Tour v346
CF
CF INDS HLDGS INC
$121.42 +2.33%
$121.70 (+0.23%)🌙
as of 07/17 06:19 PM
7/17 18:19

Option Volume

Detail
Current (07/17) 3,458
Calls: 2,606 (75%)
Puts: 852 (25%)
Prior (07/16) 3,329
Calls: 2,398 (72%)
Puts: 931 (28%)
Current vs Prior +3.88%
Calls: +8.67% (Calls)
Puts: -8.49% (Puts)
Prior 7-Day Total 29,884
Calls: 18,912 (63%)
Puts: 10,972 (37%)
Prior 7-Day Average 4,269
Calls: 2,701 (63%)
Puts: 1,567 (37%)
Current vs Prior 7-Day Avg -19.00%
Calls: -3.54%
Puts: -45.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.93M
Calls: $1.40M (73%)
Puts: $530.4K (27%)
Prior (07/16) $2.48M
Calls: $1.63M (66%)
Puts: $853.2K (34%)
Current vs Prior -22.32%
Calls: -14.21%
Puts: -37.83%
Prior 7-Day Total $17.22M
Calls: $11.55M (67%)
Puts: $5.67M (33%)
Prior 7-Day Average $2.46M
Calls: $1.65M (67%)
Puts: $810.1K (33%)
Current vs Prior 7-Day Avg -21.52%
Calls: -15.14%
Puts: -34.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.33
Prior (07/16) 0.39
Current vs Prior -15.79%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -46.25%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 30,505
Calls: 24,876 (82%)
Puts: 5,629 (18%)
Prior (07/16) 38,049
Calls: 28,198 (74%)
Puts: 9,851 (26%)
Current vs Prior -19.83%
Prior 7-Day Total 241,678
Calls: 173,494 (72%)
Puts: 68,184 (28%)
Prior 7-Day Average 34,525
Calls: 24,784 (72%)
Puts: 9,740 (28%)
Current vs Prior 7-Day Avg -11.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.74% | 5.11%1.74% | 13.92%
Prior 2.55% | 5.22%2.55% | 13.69%
Current vs Prior +100.29% | +39.50%-31.94% | +1.64%
Prior 7-Day Avg 3.63% | 5.97%4.41% | 14.31%
Current vs 7-Day Avg +40.97% | +22.04%-60.63% | -2.72%
Prior 7-Day Eod 2.55% | 5.23%2.55% | 13.69%
Current vs 7-Day Eod +100.29% | +39.50%-31.94% | +1.64%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.75% | 18.56%
Calls: 22.22% | 23.08%
Puts: 51.28% | 14.04%
Prior 36.75% | 18.56%
Calls: 22.22% | 23.08%
Puts: 51.28% | 14.04%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 36.75% | 18.56%
Calls: 22.22% | 23.08%
Puts: 51.28% | 14.04%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.40M). Extreme bullish P/C ratio of 0.33 - heavy call buying (2,606 calls vs 852 puts). Call-heavy open interest (24,876 calls vs 5,629 puts) suggests bullish positioning. Declining open interest (down 20%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 11 of results (avg 7.2%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Aug 75.906.20$6.055.0%200.53171
$120.00Aug 217.608.00$7.805.1%120.551.2K
$130.00Aug 213.703.90$3.805.3%370.34662
$120.00Aug 147.007.50$7.256.9%160.563
$125.00Aug 215.305.70$5.507.3%480.451.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 218.809.40$9.106.6%2590.55283
$120.00Aug 216.006.50$6.258.0%170.44434
$115.00Aug 214.004.40$4.209.5%100.33--

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1720.4022.80$21.6011.1%11.00--
$97.50Jul 1722.8025.60$24.2011.6%20.938
$98.00Jul 1722.3025.10$23.7011.8%60.9361
$99.00Jul 1721.3024.10$22.7012.3%10.93--
$101.00Jul 1719.3022.20$20.7514.0%10.93--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 218.809.40$9.106.6%2590.55283
$122.00Jul 242.853.40$3.1317.6%40.522
$122.00Jul 314.004.70$4.3516.1%50.50--

Most actively traded options today. High liquidity = easy entry/exit. 126 active (total vol 3.0K, top 312)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 1710.3012.90$11.6022.4%3120.91886
$122.00Jul 170.000.85$0.43197.7%2750.34150
$125.00Jul 312.503.00$2.7518.2%2080.39--
$122.00Jul 242.452.80$2.6313.3%1620.48123
$118.00Jul 244.605.30$4.9514.1%1270.7026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 218.809.40$9.106.6%2590.55283
$121.00Aug 75.105.80$5.4512.8%1610.475
$120.00Aug 74.305.30$4.8020.8%840.44--
$110.00Aug 212.402.75$2.5813.6%180.23498
$116.00Jul 240.701.00$0.8535.3%170.2117

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 1031.8%, max 2862.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 17Aug 211389.9%46.9%2862.1%281.1K
$109.00Jul 17Aug 71105.5%49.5%2134.6%6--
$110.00Jul 17Aug 211034.0%47.3%2088.0%3321.8K
$113.00Jul 17Jul 31817.0%42.6%1816.9%17--
$114.00Jul 17Jul 31743.2%44.2%1582.2%2041
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 17Aug 211389.9%46.9%2862.1%497
$110.00Jul 17Aug 211034.0%47.3%2088.0%241.5K
$115.00Jul 17Aug 21668.3%47.0%1323.0%11--
$120.00Jul 17Aug 21189.1%45.8%313.2%281.0K
$99.00Aug 7Aug 1452.3%47.9%9.3%1210

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 34.29, avg 3.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$130.00Jul 31$0.12$1.88$0.1215.67$128.12
$132.00$135.00Jul 31$0.28$2.72$0.289.71$132.28
$128.00$130.00Jul 24$0.25$1.75$0.257.00$128.25
$135.00$140.00Aug 7$0.65$4.35$0.656.69$135.65
$135.00$140.00Aug 21$0.87$4.13$0.874.75$135.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$102.00Jul 31$0.17$5.83$0.1734.29$107.83
$113.00$107.00Jul 24$0.55$5.45$0.559.91$112.45
$108.00$102.00Aug 7$0.67$5.33$0.677.96$107.33
$110.00$108.00Aug 7$0.28$1.72$0.286.14$109.72
$102.00$101.00Aug 7$0.15$0.85$0.155.67$101.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 77 found (best R:R 7.89, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$109.00$113.00Jul 31$3.55$3.55$0.457.89$112.55
$100.00$101.00Jul 17$0.85$0.85$0.155.67$100.85
$115.00$116.00Jul 17$0.85$0.85$0.155.67$115.85
$105.00$110.00Aug 21$4.20$4.20$0.805.25$109.20
$114.00$115.00Jul 31$0.80$0.80$0.204.00$114.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$121.00$120.00Aug 7$0.65$0.65$0.351.86$120.35
$122.00$121.00Jul 24$0.58$0.58$0.421.38$121.42
$125.00$120.00Aug 21$2.85$2.85$2.151.33$122.15
$121.00$120.00Jul 24$0.47$0.47$0.530.89$120.53
$120.00$115.00Aug 21$2.05$2.05$2.950.69$117.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $1.25, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Jul 17Jul 31$0.401105.5%41.9%
$131.00Jul 24Jul 31$0.5252.1%44.9%
$135.00Jul 17Jul 31$0.55786.1%45.3%
$130.00Jul 17Jul 24$0.62441.7%48.0%
$128.00Jul 24Jul 31$0.7746.0%42.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Aug 7Aug 14$0.1052.3%47.9%
$115.00Jul 17Jul 24$0.12668.3%41.2%
$110.00Jul 17Jul 31$0.151034.0%44.5%
$100.00Aug 7Aug 14$0.1551.9%48.4%
$102.00Jul 31Aug 7$0.3053.5%52.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 1.42% of stock, avg 8.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Jul 17$1.45$0.28$1.73$118.27$121.731.42%
$121.00Jul 24$3.08$2.55$5.63$115.37$126.634.64%
$122.00Jul 24$2.63$3.13$5.76$116.24$127.764.74%
$120.00Jul 24$3.80$2.08$5.88$114.12$125.884.84%
$119.00Jul 24$4.30$1.75$6.05$112.95$125.054.98%
$118.00Jul 24$4.95$1.35$6.30$111.70$124.305.19%
$117.00Jul 24$5.70$1.08$6.78$110.22$123.785.58%
$115.00Jul 17$6.45$0.48$6.93$108.07$121.935.71%
$116.00Jul 24$6.40$0.85$7.25$108.75$123.255.97%
$122.00Jul 31$3.95$4.35$8.30$113.70$130.306.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.27% of stock, avg 3.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$123.00$120.00Jul 17$0.05$0.28$0.33$119.67$123.33
$124.00$120.00Jul 17$0.05$0.28$0.33$119.67$124.33
$123.00$115.00Jul 17$0.05$0.48$0.53$114.47$123.53
$123.00$111.00Jul 17$0.05$0.48$0.53$110.47$123.53
$123.00$110.00Jul 17$0.05$0.48$0.53$109.47$123.53
$123.00$106.00Jul 17$0.05$0.48$0.53$105.47$123.53
$124.00$115.00Jul 17$0.05$0.48$0.53$114.47$124.53
$124.00$111.00Jul 17$0.05$0.48$0.53$110.47$124.53
$124.00$110.00Jul 17$0.05$0.48$0.53$109.47$124.53
$124.00$106.00Jul 17$0.05$0.48$0.53$105.47$124.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 9.00, avg credit $1.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
120/121125/126Jul 24$0.90$0.109.00$120.10$125.90
116/117118/119Jul 24$0.88$0.127.33$116.12$118.88
119/120123/124Jul 24$0.88$0.127.33$119.12$123.88
120/121122/123Jul 24$0.88$0.127.33$120.12$122.88
118/119121/122Jul 24$0.85$0.155.67$118.15$121.85
121/122126/127Jul 24$0.85$0.155.67$121.15$126.85
102/108109/115Aug 7$5.07$0.935.45$102.93$114.07
118/119125/126Jul 24$0.83$0.174.88$118.17$125.83
109/110113/114Jul 31$0.83$0.174.88$109.17$113.83
117/118123/124Jul 24$0.82$0.184.56$117.18$123.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Jul 17$0.07$4.9370.43
$115.00$120.00$125.00Aug 21$0.25$4.7519.00
$130.00$135.00$140.00Aug 21$0.28$4.7216.86
$130.00$131.00$132.00Jul 31$0.08$0.9211.50
$107.00$108.00$109.00Jul 17$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.43$4.5710.63
$105.00$110.00$115.00Aug 21$0.44$4.5610.36
$120.00$121.00$122.00Jul 24$0.11$0.898.09
$110.00$116.00$122.00Jul 31$0.68$5.327.82
$100.00$101.00$102.00Aug 7$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-0.06, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Jul 17-$0.03$4.97
$130.00$135.001:2Jul 17-$0.17$4.83
$135.00$140.001:2Aug 7-$0.35$4.65
$130.00$135.001:2Aug 7-$0.50$4.50
$135.00$140.001:2Aug 21-$0.91$4.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$108.00$102.001:2Jul 31-$0.06$5.94
$110.00$105.001:2Aug 21-$0.22$4.78
$120.00$115.001:2Jul 17-$0.68$4.32
$115.00$110.001:2Aug 21-$0.96$4.04
$110.00$106.001:2Jul 17-$0.48$3.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 4.45%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$122.00Aug 7$5.400.510.5%4.45%4.93%54
$125.00Aug 21$5.300.453.0%4.37%7.31%481.2K
$122.00Aug 14$5.100.510.5%4.20%4.68%4--
$124.00Aug 7$4.500.452.1%3.71%5.83%1--
$125.00Aug 7$4.200.433.0%3.46%6.41%392
$130.00Aug 21$3.700.347.1%3.05%10.11%37662
$122.00Jul 31$3.500.500.5%2.88%3.36%3--
$128.00Aug 14$3.500.375.4%2.88%8.30%11
$124.00Jul 31$2.900.422.1%2.39%4.51%74167
$130.00Aug 7$2.600.317.1%2.14%9.21%11112

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 2,606
Total Puts 852
Put/Call Ratio 0.33
Net Difference 1,754

Prior's Put/Call Breakdown

Total Calls 2,398
Total Puts 931
Put/Call Ratio 0.39
Net Difference 1,467

Prior 7-Day Put/Call Summary

Total Calls 18,912
Total Puts 10,972
Average Put/Call Ratio 0.61
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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