Tour v346
CI
THE CIGNA GROUP
$281.45 -0.84%
$282.02 (+0.20%)🌙
as of 07/17 06:20 PM
7/17 18:20

Option Volume

Detail
Current (07/17) 1,710
Calls: 909 (53%)
Puts: 801 (47%)
Prior (07/16) 3,701
Calls: 1,797 (49%)
Puts: 1,904 (51%)
Current vs Prior -53.80%
Calls: -49.42% (Calls)
Puts: -57.93% (Puts)
Prior 7-Day Total 14,823
Calls: 7,337 (49%)
Puts: 7,486 (51%)
Prior 7-Day Average 2,117
Calls: 1,048 (49%)
Puts: 1,069 (51%)
Current vs Prior 7-Day Avg -19.25%
Calls: -13.28%
Puts: -25.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.18M
Calls: $495.3K (42%)
Puts: $688.9K (58%)
Prior (07/16) $3.73M
Calls: $1.42M (38%)
Puts: $2.31M (62%)
Current vs Prior -68.26%
Calls: -65.15%
Puts: -70.17%
Prior 7-Day Total $14.59M
Calls: $6.65M (46%)
Puts: $7.94M (54%)
Prior 7-Day Average $2.08M
Calls: $950.3K (46%)
Puts: $1.13M (54%)
Current vs Prior 7-Day Avg -43.19%
Calls: -47.88%
Puts: -39.26%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 0.88
Prior (07/16) 1.06
Current vs Prior -16.83%
Prior 7-Day Average 1.45
Current vs Prior 7-Day Avg -39.30%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 27,236
Calls: 19,459 (71%)
Puts: 7,777 (29%)
Prior (07/16) 30,460
Calls: 20,247 (66%)
Puts: 10,213 (34%)
Current vs Prior -10.58%
Prior 7-Day Total 134,227
Calls: 94,569 (70%)
Puts: 39,658 (30%)
Prior 7-Day Average 19,175
Calls: 13,509 (70%)
Puts: 5,665 (30%)
Current vs Prior 7-Day Avg +42.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.19% | 3.89%1.19% | 11.17%
Prior 2.08% | 3.75%2.08% | 11.06%
Current vs Prior +87.16% | +106.42%-42.57% | +1.00%
Prior 7-Day Avg 2.60% | 4.07%3.16% | 11.17%
Current vs 7-Day Avg +49.62% | +90.14%-62.26% | +0.03%
Prior 7-Day Eod 2.08% | 3.75%2.08% | 11.06%
Current vs 7-Day Eod +87.16% | +106.42%-42.57% | +1.00%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 54.66% | 9.91%
Calls: 60.67% | 8.96%
Puts: 48.65% | 10.85%
Prior 54.66% | 9.91%
Calls: 60.67% | 8.96%
Puts: 48.65% | 10.85%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 54.66% | 9.91%
Calls: 60.67% | 8.96%
Puts: 48.65% | 10.85%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 54% vs prior. Call-heavy open interest (19,459 calls vs 7,777 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 5 of results (avg 7.4%, best 5.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2126.8028.30$27.555.4%10.78--
$240.00Aug 2143.1046.20$44.656.9%10.91--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2111.5012.20$11.855.9%2250.46334
$300.00Jul 3120.7022.70$21.709.2%70.73--
$295.00Jul 3117.1018.80$17.959.5%10.68--

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. 19 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2143.1046.20$44.656.9%10.91--
$277.50Jul 173.105.90$4.5062.2%10.8430
$260.00Aug 2126.8028.30$27.555.4%10.78--
$277.50Jul 246.607.80$7.2016.7%20.641
$280.00Jul 170.853.70$2.28125.0%60.64441
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Jul 174.106.60$5.3546.7%10.98--
$300.00Jul 1716.6019.20$17.9014.5%10.9716
$290.00Jul 177.309.30$8.3024.1%10.90--
$302.50Jul 3121.8024.60$23.2012.1%210.79223
$290.00Jul 249.1010.50$9.8014.3%30.75--

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 1.2K, top 225)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Jul 240.901.60$1.2556.0%2120.19236
$295.00Jul 240.551.10$0.8366.3%1510.1432
$290.00Aug 218.6010.90$9.7523.6%460.42437
$320.00Jul 170.001.10$0.55200.0%260.06295
$320.00Aug 211.803.00$2.4050.0%190.15184
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2111.5012.20$11.855.9%2250.46334
$270.00Aug 216.508.20$7.3523.1%1060.33128
$285.00Jul 172.404.20$3.3054.5%1020.72134
$275.00Jul 241.402.85$2.1368.1%340.28195
$302.50Jul 3121.8024.60$23.2012.1%210.79223

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 794.6%, max 2730.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 211066.8%37.7%2730.6%45479
$302.50Jul 17Jul 31826.8%44.3%1765.5%7127
$295.00Jul 17Aug 28495.1%37.1%1232.7%6--
$300.00Jul 17Aug 21463.5%39.2%1082.1%71.1K
$290.00Jul 17Aug 21314.3%38.5%715.9%57713
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21812.3%40.8%1892.9%13306
$250.00Jul 17Aug 21622.5%39.2%1489.2%4332
$260.00Jul 17Aug 21432.3%36.8%1075.1%62.1K
$300.00Jul 17Jul 31463.5%48.6%853.5%816
$290.00Jul 17Jul 31314.3%46.3%578.2%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 49.00, avg 5.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$302.50$320.00Jul 17$0.53$16.97$0.5332.02$303.03
$297.50$300.00Jul 31$0.10$2.40$0.1024.00$297.60
$315.00$320.00Jul 31$0.35$4.65$0.3513.29$315.35
$320.00$330.00Aug 21$0.75$9.25$0.7512.33$320.75
$295.00$297.50Jul 24$0.26$2.24$0.268.62$295.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 31$0.10$4.90$0.1049.00$254.90
$270.00$267.50Jul 31$0.25$2.25$0.259.00$269.75
$260.00$255.00Jul 31$0.53$4.47$0.538.43$259.47
$250.00$240.00Aug 21$1.18$8.82$1.187.47$248.82
$260.00$250.00Aug 21$1.62$8.38$1.625.17$258.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 24.00, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$277.50$280.00Jul 17$2.22$2.22$0.287.93$279.72
$240.00$260.00Aug 21$17.10$17.10$2.905.90$257.10
$260.00$280.00Aug 21$13.20$13.20$6.801.94$273.20
$277.50$280.00Jul 24$1.50$1.50$1.001.50$279.00
$280.00$282.50Jul 24$1.35$1.35$1.151.17$281.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$290.00Jul 17$9.60$9.60$0.4024.00$290.40
$287.50$285.00Jul 17$2.05$2.05$0.454.56$285.45
$300.00$295.00Jul 31$3.75$3.75$1.253.00$296.25
$295.00$290.00Jul 31$3.45$3.45$1.552.23$291.55
$290.00$285.00Jul 24$3.00$3.00$2.001.50$287.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $1.98, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Jul 17Jul 24$0.33495.1%30.9%
$300.00Jul 17Jul 24$0.42463.5%34.2%
$297.50Jul 17Jul 24$0.52356.7%31.3%
$320.00Jul 17Jul 31$0.681066.8%48.7%
$305.00Jul 31Aug 14$1.0549.4%39.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 31Aug 7$0.2051.3%42.8%
$260.00Jul 17Jul 24$0.52432.3%40.9%
$290.00Jul 17Jul 24$1.50314.3%31.4%
$240.00Jul 17Aug 21$1.57812.3%40.8%
$250.00Jul 17Jul 31$2.07622.5%57.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 1.15% of stock, avg 6.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 17$2.28$0.95$3.23$276.77$283.231.15%
$285.00Jul 17$1.08$3.30$4.38$280.62$289.381.56%
$287.50Jul 17$0.03$5.35$5.38$282.12$292.881.91%
$290.00Jul 17$0.30$8.30$8.60$281.40$298.603.06%
$280.00Jul 24$5.70$3.85$9.55$270.45$289.553.39%
$285.00Jul 24$3.33$6.80$10.13$274.87$295.133.60%
$290.00Jul 24$1.78$9.80$11.58$278.42$301.584.11%
$300.00Jul 17$0.13$17.90$18.03$281.97$318.036.41%
$285.00Jul 31$9.00$11.60$20.60$264.40$305.607.32%
$277.50Jul 31$12.75$7.95$20.70$256.80$298.207.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 91 found (cheapest 0.44% of stock, avg 2.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$280.00Jul 17$0.30$0.95$1.25$278.75$291.25
$290.00$262.50Jul 17$0.30$1.08$1.38$261.12$291.38
$290.00$252.50Jul 17$0.30$1.08$1.38$251.12$291.38
$295.00$280.00Jul 17$0.50$0.95$1.45$278.55$296.45
$320.00$280.00Jul 17$0.55$0.95$1.50$278.50$321.50
$295.00$262.50Jul 17$0.50$1.08$1.58$260.92$296.58
$295.00$252.50Jul 17$0.50$1.08$1.58$250.92$296.58
$320.00$262.50Jul 17$0.55$1.08$1.63$260.87$321.63
$320.00$252.50Jul 17$0.55$1.08$1.63$250.87$321.63
$292.50$265.00Jul 24$1.25$0.50$1.75$263.25$294.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 20.74, avg credit $2.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
290/295305/308Jul 31$4.77$0.2320.74$290.23$309.77
290/295300/302Jul 31$4.75$0.2519.00$290.25$304.75
272/275278/280Jul 24$2.13$0.375.76$272.87$279.63
285/290305/308Jul 31$4.22$0.785.41$285.78$309.22
250/252285/288Jul 17$2.10$0.405.25$250.40$287.10
260/262285/288Jul 17$2.10$0.405.25$260.40$287.10
285/290300/302Jul 31$4.20$0.805.25$285.80$304.20
272/278285/290Jul 31$4.05$0.954.26$273.45$289.05
272/275280/282Jul 24$1.98$0.523.81$273.02$281.98
290/295312/315Jul 31$3.95$1.053.76$291.05$316.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$287.50$290.00Jul 24$0.11$2.3921.73
$290.00$292.50$295.00Jul 24$0.11$2.3921.73
$290.00$300.00$310.00Aug 21$0.50$9.5019.00
$277.50$280.00$282.50Jul 24$0.15$2.3515.67
$292.50$295.00$297.50Jul 24$0.16$2.3414.63
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Jul 24$0.05$4.9599.00
$240.00$250.00$260.00Aug 21$0.44$9.5621.73
$290.00$295.00$300.00Jul 31$0.30$4.7015.67
$250.00$255.00$260.00Jul 31$0.43$4.5710.63
$285.00$290.00$295.00Jul 31$0.55$4.458.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-1.15, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$280.001:2Aug 21-$1.15$18.85
$302.50$320.001:2Jul 17-$0.02$17.48
$295.00$310.001:2Aug 28-$0.50$14.50
$240.00$260.001:2Aug 21-$10.45$9.55
$310.00$320.001:2Aug 21-$0.65$9.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$262.501:2Jul 17-$1.21$16.29
$250.00$240.001:2Jul 17-$0.03$9.97
$250.00$240.001:2Aug 21-$0.42$9.58
$260.00$250.001:2Aug 21-$1.16$8.84
$270.00$260.001:2Aug 21-$1.45$8.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 3.06%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$8.600.423.0%3.06%6.09%46437
$285.00Jul 31$8.300.471.3%2.95%4.21%2--
$295.00Aug 28$7.900.394.8%2.81%7.62%1--
$290.00Jul 31$6.200.403.0%2.20%5.24%4278
$300.00Aug 21$6.000.326.6%2.13%8.72%2438
$295.00Aug 7$5.400.344.8%1.92%6.73%13
$295.00Jul 31$4.200.334.8%1.49%6.31%115
$282.50Jul 24$3.900.470.4%1.39%1.76%1279
$310.00Aug 28$3.800.2410.1%1.35%11.49%38
$305.00Aug 14$3.600.258.4%1.28%9.65%41

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 909
Total Puts 801
Put/Call Ratio 0.88
Net Difference 108

Prior's Put/Call Breakdown

Total Calls 1,797
Total Puts 1,904
Put/Call Ratio 1.06
Net Difference -107

Prior 7-Day Put/Call Summary

Total Calls 7,337
Total Puts 7,486
Average Put/Call Ratio 1.45
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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