Tour v394
LULU
LULULEMON ATHLETICA
$110.63 -2.42%
$110.99 (+0.33%)🌙
as of 07/23 04:19 PM
7/23 16:20

Option Volume

Detail
Current (07/23 4:20pm) 31,984
Calls: 12,629 (39%)
Puts: 19,355 (61%)
Prior (07/22) 19,025
Calls: 11,522 (61%)
Puts: 7,503 (39%)
Current vs Prior +68.12%
Calls: +9.61% (Calls)
Puts: +157.96% (Puts)
Prior 7-Day Total 106,046
Calls: 57,666 (54%)
Puts: 48,380 (46%)
Prior 7-Day Average 15,149
Calls: 8,238 (54%)
Puts: 6,911 (46%)
Current vs Prior 7-Day Avg +111.12%
Calls: +53.30%
Puts: +180.04%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23 4:20pm) $244.52M
Calls: $3.18M (1%)
Puts: $241.34M (99%)
Prior (07/22) $5.74M
Calls: $2.80M (49%)
Puts: $2.94M (51%)
Current vs Prior +4159.09%
Calls: +13.37%
Puts: +8116.85%
Prior 7-Day Total $154.19M
Calls: $20.07M (13%)
Puts: $134.11M (87%)
Prior 7-Day Average $22.03M
Calls: $2.87M (13%)
Puts: $19.16M (87%)
Current vs Prior 7-Day Avg +1010.11%
Calls: +10.85%
Puts: +1159.68%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23 4:20pm) 1.53
Prior (07/22) 0.65
Current vs Prior +135.35%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +82.21%
Sentiment BEARISH

Open Interest

Detail
Current (07/23 4:20pm) 368,257
Calls: 212,637 (58%)
Puts: 155,620 (42%)
Prior (07/22) 357,829
Calls: 207,391 (58%)
Puts: 150,438 (42%)
Current vs Prior +2.91%
Prior 7-Day Total 2,690,615
Calls: 1,610,719 (60%)
Puts: 1,079,896 (40%)
Prior 7-Day Average 384,373
Calls: 230,102 (60%)
Puts: 154,270 (40%)
Current vs Prior 7-Day Avg -4.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.69% | 5.87%10.80% | 19.77%
Prior 4.06% | 6.62%11.27% | 19.77%
Current vs Prior -33.66% | -11.43%-4.14% | +0.00%
Prior 7-Day Avg 3.54% | 6.36%5.53% | 15.61%
Current vs 7-Day Avg -23.94% | -7.72%+95.33% | +26.61%
Prior 7-Day Eod 4.06% | 6.62%10.96% | 19.33%
Current vs 7-Day Eod -33.66% | -11.43%-1.48% | +2.24%
Sentiment BULLISHBULLISH

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

Strong bearish conviction with 99% of dollar volume in puts ($241.34M) vs calls ($3.18M). Massive premium surge with dollar volume up 4159% vs prior. Dollar volume significantly above 7-day average (1010% higher). Above-average activity with volume up 68% vs prior.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:20BEARISHBEARISHBEARISH
15:05BEARISHBULLISHBULLISH

📈 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 18 of results (avg 7.8%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 214.805.10$4.956.1%210.4674
$110.00Aug 216.156.55$6.356.3%160.54231
$115.00Jul 311.421.55$1.498.7%2470.30246
$110.00Jul 313.253.55$3.408.8%5700.54108
$111.00Aug 144.755.20$4.979.1%260.5280
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2111.2511.90$11.585.6%180.70458
$110.00Jul 312.552.70$2.635.7%2090.46366
$100.00Aug 211.771.88$1.836.0%1670.214.3K
$104.00Aug 212.873.05$2.966.1%100.3034
$112.00Aug 216.106.50$6.306.3%490.5176

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.92, cheapest $0.91)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 310.821.00$0.9119.8%6790.21575
$95.00Aug 210.831.00$0.9218.5%1870.12741

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 113 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3120.1022.30$21.2010.4%--1.0027
$90.00Jul 2418.8022.30$20.5517.0%--1.0011
$95.00Jul 3114.0017.45$15.7321.9%--0.9638
$95.00Aug 714.2517.90$16.0822.7%--0.9511
$100.00Jul 3110.0512.60$11.3322.5%--0.9321
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 2412.8015.45$14.1318.8%1131.0073
$126.00Jul 2413.8017.20$15.5021.9%31.002
$130.00Jul 3117.8020.40$19.1013.6%--0.9752
$117.00Jul 245.057.10$6.0733.8%110.94278
$121.00Jul 248.8011.40$10.1025.7%390.9425

Most actively traded options today. High liquidity = easy entry/exit. 254 active (total vol 14.1K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 310.130.27$0.2070.0%1.3K0.0651
$113.00Jul 240.390.53$0.4630.4%1.1K0.24179
$110.00Jul 313.253.55$3.408.8%5700.54108
$112.00Jul 240.560.84$0.7040.0%4970.34198
$109.00Jul 241.872.47$2.1727.6%3550.714
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Jul 240.440.69$0.5644.6%7010.29288
$105.00Jul 310.821.00$0.9119.8%6790.21575
$120.00Jul 248.0010.00$9.0022.2%6500.94418
$103.00Jul 310.401.25$0.83102.4%2780.17198
$105.00Aug 213.103.40$3.259.2%2180.322.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 102.8%, max 347.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 24Aug 21219.9%49.4%345.3%129120
$95.00Jul 24Aug 7211.9%50.1%323.3%--61
$132.00Jul 24Jul 31227.3%66.3%242.7%11260
$100.00Jul 24Aug 21158.1%47.3%234.5%1220
$129.00Jul 24Aug 7145.9%45.7%219.3%47182
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 24Aug 28211.9%47.3%347.7%126429
$100.00Jul 24Aug 28158.1%43.9%259.7%91.4K
$99.00Jul 24Sep 4168.5%58.1%190.0%219
$101.00Jul 24Aug 14147.6%51.5%186.9%25111
$90.00Jul 24Aug 28149.9%55.0%172.5%3201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 26.78, avg 3.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$130.00Aug 21$0.14$1.86$0.1413.29$128.14
$128.00$130.00Aug 14$0.18$1.82$0.1810.11$128.18
$125.00$127.00Aug 28$0.20$1.80$0.209.00$125.20
$114.00$115.00Jul 24$0.11$0.89$0.118.09$114.11
$116.00$117.00Jul 31$0.11$0.89$0.118.09$116.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 7$0.18$4.82$0.1826.78$94.82
$95.00$90.00Aug 28$0.22$4.78$0.2221.73$94.78
$99.00$95.00Jul 31$0.20$3.80$0.2019.00$98.80
$95.00$90.00Aug 14$0.26$4.74$0.2618.23$94.74
$95.00$90.00Aug 21$0.48$4.52$0.489.42$94.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 178 found (best R:R 32.33, avg 2.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$104.00Jul 24$3.83$3.83$0.1722.53$103.83
$95.00$100.00Jul 24$4.70$4.70$0.3015.67$99.70
$105.00$106.00Jul 24$0.90$0.90$0.109.00$105.90
$90.00$100.00Aug 21$8.83$8.83$1.177.55$98.83
$106.00$107.00Jul 24$0.88$0.88$0.127.33$106.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Jul 31$4.85$4.85$0.1532.33$125.15
$125.00$122.00Aug 7$2.80$2.80$0.2014.00$122.20
$120.00$118.00Aug 21$1.80$1.80$0.209.00$118.20
$130.00$125.00Aug 28$4.35$4.35$0.656.69$125.65
$115.00$114.00Jul 24$0.85$0.85$0.155.67$114.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $0.89, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 24Jul 31$0.06145.1%58.3%
$123.00Jul 24Jul 31$0.08116.7%46.6%
$122.00Jul 24Jul 31$0.10112.0%45.7%
$119.00Jul 24Jul 31$0.16127.2%50.1%
$126.00Jul 24Jul 31$0.17108.4%54.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Jul 24Jul 31$0.08149.9%69.5%
$125.00Jul 24Jul 31$0.1291.9%53.2%
$104.00Jul 24Jul 31$0.23117.1%45.8%
$130.00Jul 31Aug 14$0.2858.3%51.0%
$121.00Jul 24Jul 31$0.42104.5%56.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 2.16% of stock, avg 10.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.00Jul 24$1.03$1.36$2.39$108.61$113.392.16%
$110.00Jul 24$1.62$0.95$2.57$107.43$112.572.32%
$112.00Jul 24$0.70$1.98$2.68$109.32$114.682.42%
$109.00Jul 24$2.17$0.56$2.73$106.27$111.732.47%
$113.00Jul 24$0.46$2.66$3.12$109.88$116.122.82%
$108.00Jul 24$3.23$0.28$3.51$104.49$111.513.17%
$114.00Jul 24$0.30$3.50$3.80$110.20$117.803.43%
$107.00Jul 24$4.15$0.17$4.32$102.68$111.323.90%
$115.00Jul 24$0.19$4.35$4.54$110.46$119.544.10%
$106.00Jul 24$5.03$0.10$5.13$100.87$111.134.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.52% of stock, avg 5.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$114.00$108.00Jul 24$0.30$0.28$0.58$107.42$114.58
$113.00$108.00Jul 24$0.46$0.28$0.74$107.26$113.74
$114.00$102.00Jul 24$0.30$0.51$0.81$101.19$114.81
$119.00$108.00Jul 24$0.53$0.28$0.81$107.19$119.81
$114.00$104.00Jul 24$0.30$0.53$0.83$103.17$114.83
$114.00$109.00Jul 24$0.30$0.56$0.86$108.14$114.86
$113.00$102.00Jul 24$0.46$0.51$0.97$101.03$113.97
$112.00$108.00Jul 24$0.70$0.28$0.98$107.02$112.98
$113.00$104.00Jul 24$0.46$0.53$0.99$103.01$113.99
$113.00$109.00Jul 24$0.46$0.56$1.02$107.98$114.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 244 found (best R:R 25.32, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
93/9495/100Jul 24$4.81$0.1925.32$89.19$99.81
100/103112/115Aug 28$2.75$0.2511.00$100.25$114.75
104/105106/108Aug 14$1.83$0.1710.76$103.17$107.83
90/95100/105Aug 14$4.54$0.469.87$90.46$104.54
100/101115/117Aug 14$1.81$0.199.53$99.19$116.81
103/104115/117Aug 14$1.80$0.209.00$102.20$116.80
104/105109/110Aug 28$0.90$0.109.00$104.10$109.90
106/108110/111Aug 28$1.80$0.209.00$106.20$111.80
102/103116/117Aug 7$0.89$0.118.09$102.11$116.89
101/102106/108Aug 14$1.78$0.228.09$100.22$107.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Jul 24$0.05$0.9519.00
$115.00$116.00$117.00Jul 24$0.05$0.9519.00
$110.00$111.00$112.00Aug 7$0.05$0.9519.00
$129.00$130.00$131.00Jul 31$0.06$0.9415.67
$90.00$95.00$100.00Jul 24$0.32$4.6814.62
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 14$0.25$4.7519.00
$111.00$112.00$113.00Jul 24$0.06$0.9415.67
$113.00$114.00$115.00Aug 21$0.07$0.9313.29
$112.00$113.00$114.00Jul 31$0.08$0.9211.50
$90.00$95.00$100.00Aug 21$0.43$4.5710.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 107 found (best net $-4.02, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$100.001:2Aug 21-$4.02$5.98
$120.00$126.001:2Sep 4-$2.32$3.68
$123.00$125.001:2Aug 14-$0.11$1.89
$122.00$125.001:2Aug 28-$1.18$1.82
$128.00$130.001:2Aug 14-$0.55$1.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 31$0.00$5.00
$100.00$95.001:2Aug 14$0.00$5.00
$100.00$95.001:2Aug 21-$0.01$4.99
$95.00$90.001:2Aug 28-$0.73$4.27
$99.00$95.001:2Aug 28-$0.06$3.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 85 found (best yield 6.19%, avg 1.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Sep 4$6.850.540.3%6.19%6.53%1--
$111.00Aug 28$5.950.530.3%5.38%5.71%18
$112.00Aug 28$5.900.511.2%5.33%6.57%12
$115.00Sep 4$5.350.474.0%4.84%8.79%2--
$112.00Aug 21$5.050.491.2%4.56%5.80%44100
$111.00Aug 21$4.900.510.3%4.43%4.76%2459
$113.00Aug 21$4.800.462.1%4.34%6.48%2174
$111.00Aug 14$4.750.520.3%4.29%4.63%2680
$115.00Aug 28$4.150.454.0%3.75%7.70%14
$112.00Aug 14$4.000.491.2%3.62%4.85%24

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 12,629
Total Puts 19,355
Put/Call Ratio 1.53
Net Difference -6,726

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 57,666
Total Puts 48,380
Average Put/Call Ratio 0.84
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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