Tour v344
C
CITIGROUP INC
$131.71 -2.36%
$131.84 (+0.10%)🌙
as of 07/16 06:01 PM
7/16 18:01

Option Volume

Detail
Current (07/16) 72,951
Calls: 37,703 (52%)
Puts: 35,248 (48%)
Prior (07/15) 90,065
Calls: 61,938 (69%)
Puts: 28,127 (31%)
Current vs Prior -19.00%
Calls: -39.13% (Calls)
Puts: +25.32% (Puts)
Prior 7-Day Total 552,649
Calls: 333,247 (60%)
Puts: 219,402 (40%)
Prior 7-Day Average 78,949
Calls: 47,606 (60%)
Puts: 31,343 (40%)
Current vs Prior 7-Day Avg -7.60%
Calls: -20.80%
Puts: +12.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $41.25M
Calls: $17.40M (42%)
Puts: $23.85M (58%)
Prior (07/15) $36.78M
Calls: $29.99M (82%)
Puts: $6.79M (18%)
Current vs Prior +12.16%
Calls: -41.96%
Puts: +251.28%
Prior 7-Day Total $205.67M
Calls: $144.15M (70%)
Puts: $61.52M (30%)
Prior 7-Day Average $29.38M
Calls: $20.59M (70%)
Puts: $8.79M (30%)
Current vs Prior 7-Day Avg +40.39%
Calls: -15.48%
Puts: +171.33%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.93
Prior (07/15) 0.45
Current vs Prior +105.87%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +35.33%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 1,256,018
Calls: 564,569 (45%)
Puts: 691,449 (55%)
Prior (07/15) 1,229,622
Calls: 548,241 (45%)
Puts: 681,381 (55%)
Current vs Prior +2.15%
Prior 7-Day Total 8,240,086
Calls: 3,639,787 (44%)
Puts: 4,600,299 (56%)
Prior 7-Day Average 1,177,155
Calls: 519,969 (44%)
Puts: 657,185 (56%)
Current vs Prior 7-Day Avg +6.70%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.05% | 4.05%2.05% | 9.59%
Prior 2.62% | 4.40%2.62% | 9.85%
Current vs Prior -21.89% | -7.95%-21.89% | -2.60%
Prior 7-Day Avg 3.27% | 5.40%4.68% | 10.49%
Current vs 7-Day Avg -37.40% | -25.05%-56.17% | -8.58%
Prior 7-Day Eod 2.62% | 4.40%2.62% | 9.85%
Current vs 7-Day Eod -21.89% | -7.95%-21.89% | -2.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.82% | 7.75%
Calls: 5.88% | 8.66%
Puts: 5.77% | 6.83%
Prior 6.98% | 5.93%
Calls: 6.79% | 7.85%
Puts: 7.18% | 4.01%
Current vs Prior -16.62% | +30.69%
Prior 7-Day Avg 10.59% | 5.98%
Calls: 10.43% | 6.19%
Puts: 10.75% | 5.78%
Current vs 7-Day Avg -45.04% | +29.51%
Liquidity Pricy
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🤖 AI Insights

P/C ratio rising 106% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 85 of results (avg 8.0%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 215.755.90$5.832.6%8980.565.7K
$110.00Aug 2121.4022.45$21.924.8%--0.96537
$120.00Jul 3111.9512.60$12.275.3%70.9126
$110.00Jul 1721.0022.15$21.585.3%80.991.9K
$140.00Aug 211.721.82$1.775.6%5.6K0.258.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 216.706.90$6.802.9%1900.601.3K
$150.00Aug 2118.4019.40$18.905.3%--0.92101
$130.00Aug 214.104.35$4.225.9%8150.4411.2K
$125.00Aug 212.372.52$2.456.1%1210.294.8K
$148.00Aug 1416.4017.50$16.956.5%10.911

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.67, cheapest $0.34)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Jul 240.400.49$0.4520.0%8730.15752
$137.00Jul 240.580.64$0.619.8%6630.19225
$136.00Jul 240.750.88$0.8215.9%930.24627
$145.00Aug 210.800.94$0.8716.1%3680.1513.4K
$142.00Aug 140.911.05$0.9814.3%40.1726
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 210.310.37$0.3417.6%330.051.7K
$125.00Jul 240.440.53$0.4918.4%1200.14675
$126.00Jul 240.590.69$0.6415.6%360.18118
$115.00Aug 210.630.72$0.6813.2%640.101.4K
$127.00Jul 240.770.89$0.8314.5%350.2260

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 135 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 2414.1015.45$14.779.1%11.0032
$118.00Jul 2413.2515.60$14.4316.3%--1.0020
$110.00Jul 1721.0022.15$21.585.3%80.991.9K
$120.00Jul 1711.3512.30$11.838.0%4090.993.8K
$115.00Jul 1716.3518.30$17.3311.3%10.99894
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 177.408.70$8.0516.1%6.0K1.004.0K
$141.00Jul 178.409.70$9.0514.4%1.4K1.00923
$142.00Jul 179.3510.90$10.1315.3%5.1K1.003.4K
$144.00Jul 1711.3012.85$12.0812.8%4471.00296
$145.00Jul 1712.3014.25$13.2814.7%5301.00351

Most actively traded options today. High liquidity = easy entry/exit. 279 active (total vol 58.3K, top 6.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 211.721.82$1.775.6%5.6K0.258.9K
$135.00Jul 170.120.24$0.1866.7%4.4K0.136.8K
$137.00Jul 170.020.11$0.07128.6%1.4K0.052.7K
$133.00Jul 170.470.68$0.5736.8%1.2K0.331.9K
$134.00Jul 170.260.33$0.3023.3%1.1K0.201.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 177.408.70$8.0516.1%6.0K1.004.0K
$142.00Jul 179.3510.90$10.1315.3%5.1K1.003.4K
$143.00Jul 1710.8512.20$11.5211.7%3.1K0.952.1K
$139.00Jul 176.357.70$7.0319.2%2.2K0.961.5K
$130.00Jul 170.420.56$0.4928.6%1.4K0.276.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 69 strikes (avg 115.6%, max 345.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 17Aug 28126.1%28.3%345.8%3326.8K
$110.00Jul 17Aug 21141.4%35.8%295.0%82.4K
$157.50Jul 17Aug 14131.3%33.5%291.4%--630
$146.00Jul 17Aug 28115.6%30.7%277.1%13858
$115.00Jul 17Aug 28119.1%33.3%258.2%2897
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 17Aug 28141.4%35.2%301.8%172.0K
$146.00Jul 17Aug 28115.6%30.7%277.1%4829
$115.00Jul 17Aug 28119.1%33.3%258.2%1043.7K
$148.00Jul 17Aug 28106.5%30.5%249.4%43
$150.00Jul 17Aug 2892.1%30.6%201.3%10424

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 153 found (best R:R 40.67, avg 3.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$152.50Aug 14$0.10$2.40$0.1024.00$150.10
$150.00$155.00Aug 21$0.21$4.79$0.2122.81$150.21
$145.00$150.00Aug 21$0.46$4.54$0.469.87$145.46
$150.00$155.00Aug 28$0.46$4.54$0.469.87$150.46
$141.00$142.00Jul 31$0.11$0.89$0.118.09$141.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 7$0.12$4.88$0.1240.67$114.88
$120.00$115.00Jul 31$0.21$4.79$0.2122.81$119.79
$115.00$110.00Aug 14$0.32$4.68$0.3214.63$114.68
$115.00$110.00Aug 21$0.34$4.66$0.3413.71$114.66
$115.00$110.00Aug 28$0.39$4.61$0.3911.82$114.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 209 found (best R:R 35.00, avg 1.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$123.00Jul 17$2.85$2.85$0.1519.00$122.85
$110.00$115.00Aug 21$4.62$4.62$0.3812.16$114.62
$115.00$120.00Aug 21$4.32$4.32$0.686.35$119.32
$120.00$124.00Aug 7$3.45$3.45$0.556.27$123.45
$110.00$115.00Jul 17$4.25$4.25$0.755.67$114.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$146.00Aug 7$8.75$8.75$0.2535.00$146.25
$145.00$143.00Aug 7$1.85$1.85$0.1512.33$143.15
$150.00$148.00Aug 28$1.84$1.84$0.1611.50$148.16
$155.00$150.00Aug 21$4.58$4.58$0.4210.90$150.42
$148.00$146.00Aug 28$1.81$1.81$0.199.53$146.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $0.64, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$142.00Jul 17Jul 24$0.0670.4%28.7%
$144.00Jul 17Jul 24$0.0665.7%31.4%
$125.00Jul 17Jul 24$0.0772.8%33.8%
$157.50Jul 17Jul 24$0.14131.3%64.0%
$123.00Jul 17Jul 24$0.1572.8%35.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 17Jul 24$0.1078.4%36.5%
$142.00Jul 17Jul 24$0.2270.4%28.7%
$123.00Jul 17Jul 24$0.2372.8%35.0%
$124.00Jul 17Jul 24$0.2866.6%33.5%
$121.00Jul 24Jul 31$0.3136.2%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 133 found (cheapest 1.65% of stock, avg 7.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$132.00Jul 17$0.96$1.21$2.17$129.83$134.171.65%
$131.00Jul 17$1.49$0.78$2.27$128.73$133.271.72%
$133.00Jul 17$0.57$1.81$2.38$130.62$135.381.81%
$130.00Jul 17$2.23$0.49$2.72$127.28$132.722.07%
$134.00Jul 17$0.30$2.57$2.87$131.13$136.872.18%
$129.00Jul 17$2.93$0.31$3.24$125.76$132.242.46%
$135.00Jul 17$0.18$3.48$3.66$131.34$138.662.78%
$128.00Jul 17$3.85$0.19$4.04$123.96$132.043.07%
$136.00Jul 17$0.09$4.38$4.47$131.53$140.473.39%
$132.00Jul 24$2.28$2.48$4.76$127.24$136.763.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.16% of stock, avg 3.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$136.00$127.00Jul 17$0.09$0.12$0.21$126.79$136.21
$136.00$128.00Jul 17$0.09$0.19$0.28$127.72$136.28
$135.00$127.00Jul 17$0.18$0.12$0.30$126.70$135.30
$135.00$128.00Jul 17$0.18$0.19$0.37$127.63$135.37
$136.00$129.00Jul 17$0.09$0.31$0.40$128.60$136.40
$134.00$127.00Jul 17$0.30$0.12$0.42$126.58$134.42
$134.00$128.00Jul 17$0.30$0.19$0.49$127.51$134.49
$135.00$129.00Jul 17$0.18$0.31$0.49$128.51$135.49
$136.00$130.00Jul 17$0.09$0.49$0.58$129.42$136.58
$134.00$129.00Jul 17$0.30$0.31$0.61$128.39$134.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 301 found (best R:R 9.00, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
120/124125/129Aug 7$3.60$0.409.00$120.40$128.60
129/130133/134Jul 31$0.89$0.118.09$129.11$133.89
126/127132/133Aug 7$0.89$0.118.09$126.11$132.89
130/131135/136Aug 14$0.89$0.118.09$130.11$135.89
127/128129/130Jul 31$0.88$0.127.33$127.12$129.88
128/129133/134Aug 7$0.88$0.127.33$128.12$133.88
130/131133/134Aug 28$0.88$0.127.33$130.12$133.88
130/131134/135Aug 28$0.87$0.136.69$130.13$134.87
140/145150/155Aug 21$4.34$0.666.58$140.66$154.34
125/126129/130Jul 31$0.86$0.146.14$125.14$129.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 115 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Aug 14$0.07$2.4334.71
$152.50$155.00$157.50Jul 24$0.12$2.3819.83
$133.00$134.00$135.00Jul 24$0.05$0.9519.00
$136.00$137.00$138.00Jul 24$0.05$0.9519.00
$144.00$145.00$146.00Jul 24$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Aug 21$0.06$4.9482.33
$110.00$115.00$120.00Jul 31$0.15$4.8532.33
$110.00$115.00$120.00Aug 14$0.21$4.7922.81
$139.00$140.00$141.00Jul 31$0.05$0.9519.00
$128.00$129.00$130.00Jul 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. 142 found (best net $-0.63, 129 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$140.001:2Aug 21-$0.19$4.81
$130.00$135.001:2Aug 21-$0.87$4.13
$120.00$126.001:2Aug 14-$3.16$2.84
$146.00$149.001:2Aug 28-$0.45$2.55
$155.00$157.501:2Jul 17$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$146.00$136.001:2Aug 28-$0.63$9.37
$148.00$140.001:2Aug 14-$2.95$5.05
$115.00$110.001:2Aug 7$0.00$5.00
$115.00$110.001:2Aug 21$0.00$5.00
$115.00$110.001:2Jul 17-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 79 found (best yield 3.45%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$133.00Aug 28$4.550.471.0%3.45%4.43%--86
$134.00Aug 28$4.150.441.7%3.15%4.89%209
$132.00Aug 14$3.850.480.2%2.92%3.14%32
$135.00Aug 28$3.700.422.5%2.81%5.31%2625
$132.00Aug 7$3.500.480.2%2.66%2.88%1528
$133.00Aug 14$3.500.451.0%2.66%3.64%--43
$135.00Aug 21$3.250.402.5%2.47%4.97%3423.7K
$132.00Jul 31$3.050.500.2%2.32%2.54%317
$134.00Aug 14$3.050.411.7%2.32%4.05%113
$133.00Aug 7$3.000.451.0%2.28%3.26%427

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 37,703
Total Puts 35,248
Put/Call Ratio 0.93
Net Difference 2,455

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 333,247
Total Puts 219,402
Average Put/Call Ratio 0.69
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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