Tour v340
C
CITIGROUP INC
$134.89 +1.22%
$134.88 (-0.01%)🌙
as of 07/15 06:05 PM
7/15 18:05

Option Volume

Detail
Current (07/15) 90,065
Calls: 61,938 (69%)
Puts: 28,127 (31%)
Prior (07/14) 189,068
Calls: 110,783 (59%)
Puts: 78,285 (41%)
Current vs Prior -52.36%
Calls: -44.09% (Calls)
Puts: -64.07% (Puts)
Prior 7-Day Total 517,819
Calls: 301,063 (58%)
Puts: 216,756 (42%)
Prior 7-Day Average 73,974
Calls: 43,009 (58%)
Puts: 30,965 (42%)
Current vs Prior 7-Day Avg +21.75%
Calls: +44.01%
Puts: -9.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $36.78M
Calls: $29.99M (82%)
Puts: $6.79M (18%)
Prior (07/14) $53.80M
Calls: $26.31M (49%)
Puts: $27.49M (51%)
Current vs Prior -31.64%
Calls: +13.98%
Puts: -75.31%
Prior 7-Day Total $190.34M
Calls: $131.70M (69%)
Puts: $58.64M (31%)
Prior 7-Day Average $27.19M
Calls: $18.81M (69%)
Puts: $8.38M (31%)
Current vs Prior 7-Day Avg +35.25%
Calls: +59.39%
Puts: -18.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.45
Prior (07/14) 0.71
Current vs Prior -35.74%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -39.32%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 1,229,622
Calls: 548,241 (45%)
Puts: 681,381 (55%)
Prior (07/14) 1,183,983
Calls: 525,562 (44%)
Puts: 658,421 (56%)
Current vs Prior +3.85%
Prior 7-Day Total 8,156,186
Calls: 3,596,949 (44%)
Puts: 4,559,237 (56%)
Prior 7-Day Average 1,165,169
Calls: 513,849 (44%)
Puts: 651,319 (56%)
Current vs Prior 7-Day Avg +5.53%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.62% | 4.40%2.62% | 9.85%
Prior 3.71% | 5.07%3.71% | 10.13%
Current vs Prior -29.34% | -13.33%-29.34% | -2.81%
Prior 7-Day Avg 3.35% | 5.64%5.17% | 10.65%
Current vs 7-Day Avg -21.61% | -22.00%-49.21% | -7.54%
Prior 7-Day Eod 3.71% | 5.07%3.71% | 10.13%
Current vs 7-Day Eod -29.34% | -13.33%-29.34% | -2.81%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 6.98% | 5.93%
Calls: 6.79% | 7.85%
Puts: 7.18% | 4.01%
Prior 6.37% | 6.57%
Calls: 6.06% | 5.97%
Puts: 6.67% | 7.18%
Current vs Prior +9.58% | -9.74%
Prior 7-Day Avg 10.20% | 5.98%
Calls: 10.01% | 5.91%
Puts: 10.39% | 6.04%
Current vs 7-Day Avg -31.60% | -0.79%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($29.99M) vs puts ($6.79M). Below-average activity with volume down 52% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (61,938 calls vs 28,127 puts). P/C ratio dropping 36% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 81 of results (avg 7.8%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 243.203.35$3.284.6%4660.57399
$130.00Aug 217.808.20$8.005.0%6100.665.6K
$115.00Jul 1719.4520.55$20.005.5%40.99896
$135.00Aug 215.005.30$5.155.8%1.3K0.503.3K
$135.00Jul 242.662.82$2.745.8%3520.51336
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 213.103.25$3.184.7%3.3K0.358.1K
$135.00Aug 215.155.40$5.284.7%1420.501.3K
$155.00Aug 2120.0021.35$20.686.5%--0.9338
$147.00Jul 2411.7512.55$12.156.6%--0.9647
$137.00Jul 243.653.90$3.786.6%620.61221

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.75, cheapest $0.26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 310.530.61$0.5714.0%3540.14338
$141.00Jul 240.600.71$0.6616.7%420.19113
$150.00Aug 210.710.82$0.7614.5%12.4K0.133.8K
$145.00Aug 70.800.93$0.8714.9%--0.17112
$140.00Jul 240.820.93$0.8812.5%1690.231.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 240.240.27$0.2611.5%850.08643
$127.00Jul 240.400.44$0.429.5%110.1254
$128.00Jul 240.520.58$0.5510.9%1830.15150
$129.00Jul 240.670.73$0.708.6%1730.1851
$126.00Jul 310.680.83$0.7619.7%160.1527

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 140 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2123.9026.00$24.958.4%--1.00537
$110.00Jul 1723.9025.70$24.807.3%421.001.9K
$110.00Jul 2423.5525.80$24.689.1%10.991
$115.00Jul 1719.4520.55$20.005.5%40.99896
$120.00Jul 1714.2515.30$14.787.1%170.983.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 178.7510.00$9.3813.3%211.00327
$145.00Jul 179.6510.85$10.2511.7%241.001.2K
$147.00Jul 1711.7513.45$12.6013.5%31.001.0K
$148.00Jul 1712.8014.40$13.6011.8%--1.0039
$150.00Jul 1714.8016.45$15.6310.6%--1.0080

Most actively traded options today. High liquidity = easy entry/exit. 293 active (total vol 68.8K, top 12.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 210.710.82$0.7614.5%12.4K0.133.8K
$140.00Aug 212.893.10$3.007.0%7.1K0.3510.1K
$135.00Jul 171.361.55$1.4613.0%3.9K0.505.5K
$137.00Jul 170.550.69$0.6222.6%3.7K0.291.6K
$133.00Jul 172.552.85$2.7011.1%1.9K0.70914
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 213.103.25$3.184.7%3.3K0.358.1K
$133.00Jul 170.620.83$0.7328.8%3.1K0.301.2K
$130.00Jul 170.180.28$0.2343.5%1.6K0.116.4K
$132.00Jul 170.420.56$0.4928.6%1.3K0.22616
$134.00Jul 170.951.17$1.0620.8%8120.403.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 68 strikes (avg 68.0%, max 212.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 17Aug 2893.9%30.0%212.5%144.1K
$115.00Jul 17Aug 2898.9%33.5%195.1%7897
$155.00Jul 17Aug 2875.9%28.8%163.2%436.8K
$157.50Jul 17Aug 1479.7%30.6%160.5%21650
$110.00Jul 17Aug 2197.8%37.7%159.5%422.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 2898.9%33.5%195.1%383.7K
$110.00Jul 17Aug 2197.8%37.7%159.5%623.7K
$120.00Jul 17Aug 2875.4%32.8%130.0%1747.1K
$124.00Jul 17Aug 2871.0%32.0%122.0%74346
$146.00Jul 17Aug 765.5%29.9%119.2%2193

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 178 found (best R:R 34.71, avg 3.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.15$4.85$0.1532.33$155.15
$155.00$160.00Aug 28$0.19$4.81$0.1925.32$155.19
$150.00$152.50Aug 14$0.19$2.31$0.1912.16$150.19
$150.00$155.00Aug 21$0.44$4.56$0.4410.36$150.44
$150.00$155.00Aug 28$0.51$4.49$0.518.80$150.51
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 14$0.14$4.86$0.1434.71$114.86
$120.00$115.00Jul 31$0.15$4.85$0.1532.33$119.85
$115.00$110.00Aug 21$0.18$4.82$0.1826.78$114.82
$115.00$110.00Aug 7$0.21$4.79$0.2122.81$114.79
$120.00$115.00Aug 7$0.25$4.75$0.2519.00$119.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 245 found (best R:R 29.77, avg 1.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$121.00$125.00Jul 31$3.87$3.87$0.1329.77$124.87
$110.00$115.00Jul 17$4.80$4.80$0.2024.00$114.80
$115.00$120.00Aug 21$4.70$4.70$0.3015.67$119.70
$129.00$130.00Jul 17$0.90$0.90$0.109.00$129.90
$125.00$128.00Jul 24$2.67$2.67$0.338.09$127.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Aug 21$4.63$4.63$0.3712.51$150.37
$150.00$146.00Aug 7$3.55$3.55$0.457.89$146.45
$144.00$143.00Jul 17$0.88$0.88$0.127.33$143.12
$145.00$144.00Jul 31$0.88$0.88$0.127.33$144.12
$143.00$142.00Jul 17$0.87$0.87$0.136.69$142.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $0.71, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$148.00Jul 17Jul 24$0.0759.4%32.3%
$145.00Jul 17Jul 24$0.1547.0%29.8%
$143.00Jul 17Jul 24$0.2647.9%30.4%
$144.00Jul 17Jul 24$0.2644.1%31.3%
$125.00Jul 17Jul 24$0.3558.8%34.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$124.00Jul 17Jul 24$0.0671.0%35.6%
$123.00Jul 17Jul 24$0.0764.7%34.8%
$126.00Jul 17Jul 24$0.1758.6%33.5%
$125.00Jul 17Jul 24$0.1858.8%34.9%
$121.00Jul 24Jul 31$0.1838.5%35.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 137 found (cheapest 2.19% of stock, avg 7.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$1.46$1.49$2.95$132.05$137.952.19%
$136.00Jul 17$0.99$2.04$3.03$132.97$139.032.25%
$134.00Jul 17$2.05$1.06$3.11$130.89$137.112.31%
$137.00Jul 17$0.62$2.66$3.28$133.72$140.282.43%
$133.00Jul 17$2.70$0.73$3.43$129.57$136.432.54%
$138.00Jul 17$0.39$3.45$3.84$134.16$141.842.85%
$132.00Jul 17$3.50$0.49$3.99$128.01$135.992.96%
$139.00Jul 17$0.24$4.28$4.52$134.48$143.523.35%
$131.00Jul 17$4.35$0.33$4.68$126.32$135.683.47%
$135.00Jul 24$2.74$2.65$5.39$129.61$140.394.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.35% of stock, avg 3.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$139.00$130.00Jul 17$0.24$0.23$0.47$129.53$139.47
$139.00$131.00Jul 17$0.24$0.33$0.57$130.43$139.57
$138.00$130.00Jul 17$0.39$0.23$0.62$129.38$138.62
$138.00$131.00Jul 17$0.39$0.33$0.72$130.28$138.72
$139.00$132.00Jul 17$0.24$0.49$0.73$131.27$139.73
$155.00$115.00Aug 21$0.32$0.47$0.79$114.21$155.79
$137.00$130.00Jul 17$0.62$0.23$0.85$129.15$137.85
$138.00$132.00Jul 17$0.39$0.49$0.88$131.12$138.88
$137.00$131.00Jul 17$0.62$0.33$0.95$130.05$137.95
$139.00$133.00Jul 17$0.24$0.73$0.97$132.03$139.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 276 found (best R:R 13.29, avg credit $1.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
132/134135/137Aug 28$1.86$0.1413.29$132.14$136.86
110/115120/125Aug 7$4.63$0.3712.51$110.37$124.63
127/128133/134Jul 31$0.90$0.109.00$127.10$133.90
128/129130/131Aug 14$0.90$0.109.00$128.10$130.90
126/127133/134Jul 31$0.89$0.118.09$126.11$133.89
124/125133/134Aug 7$0.89$0.118.09$124.11$133.89
129/130134/135Aug 14$0.89$0.118.09$129.11$134.89
110/115120/126Aug 14$5.30$0.707.57$109.70$125.30
123/124133/134Jul 31$0.88$0.127.33$123.12$133.88
124/125129/130Aug 7$0.88$0.127.33$124.12$129.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 125 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Aug 7$0.05$2.4549.00
$152.50$155.00$157.50Jul 24$0.06$2.4440.67
$138.00$139.00$140.00Jul 17$0.05$0.9519.00
$143.00$144.00$145.00Jul 17$0.05$0.9519.00
$145.00$146.00$147.00Aug 7$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Jul 31$0.11$4.8944.45
$140.00$141.00$142.00Jul 17$0.05$0.9519.00
$110.00$115.00$120.00Aug 14$0.26$4.7418.23
$110.00$115.00$120.00Aug 21$0.27$4.7317.52
$130.00$131.00$132.00Jul 17$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 130 found (best net $-0.01, 120 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Aug 21-$0.02$4.98
$155.00$160.001:2Aug 28-$0.10$4.90
$140.00$145.001:2Aug 21-$0.26$4.74
$135.00$140.001:2Aug 21-$0.85$4.15
$145.00$149.001:2Aug 28-$0.38$3.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Jul 31-$0.01$4.99
$115.00$110.001:2Jul 24-$0.02$4.98
$120.00$115.001:2Aug 21-$0.02$4.98
$120.00$115.001:2Jul 17-$0.04$4.96
$120.00$115.001:2Aug 7-$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 80 found (best yield 3.82%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Aug 28$5.150.500.1%3.82%3.90%421
$135.00Aug 21$5.000.500.1%3.71%3.79%1.3K3.3K
$135.00Aug 14$4.200.490.1%3.11%3.20%3127
$137.00Aug 28$4.200.451.6%3.11%4.68%--30
$135.00Aug 7$4.000.500.1%2.97%3.05%6105
$136.00Aug 14$3.750.460.8%2.78%3.60%26
$135.00Jul 31$3.500.510.1%2.59%2.68%113122
$137.00Aug 14$3.300.431.6%2.45%4.01%--25
$136.00Aug 7$3.250.460.8%2.41%3.23%39
$136.00Jul 31$3.050.470.8%2.26%3.08%33371

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 61,938
Total Puts 28,127
Put/Call Ratio 0.45
Net Difference 33,811

Prior's Put/Call Breakdown

Total Calls 110,783
Total Puts 78,285
Put/Call Ratio 0.71
Net Difference 32,498

Prior 7-Day Put/Call Summary

Total Calls 301,063
Total Puts 216,756
Average Put/Call Ratio 0.75
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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