Tour v390
SYY
SYSCO CORP
$82.12 +1.11%
$82.30 (+0.22%)🌙
as of 07/22 09:00 PM
7/22 21:01

Option Volume

Detail
Current (07/22) 754
Calls: 536 (71%)
Puts: 218 (29%)
Prior (07/21) 791
Calls: 425 (54%)
Puts: 366 (46%)
Current vs Prior -4.68%
Calls: +26.12% (Calls)
Puts: -40.44% (Puts)
Prior 7-Day Total 6,503
Calls: 4,039 (62%)
Puts: 2,464 (38%)
Prior 7-Day Average 929
Calls: 577 (62%)
Puts: 352 (38%)
Current vs Prior 7-Day Avg -18.84%
Calls: -7.11%
Puts: -38.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $220.3K
Calls: $150.6K (68%)
Puts: $69.7K (32%)
Prior (07/21) $204.8K
Calls: $89.4K (44%)
Puts: $115.4K (56%)
Current vs Prior +7.58%
Calls: +68.44%
Puts: -39.58%
Prior 7-Day Total $1.47M
Calls: $1.03M (70%)
Puts: $440.1K (30%)
Prior 7-Day Average $210.2K
Calls: $147.3K (70%)
Puts: $62.9K (30%)
Current vs Prior 7-Day Avg +4.82%
Calls: +2.24%
Puts: +10.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.41
Prior (07/21) 0.86
Current vs Prior -52.77%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -53.10%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 20,631
Calls: 16,175 (78%)
Puts: 4,456 (22%)
Prior (07/21) 18,788
Calls: 14,608 (78%)
Puts: 4,180 (22%)
Current vs Prior +9.81%
Prior 7-Day Total 119,065
Calls: 87,585 (74%)
Puts: 31,480 (26%)
Prior 7-Day Average 17,009
Calls: 12,512 (74%)
Puts: 4,497 (26%)
Current vs Prior 7-Day Avg +21.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.07% | 9.80%
Prior 8.06% | 9.67%
Current vs Prior +0.11% | +1.42%
Prior 7-Day Avg 5.87% | 9.08%
Current vs 7-Day Avg +37.62% | +7.93%
Prior 7-Day Eod 8.06% | 9.67%
Current vs 7-Day Eod +0.11% | +1.42%
Sentiment BEARISH

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 68% call dollar volume ($150.6K). Extreme bullish P/C ratio of 0.41 - heavy call buying (536 calls vs 218 puts). P/C ratio dropping 53% - sentiment shifting bullish. Call-heavy open interest (16,175 calls vs 4,456 puts) suggests bullish positioning.

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 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 6 of results (avg 6.8%, best 4.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 212.452.55$2.504.0%70.491.9K
$77.50Aug 215.706.00$5.855.1%20.78--
$85.00Aug 211.401.50$1.456.9%510.351.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 212.552.70$2.635.7%180.51134
$80.00Aug 211.501.65$1.589.5%20.35675
$85.00Aug 213.904.30$4.109.8%110.6525

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 210.700.85$0.7719.5%2670.221.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 5 found (avg delta 0.69, highest 0.85)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 216.808.90$7.8526.8%10.85--
$77.50Aug 215.706.00$5.855.1%20.78--
$80.00Aug 213.804.20$4.0010.0%20.65--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 213.904.30$4.109.8%110.6525
$82.50Aug 212.552.70$2.635.7%180.51134

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 378, top 267)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 210.700.85$0.7719.5%2670.221.0K
$85.00Aug 211.401.50$1.456.9%510.351.8K
$82.50Aug 212.452.55$2.504.0%70.491.9K
$90.00Aug 210.300.65$0.4872.9%30.14654
$77.50Aug 215.706.00$5.855.1%20.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 212.552.70$2.635.7%180.51134
$85.00Aug 213.904.30$4.109.8%110.6525
$75.00Aug 210.450.75$0.6050.0%60.151.2K
$77.50Aug 210.801.00$0.9022.2%20.23299
$80.00Aug 211.501.65$1.589.5%20.35675

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 15.67, avg 5.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$92.50$95.00Aug 21$0.15$2.35$0.1515.67$92.65
$87.50$90.00Aug 21$0.29$2.21$0.297.62$87.79
$85.00$87.50Aug 21$0.68$1.82$0.682.68$85.68
$82.50$85.00Aug 21$1.05$1.45$1.051.38$83.55
$80.00$82.50Aug 21$1.50$1.00$1.500.67$81.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$70.00Aug 21$0.38$4.62$0.3812.16$74.62
$77.50$75.00Aug 21$0.30$2.20$0.307.33$77.20
$80.00$77.50Aug 21$0.68$1.82$0.682.68$79.32
$82.50$80.00Aug 21$1.05$1.45$1.051.38$81.45
$85.00$82.50Aug 21$1.47$1.03$1.470.70$83.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 4.00, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$77.50Aug 21$2.00$2.00$0.504.00$77.00
$77.50$80.00Aug 21$1.85$1.85$0.652.85$79.35
$80.00$82.50Aug 21$1.50$1.50$1.001.50$81.50
$82.50$85.00Aug 21$1.05$1.05$1.450.72$83.55
$85.00$87.50Aug 21$0.68$0.68$1.820.37$85.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$82.50Aug 21$1.47$1.47$1.031.43$83.53
$82.50$80.00Aug 21$1.05$1.05$1.450.72$81.45
$80.00$77.50Aug 21$0.68$0.68$1.820.37$79.32
$77.50$75.00Aug 21$0.30$0.30$2.200.14$77.20
$75.00$70.00Aug 21$0.38$0.38$4.620.08$74.62

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. 5 found (cheapest 6.25% of stock, avg 7.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.50Aug 21$2.50$2.63$5.13$77.37$87.636.25%
$85.00Aug 21$1.45$4.10$5.55$79.45$90.556.76%
$80.00Aug 21$4.00$1.58$5.58$74.42$85.586.79%
$77.50Aug 21$5.85$0.90$6.75$70.75$84.258.22%
$75.00Aug 21$7.85$0.60$8.45$66.55$83.4510.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.75% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$92.50$70.00Aug 21$0.40$0.22$0.62$69.38$93.12
$90.00$70.00Aug 21$0.48$0.22$0.70$69.30$90.70
$87.50$70.00Aug 21$0.77$0.22$0.99$69.01$88.49
$92.50$75.00Aug 21$0.40$0.60$1.00$74.00$93.50
$90.00$75.00Aug 21$0.48$0.60$1.08$73.92$91.08
$92.50$77.50Aug 21$0.40$0.90$1.30$76.20$93.80
$87.50$75.00Aug 21$0.77$0.60$1.37$73.63$88.87
$90.00$77.50Aug 21$0.48$0.90$1.38$76.12$91.38
$85.00$70.00Aug 21$1.45$0.22$1.67$68.33$86.67
$87.50$77.50Aug 21$0.77$0.90$1.67$75.83$89.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 2.57, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7880/82Aug 21$1.80$0.702.57$75.70$81.80
82/8588/90Aug 21$1.76$0.742.38$83.24$89.26
78/8082/85Aug 21$1.73$0.772.25$78.27$84.23
80/8285/88Aug 21$1.73$0.772.25$80.77$86.73
82/8592/95Aug 21$1.62$0.881.84$83.38$94.12
78/8085/88Aug 21$1.36$1.141.19$78.64$86.36
75/7882/85Aug 21$1.35$1.151.17$76.15$83.85
80/8288/90Aug 21$1.34$1.161.16$81.16$88.84
80/8292/95Aug 21$1.20$1.300.92$81.30$93.70
70/7578/80Aug 21$2.23$2.770.81$72.77$79.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 16.24, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$75.00$77.50$80.00Aug 21$0.15$2.3515.67
$87.50$90.00$92.50Aug 21$0.21$2.2910.90
$77.50$80.00$82.50Aug 21$0.35$2.156.14
$82.50$85.00$87.50Aug 21$0.37$2.135.76
$85.00$87.50$90.00Aug 21$0.39$2.115.41
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$65.00$70.00$75.00Aug 21$0.29$4.7116.24
$77.50$80.00$82.50Aug 21$0.37$2.135.76
$75.00$77.50$80.00Aug 21$0.38$2.125.58
$80.00$82.50$85.00Aug 21$0.42$2.084.95

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 $-0.04, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$87.501:2Aug 21-$0.09$2.41
$92.50$95.001:2Aug 21-$0.10$2.40
$87.50$90.001:2Aug 21-$0.19$2.31
$90.00$92.501:2Aug 21-$0.32$2.18
$82.50$85.001:2Aug 21-$0.40$2.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Aug 21-$0.04$4.96
$80.00$77.501:2Aug 21-$0.22$2.28
$77.50$75.001:2Aug 21-$0.30$2.20
$82.50$80.001:2Aug 21-$0.53$1.97
$85.00$82.501:2Aug 21-$1.16$1.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.98%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.50Aug 21$2.450.490.5%2.98%3.45%71.9K
$85.00Aug 21$1.400.353.5%1.70%5.21%511.8K
$87.50Aug 21$0.700.226.5%0.85%7.40%2671.0K
$90.00Aug 21$0.300.149.6%0.37%9.96%3654
$92.50Aug 21$0.150.1112.6%0.18%12.82%2180

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 536
Total Puts 218
Put/Call Ratio 0.41
Net Difference 318

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,039
Total Puts 2,464
Average Put/Call Ratio 0.87
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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