Tour v527
M
MACYS INC
$22.08 +7.71%
$22.02 (-0.27%)🌙
as of 09/11 06:42 PM
9/11 18:42

Option Volume

Detail
Current (09/11) 21,528
Calls: 14,302 (66%)
Puts: 7,226 (34%)
Prior (09/10) 32,006
Calls: 16,703 (52%)
Puts: 15,303 (48%)
Current vs Prior -32.74%
Calls: -14.37% (Calls)
Puts: -52.78% (Puts)
Prior 7-Day Total 142,887
Calls: 80,854 (57%)
Puts: 62,033 (43%)
Prior 7-Day Average 20,412
Calls: 11,550 (57%)
Puts: 8,861 (43%)
Current vs Prior 7-Day Avg +5.47%
Calls: +23.82%
Puts: -18.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $1.71M
Calls: $1.44M (84%)
Puts: $275.9K (16%)
Prior (09/10) $2.52M
Calls: $766.5K (30%)
Puts: $1.75M (70%)
Current vs Prior -31.99%
Calls: +87.54%
Puts: -84.26%
Prior 7-Day Total $11.72M
Calls: $6.48M (55%)
Puts: $5.23M (45%)
Prior 7-Day Average $1.67M
Calls: $926.3K (55%)
Puts: $747.3K (45%)
Current vs Prior 7-Day Avg +2.39%
Calls: +55.20%
Puts: -63.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.51
Prior (09/10) 0.92
Current vs Prior -44.85%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -47.08%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 110,387
Calls: 60,923 (55%)
Puts: 49,464 (45%)
Prior (09/10) 212,085
Calls: 106,197 (50%)
Puts: 105,888 (50%)
Current vs Prior -47.95%
Prior 7-Day Total 753,010
Calls: 358,799 (48%)
Puts: 394,211 (52%)
Prior 7-Day Average 107,572
Calls: 51,257 (48%)
Puts: 56,315 (52%)
Current vs Prior 7-Day Avg +2.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 2.67% | 5.89%5.89% | 14.09%
Prior 2.39% | 4.78%4.78% | 12.05%
Current vs Prior +146.32% | +77.16%+23.16% | +16.90%
Prior 7-Day Avg 6.42% | 9.61%10.10% | 14.03%
Current vs 7-Day Avg -8.35% | -11.86%-41.68% | +0.42%
Prior 7-Day Eod 2.39% | 4.78%4.78% | 12.05%
Current vs 7-Day Eod +146.32% | +77.16%+23.16% | +16.90%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 31.25% | 21.34%
Calls: 36.17% | 19.05%
Puts: 26.32% | 23.64%
Prior 40.48% | 36.91%
Calls: 42.86% | 38.64%
Puts: 38.10% | 35.19%
Current vs Prior -22.80% | -42.18%
Prior 7-Day Avg 23.33% | 29.50%
Calls: 25.62% | 38.69%
Puts: 21.04% | 20.32%
Current vs 7-Day Avg +33.94% | -27.67%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.44M) vs puts ($275.9K). Bullish P/C ratio of 0.51. P/C ratio dropping 45% - sentiment shifting bullish. Declining open interest (down 48%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 2 of results (avg 9.5%, best 9.4%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 160.300.33$0.329.4%3150.211.2K
$22.00Oct 160.981.08$1.039.7%300.50117

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.70, cheapest $0.73)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 160.871.02$0.9515.8%6210.50760
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 250.660.80$0.7319.2%220.52147
$22.00Oct 20.740.87$0.8116.0%40.5646
$20.00Oct 160.300.33$0.329.4%3150.211.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 59 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 113.054.30$3.6834.0%21.0026
$18.50Sep 112.414.20$3.3154.1%81.0014
$19.00Sep 111.853.20$2.5353.4%121.007
$19.50Sep 111.392.82$2.1167.8%2091.0022
$20.00Sep 111.952.30$2.1316.4%981.00126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Sep 112.633.65$3.1432.5%10.98--
$26.00Sep 113.104.15$3.6328.9%20.98--
$25.00Sep 112.233.70$2.9749.5%30.98--
$24.50Sep 111.632.67$2.1548.4%50.98--
$23.50Sep 110.742.40$1.57105.7%160.9717

Most actively traded options today. High liquidity = easy entry/exit. 143 active (total vol 17.1K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 180.200.36$0.2857.1%1.4K0.33565
$22.00Sep 110.000.26$0.13200.0%8920.562.3K
$20.50Sep 111.172.48$1.8371.6%8310.89303
$21.00Sep 110.951.25$1.1027.3%8241.00861
$21.00Sep 181.011.30$1.1625.0%8180.94711
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 180.020.13$0.08137.5%9200.09145
$21.00Sep 110.000.01$0.01100.0%8120.034.4K
$20.50Sep 110.000.24$0.12200.0%6490.15804
$21.50Sep 110.000.01$0.01100.0%5750.041.7K
$20.50Sep 180.030.10$0.07100.0%4750.111.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 444.3%, max 444.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Sep 11Oct 23205.0%37.7%444.3%9012.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Sep 11Oct 23205.0%37.7%444.3%313967

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 0.72, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$20.00Oct 16$0.50$0.50$0.5095%1.00$19.50
$20.50$21.00Oct 2$0.12$0.38$0.12100%3.17$20.62
$19.50$20.00Sep 18$0.22$0.28$0.22100%1.27$19.72
$20.00$21.00Oct 16$0.58$0.42$0.5883%0.72$20.58
$20.00$20.50Sep 11$0.30$0.20$0.30100%0.67$20.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$23.50Sep 11$0.58$0.42$0.5898%0.72$23.92
$25.50$25.00Sep 11$0.17$0.33$0.1798%1.94$25.33
$22.50$22.00Sep 11$0.32$0.18$0.3296%0.56$22.18
$21.00$20.50Oct 9$0.12$0.38$0.1233%3.17$20.88
$22.00$21.50Sep 18$0.21$0.29$0.2156%1.38$21.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 1.78, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$25.00Oct 2$0.23$0.23$1.2777%0.18$23.73
$23.50$24.00Oct 9$0.16$0.16$0.3474%0.47$23.66
$22.50$23.00Sep 18$0.15$0.15$0.3567%0.43$22.65
$22.50$23.00Oct 2$0.19$0.19$0.3162%0.61$22.69
$22.50$23.00Sep 25$0.16$0.16$0.3464%0.47$22.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.50$21.00Oct 9$0.32$0.32$0.1858%1.78$21.18
$19.50$19.00Oct 23$0.16$0.16$0.3482%0.47$19.34
$20.50$20.00Sep 11$0.11$0.11$0.3985%0.28$20.39
$22.00$21.50Oct 2$0.31$0.31$0.1944%1.63$21.69
$21.00$20.00Oct 16$0.30$0.30$0.7066%0.43$20.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.30, cheapest $0.22)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Sep 11Sep 18$0.22205.0%34.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Sep 11Sep 18$0.38205.0%34.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 1.22% of stock, avg 7.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.00Sep 11$0.13$0.14$0.27$21.73$22.271.22%
$22.50Sep 11$0.01$0.46$0.47$22.03$22.972.13%
$21.50Sep 11$0.54$0.01$0.55$20.95$22.052.49%
$22.00Sep 18$0.35$0.52$0.87$21.13$22.873.94%
$23.00Sep 11$0.01$0.89$0.90$22.10$23.904.08%
$21.50Sep 18$0.69$0.31$1.00$20.50$22.504.53%
$21.00Sep 11$1.10$0.01$1.11$19.89$22.115.03%
$22.50Sep 18$0.28$0.95$1.23$21.27$23.735.57%
$21.00Sep 18$1.16$0.16$1.32$19.68$22.325.98%
$22.00Oct 2$0.52$0.81$1.33$20.67$23.336.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.59% of stock, avg 2.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$20.00Sep 18$0.07$0.06$0.13$19.87$23.63
$23.50$20.50Sep 18$0.07$0.07$0.14$20.36$23.64
$23.50$19.50Sep 18$0.07$0.08$0.15$19.35$23.65
$23.00$20.00Sep 18$0.13$0.06$0.19$19.81$23.19
$23.00$20.50Sep 18$0.13$0.07$0.20$20.30$23.20
$25.50$20.00Sep 18$0.16$0.06$0.22$19.78$25.72
$25.50$20.50Sep 18$0.16$0.07$0.23$20.27$25.73
$23.00$19.50Sep 18$0.13$0.08$0.21$19.29$23.21
$25.50$19.50Sep 18$0.16$0.08$0.24$19.26$25.74
$24.00$20.00Sep 25$0.12$0.13$0.25$19.75$24.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 1.27, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2024/24Oct 9$0.28$0.2254%1.27$19.72$23.78
20/2024/24Oct 9$0.27$0.2348%1.17$20.23$23.77
20/2124/24Oct 9$0.28$0.2241%1.27$20.72$23.78
20/2023/24Oct 9$0.23$0.2748%0.85$19.77$23.23
20/2023/24Oct 9$0.22$0.2842%0.79$20.28$23.22
20/2123/24Oct 9$0.23$0.2734%0.85$20.77$23.23
19/2024/25Oct 16$0.31$0.6957%0.45$19.69$24.31
20/2124/25Oct 16$0.44$0.5643%0.79$20.56$24.44
20/2124/25Oct 2$0.38$1.1245%0.34$20.62$23.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 1.63, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.50$22.00$22.50Sep 11$0.29$0.2196%0.72
$22.00$22.50$23.00Sep 11$0.12$0.3853%3.17
$22.00$23.00$24.00Oct 16$0.13$0.8728%6.69
$21.00$21.50$22.00Sep 18$0.13$0.3746%2.85
$23.00$24.00$25.00Oct 16$0.11$0.8921%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.50$22.00$22.50Sep 11$0.19$0.3191%1.63
$20.00$21.00$22.00Oct 16$0.11$0.8929%8.09
$21.00$21.50$22.00Sep 11$0.13$0.3753%2.85
$21.00$21.50$22.00Sep 18$0.06$0.4433%7.33
$22.00$22.50$23.00Sep 11$0.11$0.3942%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-0.48, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$20.001:2Oct 9-$0.48$1.52
$19.00$20.501:2Sep 25-$0.06$1.44
$20.00$21.001:2Oct 9-$0.28$0.72
$21.00$22.001:2Oct 16-$0.35$0.65
$22.00$23.001:2Oct 16-$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$24.001:2Oct 16-$1.00$1.00
$23.00$22.001:2Oct 2-$0.16$0.84
$23.00$22.001:2Oct 9-$0.11$0.89
$23.50$23.001:2Sep 11-$0.21$0.29
$25.50$24.001:2Sep 18-$1.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.26%, avg 1.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Oct 16$0.500.354.2%2.26%6.43%14161
$24.00Oct 16$0.230.238.7%1.04%9.74%2151
$23.00Oct 9$0.330.334.2%1.49%5.66%10029
$23.50Oct 9$0.230.266.4%1.04%7.47%4--
$22.50Oct 2$0.410.381.9%1.86%3.76%22272
$22.50Oct 9$0.390.401.9%1.77%3.67%5014
$23.50Oct 2$0.200.236.4%0.91%7.34%148
$25.00Oct 16$0.070.1413.2%0.32%13.54%647
$23.00Oct 2$0.180.274.2%0.82%4.98%32156
$24.00Oct 9$0.080.178.7%0.36%9.06%139

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 14,302
Total Puts 7,226
Put/Call Ratio 0.51
Net Difference 7,076

Prior's Put/Call Breakdown

Total Calls 16,703
Total Puts 15,303
Put/Call Ratio 0.92
Net Difference 1,400

Prior 7-Day Put/Call Summary

Total Calls 80,854
Total Puts 62,033
Average Put/Call Ratio 0.95
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All