Tour v340
CF
CF INDS HLDGS INC
$117.82 -1.15%
$119.85 (+1.72%)🌙
as of 07/15 06:26 PM
7/15 18:26

Option Volume

Detail
Current (07/15) 6,714
Calls: 4,489 (67%)
Puts: 2,225 (33%)
Prior (07/14) 3,468
Calls: 2,201 (63%)
Puts: 1,267 (37%)
Current vs Prior +93.60%
Calls: +103.95% (Calls)
Puts: +75.61% (Puts)
Prior 7-Day Total 28,234
Calls: 16,297 (58%)
Puts: 11,937 (42%)
Prior 7-Day Average 4,033
Calls: 2,328 (58%)
Puts: 1,705 (42%)
Current vs Prior 7-Day Avg +66.46%
Calls: +92.81%
Puts: +30.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $4.08M
Calls: $2.44M (60%)
Puts: $1.63M (40%)
Prior (07/14) $1.75M
Calls: $1.36M (78%)
Puts: $387.9K (22%)
Current vs Prior +133.10%
Calls: +79.59%
Puts: +320.83%
Prior 7-Day Total $13.90M
Calls: $9.36M (67%)
Puts: $4.55M (33%)
Prior 7-Day Average $1.99M
Calls: $1.34M (67%)
Puts: $649.5K (33%)
Current vs Prior 7-Day Avg +105.28%
Calls: +82.90%
Puts: +151.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.50
Prior (07/14) 0.58
Current vs Prior -13.90%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -37.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 29,510
Calls: 22,546 (76%)
Puts: 6,964 (24%)
Prior (07/14) 31,218
Calls: 23,047 (74%)
Puts: 8,171 (26%)
Current vs Prior -5.47%
Prior 7-Day Total 223,194
Calls: 158,499 (71%)
Puts: 64,695 (29%)
Prior 7-Day Average 31,884
Calls: 22,642 (71%)
Puts: 9,242 (29%)
Current vs Prior 7-Day Avg -7.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.93% | 5.50%3.93% | 13.75%
Prior 3.73% | 6.38%3.73% | 14.01%
Current vs Prior +5.25% | -13.75%+5.26% | -1.87%
Prior 7-Day Avg 3.84% | 6.24%5.28% | 14.64%
Current vs 7-Day Avg +2.45% | -11.82%-25.64% | -6.07%
Prior 7-Day Eod 3.73% | 6.38%3.73% | 14.01%
Current vs 7-Day Eod +5.25% | -13.75%+5.26% | -1.87%
Sentiment BEARISHBEARISH

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

Massive premium surge with dollar volume up 133% vs prior. Dollar volume significantly above 7-day average (105% higher). Above-average activity with volume up 94% vs prior. Extreme bullish P/C ratio of 0.50 - heavy call buying (4,489 calls vs 2,225 puts).

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 6 of results (avg 7.1%, best 4.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 218.108.50$8.304.8%100.59--
$120.00Aug 215.606.00$5.806.9%4210.47764
$121.00Jul 241.601.75$1.688.9%520.3522
$110.00Aug 2110.9012.00$11.459.6%120.70905
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 217.708.10$7.905.1%40.53422
$115.00Aug 215.105.50$5.307.5%10.41--

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. 40 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Jul 1718.0020.50$19.2513.0%11.00--
$99.00Jul 1717.5020.10$18.8013.8%11.00--
$104.00Jul 1712.0014.40$13.2018.2%11.00--
$105.00Jul 1711.1013.50$12.3019.5%11.00--
$107.00Jul 179.0011.50$10.2524.4%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 1721.4024.10$22.7511.9%40.98--
$121.00Jul 173.005.60$4.3060.5%10.80--
$120.00Jul 172.703.80$3.2533.8%20.71--
$125.00Aug 2810.7012.90$11.8018.6%20.62--
$120.00Jul 314.605.40$5.0016.0%140.5612

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 2.8K, top 421)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 215.606.00$5.806.9%4210.47764
$120.00Jul 170.651.05$0.8547.1%2570.291.1K
$125.00Aug 213.804.20$4.0010.0%1580.361.1K
$110.00Jul 177.408.40$7.9012.7%1221.001.5K
$118.00Jul 171.451.90$1.6726.9%1120.4611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 170.000.25$0.13192.3%1730.061.0K
$107.00Jul 240.050.25$0.15133.3%1020.05--
$114.00Jul 241.151.55$1.3529.6%450.284
$115.00Jul 241.452.00$1.7331.8%320.3318
$110.00Jul 311.051.25$1.1517.4%270.20443

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 36.5%, max 138.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Jul 17Aug 21111.0%46.9%136.5%4662
$105.00Jul 17Aug 2188.6%45.4%95.4%2320
$108.00Jul 17Aug 777.4%46.3%67.0%55
$124.00Jul 17Jul 3160.2%39.3%53.3%3148
$119.00Jul 17Jul 2459.1%40.8%44.7%93104
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 21115.5%48.5%138.3%101.2K
$105.00Jul 17Aug 2188.6%45.4%95.4%23962
$106.00Jul 17Aug 785.5%45.6%87.6%4--
$111.00Jul 17Jul 3152.9%40.7%30.0%2328
$110.00Jul 17Aug 2157.1%44.8%27.4%1771.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 11.50, avg 2.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$121.00$122.00Jul 17$0.12$0.88$0.127.33$121.12
$135.00$140.00Aug 21$0.67$4.33$0.676.46$135.67
$124.00$125.00Jul 17$0.17$0.83$0.174.88$124.17
$130.00$135.00Aug 21$0.92$4.08$0.924.43$130.92
$123.00$125.00Jul 24$0.40$1.60$0.404.00$123.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$101.00$97.00Aug 7$0.32$3.68$0.3211.50$100.68
$112.00$110.00Jul 24$0.20$1.80$0.209.00$111.80
$96.00$95.00Aug 7$0.10$0.90$0.109.00$95.90
$97.00$96.00Aug 14$0.12$0.88$0.127.33$96.88
$105.00$103.00Aug 14$0.25$1.75$0.257.00$104.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 92 found (best R:R 33.55, avg 1.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.60$4.60$0.4011.50$99.60
$104.00$105.00Jul 17$0.90$0.90$0.109.00$104.90
$116.00$117.00Jul 17$0.87$0.87$0.136.69$116.87
$102.00$108.00Aug 7$5.20$5.20$0.806.50$107.20
$110.00$115.00Jul 17$4.05$4.05$0.954.26$114.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$121.00Jul 17$18.45$18.45$0.5533.55$121.55
$119.00$117.00Aug 7$1.10$1.10$0.901.22$117.90
$120.00$115.00Aug 21$2.60$2.60$2.401.08$117.40
$117.00$115.00Aug 7$1.00$1.00$1.001.00$116.00
$120.00$114.00Jul 31$2.92$2.92$3.080.95$117.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $1.16, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 7Aug 14$0.2249.2%46.1%
$108.00Jul 17Jul 24$0.4577.4%43.6%
$127.00Jul 24Jul 31$0.5739.9%39.5%
$125.00Jul 17Jul 24$0.6550.9%39.8%
$123.00Jul 17Jul 24$0.8555.3%39.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Aug 7Aug 14$0.1052.6%48.4%
$97.00Aug 7Aug 14$0.1750.8%48.0%
$109.00Jul 24Jul 31$0.3348.5%41.7%
$110.00Jul 17Jul 24$0.4757.1%43.4%
$102.00Aug 7Aug 14$0.5249.5%50.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 2.87% of stock, avg 8.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$117.00Jul 17$2.23$1.15$3.38$113.62$120.382.87%
$116.00Jul 17$3.10$0.75$3.85$112.15$119.853.27%
$118.00Jul 17$1.67$2.40$4.07$113.93$122.073.45%
$120.00Jul 17$0.85$3.25$4.10$115.90$124.103.48%
$115.00Jul 17$3.85$0.50$4.35$110.65$119.353.69%
$121.00Jul 17$0.45$4.30$4.75$116.25$125.754.03%
$117.00Jul 24$3.55$2.45$6.00$111.00$123.005.09%
$116.00Jul 24$4.05$2.05$6.10$109.90$122.105.18%
$110.00Jul 17$7.90$0.13$8.03$101.97$118.036.82%
$120.00Jul 31$3.20$5.00$8.20$111.80$128.206.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.53% of stock, avg 3.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$122.00$113.00Jul 17$0.33$0.30$0.63$112.37$122.63
$122.00$114.00Jul 17$0.33$0.33$0.66$113.34$122.66
$121.00$113.00Jul 17$0.45$0.30$0.75$112.25$121.75
$121.00$114.00Jul 17$0.45$0.33$0.78$113.22$121.78
$122.00$115.00Jul 17$0.33$0.50$0.83$114.17$122.83
$121.00$115.00Jul 17$0.45$0.50$0.95$114.05$121.95
$122.00$116.00Jul 17$0.33$0.75$1.08$114.92$123.08
$120.00$113.00Jul 17$0.85$0.30$1.15$111.85$121.15
$120.00$114.00Jul 17$0.85$0.33$1.18$112.82$121.18
$121.00$116.00Jul 17$0.45$0.75$1.20$114.80$122.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 11.50, avg credit $1.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
97/101102/108Aug 7$5.52$0.4811.50$95.48$107.52
114/115119/120Jul 24$0.90$0.109.00$114.10$119.90
95/96102/108Aug 7$5.30$0.707.57$90.70$107.30
114/115116/117Jul 24$0.88$0.127.33$114.12$116.88
114/115117/118Jul 24$0.88$0.127.33$114.12$117.88
114/115118/119Jul 24$0.88$0.127.33$114.12$118.88
115/116119/120Jul 24$0.84$0.165.25$115.16$119.84
108/109119/120Jul 24$0.82$0.184.56$108.18$119.82
115/116117/118Jul 24$0.82$0.184.56$115.18$117.82
115/116118/119Jul 24$0.82$0.184.56$115.18$118.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 21.22, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$127.00$129.00Jul 31$0.09$1.9121.22
$130.00$135.00$140.00Aug 21$0.25$4.7519.00
$121.00$122.00$123.00Jul 17$0.07$0.9313.29
$125.00$130.00$135.00Aug 21$0.36$4.6412.89
$120.00$125.00$130.00Aug 21$0.52$4.488.62
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$117.00$119.00Aug 7$0.10$1.9019.00
$110.00$111.00$112.00Jul 17$0.06$0.9415.67
$114.00$115.00$116.00Jul 17$0.08$0.9211.50
$115.00$116.00$117.00Jul 24$0.08$0.9211.50
$105.00$106.00$107.00Aug 7$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-0.02, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$140.001:2Jul 17-$0.02$14.98
$117.00$125.001:2Aug 14-$0.85$7.15
$108.00$116.001:2Aug 7-$2.35$5.65
$135.00$140.001:2Aug 21-$0.46$4.54
$125.00$130.001:2Aug 7-$0.58$4.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 17-$0.07$4.93
$105.00$100.001:2Aug 21-$0.54$4.46
$110.00$105.001:2Aug 21-$0.60$4.40
$101.00$97.001:2Aug 7-$0.06$3.94
$110.00$106.001:2Jul 17-$0.17$3.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 4.75%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$5.600.471.9%4.75%6.60%421764
$118.00Aug 7$5.300.520.1%4.50%4.65%21136
$120.00Aug 7$4.500.461.9%3.82%5.67%21--
$121.00Aug 7$4.100.442.7%3.48%6.18%3073
$122.00Aug 7$3.800.413.5%3.23%6.77%5--
$125.00Aug 21$3.800.366.1%3.23%9.32%1581.1K
$120.00Jul 31$3.000.441.9%2.55%4.40%678
$125.00Aug 7$2.850.346.1%2.42%8.51%24--
$118.00Jul 24$2.800.510.1%2.38%2.53%1--
$125.00Aug 14$2.800.366.1%2.38%8.47%131

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 4,489
Total Puts 2,225
Put/Call Ratio 0.50
Net Difference 2,264

Prior's Put/Call Breakdown

Total Calls 2,201
Total Puts 1,267
Put/Call Ratio 0.58
Net Difference 934

Prior 7-Day Put/Call Summary

Total Calls 16,297
Total Puts 11,937
Average Put/Call Ratio 0.79
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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