Tour v366
XENE
XENON PHARMACEUTICAL
$66.04 -3.25%
$66.81 (+1.17%)🌙
as of 07/20 07:18 PM
7/20 19:18

Option Volume

Detail
Current (07/20) 206
Calls: 133 (65%)
Puts: 73 (35%)
Prior (07/17) 2,146
Calls: 2,070 (96%)
Puts: 76 (4%)
Current vs Prior -90.40%
Calls: -93.57% (Calls)
Puts: -3.95% (Puts)
Prior 7-Day Total 7,134
Calls: 6,767 (95%)
Puts: 367 (5%)
Prior 7-Day Average 1,019
Calls: 966 (95%)
Puts: 52 (5%)
Current vs Prior 7-Day Avg -79.79%
Calls: -86.24%
Puts: +39.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $125.3K
Calls: $95.7K (76%)
Puts: $29.6K (24%)
Prior (07/17) $634.2K
Calls: $594.3K (94%)
Puts: $40.0K (6%)
Current vs Prior -80.24%
Calls: -83.90%
Puts: -25.84%
Prior 7-Day Total $2.23M
Calls: $2.04M (91%)
Puts: $195.9K (9%)
Prior 7-Day Average $319.2K
Calls: $291.2K (91%)
Puts: $28.0K (9%)
Current vs Prior 7-Day Avg -60.74%
Calls: -67.15%
Puts: +5.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.55
Prior (07/17) 0.04
Current vs Prior +1394.95%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +217.97%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 2,297
Calls: 2,242 (98%)
Puts: 55 (2%)
Prior (07/17) 12,881
Calls: 12,876 (100%)
Puts: 5 (0%)
Current vs Prior -82.17%
Prior 7-Day Total 130,113
Calls: 129,826 (100%)
Puts: 287 (0%)
Prior 7-Day Average 18,587
Calls: 18,546 (100%)
Puts: 41 (0%)
Current vs Prior 7-Day Avg -87.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.60% | 19.91%
Prior 17.29% | 21.68%
Current vs Prior -9.78% | -8.16%
Prior 7-Day Avg 10.91% | 18.93%
Current vs 7-Day Avg +42.95% | +5.17%
Prior 7-Day Eod 17.29% | 21.68%
Current vs 7-Day Eod -9.78% | -8.16%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 53.00% | 62.50%
Calls: 28.57% | 58.41%
Puts: 77.42% | 66.59%
Prior 53.00% | 62.50%
Calls: 28.57% | 58.41%
Puts: 77.42% | 66.59%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.00% | 62.50%
Calls: 28.57% | 58.41%
Puts: 77.42% | 66.59%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($95.7K) vs puts ($29.6K). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 90% vs prior. Bullish P/C ratio of 0.55.

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. 2 found (avg delta 0.54, highest 0.57)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 212.504.90$3.7064.9%210.507
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 215.008.50$6.7551.9%250.5754

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 125, top 25)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 212.504.90$3.7064.9%210.507
$80.00Aug 210.902.70$1.80100.0%150.24632
$70.00Aug 212.105.30$3.7086.5%100.44--
$75.00Aug 211.004.20$2.60123.1%30.321.3K
$85.00Aug 210.751.75$1.2580.0%20.17--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 212.654.70$3.6855.7%250.41--
$70.00Aug 215.008.50$6.7551.9%250.5754
$60.00Aug 210.053.00$1.53192.8%210.231
$55.00Aug 210.003.30$1.65200.0%10.18--
$57.50Aug 210.003.60$1.80200.0%10.21--

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 15.67, avg 5.07)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.00$85.00Aug 21$0.55$4.45$0.558.09$80.55
$70.00$75.00Aug 21$1.10$3.90$1.103.55$71.10
$75.00$77.50Aug 21$1.15$1.35$1.151.17$76.15
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$55.00Aug 21$0.15$2.35$0.1515.67$57.35
$65.00$60.00Aug 21$2.15$2.85$2.151.33$62.85
$70.00$65.00Aug 21$3.07$1.93$3.070.63$66.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 1.59, avg 0.61)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$77.50Aug 21$1.15$1.15$1.350.85$76.15
$70.00$75.00Aug 21$1.10$1.10$3.900.28$71.10
$80.00$85.00Aug 21$0.55$0.55$4.450.12$80.55
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$65.00Aug 21$3.07$3.07$1.931.59$66.93
$65.00$60.00Aug 21$2.15$2.15$2.850.75$62.85
$57.50$55.00Aug 21$0.15$0.15$2.350.06$57.35

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. 1 found (cheapest 15.82% of stock, avg 15.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$70.00Aug 21$3.70$6.75$10.45$59.55$80.4515.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 4.21% of stock, avg 6.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$85.00$60.00Aug 21$1.25$1.53$2.78$57.22$87.78
$85.00$55.00Aug 21$1.25$1.65$2.90$52.10$87.90
$77.50$60.00Aug 21$1.45$1.53$2.98$57.02$80.48
$85.00$57.50Aug 21$1.25$1.80$3.05$54.45$88.05
$77.50$55.00Aug 21$1.45$1.65$3.10$51.90$80.60
$77.50$57.50Aug 21$1.45$1.80$3.25$54.25$80.75
$80.00$60.00Aug 21$1.80$1.53$3.33$56.67$83.33
$80.00$55.00Aug 21$1.80$1.65$3.45$51.55$83.45
$80.00$57.50Aug 21$1.80$1.80$3.60$53.90$83.60
$75.00$60.00Aug 21$2.60$1.53$4.13$55.87$79.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 5.41, avg credit $2.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/7075/78Aug 21$4.22$0.785.41$65.78$79.22
65/7080/85Aug 21$3.62$1.382.62$66.38$83.62
60/6575/78Aug 21$3.30$1.701.94$61.70$78.30
60/6570/75Aug 21$3.25$1.751.86$61.75$73.25
60/6580/85Aug 21$2.70$2.301.17$62.30$82.70
55/5875/78Aug 21$1.30$1.201.08$56.20$76.30
55/5870/75Aug 21$1.25$3.750.33$56.25$71.25
55/5880/85Aug 21$0.70$4.300.16$56.80$80.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 4.43, cheapest $0.92)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$75.00$77.50$80.00Aug 21$1.50$1.000.67
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$60.00$65.00$70.00Aug 21$0.92$4.084.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.61, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$80.00$85.001:2Aug 21-$0.70$4.30
$70.00$75.001:2Aug 21-$1.50$3.50
$75.00$77.501:2Aug 21-$0.30$2.20
$77.50$80.001:2Aug 21-$2.15$0.35
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Aug 21-$0.61$4.39
$57.50$55.001:2Aug 21-$1.50$1.00
$60.00$57.501:2Aug 21-$2.07$0.43
$65.00$60.001:2Aug 21$0.62$4.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 3.79%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Aug 21$2.500.502.2%3.79%6.00%217
$70.00Aug 21$2.100.446.0%3.18%9.18%10--
$75.00Aug 21$1.000.3213.6%1.51%15.08%31.3K
$80.00Aug 21$0.900.2421.1%1.36%22.50%15632
$85.00Aug 21$0.750.1728.7%1.14%29.85%2--
$77.50Aug 21$0.150.2317.4%0.23%17.58%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 133
Total Puts 73
Put/Call Ratio 0.55
Net Difference 60

Prior's Put/Call Breakdown

Total Calls 2,070
Total Puts 76
Put/Call Ratio 0.04
Net Difference 1,994

Prior 7-Day Put/Call Summary

Total Calls 6,767
Total Puts 367
Average Put/Call Ratio 0.17
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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