Tour v527
M
MACYS INC
$20.98 +2.34%
9/11 10:20

Option Volume

Detail
Current (09/11 10:20am) 6,000
Calls: 3,941 (66%)
Puts: 2,059 (34%)
Prior (09/10) 11,962
Calls: 5,503 (46%)
Puts: 6,459 (54%)
Current vs Prior -49.84%
Calls: -28.38% (Calls)
Puts: -68.12% (Puts)
Prior 7-Day Total 145,076
Calls: 84,378 (58%)
Puts: 60,698 (42%)
Prior 7-Day Average 20,725
Calls: 12,054 (58%)
Puts: 8,671 (42%)
Current vs Prior 7-Day Avg -71.05%
Calls: -67.31%
Puts: -76.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11 10:20am) $244.3K
Calls: $156.3K (64%)
Puts: $87.9K (36%)
Prior (09/10) $524.1K
Calls: $240.8K (46%)
Puts: $283.3K (54%)
Current vs Prior -53.39%
Calls: -35.06%
Puts: -68.98%
Prior 7-Day Total $12.69M
Calls: $8.20M (65%)
Puts: $4.49M (35%)
Prior 7-Day Average $1.81M
Calls: $1.17M (65%)
Puts: $641.5K (35%)
Current vs Prior 7-Day Avg -86.53%
Calls: -86.66%
Puts: -86.30%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11 10:20am) 0.52
Prior (09/10) 1.17
Current vs Prior -55.49%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -25.91%
Sentiment BULLISH

Open Interest

Detail
Current (09/11 10:20am) 216,885
Calls: 112,860 (52%)
Puts: 104,025 (48%)
Prior (09/10) 212,085
Calls: 106,197 (50%)
Puts: 105,888 (50%)
Current vs Prior +2.26%
Prior 7-Day Total 1,226,984
Calls: 619,649 (51%)
Puts: 607,335 (49%)
Prior 7-Day Average 175,283
Calls: 88,521 (51%)
Puts: 86,762 (49%)
Current vs Prior 7-Day Avg +23.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 3.43% | 5.53%5.53% | 12.06%
Prior 2.39% | 4.78%4.78% | 12.05%
Current vs Prior +43.58% | +15.66%+15.66% | +0.09%
Prior 7-Day Avg 5.93% | 7.80%7.69% | 14.60%
Current vs 7-Day Avg -42.11% | -29.15%-28.07% | -17.41%
Prior 7-Day Eod 2.39% | 4.78%4.78% | 12.05%
Current vs 7-Day Eod +43.58% | +15.66%+15.66% | +0.09%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 57.88% | 33.65%
Calls: 28.26% | 35.09%
Puts: 87.50% | 32.20%
Prior 40.48% | 36.91%
Calls: 42.86% | 38.64%
Puts: 38.10% | 35.19%
Current vs Prior +42.98% | -8.83%
Prior 7-Day Avg 40.65% | 26.41%
Calls: 33.67% | 32.30%
Puts: 47.63% | 20.51%
Current vs 7-Day Avg +42.38% | +27.43%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($156.3K). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 50% vs prior. Bullish P/C ratio of 0.52.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 1 of results (avg 9.0%, best 9.0%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 110.951.04$1.009.0%950.95954

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.59, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 160.500.60$0.5518.2%470.34760
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 160.570.69$0.6319.0%--0.351.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Sep 113.103.75$3.4319.0%11.0024
$18.00Sep 112.653.25$2.9520.3%21.0026
$18.50Sep 112.172.76$2.4723.9%61.0014
$19.00Sep 111.512.21$1.8637.6%41.007
$19.50Sep 111.301.66$1.4824.3%2001.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 113.804.20$4.0010.0%10.98--
$23.50Sep 112.142.85$2.5028.4%140.9817
$23.00Sep 111.922.19$2.0513.2%10.98172
$22.50Sep 111.211.73$1.4735.4%370.98811
$22.00Sep 110.951.04$1.009.0%950.95954

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 4.9K, top 923)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 180.040.07$0.0650.0%9230.10565
$20.50Sep 110.390.52$0.4628.3%6771.00303
$21.00Sep 110.060.16$0.1190.9%2340.40861
$19.50Sep 111.301.66$1.4824.3%2001.0022
$22.00Sep 110.000.02$0.01200.0%930.042.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 180.050.14$0.1090.0%9010.14145
$20.50Sep 110.020.05$0.0475.0%4570.17804
$20.00Sep 110.000.01$0.01100.0%1200.03762
$21.00Sep 110.150.36$0.2680.8%1160.634.4K
$22.00Sep 110.951.04$1.009.0%950.95954

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 628.6%, max 2075.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Sep 11Sep 181307.7%60.1%2075.7%415.3K
$24.00Sep 11Oct 16693.8%39.2%1670.3%13.1K
$21.50Sep 11Oct 9114.3%40.1%184.8%85564
$21.00Sep 11Oct 2377.3%39.2%97.3%244866
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Sep 11Oct 23114.3%37.3%206.6%151.7K
$21.00Sep 11Oct 1677.3%39.3%96.7%1224.7K
$20.50Sep 11Oct 2370.2%41.6%68.6%457826

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 1.94, avg 1.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$22.00Oct 23$0.32$0.68$0.3249%2.13$21.32
$21.00$21.50Oct 9$0.13$0.37$0.1347%2.85$21.13
$20.00$20.50Sep 25$0.29$0.21$0.2975%0.72$20.29
$20.50$21.00Sep 18$0.22$0.28$0.2266%1.27$20.72
$21.00$22.00Oct 16$0.34$0.66$0.3448%1.94$21.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.50$21.00Oct 2$0.17$0.33$0.1764%1.94$21.33
$21.50$20.50Oct 23$0.42$0.58$0.4258%1.38$21.08
$22.50$22.00Oct 2$0.30$0.20$0.3076%0.67$22.20
$21.00$20.50Oct 9$0.20$0.30$0.2053%1.50$20.80
$22.00$21.50Oct 9$0.30$0.20$0.3068%0.67$21.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 0.67, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$24.00Oct 2$0.21$0.21$0.2978%0.72$23.71
$23.50$24.00Sep 25$0.13$0.13$0.3784%0.35$23.63
$22.00$22.50Sep 25$0.16$0.16$0.3474%0.47$22.16
$22.50$23.00Oct 2$0.13$0.13$0.3776%0.35$22.63
$22.00$23.00Oct 16$0.28$0.28$0.7266%0.39$22.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.50$18.00Sep 18$0.20$0.20$0.3083%0.67$18.30
$20.50$20.00Oct 9$0.25$0.25$0.2556%1.00$20.25
$19.00$18.00Oct 16$0.18$0.18$0.8279%0.22$18.82
$20.00$19.00Oct 16$0.31$0.31$0.6964%0.45$19.69
$20.50$20.00Sep 25$0.23$0.23$0.2756%0.85$20.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.29, cheapest $0.24)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Sep 11Sep 18$0.2477.3%38.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Sep 11Sep 18$0.3377.3%38.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 1.76% of stock, avg 8.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Sep 11$0.11$0.26$0.37$20.63$21.371.76%
$20.50Sep 11$0.46$0.04$0.50$20.00$21.002.38%
$21.50Sep 11$0.05$0.64$0.69$20.81$22.193.29%
$20.50Sep 18$0.57$0.31$0.88$19.62$21.384.19%
$21.00Sep 18$0.35$0.59$0.94$20.06$21.944.48%
$20.00Sep 11$1.00$0.01$1.01$18.99$21.014.81%
$22.00Sep 11$0.01$1.00$1.01$20.99$23.014.81%
$21.50Sep 18$0.17$0.98$1.15$20.35$22.655.48%
$20.00Sep 18$1.02$0.18$1.20$18.80$21.205.72%
$20.50Sep 25$0.73$0.57$1.30$19.20$21.806.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.43% of stock, avg 3.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$19.00Sep 18$0.05$0.04$0.09$18.91$23.09
$21.50$20.50Sep 11$0.05$0.04$0.09$20.41$21.59
$22.50$19.00Sep 18$0.06$0.04$0.10$18.90$22.60
$22.00$19.00Sep 18$0.10$0.04$0.14$18.86$22.14
$23.00$19.50Sep 18$0.05$0.10$0.15$19.35$23.15
$25.00$17.00Oct 16$0.09$0.07$0.16$16.84$25.16
$22.50$19.50Sep 18$0.06$0.10$0.16$19.34$22.66
$21.00$20.50Sep 11$0.11$0.04$0.15$20.35$21.15
$22.00$19.50Sep 18$0.10$0.10$0.20$19.30$22.20
$24.00$17.00Oct 16$0.15$0.07$0.22$16.78$24.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 2.57, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2024/24Oct 2$0.36$0.1445%2.57$19.64$23.86
20/2024/24Sep 25$0.27$0.2353%1.17$19.73$23.77
19/2024/24Oct 9$0.27$0.2349%1.17$19.23$23.77
20/2022/22Sep 25$0.30$0.2042%1.50$19.70$22.30
20/2024/24Oct 9$0.30$0.2041%1.50$19.70$23.80
20/2022/23Oct 2$0.28$0.2243%1.27$19.72$22.78
19/2022/23Oct 9$0.24$0.2649%0.92$19.26$22.74
20/2022/23Oct 9$0.27$0.2341%1.17$19.73$22.77
19/2022/22Oct 9$0.24$0.2643%0.92$19.26$22.24
20/2022/22Oct 9$0.27$0.2334%1.17$19.73$22.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.00$23.00Oct 16$0.06$0.9428%15.67
$19.00$20.00$21.00Oct 16$0.14$0.8633%6.14
$20.50$21.00$21.50Sep 11$0.29$0.2184%0.72
$20.00$20.50$21.00Sep 11$0.19$0.3160%1.63
$20.00$20.50$21.00Sep 25$0.07$0.4330%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.00$23.00Oct 16$0.06$0.9427%15.67
$20.50$21.00$21.50Sep 11$0.16$0.3467%2.12
$19.50$20.00$20.50Sep 18$0.05$0.4525%9.00
$20.00$20.50$21.00Sep 11$0.19$0.3160%1.63
$19.00$20.00$21.00Oct 16$0.16$0.8430%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-0.15, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.50$19.001:2Sep 25-$0.39$1.11
$19.00$20.001:2Sep 25-$0.07$0.93
$20.00$20.501:2Sep 18-$0.12$0.38
$20.00$21.001:2Oct 16-$0.35$0.65
$21.00$22.001:2Oct 16-$0.21$0.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$22.001:2Oct 23-$0.15$1.85
$25.00$23.501:2Sep 11-$1.00$0.50
$21.00$20.001:2Oct 16-$0.16$0.84
$22.00$21.501:2Sep 11-$0.28$0.22
$22.00$21.001:2Oct 16-$0.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.38%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Oct 16$0.500.344.9%2.38%7.24%47760
$21.00Oct 16$0.800.480.1%3.81%3.91%21158
$22.50Oct 9$0.240.257.2%1.14%8.39%514
$21.00Oct 23$0.610.490.1%2.91%3.00%105
$23.00Oct 16$0.180.209.6%0.86%10.49%9161
$21.50Oct 9$0.370.392.5%1.76%4.24%2325
$22.00Oct 9$0.250.314.9%1.19%6.05%2332
$22.00Oct 23$0.200.364.9%0.95%5.82%--13
$22.00Oct 2$0.260.284.9%1.24%6.10%3431
$23.00Oct 9$0.170.189.6%0.81%10.44%129

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 3,941
Total Puts 2,059
Put/Call Ratio 0.52
Net Difference 1,882

Prior's Put/Call Breakdown

Total Calls 5,503
Total Puts 6,459
Put/Call Ratio 1.17
Net Difference -956

Prior 7-Day Put/Call Summary

Total Calls 84,378
Total Puts 60,698
Average Put/Call Ratio 0.71
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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