,093,486 (40%)
Prior 7-Day Average 391,161
Calls: 234,949 (60%)
Puts: 156,212 (40%)
Current vs Prior 7-Day Avg -8.52%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.49% | 6.26%11.07% | 19.56%
Prior 4.70% | 7.05%11.41% | 19.69%
Current vs Prior -25.77% | -11.30%-2.99% | -0.68%
Prior 7-Day Avg 3.11% | 6.16%4.67% | 14.90%
Current vs 7-Day Avg +12.22% | +1.61%+137.27% | +31.27%
Prior 7-Day Eod 4.70% | 7.05%10.77% | 19.73%
Current vs 7-Day Eod -25.77% | -11.30%+2.82% | -0.88%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.51% | 9.23%
Calls: 10.00% | 10.36%
Puts: 13.02% | 8.11%
Prior 9.00% | 7.31%
Calls: 10.00% | 6.74%
Puts: 8.00% | 7.89%
Current vs Prior +27.89% | +26.27%
Prior 7-Day Avg 19.09% | 9.98%
Calls: 20.06% | 9.63%
Puts: 18.11% | 10.34%
Current vs 7-Day Avg -39.70% | -7.54%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.65. P/C ratio dropping 33% - 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 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 73 of results (avg 7.5%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 312.953.05$3.003.3%170.475
$112.00Aug 216.656.95$6.804.4%660.5635
$113.00Aug 216.156.45$6.304.8%700.534
$105.00Aug 1410.1010.65$10.385.3%20.76--
$115.00Aug 215.205.50$5.355.6%1300.48879
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 218.508.80$8.653.5%580.5918
$113.00Aug 215.655.90$5.784.3%860.471
$120.00Aug 219.7510.20$9.984.5%260.64467
$122.00Aug 1410.4510.95$10.704.7%--0.7214
$116.00Aug 217.257.60$7.434.7%640.5426

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.73, cheapest $0.41)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 70.500.61$0.5520.0%60.10593
$123.00Jul 310.590.71$0.6518.5%240.1562
$128.00Aug 70.660.74$0.7011.4%160.1368
$122.00Jul 310.730.80$0.779.1%1130.17493
$135.00Aug 210.800.95$0.8817.0%650.12910
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 140.370.45$0.4119.5%410.0789
$110.00Jul 240.530.58$0.559.1%7930.22647
$105.00Jul 310.610.73$0.6717.9%110.15570
$95.00Aug 210.670.80$0.7417.6%1230.09635
$111.00Jul 240.750.90$0.8318.1%420.30190

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 95 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 3117.2519.35$18.3011.5%--1.0038
$95.00Jul 2417.0019.45$18.2313.4%--0.9850
$100.00Jul 2412.3014.45$13.3816.1%--0.9840
$105.00Jul 247.309.05$8.1821.4%--0.97129
$95.00Aug 717.4019.85$18.6313.2%--0.9411
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 2410.7512.85$11.8017.8%--1.0073
$126.00Jul 2411.8014.05$12.9317.4%11.003
$130.00Jul 2415.7517.95$16.8513.1%21.0015
$130.00Jul 3115.7518.05$16.9013.6%480.9560
$121.00Jul 247.009.30$8.1528.2%--0.9425

Most actively traded options today. High liquidity = easy entry/exit. 233 active (total vol 14.8K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 240.420.57$0.5030.0%2.2K0.20375
$130.00Aug 211.331.50$1.4212.0%1.2K0.181.8K
$120.00Jul 240.140.21$0.1838.9%4310.081.3K
$120.00Aug 71.882.20$2.0415.7%3610.30386
$120.00Jul 311.051.17$1.1110.8%3300.23852
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 240.010.10$0.06150.0%8740.0387
$107.00Jul 240.130.23$0.1855.6%8350.08823
$110.00Jul 240.530.58$0.559.1%7930.22647
$100.00Jul 310.190.27$0.2334.8%7350.06648
$100.00Aug 211.331.45$1.398.6%1720.164.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 32.4%, max 122.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 7112.6%51.6%118.2%--61
$131.00Jul 24Aug 2194.2%48.5%94.3%3119
$135.00Jul 24Aug 2892.5%49.0%88.9%271.1K
$134.00Jul 24Jul 3198.8%53.6%84.3%22107
$100.00Jul 24Aug 2181.3%47.0%72.9%--220
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 28112.6%50.7%122.4%17427
$101.00Jul 24Aug 2894.9%52.5%80.7%596
$130.00Jul 24Aug 2179.9%48.5%64.7%52661
$100.00Jul 24Aug 2881.3%51.5%57.9%641.4K
$99.00Jul 24Jul 3181.0%52.0%55.7%4015

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 165 found (best R:R 39.00, avg 3.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$131.00$135.00Aug 7$0.18$3.82$0.1821.22$131.18
$130.00$135.00Aug 14$0.35$4.65$0.3513.29$130.35
$128.00$130.00Aug 14$0.17$1.83$0.1710.76$128.17
$131.00$135.00Aug 21$0.39$3.61$0.399.26$131.39
$127.00$128.00Aug 7$0.10$0.90$0.109.00$127.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Jul 31$0.10$3.90$0.1039.00$98.90
$100.00$95.00Aug 7$0.31$4.69$0.3115.13$99.69
$104.00$103.00Jul 31$0.10$0.90$0.109.00$103.90
$109.00$108.00Jul 24$0.11$0.89$0.118.09$108.89
$101.00$100.00Aug 7$0.11$0.89$0.118.09$100.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 205 found (best R:R 32.33, avg 1.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 24$4.85$4.85$0.1532.33$99.85
$95.00$100.00Jul 31$4.67$4.67$0.3314.15$99.67
$105.00$108.00Jul 31$2.77$2.77$0.2312.04$107.77
$100.00$104.00Jul 31$3.68$3.68$0.3211.50$103.68
$95.00$105.00Aug 7$9.13$9.13$0.8710.49$104.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Jul 31$4.72$4.72$0.2816.86$125.28
$125.00$121.00Jul 24$3.65$3.65$0.3510.43$121.35
$130.00$125.00Aug 21$4.52$4.52$0.489.42$125.48
$120.00$119.00Jul 24$0.90$0.90$0.109.00$119.10
$121.00$120.00Aug 14$0.88$0.88$0.127.33$120.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $0.83, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$134.00Jul 24Jul 31$0.0698.8%53.6%
$95.00Jul 24Jul 31$0.07112.6%56.8%
$133.00Jul 24Jul 31$0.0888.5%53.0%
$135.00Jul 24Jul 31$0.0892.5%57.0%
$131.00Jul 24Jul 31$0.1394.2%54.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 24Jul 31$0.1194.9%50.2%
$99.00Jul 24Jul 31$0.1681.0%52.0%
$100.00Jul 24Jul 31$0.1881.3%50.9%
$102.00Jul 24Jul 31$0.3068.9%48.9%
$103.00Jul 24Jul 31$0.3865.5%48.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 89 found (cheapest 3.02% of stock, avg 9.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 24$1.80$1.62$3.42$109.58$116.423.02%
$114.00Jul 24$1.37$2.15$3.52$110.48$117.523.11%
$112.00Jul 24$2.38$1.16$3.54$108.46$115.543.13%
$115.00Jul 24$0.98$2.84$3.82$111.18$118.823.38%
$111.00Jul 24$3.02$0.83$3.85$107.15$114.853.40%
$110.00Jul 24$3.70$0.55$4.25$105.75$114.253.76%
$116.00Jul 24$0.73$3.55$4.28$111.72$120.283.78%
$117.00Jul 24$0.50$4.25$4.75$112.25$121.754.20%
$108.00Jul 24$5.13$0.26$5.39$102.61$113.394.76%
$118.00Jul 24$0.35$5.23$5.58$112.42$123.584.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.64% of stock, avg 5.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$109.00Jul 24$0.35$0.37$0.72$108.28$118.72
$117.00$109.00Jul 24$0.50$0.37$0.87$108.13$117.87
$118.00$110.00Jul 24$0.35$0.55$0.90$109.10$118.90
$117.00$110.00Jul 24$0.50$0.55$1.05$108.95$118.05
$116.00$109.00Jul 24$0.73$0.37$1.10$107.90$117.10
$118.00$111.00Jul 24$0.35$0.83$1.18$109.82$119.18
$116.00$110.00Jul 24$0.73$0.55$1.28$108.72$117.28
$117.00$111.00Jul 24$0.50$0.83$1.33$109.67$118.33
$115.00$109.00Jul 24$0.98$0.37$1.35$107.65$116.35
$118.00$112.00Jul 24$0.35$1.16$1.51$110.49$119.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 372 found (best R:R 22.08, avg credit $1.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
103/104105/108Jul 31$2.87$0.1322.08$101.13$107.87
95/99100/104Jul 31$3.78$0.2217.18$95.22$103.78
100/101105/107Jul 24$1.86$0.1413.29$99.14$106.86
110/112120/121Aug 28$1.83$0.1710.76$110.17$121.83
108/109110/111Aug 7$0.90$0.109.00$108.10$110.90
110/111115/116Aug 14$0.90$0.109.00$110.10$115.90
110/111112/113Jul 31$0.89$0.118.09$110.11$112.89
110/111118/119Aug 14$0.89$0.118.09$110.11$118.89
111/112116/117Aug 14$0.89$0.118.09$111.11$116.89
106/107112/113Aug 21$0.89$0.118.09$106.11$112.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 59.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$112.00$115.00$118.00Aug 28$0.05$2.9559.00
$109.00$110.00$111.00Aug 7$0.05$0.9519.00
$111.00$112.00$113.00Jul 24$0.06$0.9415.67
$115.00$117.00$119.00Aug 7$0.12$1.8815.67
$119.00$120.00$121.00Aug 21$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$101.00$103.00$105.00Aug 14$0.06$1.9432.33
$110.00$111.00$112.00Jul 24$0.05$0.9519.00
$108.00$109.00$110.00Aug 14$0.06$0.9415.67
$104.00$105.00$106.00Jul 24$0.07$0.9313.29
$108.00$109.00$110.00Jul 24$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. 87 found (best net $-0.37, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Aug 7-$0.37$9.63
$130.00$135.001:2Aug 14-$0.27$4.73
$130.00$135.001:2Aug 28-$0.53$4.47
$131.00$135.001:2Aug 7-$0.14$3.86
$131.00$135.001:2Aug 21-$0.49$3.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 28-$0.07$4.93
$100.00$95.001:2Aug 21-$0.09$4.91
$104.00$100.001:2Aug 21-$0.52$3.48
$99.00$96.001:2Jul 24-$0.07$2.93
$110.00$106.001:2Aug 28-$1.71$2.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 87 found (best yield 5.26%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 28$5.950.511.6%5.26%6.88%31
$114.00Aug 21$5.800.510.7%5.13%5.87%9016
$115.00Aug 21$5.200.481.6%4.60%6.22%130879
$116.00Aug 21$4.600.462.5%4.07%6.57%7250
$118.00Aug 28$4.500.454.3%3.98%8.25%1231
$117.00Aug 21$4.350.433.4%3.84%7.24%7954
$115.00Aug 14$4.250.461.6%3.76%5.38%110
$120.00Aug 28$3.950.416.0%3.49%9.54%6185
$118.00Aug 21$3.900.414.3%3.45%7.72%6728
$116.00Aug 14$3.850.432.5%3.40%5.91%12

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 11,522
Total Puts 7,503
Put/Call Ratio 0.65
Net Difference 4,019

Prior's Put/Call Breakdown

Total Calls 6,587
Total Puts 6,449
Put/Call Ratio 0.98
Net Difference 138

Prior 7-Day Put/Call Summary

Total Calls 84,825
Total Puts 50,971
Average Put/Call Ratio 0.74
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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