Tour v473
PAYX
PAYCHEX INC
$116.33 -4.75%
$116.58 (+0.21%)🌙
as of 07/30 07:19 PM
7/30 19:19

Option Volume

Detail
Current (07/30) 1,457
Calls: 600 (41%)
Puts: 857 (59%)
Prior (07/29) 5,340
Calls: 4,489 (84%)
Puts: 851 (16%)
Current vs Prior -72.72%
Calls: -86.63% (Calls)
Puts: +0.71% (Puts)
Prior 7-Day Total 29,471
Calls: 25,092 (85%)
Puts: 4,379 (15%)
Prior 7-Day Average 4,210
Calls: 3,584 (85%)
Puts: 625 (15%)
Current vs Prior 7-Day Avg -65.39%
Calls: -83.26%
Puts: +36.99%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $674.3K
Calls: $326.6K (48%)
Puts: $347.7K (52%)
Prior (07/29) $3.66M
Calls: $2.85M (78%)
Puts: $801.1K (22%)
Current vs Prior -81.56%
Calls: -88.56%
Puts: -56.60%
Prior 7-Day Total $34.54M
Calls: $32.57M (94%)
Puts: $1.97M (6%)
Prior 7-Day Average $4.93M
Calls: $4.65M (94%)
Puts: $281.1K (6%)
Current vs Prior 7-Day Avg -86.34%
Calls: -92.98%
Puts: +23.67%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 1.43
Prior (07/29) 0.19
Current vs Prior +653.44%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +100.04%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 21,751
Calls: 15,118 (70%)
Puts: 6,633 (30%)
Prior (07/29) 25,223
Calls: 18,227 (72%)
Puts: 6,996 (28%)
Current vs Prior -13.77%
Prior 7-Day Total 138,203
Calls: 101,206 (73%)
Puts: 36,997 (27%)
Prior 7-Day Average 19,743
Calls: 14,458 (73%)
Puts: 5,285 (27%)
Current vs Prior 7-Day Avg +10.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.03% | 12.98%
Prior 9.38% | 12.57%
Current vs Prior -3.72% | +3.28%
Prior 7-Day Avg 9.54% | 12.08%
Current vs 7-Day Avg -5.38% | +7.44%
Prior 7-Day Eod 9.38% | 12.57%
Current vs 7-Day Eod -3.72% | +3.28%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 10.50% | 22.64%
Calls: 12.99% | 24.00%
Puts: 8.00% | 21.28%
Prior 10.50% | 22.64%
Calls: 12.99% | 24.00%
Puts: 8.00% | 21.28%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 10.50% | 22.64%
Calls: 12.99% | 24.00%
Puts: 8.00% | 21.28%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 73% vs prior. Bearish P/C ratio of 1.43 indicates protective positioning. P/C ratio rising 653% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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 -- 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.76, highest 0.91)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2110.4013.30$11.8524.5%30.89351
$115.00Aug 214.206.50$5.3543.0%120.581.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2112.1015.90$14.0027.1%10.917
$120.00Aug 214.006.30$5.1544.7%40.65283

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 259, top 101)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 211.002.70$1.8591.9%1010.35885
$125.00Aug 210.852.00$1.4380.4%200.241.2K
$135.00Aug 210.100.45$0.28125.0%130.0613
$115.00Aug 214.206.50$5.3543.0%120.581.4K
$130.00Aug 210.001.00$0.50200.0%90.11520
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 211.101.60$1.3537.0%420.23538
$105.00Aug 210.201.00$0.60133.3%240.11773
$115.00Aug 212.504.40$3.4555.1%180.42225
$100.00Aug 210.050.80$0.43174.4%60.07238
$120.00Aug 214.006.30$5.1544.7%40.65283

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 40.67, avg 14.24)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 21$0.22$4.78$0.2221.73$130.22
$120.00$125.00Aug 21$0.42$4.58$0.4210.90$120.42
$125.00$130.00Aug 21$0.93$4.07$0.934.38$125.93
$105.00$115.00Aug 21$6.50$3.50$6.500.54$111.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.12$4.88$0.1240.67$94.88
$105.00$100.00Aug 21$0.17$4.83$0.1728.41$104.83
$100.00$95.00Aug 21$0.18$4.82$0.1826.78$99.82
$110.00$105.00Aug 21$0.75$4.25$0.755.67$109.25
$120.00$115.00Aug 21$1.70$3.30$1.701.94$118.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 7.70, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Aug 21$3.50$3.50$1.502.33$118.50
$105.00$115.00Aug 21$6.50$6.50$3.501.86$111.50
$125.00$130.00Aug 21$0.93$0.93$4.070.23$125.93
$120.00$125.00Aug 21$0.42$0.42$4.580.09$120.42
$130.00$135.00Aug 21$0.22$0.22$4.780.05$130.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$120.00Aug 21$8.85$8.85$1.157.70$121.15
$115.00$110.00Aug 21$2.10$2.10$2.900.72$112.90
$120.00$115.00Aug 21$1.70$1.70$3.300.52$118.30
$110.00$105.00Aug 21$0.75$0.75$4.250.18$109.25
$100.00$95.00Aug 21$0.18$0.18$4.820.04$99.82

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 6.02% of stock, avg 9.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$1.85$5.15$7.00$113.00$127.006.02%
$115.00Aug 21$5.35$3.45$8.80$106.20$123.807.56%
$105.00Aug 21$11.85$0.60$12.45$92.55$117.4510.70%
$130.00Aug 21$0.50$14.00$14.50$115.50$144.5012.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.61% of stock, avg 2.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$100.00Aug 21$0.28$0.43$0.71$99.29$135.71
$140.00$100.00Aug 21$0.28$0.43$0.71$99.29$140.71
$135.00$105.00Aug 21$0.28$0.60$0.88$104.12$135.88
$140.00$105.00Aug 21$0.28$0.60$0.88$104.12$140.88
$130.00$100.00Aug 21$0.50$0.43$0.93$99.07$130.93
$130.00$105.00Aug 21$0.50$0.60$1.10$103.90$131.10
$135.00$110.00Aug 21$0.28$1.35$1.63$108.37$136.63
$140.00$110.00Aug 21$0.28$1.35$1.63$108.37$141.63
$130.00$110.00Aug 21$0.50$1.35$1.85$108.15$131.85
$125.00$100.00Aug 21$1.43$0.43$1.86$98.14$126.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 5.67, avg credit $2.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/110115/120Aug 21$4.25$0.755.67$105.75$119.25
95/100115/120Aug 21$3.68$1.322.79$96.32$118.68
100/105115/120Aug 21$3.67$1.332.76$101.33$118.67
90/95115/120Aug 21$3.62$1.382.62$91.38$118.62
95/100105/115Aug 21$6.68$3.322.01$93.32$111.68
90/95105/115Aug 21$6.62$3.381.96$88.38$111.62
110/115125/130Aug 21$3.03$1.971.54$111.97$128.03
115/120125/130Aug 21$2.63$2.371.11$117.37$127.63
110/115120/125Aug 21$2.52$2.481.02$112.48$122.52
110/115130/135Aug 21$2.32$2.680.87$112.68$132.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 82.33, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.22$4.7821.73
$125.00$130.00$135.00Aug 21$0.71$4.296.04
$115.00$120.00$125.00Aug 21$3.08$1.920.62
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 21$0.06$4.9482.33
$100.00$105.00$110.00Aug 21$0.58$4.427.62
$105.00$110.00$115.00Aug 21$1.35$3.652.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.01, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Aug 21-$0.06$4.94
$135.00$140.001:2Aug 21-$0.28$4.72
$120.00$125.001:2Aug 21-$1.01$3.99
$105.00$115.001:2Aug 21$1.15$8.85
$125.00$130.001:2Aug 21$0.43$4.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21-$0.01$4.99
$100.00$95.001:2Aug 21-$0.07$4.93
$105.00$100.001:2Aug 21-$0.26$4.74
$120.00$115.001:2Aug 21-$1.75$3.25
$130.00$120.001:2Aug 21$3.70$6.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.86%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$1.000.353.1%0.86%4.01%101885
$125.00Aug 21$0.850.247.5%0.73%8.18%201.2K
$135.00Aug 21$0.100.0616.1%0.09%16.14%1313

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 600
Total Puts 857
Put/Call Ratio 1.43
Net Difference -257

Prior's Put/Call Breakdown

Total Calls 4,489
Total Puts 851
Put/Call Ratio 0.19
Net Difference 3,638

Prior 7-Day Put/Call Summary

Total Calls 25,092
Total Puts 4,379
Average Put/Call Ratio 0.71
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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