Tour v366
C
CITIGROUP INC
$128.72 -0.49%
$128.90 (+0.14%)🌙
as of 07/20 06:01 PM
7/20 18:01

Option Volume

Detail
Current (07/20) 70,576
Calls: 27,355 (39%)
Puts: 43,221 (61%)
Prior (07/17) 80,501
Calls: 47,580 (59%)
Puts: 32,921 (41%)
Current vs Prior -12.33%
Calls: -42.51% (Calls)
Puts: +31.29% (Puts)
Prior 7-Day Total 622,512
Calls: 372,071 (60%)
Puts: 250,441 (40%)
Prior 7-Day Average 88,930
Calls: 53,153 (60%)
Puts: 35,777 (40%)
Current vs Prior 7-Day Avg -20.64%
Calls: -48.54%
Puts: +20.81%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $25.57M
Calls: $7.35M (29%)
Puts: $18.22M (71%)
Prior (07/17) $27.39M
Calls: $17.85M (65%)
Puts: $9.54M (35%)
Current vs Prior -6.62%
Calls: -58.81%
Puts: +90.98%
Prior 7-Day Total $246.61M
Calls: $163.88M (66%)
Puts: $82.73M (34%)
Prior 7-Day Average $35.23M
Calls: $23.41M (66%)
Puts: $11.82M (34%)
Current vs Prior 7-Day Avg -27.41%
Calls: -68.60%
Puts: +54.20%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.58
Prior (07/17) 0.69
Current vs Prior +128.35%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +129.57%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 1,050,586
Calls: 461,354 (44%)
Puts: 589,232 (56%)
Prior (07/17) 1,250,230
Calls: 566,437 (45%)
Puts: 683,793 (55%)
Current vs Prior -15.97%
Prior 7-Day Total 8,429,373
Calls: 3,751,661 (45%)
Puts: 4,677,712 (55%)
Prior 7-Day Average 1,204,196
Calls: 535,951 (45%)
Puts: 668,244 (55%)
Current vs Prior 7-Day Avg -12.76%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.52% | 4.92%7.64% | 12.04%
Prior 3.89% | 5.30%0.90% | 9.89%
Current vs Prior -9.49% | -7.27%+744.30% | +21.70%
Prior 7-Day Avg 3.37% | 5.11%3.47% | 10.16%
Current vs 7-Day Avg +4.35% | -3.75%+119.85% | +18.51%
Prior 7-Day Eod 3.89% | 5.30%0.90% | 9.89%
Current vs 7-Day Eod -9.49% | -7.27%+744.30% | +21.70%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 6.89% | 8.56%
Calls: 4.27% | 10.87%
Puts: 9.52% | 6.25%
Prior 27.21% | 7.92%
Calls: 36.84% | 6.67%
Puts: 17.57% | 9.16%
Current vs Prior -74.68% | +8.08%
Prior 7-Day Avg 12.66% | 6.44%
Calls: 13.91% | 6.31%
Puts: 11.41% | 6.58%
Current vs 7-Day Avg -45.57% | +32.89%
Liquidity Pricy
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($18.22M). Extreme bearish P/C ratio of 1.58 - heavy put buying. P/C ratio rising 128% - increased hedging/bearish positioning. Declining open interest (down 16%) 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 BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 90 of results (avg 7.4%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2114.3515.00$14.684.4%300.89714
$125.00Aug 216.606.90$6.754.4%940.631.1K
$110.00Aug 2118.7019.60$19.154.7%--0.95537
$130.00Aug 213.854.05$3.955.1%3160.465.9K
$124.00Jul 315.906.25$6.085.8%100.754
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Aug 214.855.00$4.933.0%130.51--
$128.00Aug 214.404.55$4.473.4%60.48--
$130.00Jul 242.532.63$2.583.9%6760.60804
$126.00Aug 213.553.70$3.634.1%500.41--
$130.00Aug 215.355.60$5.484.6%11.9K0.5411.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 19 found (avg $0.67, cheapest $0.31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 240.280.33$0.3116.1%1.3K0.131.1K
$145.00Aug 210.360.43$0.4017.5%4080.0813.0K
$133.00Jul 240.430.49$0.4613.0%5760.19422
$136.00Jul 310.530.63$0.5817.2%510.16446
$132.00Jul 240.650.71$0.688.8%1.5K0.25334
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 310.320.37$0.3514.3%140.095
$123.00Jul 240.340.40$0.3716.2%2070.132.7K
$110.00Aug 210.430.47$0.458.9%570.071.8K
$124.00Jul 240.470.53$0.5012.0%1440.17230
$121.00Jul 310.610.74$0.6819.1%140.152.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 117 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2122.8025.90$24.3512.7%--1.00244
$105.00Jul 3122.3025.90$24.1014.9%--0.9920
$115.00Jul 2412.6015.40$14.0020.0%--0.9820
$105.00Jul 2422.6525.65$24.1512.4%20.9712
$117.00Jul 2410.6513.70$12.1825.0%--0.9732
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Jul 248.4010.25$9.3219.8%531.00761
$139.00Jul 249.2511.25$10.2519.5%21.00130
$141.00Jul 2411.3013.40$12.3517.0%31.0034
$142.00Jul 2411.8015.35$13.5826.1%11.0088
$144.00Jul 2413.4016.25$14.8319.2%--1.0061

Most actively traded options today. High liquidity = easy entry/exit. 265 active (total vol 53.0K, top 11.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 311.461.67$1.5713.4%2.0K0.3437
$131.00Jul 240.921.07$1.0015.0%1.9K0.33488
$132.00Jul 240.650.71$0.688.8%1.5K0.25334
$135.00Aug 212.022.15$2.096.2%1.4K0.294.5K
$134.00Jul 240.280.33$0.3116.1%1.3K0.131.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 215.355.60$5.484.6%11.9K0.5411.0K
$115.00Aug 210.830.96$0.9014.4%5.4K0.131.4K
$131.00Jul 243.103.45$3.2810.7%3.0K0.68775
$129.00Jul 241.992.10$2.055.4%2.7K0.51334
$119.00Jul 310.290.46$0.3844.7%2.4K0.102

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 66 strikes (avg 40.1%, max 188.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 24Aug 21105.6%38.6%173.7%2256
$149.00Jul 24Aug 2872.8%28.4%156.3%--143
$148.00Jul 24Aug 2861.7%28.9%113.5%1924
$152.50Jul 24Aug 1471.6%33.7%112.7%221.2K
$147.00Jul 24Aug 2859.9%28.6%109.3%1348
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 24Aug 28105.6%36.6%188.7%247
$110.00Jul 24Aug 2867.4%34.8%93.5%7110
$150.00Jul 24Aug 2152.0%29.7%75.2%2102
$142.00Jul 24Aug 1449.6%31.1%59.4%593
$115.00Jul 24Aug 2851.4%33.4%53.6%33105

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 168 found (best R:R 20.74, avg 3.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$145.00$150.00Aug 21$0.23$4.77$0.2320.74$145.23
$143.00$145.00Aug 14$0.14$1.86$0.1413.29$143.14
$142.00$144.00Aug 28$0.16$1.84$0.1611.50$142.16
$149.00$150.00Jul 24$0.10$0.90$0.109.00$149.10
$134.00$135.00Jul 24$0.11$0.89$0.118.09$134.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$105.00Aug 21$0.23$4.77$0.2320.74$109.77
$115.00$110.00Aug 7$0.24$4.76$0.2419.83$114.76
$110.00$105.00Aug 28$0.29$4.71$0.2916.24$109.71
$118.00$115.00Jul 31$0.18$2.82$0.1815.67$117.82
$117.00$115.00Aug 7$0.15$1.85$0.1512.33$116.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 215 found (best R:R 59.00, avg 1.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$120.00Jul 31$14.75$14.75$0.2559.00$119.75
$115.00$117.00Jul 24$1.82$1.82$0.1810.11$116.82
$122.00$123.00Jul 24$0.90$0.90$0.109.00$122.90
$110.00$115.00Aug 21$4.47$4.47$0.538.43$114.47
$123.00$124.00Jul 24$0.87$0.87$0.136.69$123.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$140.00Aug 21$4.60$4.60$0.4011.50$140.40
$137.00$136.00Jul 24$0.90$0.90$0.109.00$136.10
$138.00$137.00Aug 7$0.88$0.88$0.127.33$137.12
$137.00$136.00Aug 14$0.88$0.88$0.127.33$136.12
$150.00$145.00Aug 21$4.40$4.40$0.607.33$145.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $0.55, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$148.00Jul 24Jul 31$0.0561.7%41.2%
$144.00Jul 24Jul 31$0.0645.9%33.1%
$146.00Jul 24Jul 31$0.0652.3%37.5%
$143.00Jul 24Jul 31$0.0841.8%32.9%
$152.50Jul 24Jul 31$0.0871.6%49.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 24Jul 31$0.0667.4%47.3%
$141.00Jul 24Jul 31$0.0841.3%31.8%
$115.00Jul 24Jul 31$0.1351.4%39.6%
$138.00Jul 24Jul 31$0.1334.2%31.9%
$140.00Jul 24Jul 31$0.1544.6%31.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 116 found (cheapest 3.01% of stock, avg 8.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$129.00Jul 24$1.83$2.05$3.88$125.12$132.883.01%
$130.00Jul 24$1.37$2.58$3.95$126.05$133.953.07%
$128.00Jul 24$2.48$1.60$4.08$123.92$132.083.17%
$127.00Jul 24$2.99$1.23$4.22$122.78$131.223.28%
$131.00Jul 24$1.00$3.28$4.28$126.72$135.283.33%
$132.00Jul 24$0.68$3.98$4.66$127.34$136.663.62%
$126.00Jul 24$3.78$0.94$4.72$121.28$130.723.67%
$133.00Jul 24$0.46$4.65$5.11$127.89$138.113.97%
$125.00Jul 24$4.43$0.70$5.13$119.87$130.133.99%
$124.00Jul 24$5.28$0.50$5.78$118.22$129.784.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.75% of stock, avg 4.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$133.00$124.00Jul 24$0.46$0.50$0.96$123.04$133.96
$133.00$125.00Jul 24$0.46$0.70$1.16$123.84$134.16
$132.00$124.00Jul 24$0.68$0.50$1.18$122.82$133.18
$132.00$125.00Jul 24$0.68$0.70$1.38$123.62$133.38
$133.00$126.00Jul 24$0.46$0.94$1.40$124.60$134.40
$131.00$124.00Jul 24$1.00$0.50$1.50$122.50$132.50
$132.00$126.00Jul 24$0.68$0.94$1.62$124.38$133.62
$133.00$127.00Jul 24$0.46$1.23$1.69$125.31$134.69
$131.00$125.00Jul 24$1.00$0.70$1.70$123.30$132.70
$130.00$124.00Jul 24$1.37$0.50$1.87$122.13$131.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 347 found (best R:R 10.36, avg credit $0.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/110115/120Aug 21$4.56$0.4410.36$105.44$119.56
129/130135/136Aug 14$0.90$0.109.00$129.10$135.90
124/125129/130Aug 28$0.90$0.109.00$124.10$129.90
129/130131/132Aug 28$0.90$0.109.00$129.10$131.90
125/126128/129Jul 31$0.89$0.118.09$125.11$128.89
126/127128/129Jul 31$0.89$0.118.09$126.11$128.89
130/131132/133Aug 14$0.89$0.118.09$130.11$132.89
130/131134/135Aug 14$0.89$0.118.09$130.11$134.89
127/129131/132Aug 28$1.78$0.228.09$127.22$132.78
130/131133/134Aug 28$0.89$0.118.09$130.11$133.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.14$4.8634.71
$121.00$122.00$123.00Jul 24$0.05$0.9519.00
$130.00$131.00$132.00Jul 24$0.05$0.9519.00
$138.00$139.00$140.00Jul 31$0.05$0.9519.00
$135.00$136.00$137.00Aug 7$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Jul 24$0.12$4.8840.67
$105.00$110.00$115.00Aug 7$0.16$4.8430.25
$105.00$110.00$115.00Aug 21$0.22$4.7821.73
$125.00$126.00$127.00Jul 24$0.05$0.9519.00
$115.00$117.00$119.00Aug 7$0.10$1.9019.00

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 $-0.46, 115 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$124.001:2Aug 7-$0.46$6.54
$105.00$115.001:2Jul 24-$3.85$6.15
$150.00$152.501:2Jul 24-$0.07$2.43
$150.00$152.501:2Aug 14-$0.07$2.43
$150.00$152.501:2Aug 7-$0.11$2.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$144.00$136.001:2Aug 28-$2.96$5.04
$115.00$110.001:2Aug 21$0.00$5.00
$110.00$105.001:2Aug 7-$0.02$4.98
$115.00$110.001:2Jul 31-$0.03$4.97
$115.00$110.001:2Jul 24-$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 3.61%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$129.00Aug 28$4.650.490.2%3.61%3.83%101--
$129.00Aug 21$4.150.490.2%3.22%3.44%3--
$130.00Aug 28$4.150.461.0%3.22%4.22%172
$130.00Aug 21$3.850.461.0%2.99%3.99%3165.9K
$131.00Aug 28$3.850.431.8%2.99%4.76%228
$129.00Aug 14$3.550.480.2%2.76%2.98%1710
$131.00Aug 21$3.250.421.8%2.52%4.30%90--
$130.00Aug 14$3.150.441.0%2.45%3.44%2314
$132.00Aug 28$3.150.402.5%2.45%5.00%8--
$129.00Aug 7$3.000.470.2%2.33%2.55%610

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 27,355
Total Puts 43,221
Put/Call Ratio 1.58
Net Difference -15,866

Prior's Put/Call Breakdown

Total Calls 47,580
Total Puts 32,921
Put/Call Ratio 0.69
Net Difference 14,659

Prior 7-Day Put/Call Summary

Total Calls 372,071
Total Puts 250,441
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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