Tour v533
M
MACYS INC
$23.88 -1.85%
$23.99 (+0.46%)🌙
as of 11/03 06:40 PM
◀ 11/3 18:40 ▶

Option Volume

Detail
ℹ
Current (11/03) 6,390
Calls: 3,805 (60%)
Puts: 2,585 (40%)
Prior (11/02) 7,654
Calls: 5,562 (73%)
Puts: 2,092 (27%)
Current vs Prior -16.51%
Calls: -31.59% (Calls)
Puts: +23.57% (Puts)
Prior 7-Day Total 42,330
Calls: 26,622 (63%)
Puts: 15,708 (37%)
Prior 7-Day Average 6,047
Calls: 3,803 (63%)
Puts: 2,244 (37%)
Current vs Prior 7-Day Avg +5.67%
Calls: +0.05%
Puts: +15.20%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $813.1K
Calls: $489.5K (60%)
Puts: $323.6K (40%)
Prior (11/02) $947.3K
Calls: $733.3K (77%)
Puts: $214.0K (23%)
Current vs Prior -14.17%
Calls: -33.24%
Puts: +51.17%
Prior 7-Day Total $6.07M
Calls: $4.60M (76%)
Puts: $1.47M (24%)
Prior 7-Day Average $867.2K
Calls: $657.7K (76%)
Puts: $209.5K (24%)
Current vs Prior 7-Day Avg -6.24%
Calls: -25.57%
Puts: +54.45%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.68
Prior (11/02) 0.38
Current vs Prior +80.62%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -2.67%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 123,810
Calls: 40,757 (33%)
Puts: 83,053 (67%)
Prior (11/02) 127,213
Calls: 40,697 (32%)
Puts: 86,516 (68%)
Current vs Prior -2.68%
Prior 7-Day Total 863,641
Calls: 289,083 (33%)
Puts: 574,558 (67%)
Prior 7-Day Average 123,377
Calls: 41,297 (33%)
Puts: 82,079 (67%)
Current vs Prior 7-Day Avg +0.35%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.19% | 7.16%9.80% | 16.62%
Prior 5.67% | 7.64%10.07% | 17.26%
Current vs Prior -8.45% | -6.33%-2.69% | -3.69%
Prior 7-Day Avg 5.07% | 7.00%10.39% | 16.87%
Current vs 7-Day Avg +2.47% | +2.23%-5.71% | -1.43%
Prior 7-Day Eod 5.67% | 7.64%10.07% | 17.26%
Current vs 7-Day Eod -8.45% | -6.33%-2.69% | -3.69%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 31.25% | 21.34%
Calls: 36.17% | 19.05%
Puts: 26.32% | 23.64%
Prior 31.25% | 21.34%
Calls: 36.17% | 19.05%
Puts: 26.32% | 23.64%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.25% | 21.34%
Calls: 36.17% | 19.05%
Puts: 26.32% | 23.64%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($489.5K). Bullish P/C ratio of 0.68. P/C ratio rising 81% - increased hedging/bearish positioning. Put-heavy open interest (83,053 puts vs 40,757 calls) suggests hedging or bearish positioning.

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 9.2%, best 9.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Dec 184.104.50$4.309.3%10.86--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 131.361.49$1.439.1%40.687

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.71, cheapest $0.43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 60.390.46$0.4316.3%620.47547
$23.50Nov 130.891.03$0.9614.6%100.6117
$28.00Dec 180.450.51$0.4812.5%420.21--
$27.00Dec 180.610.72$0.6716.4%190.271.5K
$26.00Dec 180.830.98$0.9116.5%50.341.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Nov 60.770.90$0.8415.5%290.67407

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Nov 62.623.20$2.9119.9%21.004
$22.00Nov 61.712.32$2.0130.3%251.0052
$20.00Nov 133.704.20$3.9512.7%11.001
$22.50Nov 61.381.63$1.5116.6%360.95152
$20.00Nov 63.654.15$3.9012.8%30.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Nov 63.854.35$4.1012.2%30.941
$27.50Nov 63.353.95$3.6516.4%10.90--
$25.50Nov 61.421.90$1.6628.9%180.8813
$26.50Nov 132.522.96$2.7416.1%60.86--
$25.00Nov 61.111.44$1.2726.0%320.81281

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 3.6K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Nov 60.000.02$0.01200.0%1.0K0.02150
$25.00Dec 181.161.35$1.2515.2%1610.432.3K
$24.00Dec 181.501.81$1.6618.7%950.52620
$27.00Nov 130.010.11$0.06166.7%760.0781
$25.00Nov 60.100.15$0.1338.5%670.19608
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 200.050.14$0.1090.0%2040.07--
$23.00Nov 200.500.69$0.6031.7%1170.34308
$24.00Nov 130.640.85$0.7528.0%1010.49187
$24.50Nov 130.931.28$1.1131.5%970.609
$23.50Nov 200.660.95$0.8135.8%800.42101

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 14.9%, max 28.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Nov 6Dec 1164.9%53.3%21.7%26395
$23.50Nov 6Nov 1356.5%48.4%16.7%15156
$24.00Nov 6Dec 1858.4%53.0%10.1%1571.2K
$25.00Nov 6Dec 1858.5%53.1%10.1%2282.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Nov 6Nov 2064.9%50.6%28.4%43453
$25.00Nov 6Nov 1358.5%50.0%16.9%36288
$23.50Nov 6Nov 2756.5%48.4%16.6%55464
$24.00Nov 6Dec 1858.4%53.0%10.1%91.2K
$23.00Nov 6Dec 1850.9%49.2%3.5%31128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 0.63, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$24.00Dec 18$1.84$1.16$1.8479%0.63$22.84
$24.50$26.50Dec 11$0.65$1.35$0.6547%2.08$25.15
$23.00$24.00Nov 27$0.52$0.48$0.5265%0.92$23.52
$24.00$25.00Dec 18$0.41$0.59$0.4152%1.44$24.41
$25.00$25.50Nov 27$0.12$0.38$0.1238%3.17$25.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Nov 6$0.26$0.24$0.2667%0.92$24.24
$24.00$23.50Nov 13$0.20$0.30$0.2050%1.50$23.80
$22.00$21.00Nov 20$0.11$0.89$0.1119%8.09$21.89
$25.00$24.50Nov 13$0.32$0.18$0.3268%0.56$24.68
$25.50$24.50Nov 20$0.66$0.34$0.6671%0.52$24.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 0.49, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Nov 13$0.14$0.14$0.3676%0.39$25.64
$24.50$25.00Nov 6$0.16$0.16$0.3467%0.47$24.66
$25.00$25.50Nov 20$0.17$0.17$0.3364%0.52$25.17
$24.00$24.50Nov 13$0.23$0.23$0.2750%0.85$24.23
$24.50$25.00Nov 27$0.20$0.20$0.3055%0.67$24.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Dec 18$0.66$0.66$1.3461%0.49$22.34
$23.50$23.00Nov 6$0.20$0.20$0.3062%0.67$23.30
$22.50$22.00Nov 20$0.17$0.17$0.3373%0.52$22.33
$21.50$20.50Dec 4$0.21$0.21$0.7978%0.27$21.29
$21.00$20.00Dec 18$0.22$0.22$0.7878%0.28$20.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.24, cheapest $0.20)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Nov 6Nov 13$0.2064.9%46.0%
$24.00Nov 6Nov 13$0.2958.4%47.3%
$23.50Nov 6Nov 13$0.3056.5%48.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Nov 6Nov 13$0.2764.9%46.0%
$24.00Nov 6Nov 13$0.1758.4%47.3%
$23.50Nov 6Nov 13$0.2256.5%48.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 4.15% of stock, avg 7.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.50Nov 6$0.66$0.33$0.99$22.51$24.494.15%
$24.00Nov 6$0.43$0.58$1.01$22.99$25.014.23%
$24.50Nov 6$0.29$0.84$1.13$23.37$25.634.73%
$23.00Nov 6$1.11$0.13$1.24$21.76$24.245.19%
$25.00Nov 6$0.13$1.27$1.40$23.60$26.405.86%
$24.00Nov 13$0.72$0.75$1.47$22.53$25.476.16%
$23.50Nov 13$0.96$0.55$1.51$21.99$25.016.32%
$22.50Nov 6$1.51$0.09$1.60$20.90$24.106.70%
$24.50Nov 13$0.49$1.11$1.60$22.90$26.106.70%
$23.00Nov 13$1.29$0.37$1.66$21.34$24.666.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.38% of stock, avg 4.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$22.00Nov 6$0.06$0.03$0.09$21.91$26.09
$25.50$22.00Nov 6$0.08$0.03$0.11$21.89$25.61
$26.00$22.50Nov 6$0.06$0.09$0.15$22.35$26.15
$25.50$22.50Nov 6$0.08$0.09$0.17$22.33$25.67
$25.00$22.00Nov 6$0.13$0.03$0.16$21.84$25.16
$26.00$23.00Nov 6$0.06$0.13$0.19$22.81$26.19
$25.50$23.00Nov 6$0.08$0.13$0.21$22.79$25.71
$25.00$22.50Nov 6$0.13$0.09$0.22$22.28$25.22
$26.00$22.00Nov 13$0.13$0.13$0.26$21.74$26.26
$25.00$23.00Nov 6$0.13$0.13$0.26$22.74$25.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.38, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2326/26Nov 13$0.29$0.2147%1.38$22.71$25.79
22/2325/26Nov 13$0.27$0.2339%1.17$22.73$25.27
20/2127/28Dec 18$0.41$0.5951%0.69$20.59$27.41
20/2126/27Dec 18$0.46$0.5444%0.85$20.54$26.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$25.00$26.00Dec 18$0.07$0.9317%13.29
$26.00$27.00$28.00Dec 18$0.05$0.9513%19.00
$23.50$24.00$24.50Nov 6$0.09$0.4132%4.56
$25.00$26.00$27.00Dec 18$0.10$0.9016%9.00
$23.00$23.50$24.00Nov 13$0.09$0.4120%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$23.00$23.50Nov 20$0.05$0.4515%9.00
$22.00$22.50$23.00Nov 13$0.06$0.4416%7.33
$22.50$23.00$23.50Nov 6$0.16$0.3424%2.12
$24.00$24.50$25.00Nov 6$0.17$0.3327%1.94
$21.00$21.50$22.00Nov 27$0.11$0.398%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. 60 found (best net $-0.07, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$26.501:2Dec 11-$0.07$1.93
$23.00$24.001:2Nov 20-$0.39$0.61
$23.00$23.501:2Nov 6-$0.21$0.29
$23.50$24.001:2Nov 6-$0.20$0.30
$24.00$24.501:2Nov 6-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$23.501:2Nov 6-$0.08$0.42
$21.50$20.501:2Dec 4-$0.06$0.94
$23.00$22.501:2Nov 13-$0.07$0.43
$22.50$22.001:2Nov 20-$0.10$0.40
$21.00$20.001:2Dec 18-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 4.86%, avg 2.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Dec 18$1.160.434.7%4.86%9.55%1612.3K
$24.50Dec 11$1.270.472.6%5.32%7.91%6--
$24.00Dec 18$1.500.520.5%6.28%6.78%95620
$26.00Dec 18$0.830.348.9%3.48%12.35%51.2K
$24.00Dec 11$1.480.520.5%6.20%6.70%6--
$27.00Dec 18$0.610.2713.1%2.55%15.62%191.5K
$26.50Dec 11$0.630.3011.0%2.64%13.61%5--
$24.50Dec 4$1.090.472.6%4.56%7.16%162
$24.00Dec 4$1.300.520.5%5.44%5.95%163
$28.00Dec 18$0.450.2117.2%1.88%19.14%42--

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 3,805
Total Puts 2,585
Put/Call Ratio 0.68
Net Difference 1,220

Prior's Put/Call Breakdown

Total Calls 5,562
Total Puts 2,092
Put/Call Ratio 0.38
Net Difference 3,470

Prior 7-Day Put/Call Summary

Total Calls 26,622
Total Puts 15,708
Average Put/Call Ratio 0.70
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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