Tour v309
CI
THE CIGNA GROUP
$293.46 +0.57%
$290.00 (-1.18%)🌙
as of 07/10 06:17 PM
7/10 18:18

Option Volume

Detail
Current (07/10) 2,075
Calls: 1,444 (70%)
Puts: 631 (30%)
Prior (07/09) 1,651
Calls: 711 (43%)
Puts: 940 (57%)
Current vs Prior +25.68%
Calls: +103.09% (Calls)
Puts: -32.87% (Puts)
Prior 7-Day Total 11,954
Calls: 7,766 (65%)
Puts: 4,188 (35%)
Prior 7-Day Average 1,707
Calls: 1,109 (65%)
Puts: 598 (35%)
Current vs Prior 7-Day Avg +21.51%
Calls: +30.16%
Puts: +5.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $707.0K
Calls: $513.2K (73%)
Puts: $193.9K (27%)
Prior (07/09) $1.32M
Calls: $832.3K (63%)
Puts: $487.3K (37%)
Current vs Prior -46.43%
Calls: -38.35%
Puts: -60.22%
Prior 7-Day Total $8.97M
Calls: $6.74M (75%)
Puts: $2.23M (25%)
Prior 7-Day Average $1.28M
Calls: $962.3K (75%)
Puts: $318.9K (25%)
Current vs Prior 7-Day Avg -44.82%
Calls: -46.67%
Puts: -39.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.44
Prior (07/09) 1.32
Current vs Prior -66.95%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -34.07%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 13,423
Calls: 8,916 (66%)
Puts: 4,507 (34%)
Prior (07/09) 23,500
Calls: 18,493 (79%)
Puts: 5,007 (21%)
Current vs Prior -42.88%
Prior 7-Day Total 130,412
Calls: 95,358 (73%)
Puts: 35,054 (27%)
Prior 7-Day Average 18,630
Calls: 13,622 (73%)
Puts: 5,007 (27%)
Current vs Prior 7-Day Avg -27.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.13% | 3.31%3.31% | 10.92%
Prior 1.66% | 3.80%3.80% | 11.50%
Current vs Prior +98.87% | +20.04%-13.11% | -5.01%
Prior 7-Day Avg 2.62% | 4.29%4.63% | 11.52%
Current vs 7-Day Avg +26.19% | +6.44%-28.67% | -5.17%
Prior 7-Day Eod 1.66% | 3.80%-- | --
Current vs 7-Day Eod +98.87% | +20.04%-- | --
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

Moderately bullish flow with 73% call dollar volume ($513.2K). Extreme bullish P/C ratio of 0.44 - heavy call buying (1,444 calls vs 631 puts). P/C ratio dropping 67% - sentiment shifting bullish. Call-heavy open interest (8,916 calls vs 4,507 puts) suggests bullish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 7.6%, best 5.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2144.3047.00$45.655.9%20.917
$250.00Jul 1741.6044.40$43.006.5%21.0017
$270.00Jul 1021.8024.00$22.909.6%10.91--
$270.00Aug 2127.3030.10$28.709.8%10.78--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2111.1011.80$11.456.1%20.44126

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. 26 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Jul 103.906.30$5.1047.1%61.00--
$250.00Jul 1741.6044.40$43.006.5%21.0017
$270.00Jul 1721.8024.60$23.2012.1%10.94--
$270.00Jul 1021.8024.00$22.909.6%10.91--
$250.00Aug 2144.3047.00$45.655.9%20.917
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$297.50Jul 103.606.10$4.8551.5%50.74--
$295.00Jul 174.505.40$4.9518.2%1970.551

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 1.9K, top 313)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Jul 100.201.80$1.00160.0%3130.80294
$300.00Jul 242.754.00$3.3837.0%3050.3416
$290.00Jul 102.404.00$3.2050.0%2620.74339
$302.50Jul 242.203.20$2.7037.0%2260.295
$300.00Jul 171.802.30$2.0524.4%1010.29668
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 100.002.40$1.20200.0%1990.32210
$295.00Jul 174.505.40$4.9518.2%1970.551
$270.00Jul 170.000.55$0.28196.4%150.04290
$275.00Jul 170.050.60$0.33166.7%130.06--
$260.00Jul 170.000.45$0.23195.7%80.031.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 993.0%, max 2579.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Jul 10Aug 21889.7%33.2%2579.9%2--
$275.00Jul 10Jul 24739.9%33.1%2137.0%29
$280.00Jul 10Jul 24585.6%27.7%2013.7%11--
$297.50Jul 10Jul 24340.3%26.8%1169.9%31
$285.00Jul 10Jul 31426.6%39.4%982.5%1294
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Jul 10Aug 21889.7%33.2%2579.9%356
$265.00Jul 10Jul 311036.9%40.6%2456.3%411
$277.50Jul 10Jul 24663.5%28.3%2243.4%621
$280.00Jul 10Jul 31585.6%40.1%1360.0%8--
$285.00Jul 10Jul 31426.6%39.4%982.5%622

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 39.00, avg 5.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$315.00Jul 17$0.18$4.82$0.1826.78$310.18
$305.00$310.00Jul 17$0.40$4.60$0.4011.50$305.40
$320.00$330.00Aug 21$1.22$8.78$1.227.20$321.22
$330.00$340.00Aug 21$1.43$8.57$1.435.99$331.43
$305.00$310.00Jul 24$0.73$4.27$0.735.85$305.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$255.00Jul 24$0.25$9.75$0.2539.00$264.75
$265.00$240.00Jul 31$1.58$23.42$1.5814.82$263.42
$270.00$265.00Jul 24$0.35$4.65$0.3513.29$269.65
$277.50$275.00Jul 17$0.27$2.23$0.278.26$277.23
$260.00$250.00Aug 21$1.13$8.87$1.137.85$258.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 99.00, avg 3.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$270.00Jul 17$19.80$19.80$0.2099.00$269.80
$270.00$280.00Jul 17$9.25$9.25$0.7512.33$279.25
$282.50$285.00Jul 10$2.30$2.30$0.2011.50$284.80
$290.00$292.50Jul 10$2.20$2.20$0.307.33$292.20
$275.00$280.00Jul 24$4.40$4.40$0.607.33$279.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$297.50$290.00Jul 10$3.65$3.65$3.850.95$293.85
$290.00$287.50Jul 10$1.17$1.17$1.330.88$288.83
$295.00$290.00Jul 17$2.27$2.27$2.730.83$292.73
$290.00$270.00Aug 21$7.10$7.10$12.900.55$282.90
$285.00$280.00Jul 31$1.65$1.65$3.350.49$283.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $1.72, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 10Jul 17$0.30889.7%36.1%
$280.00Jul 10Jul 17$0.65585.6%27.5%
$310.00Jul 17Jul 24$0.7728.5%27.1%
$330.00Aug 14Aug 21$1.0134.3%35.6%
$305.00Jul 17Jul 24$1.1026.8%26.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.1052.6%39.7%
$285.00Jul 10Jul 17$0.25426.6%27.0%
$275.00Jul 17Jul 24$1.2230.6%33.1%
$250.00Jul 17Aug 21$1.4058.9%36.6%
$290.00Jul 10Jul 17$1.48255.4%25.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 1.50% of stock, avg 6.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Jul 10$3.20$1.20$4.40$285.60$294.401.50%
$287.50Jul 10$5.10$0.03$5.13$282.37$292.631.75%
$297.50Jul 10$1.18$4.85$6.03$291.47$303.532.05%
$295.00Jul 17$3.50$4.95$8.45$286.55$303.452.88%
$290.00Jul 17$6.25$2.68$8.93$281.07$298.933.04%
$285.00Jul 10$8.20$1.10$9.30$275.70$294.303.17%
$287.50Jul 17$7.95$1.90$9.85$277.65$297.353.36%
$285.00Jul 17$9.80$1.35$11.15$273.85$296.153.80%
$280.00Jul 10$13.30$1.08$14.38$265.62$294.384.90%
$280.00Jul 17$13.95$0.57$14.52$265.48$294.524.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 91 found (cheapest 0.34% of stock, avg 2.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$280.00Jul 17$0.43$0.57$1.00$279.00$311.00
$305.00$280.00Jul 17$0.83$0.57$1.40$278.60$306.40
$310.00$282.50Jul 17$0.43$0.98$1.41$281.09$311.41
$300.00$280.00Jul 10$0.50$1.08$1.58$278.42$301.58
$300.00$277.50Jul 10$0.50$1.08$1.58$275.92$301.58
$300.00$270.00Jul 10$0.50$1.08$1.58$268.42$301.58
$300.00$285.00Jul 10$0.50$1.10$1.60$283.40$301.60
$300.00$290.00Jul 10$0.50$1.20$1.70$288.30$301.70
$310.00$265.00Jul 24$1.20$0.55$1.75$263.25$311.75
$310.00$285.00Jul 17$0.43$1.35$1.78$283.22$311.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 19.00, avg credit $3.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/270275/280Jul 24$4.75$0.2519.00$265.25$279.75
275/280285/290Jul 31$4.55$0.4510.11$275.45$289.55
280/282285/288Jul 17$2.26$0.249.42$280.24$287.26
275/278280/285Jul 17$4.42$0.587.62$273.08$284.42
270/275285/290Jul 31$4.30$0.706.14$270.70$289.30
288/290292/295Jul 10$2.14$0.365.94$287.86$294.64
270/275280/285Jul 24$4.25$0.755.67$270.75$284.25
275/278285/288Jul 17$2.12$0.385.58$275.38$287.12
280/282288/290Jul 17$2.11$0.395.41$280.39$289.61
282/285288/290Jul 17$2.07$0.434.81$282.93$289.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 26.78, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$310.00$315.00Jul 17$0.22$4.7821.73
$285.00$287.50$290.00Jul 17$0.15$2.3515.67
$297.50$300.00$302.50Jul 24$0.19$2.3112.16
$287.50$290.00$292.50Jul 17$0.20$2.3011.50
$292.50$295.00$297.50Jul 17$0.22$2.2810.36
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$270.00$275.00Jul 31$0.18$4.8226.78
$250.00$260.00$270.00Aug 21$0.49$9.5119.41
$270.00$275.00$280.00Jul 31$0.25$4.7519.00
$275.00$280.00$285.00Jul 31$0.25$4.7519.00
$265.00$270.00$275.00Jul 24$0.30$4.7015.67

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 $-2.30, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Aug 21-$2.30$17.70
$250.00$270.001:2Jul 17-$3.40$16.60
$330.00$340.001:2Aug 21-$0.32$9.68
$310.00$320.001:2Aug 21-$1.15$8.85
$250.00$270.001:2Aug 21-$11.75$8.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$255.001:2Jul 24-$0.05$9.95
$270.00$260.001:2Jul 17-$0.18$9.82
$260.00$250.001:2Aug 21-$0.47$9.53
$270.00$260.001:2Aug 21-$1.11$8.89
$277.50$270.001:2Jul 10-$1.08$6.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 3.71%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$295.00Aug 14$10.900.500.5%3.71%4.24%11
$300.00Aug 21$9.700.442.2%3.31%5.53%1422
$295.00Jul 31$9.200.490.5%3.14%3.66%114
$310.00Aug 21$7.100.345.6%2.42%8.06%232.2K
$320.00Aug 21$3.900.249.0%1.33%10.37%180
$310.00Jul 31$3.800.295.6%1.29%6.93%1--
$297.50Jul 24$3.600.401.4%1.23%2.60%21
$315.00Aug 7$3.400.247.3%1.16%8.50%1--
$295.00Jul 17$3.000.450.5%1.02%1.55%1728
$315.00Jul 31$3.000.237.3%1.02%8.36%1--

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 1,444
Total Puts 631
Put/Call Ratio 0.44
Net Difference 813

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,766
Total Puts 4,188
Average Put/Call Ratio 0.66
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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