NEW Tour v251
CI
THE CIGNA GROUP
$277.07 +0.50%
$275.00 (-0.75%)🌙
as of 07/01 06:16 PM
7/1 18:16

Option Volume

Detail
Current (07/01) 1,035
Calls: 819 (79%)
Puts: 216 (21%)
Prior (06/30) 1,044
Calls: 743 (71%)
Puts: 301 (29%)
Current vs Prior -0.86%
Calls: +10.23% (Calls)
Puts: -28.24% (Puts)
Prior 7-Day Total 9,258
Calls: 6,290 (68%)
Puts: 2,968 (32%)
Prior 7-Day Average 1,322
Calls: 898 (68%)
Puts: 424 (32%)
Current vs Prior 7-Day Avg -21.74%
Calls: -8.86%
Puts: -49.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $1.44M
Calls: $1.19M (82%)
Puts: $253.1K (18%)
Prior (06/30) $766.2K
Calls: $482.9K (63%)
Puts: $283.4K (37%)
Current vs Prior +88.35%
Calls: +146.47%
Puts: -10.69%
Prior 7-Day Total $9.42M
Calls: $7.31M (78%)
Puts: $2.11M (22%)
Prior 7-Day Average $1.35M
Calls: $1.04M (78%)
Puts: $301.3K (22%)
Current vs Prior 7-Day Avg +7.26%
Calls: +13.97%
Puts: -16.01%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.26
Prior (06/30) 0.41
Current vs Prior -34.90%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg -44.94%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 25,005
Calls: 22,211 (89%)
Puts: 2,794 (11%)
Prior (06/30) 13,532
Calls: 8,581 (63%)
Puts: 4,951 (37%)
Current vs Prior +84.78%
Prior 7-Day Total 77,690
Calls: 53,450 (69%)
Puts: 24,240 (31%)
Prior 7-Day Average 11,098
Calls: 7,635 (69%)
Puts: 3,462 (31%)
Current vs Prior 7-Day Avg +125.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.20% | 5.29%4.20% | 5.29%5.29% | 11.53%
Prior 2.14% | 3.94%-- | ---- | --
Current vs Prior -1.01% | +6.83%-- | ---- | --
Prior 7-Day Avg 2.59% | 3.89%-- | ---- | --
Current vs 7-Day Avg -18.09% | +7.96%-- | ---- | --
Prior 7-Day Eod 2.14% | 3.94%-- | ---- | --
Current vs 7-Day Eod -1.01% | +6.83%-- | ---- | --
Sentiment BULLISH----

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 46.50% | 28.07%
Calls: 50.19% | 25.33%
Puts: 42.82% | 30.80%
Current vs 7-Day Avg +17.54% | -64.69%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($1.19M) vs puts ($253.1K). Elevated premium activity with dollar volume up 88% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (819 calls vs 216 puts). P/C ratio dropping 35% - sentiment shifting bullish.

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 -- of results (avg --%, best --%)

No options available for this category

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. 7 found (avg delta 0.70, highest 0.96)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Jul 109.6012.60$11.1027.0%10.84--
$270.00Jul 108.0010.80$9.4029.8%10.70--
$275.00Jul 22.304.40$3.3562.7%330.644
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Jul 29.3012.00$10.6525.4%80.96--
$280.00Jul 23.004.80$3.9046.2%10.68--
$280.00Jul 177.408.20$7.8010.3%40.57--
$280.00Jul 3110.3013.90$12.1029.8%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 370, top 59)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 101.654.00$2.8383.0%590.3724
$275.00Jul 22.304.40$3.3562.7%330.644
$277.50Jul 20.952.45$1.7088.2%250.4414
$282.50Jul 20.100.40$0.25120.0%240.1162
$325.00Jul 170.000.65$0.33197.0%200.04--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 20.150.45$0.30100.0%250.11--
$262.50Jul 100.651.00$0.8342.2%150.13--
$275.00Jul 20.602.10$1.35111.1%130.3729
$255.00Jul 100.050.55$0.30166.7%110.05--
$270.00Jul 317.108.60$7.8519.1%110.3821

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 46.4%, max 131.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$295.00Jul 2Jul 1769.2%29.9%131.4%2--
$300.00Jul 2Aug 777.4%34.9%121.8%33
$280.00Jul 2Jul 1748.9%28.5%71.4%16579
$290.00Jul 2Jul 3157.5%37.5%53.1%8183
$277.50Jul 2Jul 1037.6%27.9%34.8%2751
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 2Jul 3148.9%37.3%31.1%2--
$270.00Jul 2Aug 740.0%33.4%19.8%27--
$275.00Jul 2Aug 737.5%33.0%13.5%1529

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 42.48, avg 8.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$320.00Jul 17$0.23$9.77$0.2342.48$310.23
$300.00$310.00Jul 17$0.27$9.73$0.2736.04$300.27
$282.50$285.00Jul 2$0.10$2.40$0.1024.00$282.60
$285.00$287.50Jul 10$0.10$2.40$0.1024.00$285.10
$292.50$295.00Jul 10$0.10$2.40$0.1024.00$292.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$260.00Jul 2$0.25$9.75$0.2539.00$269.75
$262.50$255.00Jul 10$0.53$6.97$0.5313.15$261.97
$272.50$270.00Jul 2$0.18$2.32$0.1812.89$272.32
$267.50$240.00Jul 17$2.35$25.15$2.3510.70$265.15
$270.00$262.50Jul 10$2.07$5.43$2.072.62$267.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 9.00, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$277.50Jul 10$5.37$5.37$2.132.52$275.37
$267.50$270.00Jul 10$1.70$1.70$0.802.12$269.20
$275.00$277.50Jul 2$1.65$1.65$0.851.94$276.65
$277.50$280.00Jul 10$1.20$1.20$1.300.92$278.70
$287.50$290.00Jul 10$1.18$1.18$1.320.89$288.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$287.50$280.00Jul 2$6.75$6.75$0.759.00$280.75
$280.00$275.00Jul 2$2.55$2.55$2.451.04$277.45
$275.00$270.00Jul 17$2.32$2.32$2.680.87$272.68
$275.00$270.00Aug 7$2.20$2.20$2.800.79$272.80
$280.00$270.00Jul 31$4.25$4.25$5.750.74$275.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.79, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Jul 2Jul 10$0.3069.2%29.6%
$290.00Jul 2Jul 10$0.3257.5%24.8%
$300.00Jul 2Jul 17$0.6777.4%29.4%
$287.50Jul 10Jul 17$1.0232.7%29.2%
$280.00Jul 2Jul 10$1.4548.9%26.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 2Jul 10$2.6040.0%31.0%
$275.00Jul 2Jul 10$3.0537.5%27.7%
$280.00Jul 2Jul 17$3.9048.9%28.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 1.70% of stock, avg 3.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Jul 2$3.35$1.35$4.70$270.30$279.701.70%
$280.00Jul 2$1.38$3.90$5.28$274.72$285.281.91%
$270.00Jul 10$9.40$2.90$12.30$257.70$282.304.44%
$280.00Jul 17$5.00$7.80$12.80$267.20$292.804.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.16% of stock, avg 1.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$285.00$270.00Jul 2$0.15$0.30$0.45$269.55$285.45
$290.00$270.00Jul 2$0.18$0.30$0.48$269.52$290.48
$282.50$270.00Jul 2$0.25$0.30$0.55$269.45$283.05
$285.00$272.50Jul 2$0.15$0.48$0.63$271.87$285.63
$290.00$272.50Jul 2$0.18$0.48$0.66$271.84$290.66
$282.50$272.50Jul 2$0.25$0.48$0.73$271.77$283.23
$285.00$275.00Jul 2$0.15$1.35$1.50$273.50$286.50
$290.00$275.00Jul 2$0.18$1.35$1.53$273.47$291.53
$282.50$275.00Jul 2$0.25$1.35$1.60$273.40$284.10
$280.00$270.00Jul 2$1.38$0.30$1.68$268.32$281.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 4.00, avg credit $2.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
272/275280/282Jul 2$2.00$0.504.00$273.00$282.00
255/262270/278Jul 10$5.90$1.603.69$256.60$275.90
270/275282/288Jul 17$3.82$1.183.24$271.18$286.32
270/272275/278Jul 2$1.83$0.672.73$270.67$276.83
270/280290/300Jul 31$7.22$2.782.60$272.78$297.22
275/280282/288Jul 17$3.55$1.452.45$276.45$286.05
270/275280/282Jul 17$3.12$1.881.66$271.88$283.12
268/270280/282Jul 17$1.53$0.971.58$268.47$281.53
270/275288/290Jul 17$3.02$1.981.53$271.98$290.52
270/275298/300Jul 17$3.00$2.001.50$272.00$300.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 8.80, cheapest $0.51)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$305.00$310.00Jul 31$0.51$4.498.80
$282.50$285.00$287.50Jul 10$0.77$1.732.25
$277.50$280.00$282.50Jul 10$1.02$1.481.45
$280.00$282.50$285.00Jul 2$1.03$1.471.43
$287.50$290.00$292.50Jul 10$1.21$1.291.07
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$255.00$262.50$270.00Jul 10$1.54$5.963.87
$270.00$272.50$275.00Jul 2$0.69$1.812.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.02, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$320.001:2Jul 17-$0.02$9.98
$300.00$310.001:2Jul 17-$0.21$9.79
$290.00$300.001:2Jul 31-$0.66$9.34
$295.00$300.001:2Jul 2-$0.03$4.97
$290.00$295.001:2Jul 2-$0.08$4.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Jul 31-$3.60$6.40
$275.00$270.001:2Jul 17-$1.11$3.89
$275.00$270.001:2Jul 10-$1.40$3.60
$272.50$270.001:2Jul 2-$0.12$2.38
$280.00$275.001:2Jul 17-$3.70$1.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.49%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$285.00Jul 31$6.900.412.9%2.49%5.35%3--
$290.00Jul 31$5.200.354.7%1.88%6.54%5183
$280.00Jul 17$4.400.431.1%1.59%2.65%3440
$282.50Jul 17$3.600.372.0%1.30%3.26%3--
$300.00Aug 7$2.950.258.3%1.06%9.34%13
$300.00Jul 31$2.850.238.3%1.03%9.30%1330
$277.50Jul 10$2.750.460.2%0.99%1.15%237
$287.50Jul 17$2.100.273.8%0.76%4.52%15
$305.00Jul 31$1.700.1810.1%0.61%10.69%16
$280.00Jul 10$1.650.371.1%0.60%1.65%5924

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 819
Total Puts 216
Put/Call Ratio 0.26
Net Difference 603

Prior's Put/Call Breakdown

Total Calls 743
Total Puts 301
Put/Call Ratio 0.41
Net Difference 442

Prior 7-Day Put/Call Summary

Total Calls 6,290
Total Puts 2,968
Average Put/Call Ratio 0.48
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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