Tour v366
SYY
SYSCO CORP
$80.78 -1.11%
7/20 19:08

Option Volume

Detail
Current (07/20) 183
Calls: 126 (69%)
Puts: 57 (31%)
Prior (07/17) 2,176
Calls: 2,125 (98%)
Puts: 51 (2%)
Current vs Prior -91.59%
Calls: -94.07% (Calls)
Puts: +11.76% (Puts)
Prior 7-Day Total 10,023
Calls: 3,885 (39%)
Puts: 6,138 (61%)
Prior 7-Day Average 1,431
Calls: 555 (39%)
Puts: 876 (61%)
Current vs Prior 7-Day Avg -87.22%
Calls: -77.30%
Puts: -93.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $31.0K
Calls: $22.9K (74%)
Puts: $8.1K (26%)
Prior (07/17) $655.5K
Calls: $647.7K (99%)
Puts: $7.8K (1%)
Current vs Prior -95.28%
Calls: -96.47%
Puts: +3.50%
Prior 7-Day Total $1.60M
Calls: $1.03M (64%)
Puts: $571.7K (36%)
Prior 7-Day Average $228.1K
Calls: $146.5K (64%)
Puts: $81.7K (36%)
Current vs Prior 7-Day Avg -86.43%
Calls: -84.37%
Puts: -90.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.45
Prior (07/17) 0.02
Current vs Prior +1784.92%
Prior 7-Day Average 1.42
Current vs Prior 7-Day Avg -68.13%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 14,417
Calls: 12,049 (84%)
Puts: 2,368 (16%)
Prior (07/17) 17,636
Calls: 11,037 (63%)
Puts: 6,599 (37%)
Current vs Prior -18.25%
Prior 7-Day Total 108,830
Calls: 77,181 (71%)
Puts: 31,649 (29%)
Prior 7-Day Average 15,547
Calls: 11,025 (71%)
Puts: 4,521 (29%)
Current vs Prior 7-Day Avg -7.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.17% | 9.97%
Prior 8.36% | 10.04%
Current vs Prior -2.28% | -0.72%
Prior 7-Day Avg 4.94% | 8.79%
Current vs 7-Day Avg +65.27% | +13.32%
Prior 7-Day Eod 8.36% | 10.04%
Current vs 7-Day Eod -2.28% | -0.72%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 11.01% | 8.28%
Calls: 11.11% | 5.12%
Puts: 10.91% | 11.43%
Prior 11.01% | 8.28%
Calls: 11.11% | 5.12%
Puts: 10.91% | 11.43%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 11.01% | 8.28%
Calls: 11.11% | 5.12%
Puts: 10.91% | 11.43%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($22.9K). Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 92% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (126 calls vs 57 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 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 1 of results (avg 9.2%, best 9.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 213.103.40$3.259.2%120.572.2K
PUTS (0)
No puts meet the criteria

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. 3 found (avg delta 0.72, highest 0.88)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Aug 218.909.90$9.4010.6%10.88--
$77.50Aug 214.705.20$4.9510.1%20.71--
$80.00Aug 213.103.40$3.259.2%120.572.2K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 118, top 36)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 211.001.25$1.1322.1%360.291.7K
$87.50Aug 210.500.70$0.6033.3%150.18999
$80.00Aug 213.103.40$3.259.2%120.572.2K
$82.50Aug 211.852.15$2.0015.0%90.421.8K
$90.00Aug 210.300.45$0.3839.5%60.12648
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 210.650.80$0.7320.5%120.181.2K
$80.00Aug 211.902.25$2.0816.8%90.43667
$77.50Aug 211.101.40$1.2524.0%80.29--
$70.00Aug 210.100.35$0.22113.6%20.06--

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. 7 found (best R:R 10.36, avg 4.51)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.50$90.00Aug 21$0.22$2.28$0.2210.36$87.72
$85.00$87.50Aug 21$0.53$1.97$0.533.72$85.53
$82.50$85.00Aug 21$0.87$1.63$0.871.87$83.37
$80.00$82.50Aug 21$1.25$1.25$1.251.00$81.25
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$70.00Aug 21$0.51$4.49$0.518.80$74.49
$77.50$75.00Aug 21$0.52$1.98$0.523.81$76.98
$80.00$77.50Aug 21$0.83$1.67$0.832.01$79.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 8.09, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.50$77.50Aug 21$4.45$4.45$0.558.09$76.95
$77.50$80.00Aug 21$1.70$1.70$0.802.13$79.20
$80.00$82.50Aug 21$1.25$1.25$1.251.00$81.25
$82.50$85.00Aug 21$0.87$0.87$1.630.53$83.37
$85.00$87.50Aug 21$0.53$0.53$1.970.27$85.53
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$77.50Aug 21$0.83$0.83$1.670.50$79.17
$77.50$75.00Aug 21$0.52$0.52$1.980.26$76.98
$75.00$70.00Aug 21$0.51$0.51$4.490.11$74.49

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. 2 found (cheapest 6.60% of stock, avg 7.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Aug 21$3.25$2.08$5.33$74.67$85.336.60%
$77.50Aug 21$4.95$1.25$6.20$71.30$83.707.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.64% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$95.00$70.00Aug 21$0.30$0.22$0.52$69.48$95.52
$90.00$70.00Aug 21$0.38$0.22$0.60$69.40$90.60
$87.50$70.00Aug 21$0.60$0.22$0.82$69.18$88.32
$95.00$75.00Aug 21$0.30$0.73$1.03$73.97$96.03
$90.00$75.00Aug 21$0.38$0.73$1.11$73.89$91.11
$87.50$75.00Aug 21$0.60$0.73$1.33$73.67$88.83
$85.00$70.00Aug 21$1.13$0.22$1.35$68.65$86.35
$95.00$77.50Aug 21$0.30$1.25$1.55$75.95$96.55
$90.00$77.50Aug 21$0.38$1.25$1.63$75.87$91.63
$87.50$77.50Aug 21$0.60$1.25$1.85$75.65$89.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 2.42, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7880/82Aug 21$1.77$0.732.42$75.73$81.77
78/8082/85Aug 21$1.70$0.802.13$78.30$84.20
75/7882/85Aug 21$1.39$1.111.25$76.11$83.89
78/8085/88Aug 21$1.36$1.141.19$78.64$86.36
70/7578/80Aug 21$2.21$2.790.79$72.79$79.71
75/7885/88Aug 21$1.05$1.450.72$76.45$86.05
78/8088/90Aug 21$1.05$1.450.72$78.95$88.55
70/7580/82Aug 21$1.76$3.240.54$73.24$81.76
75/7888/90Aug 21$0.74$1.760.42$76.76$88.24
70/7582/85Aug 21$1.38$3.620.38$73.62$83.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 7.06, cheapest $0.31)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$85.00$87.50$90.00Aug 21$0.31$2.197.06
$82.50$85.00$87.50Aug 21$0.34$2.166.35
$80.00$82.50$85.00Aug 21$0.38$2.125.58
$77.50$80.00$82.50Aug 21$0.45$2.054.56
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$75.00$77.50$80.00Aug 21$0.31$2.197.06

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.22, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Aug 21-$0.22$4.78
$72.50$77.501:2Aug 21-$0.50$4.50
$85.00$87.501:2Aug 21-$0.07$2.43
$87.50$90.001:2Aug 21-$0.16$2.34
$82.50$85.001:2Aug 21-$0.26$2.24
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$77.50$75.001:2Aug 21-$0.21$2.29
$80.00$77.501:2Aug 21-$0.42$2.08
$75.00$70.001:2Aug 21$0.29$4.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.29%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.50Aug 21$1.850.422.1%2.29%4.42%91.8K
$85.00Aug 21$1.000.295.2%1.24%6.46%361.7K
$87.50Aug 21$0.500.188.3%0.62%8.94%15999
$90.00Aug 21$0.300.1211.4%0.37%11.79%6648

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 126
Total Puts 57
Put/Call Ratio 0.45
Net Difference 69

Prior's Put/Call Breakdown

Total Calls 2,125
Total Puts 51
Put/Call Ratio 0.02
Net Difference 2,074

Prior 7-Day Put/Call Summary

Total Calls 3,885
Total Puts 6,138
Average Put/Call Ratio 1.42
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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