Tour v528
M
MACYS INC
$22.19 +1.14%
$22.23 (+0.17%)🌙
as of 09/21 06:43 PM
9/21 18:43

Option Volume

Detail
Current (09/21) 16,728
Calls: 14,283 (85%)
Puts: 2,445 (15%)
Prior (09/18) 5,368
Calls: 2,985 (56%)
Puts: 2,383 (44%)
Current vs Prior +211.62%
Calls: +378.49% (Calls)
Puts: +2.60% (Puts)
Prior 7-Day Total 221,316
Calls: 153,397 (69%)
Puts: 67,919 (31%)
Prior 7-Day Average 31,616
Calls: 21,913 (69%)
Puts: 9,702 (31%)
Current vs Prior 7-Day Avg -47.09%
Calls: -34.82%
Puts: -74.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $869.4K
Calls: $521.9K (60%)
Puts: $347.4K (40%)
Prior (09/18) $357.6K
Calls: $235.3K (66%)
Puts: $122.3K (34%)
Current vs Prior +143.09%
Calls: +121.79%
Puts: +184.09%
Prior 7-Day Total $39.69M
Calls: $34.51M (87%)
Puts: $5.17M (13%)
Prior 7-Day Average $5.67M
Calls: $4.93M (87%)
Puts: $739.2K (13%)
Current vs Prior 7-Day Avg -84.67%
Calls: -89.41%
Puts: -53.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.17
Prior (09/18) 0.80
Current vs Prior -78.56%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -78.71%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 59,890
Calls: 44,384 (74%)
Puts: 15,506 (26%)
Prior (09/18) 67,513
Calls: 41,182 (61%)
Puts: 26,331 (39%)
Current vs Prior -11.29%
Prior 7-Day Total 821,625
Calls: 433,940 (53%)
Puts: 387,685 (47%)
Prior 7-Day Average 117,375
Calls: 61,991 (53%)
Puts: 55,383 (47%)
Current vs Prior 7-Day Avg -48.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 4.73% | 5.95%9.15% | 16.31%
Prior 4.56% | 6.97%3.14% | 10.98%
Current vs Prior +3.82% | -14.70%+190.89% | +48.52%
Prior 7-Day Avg 6.04% | 7.96%6.63% | 12.47%
Current vs 7-Day Avg -21.69% | -25.24%+37.98% | +30.78%
Prior 7-Day Eod 4.56% | 6.97%3.14% | 10.98%
Current vs 7-Day Eod +3.82% | -14.70%+190.89% | +48.52%
Sentiment BEARISHBEARISH

Relative Spread

Detail
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 28.24% | 23.70%
Calls: 32.00% | 24.73%
Puts: 24.47% | 22.68%
Current vs 7-Day Avg +10.66% | -9.97%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($521.9K). Massive premium surge with dollar volume up 143% vs prior. Unusually high activity with volume up 212% vs prior - elevated interest. Extreme bullish P/C ratio of 0.17 - heavy call buying (14,283 calls vs 2,445 puts).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 1 of results (avg 7.1%, best 7.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 250.130.14$0.147.1%9.5K0.21528
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.47, cheapest $0.14)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 250.130.14$0.147.1%9.5K0.21528
$24.50Oct 160.190.23$0.2119.0%570.17--
$22.50Oct 160.700.83$0.7617.1%490.45--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 160.720.84$0.7815.4%340.471.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Sep 253.053.55$3.3015.2%11.00--
$20.50Sep 251.522.18$1.8535.7%11.00--
$21.00Sep 250.991.72$1.3653.7%201.0023
$18.00Oct 163.505.30$4.4040.9%201.0020
$19.00Oct 232.753.90$3.3334.5%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 252.553.05$2.8017.9%70.982
$24.50Sep 251.922.61$2.2630.5%20.97--
$24.00Sep 251.512.03$1.7729.4%10.96--
$25.00Oct 22.553.00$2.7816.2%10.93--
$26.00Oct 163.454.10$3.7817.2%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 14.1K, top 9.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 250.130.14$0.147.1%9.5K0.21528
$22.50Sep 250.180.41$0.3076.7%5670.36236
$22.50Oct 20.390.52$0.4628.3%2800.40376
$23.00Oct 160.470.64$0.5530.9%2180.371.2K
$22.00Oct 160.781.03$0.9127.5%2160.532.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 161.061.39$1.2326.8%2870.63268
$22.50Sep 250.440.82$0.6360.3%1330.64157
$22.00Sep 250.290.50$0.4052.5%1070.48249
$21.50Sep 250.140.19$0.1729.4%780.28472
$20.00Oct 160.160.20$0.1822.2%640.151.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 22.0%, max 28.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Sep 25Oct 3044.3%34.4%28.7%131230
$22.50Sep 25Oct 3053.9%42.3%27.4%573246
$23.00Sep 25Oct 3050.7%41.3%22.7%9.5K529
$21.50Sep 25Oct 3040.8%36.9%10.6%9734
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Sep 25Oct 2353.9%42.3%27.5%134157
$23.00Sep 25Oct 1650.7%40.4%25.4%299390
$22.00Sep 25Oct 1644.3%35.4%25.1%1411.6K
$21.50Sep 25Oct 1640.8%37.6%8.5%88472

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 1.33, avg 2.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$21.00Oct 16$0.43$0.57$0.4387%1.33$20.43
$22.00$22.50Oct 16$0.15$0.35$0.1553%2.33$22.15
$22.00$22.50Sep 25$0.12$0.38$0.1254%3.17$22.12
$23.00$23.50Oct 23$0.12$0.38$0.1238%3.17$23.12
$21.50$22.00Oct 16$0.25$0.25$0.2563%1.00$21.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$22.50Oct 16$0.11$0.39$0.1163%3.55$22.89
$22.00$21.50Oct 2$0.12$0.38$0.1250%3.17$21.88
$22.50$22.00Sep 25$0.23$0.27$0.2364%1.17$22.27
$23.00$22.50Oct 9$0.27$0.23$0.2764%0.85$22.73
$24.50$21.00Oct 30$1.95$1.55$1.9576%0.79$22.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.28, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$26.50Oct 16$0.12$0.12$0.3888%0.32$26.12
$23.00$23.50Oct 2$0.16$0.16$0.3471%0.47$23.16
$22.50$23.00Sep 25$0.16$0.16$0.3464%0.47$22.66
$23.50$24.00Oct 16$0.15$0.15$0.3570%0.43$23.65
$22.50$23.00Oct 23$0.23$0.23$0.2755%0.85$22.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$19.00Oct 23$0.22$0.22$0.7880%0.28$19.78
$21.50$21.00Oct 2$0.22$0.22$0.2863%0.79$21.28
$22.00$21.00Oct 9$0.38$0.38$0.6257%0.61$21.62
$21.00$20.00Oct 16$0.24$0.24$0.7671%0.32$20.76
$20.00$19.50Oct 30$0.13$0.13$0.3779%0.35$19.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.17, cheapest $0.29)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Sep 25Oct 2$0.1653.9%44.6%
$22.00Sep 25Oct 2$0.1144.3%35.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Sep 25Oct 9$0.2953.9%36.7%
$22.00Sep 25Oct 2$0.1444.3%35.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 3.70% of stock, avg 7.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.00Sep 25$0.42$0.40$0.82$21.18$22.823.70%
$22.50Sep 25$0.30$0.63$0.93$21.57$23.434.19%
$22.00Oct 2$0.53$0.54$1.07$20.93$23.074.82%
$21.50Sep 25$0.96$0.17$1.13$20.37$22.635.09%
$23.00Sep 25$0.14$1.00$1.14$21.86$24.145.14%
$21.00Sep 25$1.36$0.08$1.44$19.56$22.446.49%
$23.00Oct 2$0.30$1.15$1.45$21.55$24.456.53%
$21.50Oct 2$1.08$0.42$1.50$20.00$23.006.76%
$22.50Oct 9$0.62$0.92$1.54$20.96$24.046.94%
$23.00Oct 9$0.44$1.19$1.63$21.37$24.637.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 0.50% of stock, avg 3.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.50$20.50Sep 25$0.06$0.05$0.11$20.39$25.61
$23.50$20.50Sep 25$0.08$0.05$0.13$20.37$23.63
$25.50$21.00Sep 25$0.06$0.08$0.14$20.86$25.64
$23.50$21.00Sep 25$0.08$0.08$0.16$20.84$23.66
$23.00$20.50Sep 25$0.14$0.05$0.19$20.31$23.19
$23.00$21.00Sep 25$0.14$0.08$0.22$20.78$23.22
$24.00$20.00Oct 2$0.09$0.14$0.23$19.77$24.23
$24.50$20.00Oct 2$0.09$0.14$0.23$19.77$24.73
$26.00$18.50Oct 30$0.16$0.12$0.28$18.22$26.28
$23.50$20.00Oct 2$0.14$0.14$0.28$19.72$23.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.56, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2126/26Oct 16$0.36$0.6460%0.56$20.64$26.36
19/2024/25Oct 23$0.40$0.6054%0.67$19.60$24.40
18/2025/26Oct 30$0.24$0.7666%0.32$19.26$25.24
20/2125/26Oct 30$0.39$0.6149%0.64$20.61$25.39
20/2025/26Oct 30$0.26$0.7461%0.35$19.74$25.26
18/2024/25Oct 30$0.29$0.7158%0.41$19.21$24.29
20/2124/25Oct 30$0.44$0.5640%0.79$20.56$24.44
20/2024/25Oct 30$0.31$0.6952%0.45$19.69$24.31
19/2024/24Oct 23$0.34$0.6648%0.52$19.66$23.84
20/2124/24Oct 16$0.39$0.6142%0.64$20.61$23.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$25.00$26.00Oct 30$0.05$0.9516%19.00
$23.00$24.00$25.00Oct 30$0.14$0.8621%6.14
$22.50$23.00$23.50Sep 25$0.10$0.4024%4.00
$23.50$24.00$24.50Oct 2$0.05$0.458%9.00
$23.00$23.50$24.00Oct 9$0.08$0.4218%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.50$21.00$21.50Sep 25$0.06$0.4419%7.33
$21.00$21.50$22.00Sep 25$0.14$0.3634%2.57
$19.00$20.00$21.00Oct 16$0.16$0.8421%5.25
$22.00$22.50$23.00Sep 25$0.14$0.3630%2.57
$24.00$24.50$25.00Sep 25$0.05$0.452%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 $-0.40, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$20.501:2Sep 25-$0.40$1.10
$23.00$24.001:2Oct 30-$0.15$0.85
$24.00$25.001:2Oct 23-$0.05$0.95
$24.00$25.001:2Oct 30-$0.11$0.89
$23.00$23.501:2Oct 9-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$23.001:2Sep 25-$0.23$0.77
$21.00$20.001:2Oct 30-$0.10$0.90
$22.50$22.001:2Sep 25-$0.17$0.33
$23.00$22.501:2Sep 25-$0.26$0.24
$21.00$20.001:2Oct 2-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 4.10%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Oct 30$0.910.471.4%4.10%5.50%610
$23.00Oct 30$0.680.403.6%3.06%6.71%191
$22.50Oct 23$0.770.451.4%3.47%4.87%216
$23.00Oct 23$0.570.383.6%2.57%6.22%3528
$23.50Oct 23$0.440.325.9%1.98%7.89%4--
$22.50Oct 16$0.700.451.4%3.15%4.55%49--
$24.00Oct 30$0.330.288.2%1.49%9.64%1--
$24.00Oct 23$0.320.268.2%1.44%9.60%3--
$23.00Oct 16$0.470.373.6%2.12%5.77%2181.2K
$25.00Oct 30$0.180.1912.7%0.81%13.47%3084

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 14,283
Total Puts 2,445
Put/Call Ratio 0.17
Net Difference 11,838

Prior's Put/Call Breakdown

Total Calls 2,985
Total Puts 2,383
Put/Call Ratio 0.80
Net Difference 602

Prior 7-Day Put/Call Summary

Total Calls 153,397
Total Puts 67,919
Average Put/Call Ratio 0.80
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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