Tour v423
SYY
SYSCO CORP
$84.09 +1.18%
7/27 19:09

Option Volume

Detail
Current (07/27) 289
Calls: 208 (72%)
Puts: 81 (28%)
Prior (07/24) 644
Calls: 552 (86%)
Puts: 92 (14%)
Current vs Prior -55.12%
Calls: -62.32% (Calls)
Puts: -11.96% (Puts)
Prior 7-Day Total 5,000
Calls: 4,064 (81%)
Puts: 936 (19%)
Prior 7-Day Average 714
Calls: 580 (81%)
Puts: 133 (19%)
Current vs Prior 7-Day Avg -59.54%
Calls: -64.17%
Puts: -39.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $73.1K
Calls: $50.1K (69%)
Puts: $23.0K (31%)
Prior (07/24) $146.5K
Calls: $122.1K (83%)
Puts: $24.3K (17%)
Current vs Prior -50.11%
Calls: -59.00%
Puts: -5.48%
Prior 7-Day Total $1.36M
Calls: $1.11M (81%)
Puts: $255.3K (19%)
Prior 7-Day Average $194.5K
Calls: $158.0K (81%)
Puts: $36.5K (19%)
Current vs Prior 7-Day Avg -62.43%
Calls: -68.31%
Puts: -36.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.39
Prior (07/24) 0.17
Current vs Prior +133.65%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -8.37%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 15,187
Calls: 13,776 (91%)
Puts: 1,411 (9%)
Prior (07/24) 20,336
Calls: 16,461 (81%)
Puts: 3,875 (19%)
Current vs Prior -25.32%
Prior 7-Day Total 127,488
Calls: 100,836 (79%)
Puts: 26,652 (21%)
Prior 7-Day Average 18,212
Calls: 14,405 (79%)
Puts: 3,807 (21%)
Current vs Prior 7-Day Avg -16.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.55% | 9.34%
Prior 7.82% | 9.26%
Current vs Prior -3.45% | +0.76%
Prior 7-Day Avg 7.47% | 9.56%
Current vs 7-Day Avg +1.12% | -2.30%
Prior 7-Day Eod 7.82% | 9.26%
Current vs 7-Day Eod -3.45% | +0.76%
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 69% call dollar volume ($50.1K). Light premium activity with dollar volume down 50% vs prior. Below-average activity with volume down 55% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (208 calls vs 81 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 -- 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 0.69, highest 0.84)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.50Aug 216.707.90$7.3016.4%10.84--
$80.00Aug 215.105.70$5.4011.1%10.752.2K
$82.50Aug 213.403.80$3.6011.1%100.621.9K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 212.552.95$2.7514.5%100.5433

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 204, top 81)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 211.051.40$1.2328.5%810.321.3K
$85.00Aug 212.002.30$2.1514.0%610.461.8K
$82.50Aug 213.403.80$3.6011.1%100.621.9K
$90.00Aug 210.500.75$0.6339.7%80.19657
$77.50Aug 216.707.90$7.3016.4%10.84--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 211.451.85$1.6524.2%270.38157
$85.00Aug 212.552.95$2.7514.5%100.5433
$80.00Aug 210.901.15$1.0224.5%50.25696

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. 5 found (best R:R 3.17, avg 1.97)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.50$90.00Aug 21$0.60$1.90$0.603.17$88.10
$85.00$87.50Aug 21$0.92$1.58$0.921.72$85.92
$82.50$85.00Aug 21$1.45$1.05$1.450.72$83.95
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.50$80.00Aug 21$0.63$1.87$0.632.97$81.87
$85.00$82.50Aug 21$1.10$1.40$1.101.27$83.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 3.17, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$77.50$80.00Aug 21$1.90$1.90$0.603.17$79.40
$80.00$82.50Aug 21$1.80$1.80$0.702.57$81.80
$82.50$85.00Aug 21$1.45$1.45$1.051.38$83.95
$85.00$87.50Aug 21$0.92$0.92$1.580.58$85.92
$87.50$90.00Aug 21$0.60$0.60$1.900.32$88.10
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$82.50Aug 21$1.10$1.10$1.400.79$83.90
$82.50$80.00Aug 21$0.63$0.63$1.870.34$81.87

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 5.83% of stock, avg 6.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Aug 21$2.15$2.75$4.90$80.10$89.905.83%
$82.50Aug 21$3.60$1.65$5.25$77.25$87.756.24%
$80.00Aug 21$5.40$1.02$6.42$73.58$86.427.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 1.96% of stock, avg 3.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$80.00Aug 21$0.63$1.02$1.65$78.35$91.65
$87.50$80.00Aug 21$1.23$1.02$2.25$77.75$89.75
$90.00$82.50Aug 21$0.63$1.65$2.28$80.22$92.28
$87.50$82.50Aug 21$1.23$1.65$2.88$79.62$90.38
$85.00$80.00Aug 21$2.15$1.02$3.17$76.83$88.17
$85.00$82.50Aug 21$2.15$1.65$3.80$78.70$88.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.13, avg credit $1.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
82/8588/90Aug 21$1.70$0.802.13$83.30$89.20
80/8285/88Aug 21$1.55$0.951.63$80.95$86.55
80/8288/90Aug 21$1.23$1.270.97$81.27$88.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 24.00, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$77.50$80.00$82.50Aug 21$0.10$2.4024.00
$85.00$87.50$90.00Aug 21$0.32$2.186.81
$80.00$82.50$85.00Aug 21$0.35$2.156.14
$82.50$85.00$87.50Aug 21$0.53$1.973.72
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$80.00$82.50$85.00Aug 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. 6 found (best net $-0.03, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$87.50$90.001:2Aug 21-$0.03$2.47
$85.00$87.501:2Aug 21-$0.31$2.19
$82.50$85.001:2Aug 21-$0.70$1.80
$80.00$82.501:2Aug 21-$1.80$0.70
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$82.50$80.001:2Aug 21-$0.39$2.11
$85.00$82.501:2Aug 21-$0.55$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.38%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Aug 21$2.000.461.1%2.38%3.46%611.8K
$87.50Aug 21$1.050.324.1%1.25%5.30%811.3K
$90.00Aug 21$0.500.197.0%0.59%7.62%8657

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 208
Total Puts 81
Put/Call Ratio 0.39
Net Difference 127

Prior's Put/Call Breakdown

Total Calls 552
Total Puts 92
Put/Call Ratio 0.17
Net Difference 460

Prior 7-Day Put/Call Summary

Total Calls 4,064
Total Puts 936
Average Put/Call Ratio 0.42
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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