Tour v477
SYY
SYSCO CORP
$85.24 +0.63%
$84.46 (-0.92%)🌙
as of 07/31 07:11 PM
7/31 19:11

Option Volume

Detail
Current (07/31) 1,145
Calls: 931 (81%)
Puts: 214 (19%)
Prior (07/30) 424
Calls: 375 (88%)
Puts: 49 (12%)
Current vs Prior +170.05%
Calls: +148.27% (Calls)
Puts: +336.73% (Puts)
Prior 7-Day Total 3,423
Calls: 2,637 (77%)
Puts: 786 (23%)
Prior 7-Day Average 489
Calls: 376 (77%)
Puts: 112 (23%)
Current vs Prior 7-Day Avg +134.15%
Calls: +147.14%
Puts: +90.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $211.8K
Calls: $177.9K (84%)
Puts: $33.9K (16%)
Prior (07/30) $112.6K
Calls: $94.9K (84%)
Puts: $17.7K (16%)
Current vs Prior +88.11%
Calls: +87.41%
Puts: +91.88%
Prior 7-Day Total $990.8K
Calls: $793.4K (80%)
Puts: $197.5K (20%)
Prior 7-Day Average $141.5K
Calls: $113.3K (80%)
Puts: $28.2K (20%)
Current vs Prior 7-Day Avg +49.64%
Calls: +56.94%
Puts: +20.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.23
Prior (07/30) 0.13
Current vs Prior +75.91%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg -32.88%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 20,118
Calls: 17,886 (89%)
Puts: 2,232 (11%)
Prior (07/30) 18,587
Calls: 16,147 (87%)
Puts: 2,440 (13%)
Current vs Prior +8.24%
Prior 7-Day Total 133,850
Calls: 113,118 (85%)
Puts: 20,732 (15%)
Prior 7-Day Average 19,121
Calls: 16,159 (85%)
Puts: 2,961 (15%)
Current vs Prior 7-Day Avg +5.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.55% | 8.07%
Prior 7.20% | 8.91%
Current vs Prior -9.09% | -9.44%
Prior 7-Day Avg 7.55% | 9.35%
Current vs 7-Day Avg -13.31% | -13.68%
Prior 7-Day Eod 7.20% | 8.91%
Current vs 7-Day Eod -9.09% | -9.44%
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 84% of dollar volume in calls ($177.9K) vs puts ($33.9K). Elevated premium activity with dollar volume up 88% vs prior. Unusually high activity with volume up 170% vs prior - elevated interest. Volume explosion - 134% above 7-day average (1,145 vs avg 489).

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 0.71, highest 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 2114.1016.60$15.3516.3%10.9495
$82.50Aug 213.804.30$4.0512.3%80.691.9K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 211.902.30$2.1019.0%540.5049

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 240, top 73)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 211.402.65$2.0361.6%730.501.8K
$87.50Aug 211.201.55$1.3825.4%510.341.3K
$82.50Aug 213.804.30$4.0512.3%80.691.9K
$90.00Aug 210.550.75$0.6530.8%50.20676
$70.00Aug 2114.1016.60$15.3516.3%10.9495
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 211.902.30$2.1019.0%540.5049
$82.50Aug 211.051.40$1.2328.5%240.33183
$77.50Aug 210.300.95$0.63103.2%130.15303
$75.00Aug 210.150.35$0.2580.0%80.071.2K
$80.00Aug 210.450.85$0.6561.5%20.19--

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. 6 found (best R:R 7.33, avg 3.89)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$92.50Aug 21$0.30$2.20$0.307.33$90.30
$85.00$87.50Aug 21$0.65$1.85$0.652.85$85.65
$87.50$90.00Aug 21$0.73$1.77$0.732.42$88.23
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.50$75.00Aug 21$0.38$2.12$0.385.58$77.12
$82.50$80.00Aug 21$0.58$1.92$0.583.31$81.92
$85.00$82.50Aug 21$0.87$1.63$0.871.87$84.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 9.42, avg 1.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$82.50Aug 21$11.30$11.30$1.209.42$81.30
$82.50$85.00Aug 21$2.02$2.02$0.484.21$84.52
$87.50$90.00Aug 21$0.73$0.73$1.770.41$88.23
$85.00$87.50Aug 21$0.65$0.65$1.850.35$85.65
$90.00$92.50Aug 21$0.30$0.30$2.200.14$90.30
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$82.50Aug 21$0.87$0.87$1.630.53$84.13
$82.50$80.00Aug 21$0.58$0.58$1.920.30$81.92
$77.50$75.00Aug 21$0.38$0.38$2.120.18$77.12

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 4.85% of stock, avg 5.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Aug 21$2.03$2.10$4.13$80.87$89.134.85%
$82.50Aug 21$4.05$1.23$5.28$77.22$87.786.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.70% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$92.50$75.00Aug 21$0.35$0.25$0.60$74.40$93.10
$90.00$75.00Aug 21$0.65$0.25$0.90$74.10$90.90
$92.50$77.50Aug 21$0.35$0.63$0.98$76.52$93.48
$92.50$80.00Aug 21$0.35$0.65$1.00$79.00$93.50
$90.00$77.50Aug 21$0.65$0.63$1.28$76.22$91.28
$90.00$80.00Aug 21$0.65$0.65$1.30$78.70$91.30
$92.50$82.50Aug 21$0.35$1.23$1.58$80.92$94.08
$87.50$75.00Aug 21$1.38$0.25$1.63$73.37$89.13
$90.00$82.50Aug 21$0.65$1.23$1.88$80.62$91.88
$87.50$77.50Aug 21$1.38$0.63$2.01$75.49$89.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 24.00, avg credit $1.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7882/85Aug 21$2.40$0.1024.00$75.10$84.90
82/8588/90Aug 21$1.60$0.901.78$83.40$89.10
80/8288/90Aug 21$1.31$1.191.10$81.19$88.81
80/8285/88Aug 21$1.23$1.270.97$81.27$86.23
82/8590/92Aug 21$1.17$1.330.88$83.83$91.17
75/7888/90Aug 21$1.11$1.390.80$76.39$88.61
75/7885/88Aug 21$1.03$1.470.70$76.47$86.03
80/8290/92Aug 21$0.88$1.620.54$81.62$90.88
75/7890/92Aug 21$0.68$1.820.37$76.82$90.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 7.62, cheapest $0.29)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$87.50$90.00$92.50Aug 21$0.43$2.074.81
$82.50$85.00$87.50Aug 21$1.37$1.130.82
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$80.00$82.50$85.00Aug 21$0.29$2.217.62
$77.50$80.00$82.50Aug 21$0.56$1.943.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.01, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.50$85.001:2Aug 21-$0.01$2.49
$90.00$92.501:2Aug 21-$0.05$2.45
$85.00$87.501:2Aug 21-$0.73$1.77
$70.00$82.501:2Aug 21$7.25$5.25
$87.50$90.001:2Aug 21$0.08$2.42
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$82.50$80.001:2Aug 21-$0.07$2.43
$85.00$82.501:2Aug 21-$0.36$2.14
$80.00$77.501:2Aug 21-$0.61$1.89
$77.50$75.001:2Aug 21$0.13$2.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.41%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Aug 21$1.200.342.6%1.41%4.06%511.3K
$90.00Aug 21$0.550.205.6%0.65%6.23%5676
$92.50Aug 21$0.250.128.5%0.29%8.81%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 931
Total Puts 214
Put/Call Ratio 0.23
Net Difference 717

Prior's Put/Call Breakdown

Total Calls 375
Total Puts 49
Put/Call Ratio 0.13
Net Difference 326

Prior 7-Day Put/Call Summary

Total Calls 2,637
Total Puts 786
Average Put/Call Ratio 0.34
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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