Tour v527
M
MACYS INC
$20.93 +2.10%
9/11 10:25

Option Volume

Detail
Current (09/11 10:25am) 6,175
Calls: 4,073 (66%)
Puts: 2,102 (34%)
Prior (09/10) 12,166
Calls: 5,680 (47%)
Puts: 6,486 (53%)
Current vs Prior -49.24%
Calls: -28.29% (Calls)
Puts: -67.59% (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 -70.21%
Calls: -66.21%
Puts: -75.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11 10:25am) $254.7K
Calls: $164.1K (64%)
Puts: $90.6K (36%)
Prior (09/10) $524.4K
Calls: $259.7K (50%)
Puts: $264.7K (50%)
Current vs Prior -51.43%
Calls: -36.82%
Puts: -65.77%
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 -85.95%
Calls: -86.00%
Puts: -85.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11 10:25am) 0.52
Prior (09/10) 1.14
Current vs Prior -54.81%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -26.81%
Sentiment BULLISH

Open Interest

Detail
Current (09/11 10:25am) 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 3.20% | 5.54%5.54% | 12.14%
Prior 2.39% | 4.78%4.78% | 12.05%
Current vs Prior +33.93% | +15.94%+15.94% | +0.72%
Prior 7-Day Avg 5.93% | 7.80%7.69% | 14.60%
Current vs 7-Day Avg -46.01% | -28.98%-27.90% | -16.88%
Prior 7-Day Eod 2.39% | 4.78%4.78% | 12.05%
Current vs 7-Day Eod +33.93% | +15.94%+15.94% | +0.72%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 23.35% | 26.48%
Calls: 24.49% | 31.15%
Puts: 22.22% | 21.82%
Prior 40.48% | 36.91%
Calls: 42.86% | 38.64%
Puts: 38.10% | 35.19%
Current vs Prior -42.32% | -28.26%
Prior 7-Day Avg 40.65% | 26.41%
Calls: 33.67% | 32.30%
Puts: 47.63% | 20.51%
Current vs 7-Day Avg -42.56% | +0.28%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($164.1K). Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 49% 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
10:25BULLISHBULLISHBULLISH
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 -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.79, cheapest $0.96)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 110.861.05$0.9619.8%310.97126
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 160.560.67$0.6217.7%--0.361.2K

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
$17.00Sep 183.704.40$4.0517.3%--1.0015.3K
$17.50Sep 113.103.75$3.4319.0%10.9924
$18.00Sep 112.653.25$2.9520.3%20.9926
$19.00Sep 111.512.21$1.8637.6%40.997
$19.50Sep 111.301.66$1.4824.3%2000.9822
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 111.211.73$1.4735.4%371.00811
$23.00Sep 111.922.19$2.0513.2%11.00172
$23.50Sep 112.142.85$2.5028.4%141.0017
$25.00Sep 113.804.20$4.0010.0%11.00--
$22.00Sep 110.901.12$1.0121.8%1210.97954

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 5.0K, top 923)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 180.030.06$0.0560.0%9230.09565
$20.50Sep 110.430.55$0.4924.5%6920.85303
$21.00Sep 110.080.17$0.1369.2%2400.45861
$19.50Sep 111.301.66$1.4824.3%2000.9822
$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%4570.15804
$20.00Sep 110.000.01$0.01100.0%1210.03762
$22.00Sep 110.901.12$1.0121.8%1210.97954
$21.00Sep 110.160.20$0.1822.2%1200.564.4K

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 334.6%, max 1631.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 11Oct 16686.1%39.6%1631.8%13.1K
$21.50Sep 11Oct 9104.4%40.2%159.7%89564
$20.50Sep 11Oct 981.8%38.1%114.6%692314
$21.00Sep 11Oct 2370.1%39.3%78.6%250866
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Sep 11Oct 23104.4%37.3%179.7%151.7K
$20.50Sep 11Oct 2381.8%41.6%96.6%457826
$21.00Sep 11Oct 1670.1%38.8%80.9%1264.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 1.94, avg 1.89)

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
$21.00$22.00Oct 16$0.32$0.68$0.3248%2.13$21.32
$20.00$20.50Sep 18$0.32$0.18$0.3280%0.56$20.32
$20.00$20.50Sep 25$0.29$0.21$0.2973%0.72$20.29
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
$22.00$21.50Sep 18$0.33$0.17$0.3383%0.52$21.67
$21.00$20.50Oct 9$0.20$0.30$0.2053%1.50$20.80
$20.50$20.00Sep 25$0.14$0.36$0.1443%2.57$20.36

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 0.45)

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$0.3777%0.35$22.63
$23.50$24.00Oct 9$0.14$0.14$0.3675%0.39$23.64
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$0.8278%0.22$18.82
$20.00$19.00Oct 16$0.30$0.30$0.7064%0.43$19.70
$19.50$19.00Oct 9$0.13$0.13$0.3774%0.35$19.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.30, cheapest $0.24)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Sep 11Sep 18$0.2470.1%38.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Sep 11Sep 18$0.3770.1%38.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 1.48% of stock, avg 8.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Sep 11$0.13$0.18$0.31$20.69$21.311.48%
$20.50Sep 11$0.49$0.04$0.53$19.97$21.032.53%
$21.50Sep 11$0.05$0.62$0.67$20.83$22.173.20%
$20.50Sep 18$0.61$0.31$0.92$19.58$21.424.40%
$21.00Sep 18$0.37$0.55$0.92$20.08$21.924.40%
$20.00Sep 11$0.96$0.01$0.97$19.03$20.974.63%
$22.00Sep 11$0.01$1.01$1.02$20.98$23.024.87%
$20.00Sep 18$0.93$0.18$1.11$18.89$21.115.30%
$21.50Sep 18$0.17$0.98$1.15$20.35$22.655.49%
$20.50Sep 25$0.73$0.48$1.21$19.29$21.715.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.33% of stock, avg 3.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$19.00Sep 18$0.03$0.04$0.07$18.93$23.07
$21.50$20.50Sep 11$0.05$0.04$0.09$20.41$21.59
$22.50$19.00Sep 18$0.05$0.04$0.09$18.91$22.59
$23.00$19.50Sep 18$0.03$0.10$0.13$19.37$23.13
$22.00$19.00Sep 18$0.10$0.04$0.14$18.86$22.14
$22.50$19.50Sep 18$0.05$0.10$0.15$19.35$22.65
$25.00$17.00Oct 16$0.09$0.07$0.16$16.84$25.16
$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
$25.00$18.00Oct 16$0.09$0.14$0.23$17.77$25.23

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$0.26$0.2442%1.08$19.24$22.26
20/2022/22Oct 9$0.29$0.2134%1.38$19.71$22.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.00$23.00Oct 16$0.06$0.9427%15.67
$20.00$20.50$21.00Sep 11$0.11$0.3953%3.55
$19.00$20.00$21.00Oct 16$0.17$0.8334%4.88
$20.00$20.50$21.00Sep 18$0.08$0.4235%5.25
$20.50$21.00$21.50Sep 25$0.06$0.4426%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$20.50$21.00Sep 11$0.11$0.3953%3.55
$20.00$21.00$22.00Oct 16$0.13$0.8730%6.69
$21.00$22.00$23.00Oct 16$0.11$0.8926%8.09
$18.00$19.00$20.00Oct 16$0.12$0.8825%7.33
$19.50$20.00$20.50Sep 18$0.05$0.4524%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-0.15, 52 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$21.001:2Oct 16-$0.29$0.71
$21.00$22.001:2Oct 16-$0.22$0.78
$20.50$21.001:2Sep 18-$0.13$0.37
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-$0.13$0.87
$22.00$21.501:2Sep 11-$0.23$0.27
$21.50$21.001:2Sep 18-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.29%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Oct 16$0.480.335.1%2.29%7.41%47760
$21.00Oct 16$0.740.480.3%3.54%3.87%38158
$22.00Oct 9$0.390.325.1%1.86%6.98%3232
$21.00Oct 23$0.610.490.3%2.91%3.25%105
$22.50Oct 9$0.240.257.5%1.15%8.65%514
$23.00Oct 16$0.190.209.9%0.91%10.80%9161
$21.50Oct 9$0.370.392.7%1.77%4.49%2625
$22.00Oct 23$0.200.365.1%0.96%6.07%--13
$22.00Oct 2$0.280.285.1%1.34%6.45%13431
$23.00Oct 9$0.170.189.9%0.81%10.70%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 4,073
Total Puts 2,102
Put/Call Ratio 0.52
Net Difference 1,971

Prior's Put/Call Breakdown

Total Calls 5,680
Total Puts 6,486
Put/Call Ratio 1.14
Net Difference -806

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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