Tour v334
CI
THE CIGNA GROUP
$303.35 -0.38%
$303.00 (-0.12%)🌙
as of 07/14 06:43 PM
7/14 18:43

Option Volume

Detail
Current (07/14) 925
Calls: 321 (35%)
Puts: 604 (65%)
Prior (07/13) 2,470
Calls: 1,623 (66%)
Puts: 847 (34%)
Current vs Prior -62.55%
Calls: -80.22% (Calls)
Puts: -28.69% (Puts)
Prior 7-Day Total 14,420
Calls: 9,271 (64%)
Puts: 5,149 (36%)
Prior 7-Day Average 2,060
Calls: 1,324 (64%)
Puts: 735 (36%)
Current vs Prior 7-Day Avg -55.10%
Calls: -75.76%
Puts: -17.89%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $711.1K
Calls: $529.4K (74%)
Puts: $181.8K (26%)
Prior (07/13) $2.29M
Calls: $1.86M (81%)
Puts: $426.7K (19%)
Current vs Prior -68.95%
Calls: -71.59%
Puts: -57.40%
Prior 7-Day Total $9.76M
Calls: $7.44M (76%)
Puts: $2.32M (24%)
Prior 7-Day Average $1.39M
Calls: $1.06M (76%)
Puts: $331.0K (24%)
Current vs Prior 7-Day Avg -48.98%
Calls: -50.19%
Puts: -45.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 1.88
Prior (07/13) 0.52
Current vs Prior +260.55%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +167.16%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 13,286
Calls: 9,540 (72%)
Puts: 3,746 (28%)
Prior (07/13) 26,777
Calls: 20,384 (76%)
Puts: 6,393 (24%)
Current vs Prior -50.38%
Prior 7-Day Total 132,075
Calls: 93,866 (71%)
Puts: 38,209 (29%)
Prior 7-Day Average 18,867
Calls: 13,409 (71%)
Puts: 5,458 (29%)
Current vs Prior 7-Day Avg -29.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.93% | 3.97%2.93% | 11.16%
Prior 3.17% | 4.35%3.17% | 10.97%
Current vs Prior -7.42% | -8.71%-7.42% | +1.73%
Prior 7-Day Avg 2.93% | 4.40%4.05% | 11.32%
Current vs 7-Day Avg -0.03% | -9.74%-27.59% | -1.43%
Prior 7-Day Eod 3.17% | 4.35%3.17% | 10.97%
Current vs 7-Day Eod -7.42% | -8.71%-7.42% | +1.73%
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 74% call dollar volume ($529.4K). Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 63% vs prior. Extreme bearish P/C ratio of 1.88 - heavy put buying.

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 2 of results (avg 9.1%, best 8.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1722.5024.60$23.558.9%10.90435
$280.00Aug 2127.7030.40$29.059.3%10.78--
PUTS (0)
No puts meet the criteria

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 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 1717.1019.60$18.3513.6%10.9869
$290.00Jul 1712.5015.30$13.9020.1%150.96288
$280.00Jul 1722.5024.60$23.558.9%10.90435
$275.00Aug 730.1033.50$31.8010.7%150.868
$295.00Jul 178.1010.60$9.3526.7%10.81--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 173.706.20$4.9550.5%10.58--

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 798, top 159)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 170.051.20$0.63182.5%460.10323
$310.00Jul 170.052.00$1.02191.2%180.21386
$290.00Jul 1712.5015.30$13.9020.1%150.96288
$275.00Aug 730.1033.50$31.8010.7%150.868
$290.00Aug 1419.6022.50$21.0513.8%140.68--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 214.405.00$4.7012.8%1590.22175
$290.00Jul 240.251.65$0.95147.4%1370.148
$250.00Aug 210.451.10$0.7883.3%750.05136
$300.00Jul 172.204.40$3.3066.7%540.4062
$302.50Jul 172.404.70$3.5564.8%280.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 58.5%, max 283.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 17Aug 2174.2%35.4%109.3%2435
$340.00Jul 17Aug 2150.7%35.0%44.9%3--
$320.00Jul 17Aug 2148.0%35.6%34.8%47323
$302.50Jul 17Jul 2434.3%26.0%32.0%5367
$312.50Jul 17Jul 2434.3%27.3%26.0%721
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21144.3%37.6%283.7%76136
$260.00Jul 17Aug 21120.6%37.4%222.0%162.0K
$270.00Jul 17Aug 2173.2%35.7%105.0%6114
$292.50Jul 17Jul 2435.8%25.4%40.9%17--
$302.50Jul 17Jul 2434.3%26.0%32.0%2926

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 61.50, avg 5.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$312.50$320.00Jul 17$0.12$7.38$0.1261.50$312.62
$320.00$340.00Jul 17$0.60$19.40$0.6032.33$320.60
$312.50$325.00Jul 24$0.90$11.60$0.9012.89$313.40
$310.00$312.50Jul 17$0.27$2.23$0.278.26$310.27
$330.00$340.00Aug 21$1.87$8.13$1.874.35$331.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$270.00Jul 24$0.88$14.12$0.8816.05$284.12
$260.00$250.00Aug 21$0.82$9.18$0.8211.20$259.18
$302.50$300.00Jul 17$0.25$2.25$0.259.00$302.25
$270.00$260.00Aug 21$1.05$8.95$1.058.52$268.95
$292.50$290.00Jul 17$0.33$2.17$0.336.58$292.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 10.11, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$295.00Jul 17$4.55$4.55$0.4510.11$294.55
$285.00$290.00Jul 17$4.45$4.45$0.558.09$289.45
$300.00$302.50Jul 17$2.15$2.15$0.356.14$302.15
$280.00$290.00Jul 31$7.50$7.50$2.503.00$287.50
$290.00$292.50Jul 31$1.85$1.85$0.652.85$291.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$297.50Jul 17$1.67$1.67$0.832.01$298.33
$305.00$302.50Jul 17$1.40$1.40$1.101.27$303.60
$302.50$300.00Jul 24$1.12$1.12$1.380.81$301.38
$300.00$280.00Aug 21$7.45$7.45$12.550.59$292.55
$272.50$270.00Jul 17$0.78$0.78$1.720.45$271.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $1.96, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Aug 21Aug 28$0.5535.3%34.7%
$310.00Jul 17Jul 24$1.2332.1%23.7%
$295.00Jul 17Jul 24$1.3035.9%26.5%
$312.50Jul 17Jul 24$1.4234.3%27.3%
$300.00Jul 17Jul 24$1.7042.5%25.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 17Jul 24$0.2073.2%44.7%
$300.00Jul 17Jul 24$0.2342.5%25.8%
$250.00Jul 17Jul 31$0.30144.3%63.6%
$260.00Jul 17Aug 21$0.52120.6%37.4%
$290.00Jul 17Jul 24$0.6034.9%26.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 2.47% of stock, avg 5.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Jul 17$3.95$3.55$7.50$295.00$310.002.47%
$305.00Jul 17$3.05$4.95$8.00$297.00$313.002.64%
$297.50Jul 17$7.65$1.63$9.28$288.22$306.783.06%
$300.00Jul 17$6.10$3.30$9.40$290.60$309.403.10%
$295.00Jul 17$9.35$1.13$10.48$284.52$305.483.45%
$302.50Jul 24$6.05$4.65$10.70$291.80$313.203.53%
$300.00Jul 24$7.80$3.53$11.33$288.67$311.333.73%
$290.00Jul 17$13.90$0.35$14.25$275.75$304.254.70%
$285.00Jul 17$18.35$0.25$18.60$266.40$303.606.13%
$300.00Jul 31$12.50$9.10$21.60$278.40$321.607.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.43% of stock, avg 2.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$292.50Jul 17$0.63$0.68$1.31$291.19$321.31
$312.50$292.50Jul 17$0.75$0.68$1.43$291.07$313.93
$310.00$292.50Jul 17$1.02$0.68$1.70$290.80$311.70
$320.00$295.00Jul 17$0.63$1.13$1.76$293.24$321.76
$312.50$295.00Jul 17$0.75$1.13$1.88$293.12$314.38
$310.00$295.00Jul 17$1.02$1.13$2.15$292.85$312.15
$320.00$297.50Jul 17$0.63$1.63$2.26$295.24$322.26
$312.50$297.50Jul 17$0.75$1.63$2.38$295.12$314.88
$325.00$287.50Jul 24$1.27$1.15$2.42$285.08$327.42
$325.00$292.50Jul 24$1.27$1.28$2.55$289.95$327.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 69 found (best R:R 13.71, avg credit $3.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
270/272298/300Jul 17$2.33$0.1713.71$270.17$299.83
290/292300/302Jul 24$2.08$0.424.95$290.42$302.08
260/270280/290Aug 21$8.20$1.804.56$261.80$288.20
290/292295/298Jul 17$2.03$0.474.32$290.47$297.03
290/292305/308Jul 24$2.03$0.474.32$290.47$307.03
270/280300/310Aug 21$8.10$1.904.26$271.90$308.10
300/302308/310Jul 24$2.02$0.484.21$300.48$309.52
292/295298/300Jul 17$2.00$0.504.00$293.00$299.50
250/260280/290Aug 21$7.97$2.033.93$252.03$287.97
298/300310/312Jul 17$1.94$0.563.46$298.06$311.94

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$295.00$297.50$300.00Jul 17$0.15$2.3515.67
$310.00$320.00$330.00Aug 21$0.60$9.4015.67
$320.00$330.00$340.00Aug 21$0.78$9.2211.82
$280.00$285.00$290.00Jul 17$0.75$4.255.67
$280.00$290.00$300.00Aug 21$2.05$7.953.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$292.50$295.00$297.50Jul 17$0.05$2.4549.00
$250.00$260.00$270.00Aug 21$0.23$9.7742.48
$290.00$292.50$295.00Jul 17$0.12$2.3819.83
$260.00$270.00$280.00Aug 21$1.00$9.009.00
$287.50$290.00$292.50Jul 24$0.53$1.973.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.37, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$312.50$325.001:2Jul 24-$0.37$12.13
$330.00$340.001:2Aug 21-$1.11$8.89
$320.00$330.001:2Aug 21-$2.20$7.80
$312.50$320.001:2Jul 17-$0.51$6.99
$310.00$320.001:2Aug 21-$4.25$5.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$272.501:2Jul 17-$1.91$10.59
$270.00$260.001:2Aug 21-$0.55$9.45
$280.00$270.001:2Aug 21-$0.60$9.40
$260.00$250.001:2Jul 17-$1.08$8.92
$270.00$260.001:2Jul 17-$1.86$8.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 4.22%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Aug 28$12.800.500.5%4.22%4.76%1--
$310.00Aug 21$9.900.452.2%3.26%5.46%52.2K
$305.00Jul 31$8.400.490.5%2.77%3.31%7--
$320.00Aug 21$7.100.345.5%2.34%7.83%1--
$310.00Jul 31$6.100.412.2%2.01%4.20%156
$315.00Jul 31$4.600.343.8%1.52%5.36%1--
$330.00Aug 21$4.500.258.8%1.48%10.27%4--
$305.00Jul 24$4.300.470.5%1.42%1.96%179
$330.00Aug 28$4.100.268.8%1.35%10.14%1--
$340.00Aug 21$2.450.1712.1%0.81%12.89%2--

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 321
Total Puts 604
Put/Call Ratio 1.88
Net Difference -283

Prior's Put/Call Breakdown

Total Calls 1,623
Total Puts 847
Put/Call Ratio 0.52
Net Difference 776

Prior 7-Day Put/Call Summary

Total Calls 9,271
Total Puts 5,149
Average Put/Call Ratio 0.70
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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