Tour v527
M
MACYS INC
$20.95 +2.17%
9/11 10:30

Option Volume

Detail
Current (09/11 10:30am) 6,185
Calls: 4,081 (66%)
Puts: 2,104 (34%)
Prior (09/10) 12,601
Calls: 5,863 (47%)
Puts: 6,738 (53%)
Current vs Prior -50.92%
Calls: -30.39% (Calls)
Puts: -68.77% (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 -70.16%
Calls: -66.14%
Puts: -75.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11 10:30am) $254.7K
Calls: $162.7K (64%)
Puts: $92.1K (36%)
Prior (09/10) $560.8K
Calls: $257.4K (46%)
Puts: $303.4K (54%)
Current vs Prior -54.58%
Calls: -36.80%
Puts: -69.66%
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: -86.12%
Puts: -85.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11 10:30am) 0.52
Prior (09/10) 1.15
Current vs Prior -55.14%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -26.88%
Sentiment BULLISH

Open Interest

Detail
Current (09/11 10:30am) 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% | 5.68%5.68% | 12.17%
Prior 2.39% | 4.78%4.78% | 12.05%
Current vs Prior +33.80% | +18.82%+18.82% | +1.02%
Prior 7-Day Avg 5.93% | 7.80%7.69% | 14.60%
Current vs 7-Day Avg -46.06% | -27.21%-26.11% | -16.63%
Prior 7-Day Eod 2.39% | 4.78%4.78% | 12.05%
Current vs 7-Day Eod +33.80% | +18.82%+18.82% | +1.02%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 35.59% | 24.41%
Calls: 36.17% | 23.81%
Puts: 35.00% | 25.00%
Prior 40.48% | 36.91%
Calls: 42.86% | 38.64%
Puts: 38.10% | 35.19%
Current vs Prior -12.08% | -33.87%
Prior 7-Day Avg 40.65% | 26.41%
Calls: 33.67% | 32.30%
Puts: 47.63% | 20.51%
Current vs 7-Day Avg -12.45% | -7.56%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($162.7K). Light premium activity with dollar volume down 55% vs prior. Below-average activity with volume down 51% 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
10:30BULLISHBULLISHBULLISH
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 3 of results (avg 9.0%, best 8.2%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 160.580.63$0.618.2%--0.361.2K
$22.00Sep 251.381.51$1.449.0%--0.73147
$22.00Sep 181.271.40$1.349.7%180.8312.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.61, cheapest $0.61)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 160.580.63$0.618.2%--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 113.704.20$3.9512.7%41.0025
$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
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 113.804.20$4.0010.0%10.99--
$23.50Sep 112.142.85$2.5028.4%140.9917
$23.00Sep 111.922.19$2.0513.2%10.98172
$22.50Sep 111.211.73$1.4735.4%370.98811
$22.00Sep 110.971.16$1.0717.8%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 110.380.55$0.4736.2%6920.84303
$21.00Sep 110.040.17$0.11118.2%2400.41861
$19.50Sep 111.301.66$1.4824.3%2001.0022
$22.00Sep 110.000.01$0.01100.0%930.032.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 180.050.14$0.1090.0%9010.14145
$20.50Sep 110.020.05$0.0475.0%4570.16804
$20.00Sep 110.000.01$0.01100.0%1210.03762
$22.00Sep 110.971.16$1.0717.8%1210.97954
$21.00Sep 110.160.23$0.2035.0%1200.594.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 117.9%, max 193.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Sep 11Oct 9109.7%40.2%172.5%89564
$20.50Sep 11Oct 978.2%38.1%105.0%692314
$21.00Sep 11Oct 2368.2%39.3%73.5%250866
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Sep 11Oct 23109.7%37.4%193.5%151.7K
$20.50Sep 11Oct 2378.2%41.6%87.8%457826
$21.00Sep 11Oct 1668.2%39.0%74.9%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 1.38, avg 1.87)

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$0.33$0.67$0.3348%2.03$21.33
$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$20.50Oct 23$0.42$0.58$0.4258%1.38$21.08
$21.50$21.00Oct 2$0.22$0.28$0.2263%1.27$21.28
$22.50$22.00Oct 2$0.33$0.17$0.3376%0.52$22.17
$21.00$20.50Oct 9$0.20$0.30$0.2053%1.50$20.80
$22.00$21.50Oct 9$0.29$0.21$0.2968%0.72$21.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.67, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$24.00Oct 2$0.21$0.21$0.2978%0.72$23.71
$24.00$24.50Sep 11$0.12$0.12$0.3888%0.32$24.12
$23.50$24.00Sep 25$0.13$0.13$0.3784%0.35$23.63
$21.00$21.50Oct 2$0.29$0.29$0.2153%1.38$21.29
$22.00$22.50Sep 25$0.16$0.16$0.3474%0.47$22.16
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$0.29$0.29$0.7164%0.41$19.71
$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 $0.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Sep 11Sep 18$0.2568.2%38.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Sep 11Sep 18$0.3668.2%38.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 1.48% of stock, avg 8.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Sep 11$0.11$0.20$0.31$20.69$21.311.48%
$20.50Sep 11$0.47$0.04$0.51$19.99$21.012.43%
$21.50Sep 11$0.05$0.62$0.67$20.83$22.173.20%
$21.00Sep 18$0.36$0.56$0.92$20.08$21.924.39%
$20.00Sep 11$0.95$0.01$0.96$19.04$20.964.58%
$20.50Sep 18$0.63$0.33$0.96$19.54$21.464.58%
$22.00Sep 11$0.01$1.07$1.08$20.92$23.085.16%
$20.00Sep 18$0.95$0.18$1.13$18.87$21.135.39%
$21.50Sep 18$0.17$0.98$1.15$20.35$22.655.49%
$20.50Sep 25$0.73$0.49$1.22$19.28$21.725.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.38% of stock, avg 3.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$19.00Sep 18$0.04$0.04$0.08$18.92$24.08
$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
$24.00$19.50Sep 18$0.04$0.10$0.14$19.36$24.14
$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
$24.00$20.50Sep 11$0.13$0.04$0.17$20.33$24.17
$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

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
20/2022/22Sep 25$0.30$0.2042%1.50$19.70$22.30
19/2024/24Oct 9$0.27$0.2349%1.17$19.23$23.77
20/2024/24Oct 9$0.30$0.2040%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. 55 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$20.00$21.00Oct 16$0.12$0.8834%7.33
$21.00$22.00$23.00Oct 16$0.09$0.9127%10.11
$20.00$20.50$21.00Sep 11$0.12$0.3854%3.17
$20.00$20.50$21.00Sep 18$0.05$0.4536%9.00
$20.50$21.00$21.50Sep 18$0.08$0.4236%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$20.50$21.00Sep 11$0.13$0.3757%2.85
$20.00$21.00$22.00Oct 16$0.12$0.8830%7.33
$21.00$22.00$23.00Oct 16$0.11$0.8926%8.09
$18.00$19.00$20.00Oct 16$0.11$0.8925%8.09
$20.00$20.50$21.00Sep 18$0.08$0.4232%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. 60 found (best net $-0.15, 53 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-$0.28$0.72
$21.00$22.001:2Oct 16-$0.20$0.80
$20.50$21.001:2Sep 18-$0.09$0.41
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
$22.00$21.501:2Sep 11-$0.17$0.33
$21.00$20.001:2Oct 16-$0.11$0.89
$21.50$21.001:2Sep 18-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.24%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Oct 16$0.470.335.0%2.24%7.26%47760
$21.00Oct 16$0.750.480.2%3.58%3.82%38158
$22.00Oct 9$0.390.325.0%1.86%6.87%3232
$23.00Oct 16$0.220.219.8%1.05%10.84%9161
$21.00Oct 23$0.610.490.2%2.91%3.15%105
$22.50Oct 9$0.240.257.4%1.15%8.54%514
$21.50Oct 9$0.370.392.6%1.77%4.39%2625
$22.00Oct 23$0.200.365.0%0.95%5.97%--13
$22.00Oct 2$0.280.285.0%1.34%6.35%13431
$23.00Oct 9$0.170.189.8%0.81%10.60%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 4,081
Total Puts 2,104
Put/Call Ratio 0.52
Net Difference 1,977

Prior's Put/Call Breakdown

Total Calls 5,863
Total Puts 6,738
Put/Call Ratio 1.15
Net Difference -875

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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