Tour v456
LULU
LULULEMON ATHLETICA
$119.66 -0.55%
7/29 15:06

Option Volume

Detail
Current (07/29 3:05pm) 8,855
Calls: 5,326 (60%)
Puts: 3,529 (40%)
Prior (07/28) 17,490
Calls: 11,086 (63%)
Puts: 6,404 (37%)
Current vs Prior -49.37%
Calls: -51.96% (Calls)
Puts: -44.89% (Puts)
Prior 7-Day Total 133,337
Calls: 69,116 (52%)
Puts: 64,221 (48%)
Prior 7-Day Average 19,048
Calls: 9,873 (52%)
Puts: 9,174 (48%)
Current vs Prior 7-Day Avg -53.51%
Calls: -46.06%
Puts: -61.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29 3:05pm) $3.34M
Calls: $2.50M (75%)
Puts: $841.1K (25%)
Prior (07/28) $6.12M
Calls: $4.17M (68%)
Puts: $1.94M (32%)
Current vs Prior -45.36%
Calls: -40.10%
Puts: -56.67%
Prior 7-Day Total $391.59M
Calls: $18.94M (5%)
Puts: $372.65M (95%)
Prior 7-Day Average $55.94M
Calls: $2.71M (5%)
Puts: $53.24M (95%)
Current vs Prior 7-Day Avg -94.03%
Calls: -7.58%
Puts: -98.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29 3:05pm) 0.66
Prior (07/28) 0.58
Current vs Prior +14.70%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -27.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/29 3:05pm) 371,631
Calls: 214,847 (58%)
Puts: 156,784 (42%)
Prior (07/28) 365,122
Calls: 212,571 (58%)
Puts: 152,551 (42%)
Current vs Prior +1.78%
Prior 7-Day Total 2,588,714
Calls: 1,521,970 (59%)
Puts: 1,066,744 (41%)
Prior 7-Day Average 369,816
Calls: 217,424 (59%)
Puts: 152,392 (41%)
Current vs Prior 7-Day Avg +0.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.52% | 6.38%9.72% | 18.74%
Prior 4.86% | 7.21%10.31% | 19.14%
Current vs Prior -27.63% | -11.53%-5.73% | -2.07%
Prior 7-Day Avg 3.39% | 6.29%8.39% | 17.86%
Current vs 7-Day Avg +3.90% | +1.45%+15.78% | +4.94%
Prior 7-Day Eod 4.86% | 7.21%9.90% | 19.03%
Current vs 7-Day Eod -27.63% | -11.53%-1.81% | -1.51%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.02% | 9.75%
Calls: 13.64% | 11.17%
Puts: 20.40% | 8.33%
Prior 12.09% | 8.88%
Calls: 7.69% | 7.99%
Puts: 16.48% | 9.76%
Current vs Prior +40.78% | +9.80%
Prior 7-Day Avg 16.38% | 9.44%
Calls: 15.53% | 9.10%
Puts: 17.24% | 9.79%
Current vs 7-Day Avg +3.88% | +3.25%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($2.50M). Below-average activity with volume down 49% vs prior. Bullish P/C ratio of 0.66.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 26 of results (avg 7.6%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 218.108.70$8.407.1%160.67909
$116.00Aug 146.607.15$6.888.0%170.6515
$117.00Aug 216.857.50$7.189.1%--0.61146
$118.00Aug 145.456.00$5.739.6%--0.59199
$114.00Aug 218.759.65$9.209.8%--0.70122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 214.454.65$4.554.4%10.4258
$124.00Aug 217.658.00$7.834.5%110.59--
$120.00Aug 215.405.65$5.534.5%810.48425
$117.00Aug 214.004.20$4.104.9%10.39111
$121.00Aug 215.906.20$6.055.0%--0.5166

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.71, cheapest $0.71)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 210.640.78$0.7119.7%540.111.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 88 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 3118.7521.40$20.0813.2%--0.9935
$105.00Jul 3113.7516.35$15.0517.3%--0.9959
$104.00Jul 3114.7517.55$16.1517.3%--0.9810
$100.00Aug 719.1521.55$20.3511.8%--0.9617
$110.00Jul 318.7511.50$10.1327.1%3020.96949
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 318.8011.40$10.1025.7%20.9448
$125.00Jul 314.906.05$5.4821.0%40.8517
$135.00Aug 2114.8017.40$16.1016.1%--0.8359
$124.00Jul 314.155.05$4.6019.6%--0.8139
$130.00Aug 1410.2512.70$11.4821.3%20.7851

Most actively traded options today. High liquidity = easy entry/exit. 196 active (total vol 5.9K, top 464)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 314.805.95$5.3821.4%4640.85562
$130.00Aug 211.972.30$2.1315.5%3420.272.5K
$110.00Jul 318.7511.50$10.1327.1%3020.96949
$123.00Aug 214.054.75$4.4015.9%2850.4464
$122.00Jul 310.861.06$0.9620.8%1650.33896
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 310.300.45$0.3839.5%3300.15791
$118.00Jul 311.031.20$1.1215.2%2230.34521
$117.00Jul 310.650.86$0.7627.6%1730.26128
$108.00Aug 70.260.45$0.3652.8%1610.0841
$115.00Aug 71.411.66$1.5416.2%1570.27204

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 48.2%, max 191.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$133.00Jul 31Aug 7108.3%49.5%118.9%5456
$109.00Jul 31Aug 2192.5%46.4%99.4%--97
$100.00Jul 31Aug 28101.9%51.9%96.5%641
$134.00Jul 31Aug 7106.9%54.6%95.7%4196
$131.00Jul 31Aug 2186.2%46.5%85.2%29266
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Jul 31Aug 28151.7%52.1%191.4%146
$103.00Jul 31Aug 28121.1%50.5%139.8%3528
$101.00Jul 31Aug 28115.1%53.4%115.7%167
$106.00Jul 31Aug 28110.8%51.6%114.5%--179
$109.00Jul 31Aug 2892.5%48.4%91.2%14359

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 158 found (best R:R 26.78, avg 2.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Aug 14$0.18$4.82$0.1826.78$135.18
$135.00$140.00Aug 7$0.19$4.81$0.1925.32$135.19
$135.00$140.00Aug 21$0.51$4.49$0.518.80$135.51
$124.00$125.00Jul 31$0.11$0.89$0.118.09$124.11
$133.00$134.00Jul 31$0.11$0.89$0.118.09$133.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$100.00Aug 21$0.35$3.65$0.3510.43$103.65
$112.00$111.00Aug 7$0.11$0.89$0.118.09$111.89
$109.00$108.00Aug 7$0.12$0.88$0.127.33$108.88
$110.00$109.00Aug 7$0.12$0.88$0.127.33$109.88
$105.00$104.00Aug 21$0.12$0.88$0.127.33$104.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 192 found (best R:R 19.00, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 14$4.75$4.75$0.2519.00$104.75
$105.00$110.00Aug 7$4.55$4.55$0.4510.11$109.55
$112.00$113.00Jul 31$0.90$0.90$0.109.00$112.90
$105.00$109.00Aug 14$3.60$3.60$0.409.00$108.60
$110.00$111.00Aug 7$0.88$0.88$0.127.33$110.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Jul 31$4.62$4.62$0.3812.16$125.38
$125.00$124.00Jul 31$0.88$0.88$0.127.33$124.12
$135.00$130.00Aug 21$4.35$4.35$0.656.69$130.65
$130.00$126.00Aug 14$3.28$3.28$0.724.56$126.72
$123.00$122.00Jul 31$0.77$0.77$0.233.35$122.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.00, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 31Aug 7$0.0596.2%50.4%
$134.00Jul 31Aug 7$0.14106.9%54.6%
$135.00Jul 31Aug 7$0.1887.3%50.3%
$105.00Jul 31Aug 7$0.2378.9%57.0%
$100.00Jul 31Aug 7$0.27101.9%67.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Jul 31Aug 7$0.1692.5%49.7%
$100.00Jul 31Aug 7$0.17101.9%67.2%
$107.00Jul 31Aug 7$0.2371.9%49.0%
$105.00Jul 31Aug 7$0.2878.9%57.0%
$108.00Jul 31Aug 7$0.2972.1%49.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 84 found (cheapest 3.08% of stock, avg 9.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$119.00Jul 31$2.20$1.48$3.68$115.32$122.683.08%
$120.00Jul 31$1.70$2.01$3.71$116.29$123.713.10%
$121.00Jul 31$1.30$2.59$3.89$117.11$124.893.25%
$118.00Jul 31$2.96$1.12$4.08$113.92$122.083.41%
$122.00Jul 31$0.96$3.28$4.24$117.76$126.243.54%
$117.00Jul 31$3.70$0.76$4.46$112.54$121.463.73%
$123.00Jul 31$0.69$4.05$4.74$118.26$127.743.96%
$116.00Jul 31$4.40$0.55$4.95$111.05$120.954.14%
$124.00Jul 31$0.49$4.60$5.09$118.91$129.094.25%
$115.00Jul 31$5.38$0.38$5.76$109.24$120.764.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.73% of stock, avg 5.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$124.00$115.00Jul 31$0.49$0.38$0.87$114.13$124.87
$124.00$116.00Jul 31$0.49$0.55$1.04$114.96$125.04
$123.00$115.00Jul 31$0.69$0.38$1.07$113.93$124.07
$123.00$116.00Jul 31$0.69$0.55$1.24$114.76$124.24
$124.00$117.00Jul 31$0.49$0.76$1.25$115.75$125.25
$122.00$115.00Jul 31$0.96$0.38$1.34$113.66$123.34
$123.00$117.00Jul 31$0.69$0.76$1.45$115.55$124.45
$122.00$116.00Jul 31$0.96$0.55$1.51$114.49$123.51
$124.00$118.00Jul 31$0.49$1.12$1.61$116.39$125.61
$121.00$115.00Jul 31$1.30$0.38$1.68$113.32$122.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 39.00, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/101105/109Aug 14$3.90$0.1039.00$97.10$108.90
100/101105/110Aug 7$4.78$0.2221.73$96.22$109.78
100/101109/111Aug 14$1.90$0.1019.00$99.10$110.90
100/104105/109Aug 21$3.77$0.2316.39$100.23$108.77
107/109116/118Aug 28$1.88$0.1215.67$107.12$117.88
100/101116/118Aug 28$1.84$0.1611.50$99.16$117.84
115/118119/120Sep 4$2.74$0.2610.54$115.26$121.74
102/103111/113Aug 14$1.82$0.1810.11$101.18$112.82
103/104116/118Aug 28$1.82$0.1810.11$102.18$117.82
104/105120/121Aug 28$0.90$0.109.00$104.10$120.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 95 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$121.00$122.00Jul 31$0.06$0.9415.67
$113.00$114.00$115.00Jul 31$0.07$0.9313.29
$121.00$122.00$123.00Jul 31$0.07$0.9313.29
$122.00$123.00$124.00Jul 31$0.07$0.9313.29
$125.00$126.00$127.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$99.00$100.00$101.00Jul 31$0.05$0.9519.00
$119.00$120.00$121.00Jul 31$0.05$0.9519.00
$116.00$117.00$118.00Aug 21$0.05$0.9519.00
$112.00$113.00$114.00Jul 31$0.06$0.9415.67
$105.00$106.00$107.00Aug 14$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-2.08, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Sep 4-$2.08$7.92
$130.00$135.001:2Aug 14-$0.09$4.91
$135.00$140.001:2Aug 21-$0.20$4.80
$135.00$140.001:2Aug 14-$0.39$4.61
$135.00$140.001:2Aug 28-$0.47$4.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Sep 4-$0.72$4.28
$130.00$125.001:2Jul 31-$0.86$4.14
$104.00$100.001:2Aug 21-$0.05$3.95
$110.00$105.001:2Sep 4-$1.42$3.58
$125.00$121.001:2Aug 7-$1.58$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 5.89%, avg 1.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Sep 4$7.050.530.3%5.89%6.18%44
$120.00Aug 28$6.450.540.3%5.39%5.67%4200
$121.00Aug 28$5.950.521.1%4.97%6.09%135
$122.00Aug 28$5.350.502.0%4.47%6.43%--48
$120.00Aug 21$5.300.520.3%4.43%4.71%463.8K
$121.00Aug 21$4.900.491.1%4.09%5.21%15759
$120.00Aug 14$4.400.520.3%3.68%3.96%4267
$125.00Aug 28$4.400.424.5%3.68%8.14%14220
$122.00Aug 21$4.350.472.0%3.64%5.59%14746
$130.00Sep 4$4.200.378.6%3.51%12.15%233

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 5,326
Total Puts 3,529
Put/Call Ratio 0.66
Net Difference 1,797

Prior's Put/Call Breakdown

Total Calls 11,086
Total Puts 6,404
Put/Call Ratio 0.58
Net Difference 4,682

Prior 7-Day Put/Call Summary

Total Calls 69,116
Total Puts 64,221
Average Put/Call Ratio 0.92
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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