Tour v492
EXEL
EXELIXIS INC
$56.70 +1.25%
$54.00 (-4.76%)🌙
as of 08/05 06:05 PM
8/5 18:05

Option Volume

Detail
Current (08/05) 9,727
Calls: 2,115 (22%)
Puts: 7,612 (78%)
Prior (08/04) 415
Calls: 382 (92%)
Puts: 33 (8%)
Current vs Prior +2243.86%
Calls: +453.66% (Calls)
Puts: +22966.67% (Puts)
Prior 7-Day Total 5,243
Calls: 4,486 (86%)
Puts: 757 (14%)
Prior 7-Day Average 749
Calls: 640 (86%)
Puts: 108 (14%)
Current vs Prior 7-Day Avg +1198.66%
Calls: +230.03%
Puts: +6938.84%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $938.2K
Calls: $366.8K (39%)
Puts: $571.4K (61%)
Prior (08/04) $81.6K
Calls: $76.5K (94%)
Puts: $5.1K (6%)
Current vs Prior +1050.39%
Calls: +379.57%
Puts: +11180.87%
Prior 7-Day Total $1.68M
Calls: $1.51M (90%)
Puts: $175.8K (10%)
Prior 7-Day Average $240.6K
Calls: $215.5K (90%)
Puts: $25.1K (10%)
Current vs Prior 7-Day Avg +289.90%
Calls: +70.21%
Puts: +2174.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05) 3.60
Prior (08/04) 0.09
Current vs Prior +4066.18%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +1351.17%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 40,621
Calls: 19,184 (47%)
Puts: 21,437 (53%)
Prior (08/04) 40,475
Calls: 19,052 (47%)
Puts: 21,423 (53%)
Current vs Prior +0.36%
Prior 7-Day Total 83,797
Calls: 59,435 (71%)
Puts: 24,362 (29%)
Prior 7-Day Average 11,971
Calls: 8,490 (71%)
Puts: 3,480 (29%)
Current vs Prior 7-Day Avg +239.33%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.73% | 12.70%
Prior 9.11% | 13.00%
Current vs Prior -4.14% | -2.32%
Prior 7-Day Avg 8.99% | 12.84%
Current vs 7-Day Avg -2.84% | -1.09%
Prior 7-Day Eod 9.11% | 13.00%
Current vs 7-Day Eod -4.14% | -2.32%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Prior 18.86% | 18.23%
Calls: 20.90% | 16.47%
Puts: 16.83% | 20.00%
Current vs Prior -19.30% | -9.33%
Prior 7-Day Avg 17.33% | 18.56%
Calls: 14.15% | 11.53%
Puts: 20.52% | 25.57%
Current vs 7-Day Avg -12.15% | -10.92%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($571.4K). Massive premium surge with dollar volume up 1050% vs prior. Dollar volume significantly above 7-day average (290% higher). Unusually high activity with volume up 2244% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 1 of results (avg 7.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 182.452.65$2.557.8%140.391.1K
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. 12 found (avg delta 0.83, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 2114.8018.80$16.8023.8%--0.94390
$44.00Aug 2110.9014.90$12.9031.0%--0.90334
$46.00Aug 218.9012.90$10.9036.7%--0.90110
$45.00Aug 219.8013.90$11.8534.6%--0.8948
$48.00Aug 217.0010.40$8.7039.1%--0.89360
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.506.80$5.1564.1%--0.6511

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 9.5K, top 6.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.501.70$1.6012.5%1.7K0.361.7K
$65.00Aug 210.500.75$0.6339.7%1060.172.1K
$55.00Aug 213.003.90$3.4526.1%920.65985
$60.00Sep 182.452.65$2.557.8%140.391.1K
$65.00Sep 180.652.00$1.33101.5%70.2416
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.200.90$0.55127.3%6.0K0.14302
$55.00Aug 210.752.25$1.50100.0%1.6K0.36165
$49.00Aug 210.000.85$0.43197.7%80.11366
$55.00Sep 181.604.20$2.9089.7%20.415

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 20.7%, max 45.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Aug 21Sep 1862.4%52.7%18.4%1132.1K
$60.00Aug 21Sep 1859.7%52.2%14.5%1.7K2.9K
$55.00Aug 21Sep 1849.6%44.9%10.6%931.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 18100.3%69.1%45.2%--350
$50.00Aug 21Sep 1860.8%48.6%25.0%6.0K375
$55.00Aug 21Sep 1849.6%44.9%10.6%1.6K170

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 32.33, avg 5.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$65.00Aug 21$0.97$4.03$0.974.15$60.97
$60.00$65.00Sep 18$1.22$3.78$1.223.10$61.22
$55.00$60.00Sep 18$1.75$3.25$1.751.86$56.75
$55.00$60.00Aug 21$1.85$3.15$1.851.70$56.85
$48.00$49.00Aug 21$0.50$0.50$0.501.00$48.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Sep 18$0.15$4.85$0.1532.33$49.85
$50.00$49.00Aug 21$0.12$0.88$0.127.33$49.88
$55.00$50.00Aug 21$0.95$4.05$0.954.26$54.05
$55.00$50.00Sep 18$1.60$3.40$1.602.13$53.40
$43.00$42.00Aug 21$0.63$0.37$0.630.59$42.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 2.70, avg 1.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$55.00Aug 21$3.60$3.60$1.402.57$53.60
$48.00$49.00Aug 21$0.50$0.50$0.501.00$48.50
$55.00$60.00Aug 21$1.85$1.85$3.150.59$56.85
$55.00$60.00Sep 18$1.75$1.75$3.250.54$56.75
$60.00$65.00Sep 18$1.22$1.22$3.780.32$61.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$55.00Aug 21$3.65$3.65$1.352.70$56.35
$41.00$40.00Aug 21$0.72$0.72$0.282.57$40.28
$43.00$42.00Aug 21$0.63$0.63$0.371.70$42.37
$55.00$50.00Sep 18$1.60$1.60$3.400.47$53.40
$55.00$50.00Aug 21$0.95$0.95$4.050.23$54.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.85, cheapest $0.45)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Aug 21Sep 18$0.7062.4%52.7%
$55.00Aug 21Sep 18$0.8549.6%44.9%
$60.00Aug 21Sep 18$0.9559.7%52.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$0.45100.3%69.1%
$50.00Aug 21Sep 18$0.7560.8%48.6%
$55.00Aug 21Sep 18$1.4049.6%44.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 8.73% of stock, avg 19.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$3.45$1.50$4.95$50.05$59.958.73%
$60.00Aug 21$1.60$5.15$6.75$53.25$66.7511.90%
$55.00Sep 18$4.30$2.90$7.20$47.80$62.2012.70%
$50.00Aug 21$7.05$0.55$7.60$42.40$57.6013.40%
$49.00Aug 21$8.20$0.43$8.63$40.37$57.6315.22%
$48.00Aug 21$8.70$0.48$9.18$38.82$57.1816.19%
$46.00Aug 21$10.90$0.53$11.43$34.57$57.4320.16%
$45.00Aug 21$11.85$0.70$12.55$32.45$57.5522.13%
$44.00Aug 21$12.90$0.65$13.55$30.45$57.5523.90%
$43.00Aug 21$13.80$1.08$14.88$28.12$57.8826.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 1.87% of stock, avg 4.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$49.00Aug 21$0.63$0.43$1.06$47.94$66.06
$65.00$50.00Aug 21$0.63$0.55$1.18$48.82$66.18
$65.00$43.00Aug 21$0.63$1.08$1.71$41.29$66.71
$65.00$41.00Aug 21$0.63$1.10$1.73$39.27$66.73
$60.00$49.00Aug 21$1.60$0.43$2.03$46.97$62.03
$65.00$55.00Aug 21$0.63$1.50$2.13$52.87$67.13
$60.00$50.00Aug 21$1.60$0.55$2.15$47.85$62.15
$65.00$45.00Sep 18$1.33$1.15$2.48$42.52$67.48
$65.00$50.00Sep 18$1.33$1.30$2.63$47.37$67.63
$60.00$43.00Aug 21$1.60$1.08$2.68$40.32$62.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 6.35, avg credit $2.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
40/4150/55Aug 21$4.32$0.686.35$36.68$54.32
42/4350/55Aug 21$4.23$0.775.49$38.77$54.23
50/5560/65Sep 18$2.82$2.181.29$52.18$62.82
40/4155/60Aug 21$2.57$2.431.06$38.43$57.57
42/4355/60Aug 21$2.48$2.520.98$40.52$57.48
49/5055/60Aug 21$1.97$3.030.65$48.03$56.97
45/5055/60Sep 18$1.90$3.100.61$48.10$56.90
45/5060/65Sep 18$1.37$3.630.38$48.63$61.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 9.00, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$44.00$45.00$46.00Aug 21$0.10$0.909.00
$55.00$60.00$65.00Sep 18$0.53$4.478.43
$55.00$60.00$65.00Aug 21$0.88$4.124.68
$50.00$55.00$60.00Aug 21$1.75$3.251.86
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.17$0.834.88
$45.00$50.00$55.00Sep 18$1.45$3.552.45
$43.00$44.00$45.00Aug 21$0.48$0.521.08
$50.00$55.00$60.00Aug 21$2.70$2.300.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.11, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Sep 18-$0.11$4.89
$55.00$60.001:2Sep 18-$0.80$4.20
$50.00$55.001:2Aug 21$0.15$4.85
$55.00$60.001:2Aug 21$0.25$4.75
$60.00$65.001:2Aug 21$0.34$4.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Sep 18-$1.00$4.00
$48.00$46.001:2Aug 21-$0.58$1.42
$50.00$49.001:2Aug 21-$0.31$0.69
$49.00$48.001:2Aug 21-$0.53$0.47
$45.00$44.001:2Aug 21-$0.60$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.32%, avg 2.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$2.450.395.8%4.32%10.14%141.1K
$60.00Aug 21$1.500.365.8%2.65%8.47%1.7K1.7K
$65.00Sep 18$0.650.2414.6%1.15%15.78%716
$65.00Aug 21$0.500.1714.6%0.88%15.52%1062.1K

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 2,115
Total Puts 7,612
Put/Call Ratio 3.60
Net Difference -5,497

Prior's Put/Call Breakdown

Total Calls 382
Total Puts 33
Put/Call Ratio 0.09
Net Difference 349

Prior 7-Day Put/Call Summary

Total Calls 4,486
Total Puts 757
Average Put/Call Ratio 0.25
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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