Tour v526
ELF
E L F BEAUTY INC
$98.46 -1.19%
$98.20 (-0.26%)🌙
as of 08/20 06:26 PM
8/20 18:26

Option Volume

Detail
Current (08/20) 7,614
Calls: 5,327 (70%)
Puts: 2,287 (30%)
Prior (08/19) 26,393
Calls: 20,569 (78%)
Puts: 5,824 (22%)
Current vs Prior -71.15%
Calls: -74.10% (Calls)
Puts: -60.73% (Puts)
Prior 7-Day Total 56,504
Calls: 42,531 (75%)
Puts: 13,973 (25%)
Prior 7-Day Average 8,072
Calls: 6,075 (75%)
Puts: 1,996 (25%)
Current vs Prior 7-Day Avg -5.67%
Calls: -12.33%
Puts: +14.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $3.78M
Calls: $3.08M (82%)
Puts: $697.2K (18%)
Prior (08/19) $17.73M
Calls: $14.64M (83%)
Puts: $3.09M (17%)
Current vs Prior -78.69%
Calls: -78.96%
Puts: -77.43%
Prior 7-Day Total $31.08M
Calls: $25.38M (82%)
Puts: $5.70M (18%)
Prior 7-Day Average $4.44M
Calls: $3.63M (82%)
Puts: $814.4K (18%)
Current vs Prior 7-Day Avg -14.94%
Calls: -15.06%
Puts: -14.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.43
Prior (08/19) 0.28
Current vs Prior +51.63%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -8.68%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 66,568
Calls: 46,010 (69%)
Puts: 20,558 (31%)
Prior (08/19) 99,434
Calls: 69,075 (69%)
Puts: 30,359 (31%)
Current vs Prior -33.05%
Prior 7-Day Total 497,955
Calls: 372,953 (75%)
Puts: 125,002 (25%)
Prior 7-Day Average 71,136
Calls: 53,279 (75%)
Puts: 17,857 (25%)
Current vs Prior 7-Day Avg -6.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.20% | 7.53%3.20% | 12.02%
Prior 4.44% | 7.24%4.44% | 12.25%
Current vs Prior -27.87% | +4.02%-27.87% | -1.94%
Prior 7-Day Avg 4.83% | 7.65%5.98% | 12.83%
Current vs 7-Day Avg -33.72% | -1.68%-46.46% | -6.32%
Prior 7-Day Eod 4.44% | 7.24%4.44% | 12.25%
Current vs 7-Day Eod -27.87% | +4.02%-27.87% | -1.94%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 84.12% | 26.43%
Calls: 30.39% | 23.10%
Puts: 137.84% | 29.75%
Prior 84.12% | 26.43%
Calls: 30.39% | 23.10%
Puts: 137.84% | 29.75%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.60% | 14.08%
Calls: 18.75% | 13.38%
Puts: 32.45% | 14.77%
Current vs 7-Day Avg +228.56% | +87.73%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($3.08M) vs puts ($697.2K). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 71% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (5,327 calls vs 2,287 puts).

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 5 of results (avg 8.8%, best 7.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 187.758.35$8.057.5%210.64--
$87.00Aug 2811.3012.35$11.838.9%200.9210
$95.00Sep 116.807.45$7.139.1%120.65--
$80.00Aug 2118.1519.90$19.029.2%200.961.6K
$80.00Sep 1818.9520.85$19.909.5%310.93170
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. 61 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Aug 2115.0016.95$15.9812.2%11.00--
$84.00Aug 2114.0015.95$14.9813.0%10.99--
$90.00Aug 218.059.95$9.0021.1%220.991.2K
$85.00Aug 2113.0514.95$14.0013.6%320.974.8K
$88.00Aug 2110.0011.95$10.9817.8%50.9645
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 215.107.00$6.0531.4%251.0041
$110.00Aug 2110.1011.85$10.9815.9%251.0025
$102.00Aug 212.364.20$3.2856.1%10.88--
$108.00Aug 288.5510.50$9.5320.5%20.87--
$107.00Aug 287.709.55$8.6321.4%20.85--

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 4.3K, top 510)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.510.99$0.7564.0%5100.371.2K
$90.00Aug 288.6010.55$9.5720.4%3160.8947
$102.00Aug 210.300.42$0.3633.3%2220.191.0K
$89.00Aug 289.5010.65$10.0711.4%2040.898
$91.00Aug 287.858.70$8.2710.3%1580.8610
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 210.480.93$0.7163.4%1220.3012
$99.00Aug 210.861.60$1.2360.2%1130.5329
$93.00Aug 280.491.38$0.9494.7%1080.21113
$96.00Aug 281.722.35$2.0430.9%1020.3564
$100.00Aug 210.892.58$1.7497.1%430.681.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 30.1%, max 85.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Aug 21Oct 292.3%49.9%85.1%3540
$98.00Aug 21Sep 1171.5%50.5%41.6%50121
$101.00Aug 21Sep 2573.3%53.9%35.9%8381
$97.00Aug 21Aug 2874.4%56.4%31.8%16191
$102.00Aug 21Sep 469.4%53.8%29.0%2301.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Aug 21Sep 2571.5%50.2%42.5%1831
$99.00Aug 21Sep 2565.3%52.2%25.1%11734
$100.00Aug 21Sep 1861.4%54.2%13.3%641.3K
$96.00Aug 21Sep 462.4%56.6%10.1%1477

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 1.44, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$100.00Sep 25$2.05$2.95$2.0563%1.44$97.05
$90.00$103.00Oct 2$7.47$5.53$7.4774%0.74$97.47
$103.00$115.00Oct 2$2.95$9.05$2.9546%3.07$105.95
$89.00$90.00Sep 4$0.25$0.75$0.2584%3.00$89.25
$105.00$115.00Sep 25$1.99$8.01$1.9938%4.03$106.99
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$81.00Oct 2$0.25$3.75$0.2518%15.00$84.75
$99.00$98.00Aug 21$0.21$0.79$0.2153%3.76$98.79
$104.00$100.00Sep 4$2.20$1.80$2.2067%0.82$101.80
$95.00$94.00Sep 4$0.21$0.79$0.2134%3.76$94.79
$100.00$99.00Aug 21$0.51$0.49$0.5168%0.96$99.49

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 0.56, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$104.00$105.00Sep 11$0.75$0.75$0.2561%3.00$104.75
$106.00$107.00Sep 11$0.63$0.63$0.3766%1.70$106.63
$104.00$105.00Aug 28$0.48$0.48$0.5270%0.92$104.48
$108.00$110.00Aug 21$0.23$0.23$1.7792%0.13$108.23
$100.00$101.00Sep 25$0.70$0.70$0.3049%2.33$100.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$98.00$88.00Sep 25$3.60$3.60$6.4055%0.56$94.40
$81.00$80.00Oct 2$0.52$0.52$0.4885%1.08$80.48
$90.00$85.00Oct 2$1.40$1.40$3.6073%0.39$88.60
$95.00$90.00Sep 18$1.73$1.73$3.2763%0.53$93.27
$96.00$95.00Sep 4$0.66$0.66$0.3462%1.94$95.34

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.43, cheapest $4.76)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Aug 21Aug 28$1.8171.5%54.4%
$100.00Aug 21Aug 28$1.9361.4%54.5%
$99.00Aug 21Aug 28$1.8865.3%62.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Aug 21Sep 25$4.7671.5%50.2%
$100.00Aug 21Aug 28$1.7761.4%54.5%
$99.00Aug 21Aug 28$2.4565.3%62.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 2.52% of stock, avg 8.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$99.00Aug 21$1.25$1.23$2.48$96.52$101.482.52%
$100.00Aug 21$0.75$1.74$2.49$97.51$102.492.53%
$98.00Aug 21$1.92$1.02$2.94$95.06$100.942.99%
$97.00Aug 21$2.28$0.71$2.99$94.01$99.993.04%
$96.00Aug 21$3.31$0.28$3.59$92.41$99.593.65%
$102.00Aug 21$0.36$3.28$3.64$98.36$105.643.70%
$95.00Aug 21$4.13$0.23$4.36$90.64$99.364.43%
$100.00Aug 28$2.68$3.51$6.19$93.81$106.196.29%
$105.00Aug 21$0.16$6.05$6.21$98.79$111.216.31%
$93.00Aug 21$6.23$0.13$6.36$86.64$99.366.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 0.57% of stock, avg 4.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$102.00$94.00Aug 21$0.36$0.20$0.56$93.44$102.56
$102.00$95.00Aug 21$0.36$0.23$0.59$94.41$102.59
$102.00$96.00Aug 21$0.36$0.28$0.64$95.36$102.64
$103.00$94.00Aug 21$0.49$0.20$0.69$93.31$103.69
$103.00$95.00Aug 21$0.49$0.23$0.72$94.28$103.72
$103.00$96.00Aug 21$0.49$0.28$0.77$95.23$103.77
$101.00$94.00Aug 21$0.65$0.20$0.85$93.15$101.85
$101.00$95.00Aug 21$0.65$0.23$0.88$94.12$101.88
$101.00$96.00Aug 21$0.65$0.28$0.93$95.07$101.93
$102.00$97.00Aug 21$0.36$0.71$1.07$95.93$103.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 67 found (best R:R 8.09, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
93/94104/105Aug 28$0.89$0.1144%8.09$93.11$104.89
93/94111/112Aug 28$0.61$0.3964%1.56$93.39$111.61
93/94106/107Aug 28$0.73$0.2752%2.70$93.27$106.73
96/97103/104Aug 21$0.74$0.2650%2.85$96.26$103.74
91/92104/105Aug 28$0.69$0.3152%2.23$91.31$104.69
95/96111/112Aug 28$0.65$0.3555%1.86$95.35$111.65
95/96106/107Aug 28$0.77$0.2343%3.35$95.23$106.77
90/91104/105Aug 28$0.63$0.3755%1.70$90.37$104.63
93/94109/110Aug 28$0.57$0.4360%1.33$93.43$109.57
96/97101/102Aug 21$0.72$0.2841%2.57$96.28$101.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$90.00$95.00Sep 18$0.22$4.7822%21.73
$95.00$100.00$105.00Sep 18$0.44$4.5627%10.36
$80.00$85.00$90.00Sep 18$0.37$4.6316%12.51
$105.00$110.00$115.00Sep 18$0.54$4.4620%8.26
$100.00$105.00$110.00Sep 18$0.71$4.2925%6.04
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$96.00$100.00$104.00Sep 4$0.45$3.5529%7.89
$90.00$95.00$100.00Sep 18$0.60$4.4026%7.33
$80.00$85.00$90.00Sep 18$0.39$4.6116%11.82
$86.00$88.00$90.00Aug 28$0.08$1.926%24.00
$95.00$100.00$105.00Sep 18$0.80$4.2027%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-1.07, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$95.001:2Sep 25-$1.07$8.93
$100.00$105.001:2Sep 18-$1.37$3.63
$105.00$110.001:2Sep 18-$0.71$4.29
$106.00$110.001:2Sep 4-$0.12$3.88
$110.00$115.001:2Sep 4-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Aug 21-$1.12$3.88
$107.00$101.001:2Aug 28-$0.57$5.43
$105.00$102.001:2Aug 21-$0.51$2.49
$102.00$100.001:2Aug 21-$0.20$1.80
$95.00$90.001:2Sep 18-$0.51$4.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.84%, avg 1.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Sep 25$5.750.511.6%5.84%7.40%722
$101.00Sep 25$5.150.482.6%5.23%7.81%15--
$103.00Oct 2$4.200.464.6%4.27%8.88%1--
$105.00Sep 25$3.300.396.6%3.35%9.99%5--
$100.00Sep 18$5.050.511.6%5.13%6.69%41750
$115.00Oct 2$1.780.2416.8%1.81%18.61%10--
$105.00Sep 18$3.000.376.6%3.05%9.69%36858
$115.00Sep 25$1.650.2116.8%1.68%18.47%154--
$99.00Sep 11$4.700.520.6%4.77%5.32%1--
$100.00Sep 11$4.200.491.6%4.27%5.83%1839

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 5,327
Total Puts 2,287
Put/Call Ratio 0.43
Net Difference 3,040

Prior's Put/Call Breakdown

Total Calls 20,569
Total Puts 5,824
Put/Call Ratio 0.28
Net Difference 14,745

Prior 7-Day Put/Call Summary

Total Calls 42,531
Total Puts 13,973
Average Put/Call Ratio 0.47
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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