Tour v381
SYY
SYSCO CORP
$81.22 +0.54%
$81.33 (+0.14%)🌙
as of 07/21 07:07 PM
7/21 19:07

Option Volume

Detail
Current (07/21) 791
Calls: 425 (54%)
Puts: 366 (46%)
Prior (07/20) 183
Calls: 126 (69%)
Puts: 57 (31%)
Current vs Prior +332.24%
Calls: +237.30% (Calls)
Puts: +542.11% (Puts)
Prior 7-Day Total 6,073
Calls: 3,920 (65%)
Puts: 2,153 (35%)
Prior 7-Day Average 867
Calls: 560 (65%)
Puts: 307 (35%)
Current vs Prior 7-Day Avg -8.83%
Calls: -24.11%
Puts: +19.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $204.8K
Calls: $89.4K (44%)
Puts: $115.4K (56%)
Prior (07/20) $31.0K
Calls: $22.9K (74%)
Puts: $8.1K (26%)
Current vs Prior +561.23%
Calls: +290.45%
Puts: +1329.31%
Prior 7-Day Total $1.35M
Calls: $1.02M (75%)
Puts: $333.3K (25%)
Prior 7-Day Average $192.9K
Calls: $145.3K (75%)
Puts: $47.6K (25%)
Current vs Prior 7-Day Avg +6.18%
Calls: -38.45%
Puts: +142.32%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 0.86
Prior (07/20) 0.45
Current vs Prior +90.37%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +11.88%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 18,788
Calls: 14,608 (78%)
Puts: 4,180 (22%)
Prior (07/20) 14,417
Calls: 12,049 (84%)
Puts: 2,368 (16%)
Current vs Prior +30.32%
Prior 7-Day Total 111,645
Calls: 79,772 (71%)
Puts: 31,873 (29%)
Prior 7-Day Average 15,949
Calls: 11,396 (71%)
Puts: 4,553 (29%)
Current vs Prior 7-Day Avg +17.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.06% | 9.67%
Prior 8.17% | 9.97%
Current vs Prior -1.30% | -3.01%
Prior 7-Day Avg 5.35% | 8.92%
Current vs 7-Day Avg +50.64% | +8.35%
Prior 7-Day Eod 8.17% | 9.97%
Current vs 7-Day Eod -1.30% | -3.01%
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

Massive premium surge with dollar volume up 561% vs prior. Unusually high activity with volume up 332% vs prior - elevated interest. P/C ratio rising 90% - increased hedging/bearish positioning. Call-heavy open interest (14,608 calls vs 4,180 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 213.303.60$3.458.7%50.60--
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 0.66, highest 0.83)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 217.007.80$7.4010.8%10.83242
$80.00Aug 213.303.60$3.458.7%50.60--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 212.903.30$3.1012.9%920.5656

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 283, top 92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 211.952.20$2.0812.0%550.451.8K
$85.00Aug 211.001.30$1.1526.1%480.301.8K
$87.50Aug 210.550.70$0.6323.8%110.191.0K
$80.00Aug 213.303.60$3.458.7%50.60--
$75.00Aug 217.007.80$7.4010.8%10.83242
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 212.903.30$3.1012.9%920.5656
$72.50Aug 210.300.60$0.4566.7%300.11--
$80.00Aug 211.752.00$1.8813.3%210.40--
$75.00Aug 210.550.80$0.6836.8%110.171.2K
$77.50Aug 210.951.30$1.1331.0%70.27--

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. 9 found (best R:R 49.00, avg 8.94)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.50$90.00Aug 21$0.30$2.20$0.307.33$87.80
$85.00$87.50Aug 21$0.52$1.98$0.523.81$85.52
$82.50$85.00Aug 21$0.93$1.57$0.931.69$83.43
$80.00$82.50Aug 21$1.37$1.13$1.370.82$81.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.50$60.00Aug 21$0.25$12.25$0.2549.00$72.25
$75.00$72.50Aug 21$0.23$2.27$0.239.87$74.77
$77.50$75.00Aug 21$0.45$2.05$0.454.56$77.05
$80.00$77.50Aug 21$0.75$1.75$0.752.33$79.25
$82.50$80.00Aug 21$1.22$1.28$1.221.05$81.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 3.76, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$80.00Aug 21$3.95$3.95$1.053.76$78.95
$80.00$82.50Aug 21$1.37$1.37$1.131.21$81.37
$82.50$85.00Aug 21$0.93$0.93$1.570.59$83.43
$85.00$87.50Aug 21$0.52$0.52$1.980.26$85.52
$87.50$90.00Aug 21$0.30$0.30$2.200.14$87.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$82.50$80.00Aug 21$1.22$1.22$1.280.95$81.28
$80.00$77.50Aug 21$0.75$0.75$1.750.43$79.25
$77.50$75.00Aug 21$0.45$0.45$2.050.22$77.05
$75.00$72.50Aug 21$0.23$0.23$2.270.10$74.77
$72.50$60.00Aug 21$0.25$0.25$12.250.02$72.25

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. 3 found (cheapest 6.38% of stock, avg 7.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.50Aug 21$2.08$3.10$5.18$77.32$87.686.38%
$80.00Aug 21$3.45$1.88$5.33$74.67$85.336.56%
$75.00Aug 21$7.40$0.68$8.08$66.92$83.089.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.96% of stock, avg 2.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$72.50Aug 21$0.33$0.45$0.78$71.72$90.78
$90.00$75.00Aug 21$0.33$0.68$1.01$73.99$91.01
$87.50$72.50Aug 21$0.63$0.45$1.08$71.42$88.58
$87.50$75.00Aug 21$0.63$0.68$1.31$73.69$88.81
$90.00$77.50Aug 21$0.33$1.13$1.46$76.04$91.46
$85.00$72.50Aug 21$1.15$0.45$1.60$70.90$86.60
$87.50$77.50Aug 21$0.63$1.13$1.76$75.74$89.26
$85.00$75.00Aug 21$1.15$0.68$1.83$73.17$86.83
$90.00$80.00Aug 21$0.33$1.88$2.21$77.79$92.21
$85.00$77.50Aug 21$1.15$1.13$2.28$75.22$87.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 2.68, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7880/82Aug 21$1.82$0.682.68$75.68$81.82
80/8285/88Aug 21$1.74$0.762.29$80.76$86.74
78/8082/85Aug 21$1.68$0.822.05$78.32$84.18
72/7580/82Aug 21$1.60$0.901.78$73.40$81.60
80/8288/90Aug 21$1.52$0.981.55$80.98$89.02
75/7882/85Aug 21$1.38$1.121.23$76.12$83.88
78/8085/88Aug 21$1.27$1.231.03$78.73$86.27
72/7582/85Aug 21$1.16$1.340.87$73.84$83.66
78/8088/90Aug 21$1.05$1.450.72$78.95$88.55
75/7885/88Aug 21$0.97$1.530.63$76.53$85.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 10.36, cheapest $0.22)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$85.00$87.50$90.00Aug 21$0.22$2.2810.36
$82.50$85.00$87.50Aug 21$0.41$2.095.10
$80.00$82.50$85.00Aug 21$0.44$2.064.68
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$72.50$75.00$77.50Aug 21$0.22$2.2810.36
$75.00$77.50$80.00Aug 21$0.30$2.207.33
$77.50$80.00$82.50Aug 21$0.47$2.034.32

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 $-0.03, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$87.50$90.001:2Aug 21-$0.03$2.47
$85.00$87.501:2Aug 21-$0.11$2.39
$82.50$85.001:2Aug 21-$0.22$2.28
$80.00$82.501:2Aug 21-$0.71$1.79
$75.00$80.001:2Aug 21$0.50$4.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$72.501:2Aug 21-$0.22$2.28
$77.50$75.001:2Aug 21-$0.23$2.27
$80.00$77.501:2Aug 21-$0.38$2.12
$82.50$80.001:2Aug 21-$0.66$1.84
$72.50$60.001:2Aug 21$0.05$12.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.40%, avg 1.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.50Aug 21$1.950.451.6%2.40%3.98%551.8K
$85.00Aug 21$1.000.304.7%1.23%5.89%481.8K
$87.50Aug 21$0.550.197.7%0.68%8.41%111.0K
$90.00Aug 21$0.250.1110.8%0.31%11.12%1--

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 425
Total Puts 366
Put/Call Ratio 0.86
Net Difference 59

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,920
Total Puts 2,153
Average Put/Call Ratio 0.77
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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