Tour v528
C
CITIGROUP INC
$131.31 -2.26%
$131.42 (+0.08%)🌙
as of 09/29 02:41 AM
◀ 9/28 02:41 ▶

Option Volume

Detail
ℹ
Current (09/29) 33,767
Calls: 18,838 (56%)
Puts: 14,929 (44%)
Prior (09/25) 43,502
Calls: 25,831 (59%)
Puts: 17,671 (41%)
Current vs Prior -22.38%
Calls: -27.07% (Calls)
Puts: -15.52% (Puts)
Prior 7-Day Total 274,816
Calls: 149,064 (54%)
Puts: 125,752 (46%)
Prior 7-Day Average 45,802
Calls: 21,294 (54%)
Puts: 17,964 (46%)
Current vs Prior 7-Day Avg -26.28%
Calls: -11.54%
Puts: -16.90%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $9.93M
Calls: $3.38M (34%)
Puts: $6.56M (66%)
Prior (09/25) $10.40M
Calls: $6.62M (64%)
Puts: $3.77M (36%)
Current vs Prior -4.45%
Calls: -49.04%
Puts: +73.85%
Prior 7-Day Total $95.73M
Calls: $62.11M (65%)
Puts: $33.62M (35%)
Prior 7-Day Average $15.96M
Calls: $8.87M (65%)
Puts: $4.80M (35%)
Current vs Prior 7-Day Avg -37.74%
Calls: -61.96%
Puts: +36.55%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.79
Prior (09/25) 0.68
Current vs Prior +15.84%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -9.76%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 477,463
Calls: 206,667 (43%)
Puts: 270,796 (57%)
Prior (09/25) 1,060,228
Calls: 444,069 (42%)
Puts: 616,159 (58%)
Current vs Prior -54.97%
Prior 7-Day Total 6,420,857
Calls: 2,726,376 (42%)
Puts: 3,694,481 (58%)
Prior 7-Day Average 1,070,142
Calls: 454,396 (42%)
Puts: 615,746 (58%)
Current vs Prior 7-Day Avg -55.38%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.11% | 4.57%7.16% | 11.64%
Prior 3.41% | 4.74%6.78% | 11.77%
Current vs Prior -8.90% | -3.53%+5.63% | -1.17%
Prior 7-Day Avg 2.71% | 4.33%4.46% | 10.58%
Current vs 7-Day Avg +14.84% | +5.52%+60.60% | +9.94%
Prior 7-Day Eod 3.41% | 4.74%6.78% | 11.77%
Current vs 7-Day Eod -8.90% | -3.53%+5.63% | -1.17%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.71% | 7.62%
Calls: 5.88% | 9.62%
Puts: 5.53% | 5.63%
Prior 31.99% | 3.88%
Calls: 19.15% | 3.40%
Puts: 44.83% | 4.35%
Current vs Prior -82.15% | +96.39%
Prior 7-Day Avg 20.98% | 6.17%
Calls: 22.88% | 6.55%
Puts: 19.07% | 5.78%
Current vs 7-Day Avg -72.78% | +23.60%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($6.56M). Declining open interest (down 55%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
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 8 of results (avg 8.5%, best 7.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 235.305.70$5.507.3%1510.56220
$132.00Oct 163.804.10$3.957.6%570.50133
$131.00Oct 92.803.05$2.938.5%1730.5377
$135.00Oct 162.492.72$2.618.8%1470.394.8K
$139.00Oct 161.401.54$1.479.5%140.251.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 94.655.05$4.858.2%6350.70135
$152.50Oct 219.8521.70$20.788.9%20.86--
$130.00Oct 91.922.11$2.019.5%1030.41223

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.69, cheapest $0.16)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 20.500.58$0.5414.8%2.6K0.21923
$137.00Oct 90.740.84$0.7912.7%1560.2195
$142.00Oct 160.820.96$0.8915.7%20.17--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 20.150.18$0.1618.8%1920.08299
$129.00Oct 20.740.90$0.8219.5%3960.29598
$120.00Oct 160.680.80$0.7416.2%670.1329.3K
$120.00Oct 230.850.99$0.9215.2%260.1510.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Oct 28.8011.35$10.0725.3%10.965
$123.00Oct 27.8010.15$8.9826.2%30.96--
$121.00Oct 29.8012.30$11.0522.6%10.94--
$125.00Oct 25.758.35$7.0536.9%160.9283
$124.00Oct 27.109.40$8.2527.9%40.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Oct 212.3514.30$13.3314.6%21.00--
$150.00Oct 217.3519.40$18.3811.2%21.00--
$140.00Oct 27.859.50$8.6819.0%60.95108
$141.00Oct 28.2510.50$9.3824.0%40.9570
$139.00Oct 26.908.85$7.8824.7%40.94112

Most actively traded options today. High liquidity = easy entry/exit. 233 active (total vol 22.5K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 20.500.58$0.5414.8%2.6K0.21923
$138.00Oct 20.150.19$0.1723.5%2.2K0.081.2K
$143.00Oct 20.010.07$0.04150.0%1.5K0.02753
$135.00Oct 91.181.35$1.2713.4%9310.30624
$133.00Oct 20.991.14$1.0714.0%6660.361.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 231.782.30$2.0425.5%9760.282.4K
$131.00Oct 21.431.72$1.5818.4%7880.46274
$121.00Oct 160.710.99$0.8532.9%7500.15--
$135.00Oct 94.655.05$4.858.2%6350.70135
$125.00Oct 90.590.75$0.6723.9%5600.17435

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 4.6%, max 11.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Oct 2Oct 932.5%29.3%11.0%2440
$130.00Oct 2Oct 3032.5%31.3%4.1%5543
$131.00Oct 2Oct 3032.2%31.5%2.1%10095
$127.00Oct 2Oct 2333.6%33.1%1.7%431
$135.00Oct 2Oct 3032.9%32.5%1.2%2.6K1.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Oct 2Nov 632.5%29.2%11.3%240826
$127.00Oct 2Nov 633.6%31.0%8.5%126384
$128.00Oct 2Nov 632.2%31.2%3.4%463405
$131.00Oct 2Oct 3032.2%31.5%2.1%791274

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 4.00, avg 3.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$131.00Oct 16$0.20$0.80$0.2058%4.00$130.20
$133.00$134.00Oct 30$0.14$0.86$0.1448%6.14$133.14
$137.00$138.00Oct 23$0.10$0.90$0.1034%9.00$137.10
$129.00$130.00Oct 9$0.40$0.60$0.4064%1.50$129.40
$128.00$129.00Oct 2$0.60$0.40$0.6079%0.67$128.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$129.00Oct 16$0.12$0.88$0.1242%7.33$129.88
$141.00$140.00Oct 16$0.53$0.47$0.5382%0.89$140.47
$139.00$138.00Oct 16$0.50$0.50$0.5076%1.00$138.50
$138.00$136.00Oct 16$1.15$0.85$1.1573%0.74$136.85
$130.00$128.00Nov 6$0.60$1.40$0.6045%2.33$129.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 105 found (best R:R 6.69, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$138.00$140.00Oct 23$0.99$0.99$1.0168%0.98$138.99
$134.00$135.00Oct 30$0.78$0.78$0.2255%3.55$134.78
$132.00$133.00Oct 30$0.71$0.71$0.2949%2.45$132.71
$145.00$146.00Oct 30$0.26$0.26$0.7483%0.35$145.26
$149.00$150.00Oct 2$0.12$0.12$0.8896%0.14$149.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$129.00$128.00Oct 16$0.87$0.87$0.1361%6.69$128.13
$126.00$120.00Nov 6$1.75$1.75$4.2566%0.41$124.25
$119.00$115.00Oct 30$0.76$0.76$3.2484%0.23$118.24
$129.00$128.00Oct 23$0.72$0.72$0.2859%2.57$128.28
$124.00$123.00Oct 16$0.52$0.52$0.4877%1.08$123.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.91, cheapest $0.84)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Oct 2Oct 9$0.9432.5%28.9%
$132.00Oct 2Oct 9$0.8532.8%29.4%
$131.00Oct 2Oct 9$0.9532.2%29.0%
$133.00Oct 2Oct 9$0.9732.4%30.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Oct 2Oct 9$0.8432.5%28.9%
$132.00Oct 2Oct 9$0.9732.8%29.4%
$131.00Oct 2Oct 9$0.9132.2%29.0%
$133.00Oct 2Oct 9$0.8632.4%30.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 2.71% of stock, avg 6.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$131.00Oct 2$1.98$1.58$3.56$127.44$134.562.71%
$132.00Oct 2$1.48$2.10$3.58$128.42$135.582.73%
$130.00Oct 2$2.56$1.17$3.73$126.27$133.732.84%
$133.00Oct 2$1.07$2.69$3.76$129.24$136.762.86%
$129.00Oct 2$3.30$0.82$4.12$124.88$133.123.14%
$134.00Oct 2$0.76$3.43$4.19$129.81$138.193.19%
$128.00Oct 2$3.90$0.54$4.44$123.56$132.443.38%
$135.00Oct 2$0.54$4.18$4.72$130.28$139.723.59%
$136.00Oct 2$0.36$4.83$5.19$130.81$141.193.95%
$132.00Oct 9$2.33$3.07$5.40$126.60$137.404.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.58% of stock, avg 3.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$136.00$127.00Oct 2$0.36$0.40$0.76$126.24$136.76
$136.00$128.00Oct 2$0.36$0.54$0.90$127.10$136.90
$135.00$127.00Oct 2$0.54$0.40$0.94$126.06$135.94
$135.00$128.00Oct 2$0.54$0.54$1.08$126.92$136.08
$134.00$127.00Oct 2$0.76$0.40$1.16$125.84$135.16
$136.00$129.00Oct 2$0.36$0.82$1.18$127.82$137.18
$134.00$128.00Oct 2$0.76$0.54$1.30$126.70$135.30
$135.00$129.00Oct 2$0.54$0.82$1.36$127.64$136.36
$134.00$129.00Oct 2$0.76$0.82$1.58$127.42$135.58
$133.00$127.00Oct 2$1.07$0.40$1.47$125.53$134.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 163 found (best R:R 5.45, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
122/124138/140Oct 23$1.69$0.3143%5.45$122.31$139.69
124/125145/146Oct 30$0.83$0.1754%4.88$124.17$145.83
121/122145/146Oct 30$0.73$0.2761%2.70$121.27$145.73
123/124137/138Oct 16$0.89$0.1145%8.09$123.11$137.89
124/125139/140Oct 30$0.89$0.1140%8.09$124.11$139.89
124/125144/145Oct 30$0.77$0.2352%3.35$124.23$144.77
123/124140/141Oct 16$0.73$0.2754%2.70$123.27$140.73
121/122138/139Oct 30$0.83$0.1744%4.88$121.17$138.83
123/124139/140Oct 16$0.75$0.2551%3.00$123.25$139.75
121/122139/140Oct 30$0.79$0.2147%3.76$121.21$139.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Oct 16$0.84$4.1630%4.95
$130.00$131.00$132.00Oct 2$0.08$0.9218%11.50
$131.00$132.00$133.00Oct 2$0.09$0.9118%10.11
$135.00$136.00$137.00Oct 2$0.06$0.9410%15.67
$132.00$133.00$134.00Oct 2$0.10$0.9017%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$129.00$130.00$131.00Oct 2$0.06$0.9417%15.67
$131.00$132.00$133.00Oct 2$0.07$0.9318%13.29
$128.00$129.00$130.00Oct 2$0.07$0.9316%13.29
$130.00$131.00$132.00Oct 2$0.11$0.8918%8.09
$134.00$135.00$136.00Oct 9$0.08$0.9211%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-1.63, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Oct 16-$1.63$3.37
$140.00$145.001:2Nov 6-$0.50$4.50
$120.00$125.001:2Oct 16-$4.26$0.74
$136.00$137.001:2Oct 2-$0.12$0.88
$135.00$136.001:2Oct 2-$0.18$0.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$136.001:2Oct 9-$2.48$1.52
$119.00$115.001:2Oct 23-$0.15$3.85
$119.00$115.001:2Oct 16-$0.19$3.81
$120.00$115.001:2Nov 6-$0.59$4.41
$119.00$115.001:2Oct 9$0.00$4.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 3.39%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$132.00Oct 30$4.450.510.5%3.39%3.91%47
$135.00Oct 30$3.300.412.8%2.51%5.32%682
$136.00Oct 30$2.970.393.6%2.26%5.83%7072
$138.00Oct 30$2.300.345.1%1.75%6.85%1--
$134.00Oct 30$3.350.452.0%2.55%4.60%213
$132.00Oct 23$4.200.490.5%3.20%3.72%1032
$139.00Oct 30$2.100.315.9%1.60%7.46%708
$133.00Oct 23$3.650.461.3%2.78%4.07%1--
$133.00Oct 30$3.550.471.3%2.70%3.99%326
$140.00Nov 6$1.720.296.6%1.31%7.93%55

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 18,838
Total Puts 14,929
Put/Call Ratio 0.79
Net Difference 3,909

Prior's Put/Call Breakdown

Total Calls 25,831
Total Puts 17,671
Put/Call Ratio 0.68
Net Difference 8,160

Prior 7-Day Put/Call Summary

Total Calls 149,064
Total Puts 125,752
Average Put/Call Ratio 0.88
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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