Tour v452
SYY
SYSCO CORP
$85.20 +1.32%
$85.00 (-0.23%)🌙
as of 07/28 07:09 PM
7/28 19:09

Option Volume

Detail
Current (07/28) 648
Calls: 498 (77%)
Puts: 150 (23%)
Prior (07/27) 289
Calls: 208 (72%)
Puts: 81 (28%)
Current vs Prior +124.22%
Calls: +139.42% (Calls)
Puts: +85.19% (Puts)
Prior 7-Day Total 5,045
Calls: 4,096 (81%)
Puts: 949 (19%)
Prior 7-Day Average 720
Calls: 585 (81%)
Puts: 135 (19%)
Current vs Prior 7-Day Avg -10.09%
Calls: -14.89%
Puts: +10.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $225.4K
Calls: $196.0K (87%)
Puts: $29.3K (13%)
Prior (07/27) $73.1K
Calls: $50.1K (69%)
Puts: $23.0K (31%)
Current vs Prior +208.42%
Calls: +291.49%
Puts: +27.58%
Prior 7-Day Total $1.39M
Calls: $1.12M (81%)
Puts: $268.5K (19%)
Prior 7-Day Average $198.2K
Calls: $159.8K (81%)
Puts: $38.4K (19%)
Current vs Prior 7-Day Avg +13.71%
Calls: +22.64%
Puts: -23.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.30
Prior (07/27) 0.39
Current vs Prior -22.65%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -29.20%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 19,168
Calls: 15,443 (81%)
Puts: 3,725 (19%)
Prior (07/27) 15,187
Calls: 13,776 (91%)
Puts: 1,411 (9%)
Current vs Prior +26.21%
Prior 7-Day Total 124,668
Calls: 99,524 (80%)
Puts: 25,144 (20%)
Prior 7-Day Average 17,809
Calls: 14,217 (80%)
Puts: 3,592 (20%)
Current vs Prior 7-Day Avg +7.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.37% | 9.62%
Prior 7.55% | 9.34%
Current vs Prior -2.39% | +3.10%
Prior 7-Day Avg 7.98% | 9.68%
Current vs 7-Day Avg -7.65% | -0.54%
Prior 7-Day Eod 7.55% | 9.34%
Current vs 7-Day Eod -2.39% | +3.10%
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

Strong bullish conviction with 87% of dollar volume in calls ($196.0K) vs puts ($29.3K). Massive premium surge with dollar volume up 208% vs prior. Unusually high activity with volume up 124% vs prior - elevated interest. Extreme bullish P/C ratio of 0.30 - heavy call buying (498 calls vs 150 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. 3 found (avg delta 0.67, highest 0.80)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 215.908.20$7.0532.6%70.802.2K
$82.50Aug 212.504.50$3.5057.1%20.69--
$85.00Aug 212.502.85$2.6813.1%210.531.8K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 157, top 54)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 210.050.35$0.20150.0%540.07878
$90.00Aug 210.601.00$0.8050.0%280.23658
$85.00Aug 212.502.85$2.6813.1%210.531.8K
$87.50Aug 211.301.70$1.5026.7%140.371.3K
$80.00Aug 215.908.20$7.0532.6%70.802.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 212.052.40$2.2215.8%140.4743
$75.00Aug 210.300.50$0.4050.0%70.101.2K
$70.00Aug 210.050.40$0.23152.2%30.05--
$80.00Aug 210.651.00$0.8342.2%30.20700
$77.50Aug 210.150.65$0.40125.0%20.11--

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. 8 found (best R:R 28.41, avg 6.54)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$95.00Aug 21$0.60$4.40$0.607.33$90.60
$87.50$90.00Aug 21$0.70$1.80$0.702.57$88.20
$82.50$85.00Aug 21$0.82$1.68$0.822.05$83.32
$85.00$87.50Aug 21$1.18$1.32$1.181.12$86.18
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$70.00Aug 21$0.17$4.83$0.1728.41$74.83
$80.00$77.50Aug 21$0.43$2.07$0.434.81$79.57
$82.50$80.00Aug 21$0.47$2.03$0.474.32$82.03
$85.00$82.50Aug 21$0.92$1.58$0.921.72$84.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.89, avg 0.37)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$87.50Aug 21$1.18$1.18$1.320.89$86.18
$82.50$85.00Aug 21$0.82$0.82$1.680.49$83.32
$87.50$90.00Aug 21$0.70$0.70$1.800.39$88.20
$90.00$95.00Aug 21$0.60$0.60$4.400.14$90.60
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$82.50Aug 21$0.92$0.92$1.580.58$84.08
$82.50$80.00Aug 21$0.47$0.47$2.030.23$82.03
$80.00$77.50Aug 21$0.43$0.43$2.070.21$79.57
$75.00$70.00Aug 21$0.17$0.17$4.830.04$74.83

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 5.63% of stock, avg 6.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.50Aug 21$3.50$1.30$4.80$77.70$87.305.63%
$85.00Aug 21$2.68$2.22$4.90$80.10$89.905.75%
$80.00Aug 21$7.05$0.83$7.88$72.12$87.889.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.70% of stock, avg 2.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$95.00$77.50Aug 21$0.20$0.40$0.60$76.90$95.60
$95.00$75.00Aug 21$0.20$0.40$0.60$74.40$95.60
$95.00$80.00Aug 21$0.20$0.83$1.03$78.97$96.03
$90.00$77.50Aug 21$0.80$0.40$1.20$76.30$91.20
$90.00$75.00Aug 21$0.80$0.40$1.20$73.80$91.20
$95.00$82.50Aug 21$0.20$1.30$1.50$81.00$96.50
$90.00$80.00Aug 21$0.80$0.83$1.63$78.37$91.63
$87.50$77.50Aug 21$1.50$0.40$1.90$75.60$89.40
$87.50$75.00Aug 21$1.50$0.40$1.90$73.10$89.40
$90.00$82.50Aug 21$0.80$1.30$2.10$80.40$92.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 2.91, avg credit $1.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
70/7580/82Aug 21$3.72$1.282.91$71.28$83.72
80/8285/88Aug 21$1.65$0.851.94$80.85$86.65
82/8588/90Aug 21$1.62$0.881.84$83.38$89.12
78/8085/88Aug 21$1.61$0.891.81$78.39$86.61
78/8082/85Aug 21$1.25$1.251.00$78.75$83.75
80/8288/90Aug 21$1.17$1.330.88$81.33$88.67
78/8088/90Aug 21$1.13$1.370.82$78.87$88.63
82/8590/95Aug 21$1.52$3.480.44$83.48$91.52
70/7585/88Aug 21$1.35$3.650.37$73.65$86.35
80/8290/95Aug 21$1.07$3.930.27$81.43$91.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.81, cheapest $0.43)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$85.00$87.50$90.00Aug 21$0.48$2.024.21
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$75.00$77.50$80.00Aug 21$0.43$2.074.81
$80.00$82.50$85.00Aug 21$0.45$2.054.56

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 $-0.06, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$87.50$90.001:2Aug 21-$0.10$2.40
$85.00$87.501:2Aug 21-$0.32$2.18
$82.50$85.001:2Aug 21-$1.86$0.64
$90.00$95.001:2Aug 21$0.40$4.60
$80.00$82.501:2Aug 21$0.05$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$70.001:2Aug 21-$0.06$4.94
$82.50$80.001:2Aug 21-$0.36$2.14
$85.00$82.501:2Aug 21-$0.38$2.12
$77.50$75.001:2Aug 21-$0.40$2.10
$80.00$77.501:2Aug 21$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.53%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Aug 21$1.300.372.7%1.53%4.23%141.3K
$90.00Aug 21$0.600.235.6%0.70%6.34%28658

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 498
Total Puts 150
Put/Call Ratio 0.30
Net Difference 348

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,096
Total Puts 949
Average Put/Call Ratio 0.43
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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