Tour v531
C
CITIGROUP INC
$124.26 +0.85%
$124.22 (-0.03%)🌙
as of 10/16 09:50 PM
◀ 10/16 21:50

Option Volume

Detail
ℹ
Current (10/16) 85,161
Calls: 34,782 (41%)
Puts: 50,379 (59%)
Prior (10/14) 135,843
Calls: 38,764 (29%)
Puts: 97,079 (71%)
Current vs Prior -37.31%
Calls: -10.27% (Calls)
Puts: -48.11% (Puts)
Prior 7-Day Total 483,988
Calls: 249,455 (52%)
Puts: 234,533 (48%)
Prior 7-Day Average 69,141
Calls: 35,636 (52%)
Puts: 33,504 (48%)
Current vs Prior 7-Day Avg +23.17%
Calls: -2.40%
Puts: +50.36%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/16) $26.50M
Calls: $11.82M (45%)
Puts: $14.68M (55%)
Prior (10/14) $25.22M
Calls: $9.02M (36%)
Puts: $16.20M (64%)
Current vs Prior +5.09%
Calls: +31.09%
Puts: -9.38%
Prior 7-Day Total $121.50M
Calls: $63.29M (52%)
Puts: $58.21M (48%)
Prior 7-Day Average $17.36M
Calls: $9.04M (52%)
Puts: $8.32M (48%)
Current vs Prior 7-Day Avg +52.68%
Calls: +30.70%
Puts: +76.57%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 1.45
Prior (10/14) 2.50
Current vs Prior -42.16%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +54.93%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/16) 725,329
Calls: 354,015 (49%)
Puts: 371,314 (51%)
Prior (10/14) 1,185,041
Calls: 526,290 (44%)
Puts: 658,751 (56%)
Current vs Prior -38.79%
Prior 7-Day Total 7,946,351
Calls: 3,400,818 (43%)
Puts: 4,545,533 (57%)
Prior 7-Day Average 1,135,193
Calls: 485,831 (43%)
Puts: 649,361 (57%)
Current vs Prior 7-Day Avg -36.11%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 0.92% | 3.49%0.92% | 9.24%
Prior 2.48% | 4.13%2.48% | 9.53%
Current vs Prior +40.94% | +20.61%-62.98% | -3.04%
Prior 7-Day Avg 2.44% | 4.86%4.28% | 10.06%
Current vs 7-Day Avg +43.36% | +2.54%-78.57% | -8.20%
Prior 7-Day Eod 2.48% | 4.13%2.48% | 9.53%
Current vs 7-Day Eod +40.94% | +20.61%-62.98% | -3.04%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.23% | 12.69%
Calls: 16.58% | 15.14%
Puts: 19.89% | 10.23%
Prior 18.23% | 12.69%
Calls: 16.58% | 15.14%
Puts: 19.89% | 10.23%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.17% | 8.43%
Calls: 13.59% | 8.40%
Puts: 20.75% | 8.45%
Current vs 7-Day Avg +6.18% | +50.56%
Liquidity Expensive
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🤖 AI Insights

Dollar volume significantly above 7-day average (53% higher). Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio dropping 42% - sentiment shifting bullish. Declining open interest (down 39%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 8.7%, best 6.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 201.852.02$1.948.8%8620.302.3K
$125.00Nov 203.754.10$3.938.9%4950.472.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Oct 234.054.30$4.186.0%190.78257
$125.00Nov 204.555.00$4.789.4%3920.532.6K
$130.00Nov 207.558.30$7.939.5%3160.702.9K
$125.00Oct 232.092.30$2.199.6%1.9K0.552.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.76, cheapest $0.60)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Oct 230.540.65$0.6018.3%5660.23748
$135.00Nov 200.790.89$0.8411.9%9530.167.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Oct 230.911.07$0.9916.2%4940.31548
$118.00Oct 300.670.82$0.7520.0%1090.1878
$110.00Nov 200.540.65$0.6018.3%1570.1043.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 115 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 1618.0520.55$19.3013.0%61.00--
$110.00Oct 1612.8515.55$14.2019.0%21.00246
$115.00Oct 168.3510.15$9.2519.5%1291.00209
$116.00Oct 167.059.55$8.3030.1%71.0018
$100.00Oct 1623.0026.10$24.5512.6%151.00143
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 160.430.94$0.6973.9%2.2K1.0010.9K
$126.00Oct 161.072.14$1.6166.5%3.6K1.00990
$127.00Oct 162.093.80$2.9558.0%8891.001.1K
$128.00Oct 162.924.50$3.7142.6%1591.00224
$129.00Oct 164.006.00$5.0040.0%161.00892

Most actively traded options today. High liquidity = easy entry/exit. 315 active (total vol 60.7K, top 11.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Oct 160.000.10$0.05200.0%2.7K0.071.1K
$125.00Oct 231.521.70$1.6111.2%2.7K0.452.4K
$126.00Oct 160.000.01$0.01100.0%1.6K0.02769
$125.00Oct 160.000.05$0.03166.7%1.5K0.111.9K
$124.00Oct 160.180.73$0.45122.2%1.3K0.801.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 200.090.20$0.1573.3%11.2K0.033.0K
$126.00Oct 161.072.14$1.6166.5%3.6K1.00990
$124.00Oct 160.020.10$0.06133.3%2.7K0.231.3K
$120.00Oct 230.480.59$0.5320.8%2.6K0.194.7K
$125.00Oct 160.430.94$0.6973.9%2.2K1.0010.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 95.6%, max 102.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Oct 16Nov 1351.3%27.1%89.1%1.3K1.5K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Oct 16Nov 2751.3%25.4%102.1%2.7K1.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 1.70, avg 3.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$122.00Nov 27$0.69$1.31$0.6967%1.90$120.69
$121.00$122.00Oct 16$0.58$0.42$0.5895%0.72$121.58
$124.00$125.00Nov 13$0.20$0.80$0.2051%4.00$124.20
$120.00$121.00Oct 23$0.53$0.47$0.5381%0.89$120.53
$121.00$122.00Oct 30$0.47$0.53$0.4769%1.13$121.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$134.00Oct 23$0.37$0.63$0.37100%1.70$134.63
$136.00$135.00Oct 23$0.45$0.55$0.4597%1.22$135.55
$130.00$129.00Oct 16$0.60$0.40$0.60100%0.67$129.40
$131.00$129.00Oct 30$1.20$0.80$1.2083%0.67$129.80
$129.00$128.00Nov 13$0.32$0.68$0.3268%2.13$128.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 1.08, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$143.00$145.00Oct 16$1.04$1.04$0.9686%1.08$144.04
$140.00$141.00Nov 13$0.58$0.58$0.4288%1.38$140.58
$130.00$131.00Nov 27$0.65$0.65$0.3568%1.86$130.65
$125.00$126.00Nov 13$0.80$0.80$0.2053%4.00$125.80
$140.00$141.00Nov 27$0.39$0.39$0.6188%0.64$140.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$122.00$120.00Nov 27$1.20$1.20$0.8058%1.50$120.80
$122.00$121.00Nov 13$0.81$0.81$0.1958%4.26$121.19
$123.00$122.00Nov 27$0.84$0.84$0.1654%5.25$122.16
$113.00$110.00Oct 30$0.52$0.52$2.4887%0.21$112.48
$110.00$109.00Nov 27$0.35$0.35$0.6587%0.54$109.65

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. 98 found (cheapest 0.41% of stock, avg 6.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$124.00Oct 16$0.45$0.06$0.51$123.49$124.510.41%
$125.00Oct 16$0.03$0.69$0.72$124.28$125.720.58%
$123.00Oct 16$1.27$0.04$1.31$121.69$124.311.05%
$126.00Oct 16$0.01$1.61$1.62$124.38$127.621.30%
$122.00Oct 16$2.56$0.01$2.57$119.43$124.572.07%
$127.00Oct 16$0.05$2.95$3.00$124.00$130.002.41%
$121.00Oct 16$3.14$0.05$3.19$117.81$124.192.57%
$128.00Oct 16$0.01$3.71$3.72$124.28$131.722.99%
$125.00Oct 23$1.61$2.19$3.80$121.20$128.803.06%
$124.00Oct 23$2.15$1.71$3.86$120.14$127.863.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 0.06% of stock, avg 3.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$123.00Oct 16$0.03$0.04$0.07$122.93$125.07
$125.00$121.00Oct 16$0.03$0.05$0.08$120.92$125.08
$127.00$123.00Oct 16$0.05$0.04$0.09$122.91$127.09
$125.00$124.00Oct 16$0.03$0.06$0.09$123.91$125.09
$127.00$121.00Oct 16$0.05$0.05$0.10$120.90$127.10
$127.00$124.00Oct 16$0.05$0.06$0.11$123.89$127.11
$131.00$123.00Oct 16$0.11$0.04$0.15$122.85$131.15
$131.00$121.00Oct 16$0.11$0.05$0.16$120.84$131.16
$131.00$124.00Oct 16$0.11$0.06$0.17$123.83$131.17
$129.00$120.00Oct 23$0.38$0.53$0.91$119.09$129.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 200 found (best R:R 6.69, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/116140/141Nov 13$0.87$0.1367%6.69$115.13$140.87
109/110140/141Nov 27$0.74$0.2675%2.85$109.26$140.74
109/110133/134Nov 27$0.79$0.2163%3.76$109.21$133.79
111/112140/141Nov 27$0.72$0.2870%2.57$111.28$140.72
117/118140/141Nov 27$0.82$0.1859%4.56$117.18$140.82
116/117140/141Nov 13$0.76$0.2464%3.17$116.24$140.76
110/111140/141Nov 27$0.67$0.3372%2.03$110.33$140.67
114/115140/141Nov 13$0.69$0.3170%2.23$114.31$140.69
117/118140/141Nov 13$0.75$0.2561%3.00$117.25$140.75
111/112133/134Nov 27$0.77$0.2358%3.35$111.23$133.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 5.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Nov 20$0.78$4.2236%5.41
$123.00$124.00$125.00Oct 16$0.40$0.6081%1.50
$124.00$125.00$126.00Oct 16$0.40$0.6078%1.50
$130.00$135.00$140.00Nov 20$0.58$4.4222%7.62
$125.00$130.00$135.00Nov 20$0.89$4.1131%4.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Nov 20$0.65$4.3531%6.69
$124.00$125.00$126.00Oct 16$0.29$0.7177%2.45
$110.00$115.00$120.00Nov 20$0.49$4.5124%9.20
$123.00$124.00$125.00Oct 16$0.61$0.3991%0.64
$120.00$125.00$130.00Nov 20$0.96$4.0435%4.21

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 127 found (best net $-2.02, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Nov 6-$2.02$2.98
$120.00$125.001:2Nov 20-$1.16$3.84
$115.00$120.001:2Nov 20-$2.57$2.43
$140.00$145.001:2Nov 20-$0.08$4.92
$138.00$140.001:2Nov 6-$0.04$1.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Nov 20-$0.40$4.60
$130.00$125.001:2Nov 20-$1.63$3.37
$120.00$115.001:2Nov 20-$0.11$4.89
$127.00$126.001:2Oct 16-$0.27$0.73
$133.00$130.001:2Oct 16-$2.38$0.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 3.02%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Nov 20$3.750.470.6%3.02%3.61%4952.5K
$127.00Nov 27$2.750.412.2%2.21%4.42%101
$128.00Nov 27$2.320.383.0%1.87%4.88%4--
$130.00Nov 27$1.850.324.6%1.49%6.11%6156
$130.00Nov 20$1.850.304.6%1.49%6.11%8622.3K
$126.00Nov 13$2.680.431.4%2.16%3.56%2757
$125.00Nov 27$3.000.480.6%2.41%3.01%214
$125.00Nov 13$2.940.470.6%2.37%2.96%1658
$133.00Nov 27$1.120.247.0%0.90%7.93%75
$127.00Nov 13$2.050.392.2%1.65%3.85%6215

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 34,782
Total Puts 50,379
Put/Call Ratio 1.45
Net Difference -15,597

Prior's Put/Call Breakdown

Total Calls 38,764
Total Puts 97,079
Put/Call Ratio 2.50
Net Difference -58,315

Prior 7-Day Put/Call Summary

Total Calls 249,455
Total Puts 234,533
Average Put/Call Ratio 0.93
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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