Tour v308
CI
THE CIGNA GROUP
$291.80 +0.71%
$292.00 (+0.07%)🌙
as of 07/09 06:17 PM
7/9 18:17

Option Volume

Detail
Current (07/09) 1,651
Calls: 711 (43%)
Puts: 940 (57%)
Prior (07/08) 1,674
Calls: 999 (60%)
Puts: 675 (40%)
Current vs Prior -1.37%
Calls: -28.83% (Calls)
Puts: +39.26% (Puts)
Prior 7-Day Total 11,628
Calls: 8,119 (70%)
Puts: 3,509 (30%)
Prior 7-Day Average 1,661
Calls: 1,159 (70%)
Puts: 501 (30%)
Current vs Prior 7-Day Avg -0.61%
Calls: -38.70%
Puts: +87.52%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/09) $1.32M
Calls: $832.3K (63%)
Puts: $487.3K (37%)
Prior (07/08) $1.25M
Calls: $995.5K (79%)
Puts: $258.0K (21%)
Current vs Prior +5.28%
Calls: -16.39%
Puts: +88.86%
Prior 7-Day Total $9.13M
Calls: $7.08M (78%)
Puts: $2.05M (22%)
Prior 7-Day Average $1.30M
Calls: $1.01M (78%)
Puts: $292.9K (22%)
Current vs Prior 7-Day Avg +1.18%
Calls: -17.70%
Puts: +66.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 1.32
Prior (07/08) 0.68
Current vs Prior +95.67%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +159.74%
Sentiment BEARISH

Open Interest

Detail
Current (07/09) 23,500
Calls: 18,493 (79%)
Puts: 5,007 (21%)
Prior (07/08) 14,068
Calls: 8,096 (58%)
Puts: 5,972 (42%)
Current vs Prior +67.05%
Prior 7-Day Total 113,891
Calls: 81,936 (72%)
Puts: 31,955 (28%)
Prior 7-Day Average 16,270
Calls: 11,705 (72%)
Puts: 4,565 (28%)
Current vs Prior 7-Day Avg +44.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.66% | 3.80%3.80% | 11.50%
Prior 2.31% | 4.11%4.11% | 11.42%
Current vs Prior -27.91% | -7.38%-7.38% | +0.64%
Prior 7-Day Avg 2.76% | 4.33%4.86% | 11.60%
Current vs 7-Day Avg -39.86% | -12.22%-21.72% | -0.92%
Prior 7-Day Eod 2.31% | 4.11%-- | --
Current vs 7-Day Eod -27.91% | -7.38%-- | --
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 63% call dollar volume ($832.3K). Bearish P/C ratio of 1.32 indicates protective positioning. P/C ratio rising 96% - increased hedging/bearish positioning. Call-heavy open interest (18,493 calls vs 5,007 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 9 of results (avg 7.9%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2143.9046.20$45.055.1%130.90--
$260.00Aug 2135.1037.50$36.306.6%650.84--
$240.00Jul 1750.1053.60$51.856.8%41.00--
$280.00Aug 2120.5022.20$21.358.0%80.66--
$290.00Aug 2115.0016.40$15.708.9%380.55425
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2117.1018.60$17.858.4%740.5637
$280.00Aug 217.908.60$8.258.5%420.34162
$300.00Jul 2410.8011.90$11.359.7%20.68--

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. 23 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1750.1053.60$51.856.8%41.00--
$277.50Jul 1012.9015.30$14.1017.0%280.97--
$282.50Jul 108.3010.50$9.4023.4%20.93--
$250.00Aug 2143.9046.20$45.055.1%130.90--
$260.00Aug 2135.1037.50$36.306.6%650.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 1012.5014.60$13.5515.5%10.95--
$295.00Jul 102.655.10$3.8863.1%10.74--
$300.00Jul 2410.8011.90$11.359.7%20.68--
$295.00Jul 176.207.10$6.6513.5%20.60--
$300.00Aug 2117.1018.60$17.858.4%740.5637

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 1.2K, top 141)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 216.507.40$6.9512.9%960.332.3K
$292.50Jul 245.507.00$6.2524.0%710.491
$260.00Aug 2135.1037.50$36.306.6%650.84--
$300.00Jul 171.902.25$2.0816.8%480.27673
$290.00Aug 2115.0016.40$15.708.9%380.55425
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 213.003.40$3.2012.5%1410.1678
$290.00Aug 2111.4013.00$12.2013.1%1130.4571
$270.00Aug 214.205.50$4.8526.8%770.2348
$300.00Aug 2117.1018.60$17.858.4%740.5637
$280.00Aug 217.908.60$8.258.5%420.34162

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 49.3%, max 144.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$302.50Jul 10Jul 2449.4%27.4%80.0%71
$282.50Jul 10Jul 1745.6%29.5%54.7%29--
$287.50Jul 10Jul 1741.7%28.5%46.4%27--
$297.50Jul 10Jul 2435.7%28.1%27.3%377
$300.00Jul 10Aug 2144.7%35.3%26.7%20412
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Jul 10Aug 2183.2%34.0%144.3%7948
$275.00Jul 10Jul 2466.4%29.4%126.2%6316
$277.50Jul 10Jul 1756.0%31.0%80.3%532
$282.50Jul 10Jul 1745.6%29.5%54.7%837
$280.00Jul 10Aug 2150.9%34.5%47.6%45162

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 33.09, avg 4.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$302.50Jul 10$0.10$2.40$0.1024.00$300.10
$305.00$315.00Jul 17$0.82$9.18$0.8211.20$305.82
$302.50$305.00Jul 17$0.25$2.25$0.259.00$302.75
$292.50$295.00Jul 10$0.27$2.23$0.278.26$292.77
$310.00$315.00Jul 24$0.58$4.42$0.587.62$310.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$267.50$260.00Jul 17$0.22$7.28$0.2233.09$267.28
$265.00$235.00Jul 31$1.57$28.43$1.5718.11$263.43
$250.00$240.00Aug 21$0.72$9.28$0.7212.89$249.28
$270.00$267.50Jul 17$0.20$2.30$0.2011.50$269.80
$277.50$275.00Jul 17$0.20$2.30$0.2011.50$277.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 29.30, avg 2.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$282.50Jul 17$40.70$40.70$1.8022.61$280.70
$277.50$282.50Jul 10$4.70$4.70$0.3015.67$282.20
$282.50$287.50Jul 10$4.50$4.50$0.509.00$287.00
$250.00$260.00Aug 21$8.75$8.75$1.257.00$258.75
$287.50$290.00Jul 10$1.97$1.97$0.533.72$289.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$305.00$295.00Jul 10$9.67$9.67$0.3329.30$295.33
$295.00$290.00Jul 10$3.00$3.00$2.001.50$292.00
$300.00$290.00Jul 24$5.90$5.90$4.101.44$294.10
$300.00$290.00Aug 21$5.65$5.65$4.351.30$294.35
$295.00$290.00Jul 17$2.60$2.60$2.401.08$292.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $2.04, cheapest $0.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 31Aug 7$0.4038.8%35.7%
$315.00Jul 17Jul 24$0.5731.4%29.6%
$305.00Jul 17Jul 24$0.8830.4%27.5%
$302.50Jul 10Jul 17$1.1249.4%28.9%
$285.00Jul 17Jul 24$1.5528.9%27.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 10Jul 17$0.3583.2%36.2%
$275.00Jul 10Jul 17$0.5866.4%32.5%
$277.50Jul 10Jul 17$0.8056.0%31.0%
$280.00Jul 10Jul 17$1.0950.9%30.4%
$282.50Jul 10Jul 17$1.4545.6%29.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 1.31% of stock, avg 6.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Jul 10$2.93$0.88$3.81$286.19$293.811.31%
$295.00Jul 10$0.78$3.88$4.66$290.34$299.661.60%
$287.50Jul 10$4.90$0.90$5.80$281.70$293.301.99%
$282.50Jul 10$9.40$0.25$9.65$272.85$292.153.31%
$290.00Jul 17$5.85$4.05$9.90$280.10$299.903.39%
$295.00Jul 17$3.35$6.65$10.00$285.00$305.003.43%
$287.50Jul 17$7.35$3.08$10.43$277.07$297.933.57%
$285.00Jul 17$9.20$2.30$11.50$273.50$296.503.94%
$282.50Jul 17$11.15$1.70$12.85$269.65$295.354.40%
$290.00Jul 24$7.50$5.45$12.95$277.05$302.954.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.14% of stock, avg 2.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$302.50$285.00Jul 10$0.23$0.18$0.41$284.59$302.91
$302.50$280.00Jul 10$0.23$0.18$0.41$279.59$302.91
$302.50$282.50Jul 10$0.23$0.25$0.48$282.02$302.98
$300.00$285.00Jul 10$0.33$0.18$0.51$284.49$300.51
$300.00$280.00Jul 10$0.33$0.18$0.51$279.49$300.51
$297.50$285.00Jul 10$0.35$0.18$0.53$284.47$298.03
$297.50$280.00Jul 10$0.35$0.18$0.53$279.47$298.03
$300.00$282.50Jul 10$0.33$0.25$0.58$281.92$300.58
$297.50$282.50Jul 10$0.35$0.25$0.60$281.90$298.10
$295.00$285.00Jul 10$0.78$0.18$0.96$284.04$295.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 130 found (best R:R 10.90, avg credit $3.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
278/280282/285Jul 17$2.29$0.2110.90$277.71$284.79
272/275282/285Jul 17$2.28$0.2210.36$272.72$284.78
280/282285/288Jul 17$2.28$0.2210.36$280.22$287.28
250/260270/280Aug 21$8.80$1.207.33$251.20$278.80
278/280285/288Jul 17$2.19$0.317.06$277.81$287.19
272/275285/288Jul 17$2.18$0.326.81$272.82$287.18
288/290292/295Jul 17$2.17$0.336.58$287.83$294.67
268/270282/285Jul 17$2.15$0.356.14$267.85$284.65
275/278282/285Jul 17$2.15$0.356.14$275.35$284.65
282/285288/290Jul 17$2.10$0.405.25$282.90$289.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 40.67, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$287.50$290.00$292.50Jul 10$0.09$2.4126.78
$277.50$282.50$287.50Jul 10$0.20$4.8024.00
$282.50$285.00$287.50Jul 17$0.10$2.4024.00
$290.00$292.50$295.00Jul 17$0.10$2.4024.00
$280.00$290.00$300.00Aug 21$0.70$9.3013.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Jul 24$0.12$4.8840.67
$275.00$277.50$280.00Jul 10$0.07$2.4334.71
$250.00$260.00$270.00Aug 21$0.30$9.7032.33
$277.50$280.00$282.50Jul 17$0.09$2.4126.78
$270.00$280.00$290.00Aug 21$0.55$9.4517.18

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-0.10, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$310.001:2Aug 7-$0.10$14.90
$310.00$320.001:2Jul 31-$0.45$9.55
$310.00$320.001:2Aug 7-$0.50$9.50
$300.00$310.001:2Aug 21-$3.15$6.85
$310.00$315.001:2Jul 24-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.41$9.59
$260.00$250.001:2Aug 21-$0.50$9.50
$280.00$270.001:2Aug 21-$1.45$8.55
$270.00$260.001:2Aug 21-$1.55$8.45
$290.00$280.001:2Aug 21-$4.30$5.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.36%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$295.00Aug 7$9.800.481.1%3.36%4.46%12
$300.00Aug 21$9.800.442.8%3.36%6.17%17412
$310.00Aug 21$6.500.336.2%2.23%8.46%962.3K
$292.50Jul 24$5.500.490.2%1.88%2.12%711
$310.00Aug 7$4.400.306.2%1.51%7.75%1--
$292.50Jul 17$4.100.480.2%1.41%1.64%27
$310.00Jul 31$3.800.286.2%1.30%7.54%1043
$297.50Jul 24$3.500.371.9%1.20%3.15%1--
$295.00Jul 17$2.900.401.1%0.99%2.09%227
$300.00Jul 24$2.750.322.8%0.94%3.75%215

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 711
Total Puts 940
Put/Call Ratio 1.32
Net Difference -229

Prior's Put/Call Breakdown

Total Calls 999
Total Puts 675
Put/Call Ratio 0.68
Net Difference 324

Prior 7-Day Put/Call Summary

Total Calls 8,119
Total Puts 3,509
Average Put/Call Ratio 0.51
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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