Tour v492
EXEL
EXELIXIS INC
$52.20 -7.94%
$52.86 (+1.26%)🌙
as of 08/06 06:38 PM
8/6 18:38

Option Volume

Detail
Current (08/06) 2,342
Calls: 1,073 (46%)
Puts: 1,269 (54%)
Prior (08/05) 9,727
Calls: 2,115 (22%)
Puts: 7,612 (78%)
Current vs Prior -75.92%
Calls: -49.27% (Calls)
Puts: -83.33% (Puts)
Prior 7-Day Total 14,709
Calls: 6,409 (44%)
Puts: 8,300 (56%)
Prior 7-Day Average 2,101
Calls: 915 (44%)
Puts: 1,185 (56%)
Current vs Prior 7-Day Avg +11.46%
Calls: +17.19%
Puts: +7.02%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $471.7K
Calls: $301.9K (64%)
Puts: $169.7K (36%)
Prior (08/05) $938.2K
Calls: $366.8K (39%)
Puts: $571.4K (61%)
Current vs Prior -49.72%
Calls: -17.69%
Puts: -70.29%
Prior 7-Day Total $2.54M
Calls: $1.81M (71%)
Puts: $729.7K (29%)
Prior 7-Day Average $362.8K
Calls: $258.5K (71%)
Puts: $104.2K (29%)
Current vs Prior 7-Day Avg +30.02%
Calls: +16.79%
Puts: +62.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 1.18
Prior (08/05) 3.60
Current vs Prior -67.14%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +66.38%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 19,419
Calls: 11,342 (58%)
Puts: 8,077 (42%)
Prior (08/05) 40,621
Calls: 19,184 (47%)
Puts: 21,437 (53%)
Current vs Prior -52.19%
Prior 7-Day Total 118,709
Calls: 73,006 (61%)
Puts: 45,703 (39%)
Prior 7-Day Average 16,958
Calls: 10,429 (61%)
Puts: 6,529 (39%)
Current vs Prior 7-Day Avg +14.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.62% | 10.21%
Prior 8.73% | 12.70%
Current vs Prior -12.66% | -19.59%
Prior 7-Day Avg 8.87% | 12.99%
Current vs 7-Day Avg -14.07% | -21.38%
Prior 7-Day Eod 8.73% | 12.70%
Current vs 7-Day Eod -12.66% | -19.59%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Prior 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.06% | 18.26%
Calls: 13.46% | 12.38%
Puts: 20.67% | 24.13%
Current vs 7-Day Avg -10.79% | -9.47%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($301.9K). Below-average activity with volume down 76% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio dropping 67% - sentiment shifting bullish.

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

No options available for this category

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. 6 found (avg delta 0.81, highest 0.92)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Aug 216.6010.40$8.5044.7%230.92334
$45.00Aug 215.609.40$7.5050.7%160.90--
$49.00Aug 212.255.00$3.6375.8%10.79--
$50.00Aug 212.104.20$3.1566.7%1400.71138
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 216.709.30$8.0032.5%80.8311
$55.00Aug 213.003.50$3.2515.4%1920.701.6K

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 1.9K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 210.101.05$0.58163.8%4580.173.3K
$50.00Aug 212.104.20$3.1566.7%1400.71138
$55.00Aug 210.501.30$0.9088.9%450.31926
$44.00Aug 216.6010.40$8.5044.7%230.92334
$45.00Aug 215.609.40$7.5050.7%160.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.401.25$0.83102.4%1.0K0.296.1K
$55.00Aug 213.003.50$3.2515.4%1920.701.6K
$45.00Aug 210.000.60$0.30200.0%120.10--
$60.00Aug 216.709.30$8.0032.5%80.8311
$50.00Sep 180.752.00$1.3890.6%10.3373

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 30.2%, max 55.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Aug 21Sep 1873.8%47.3%55.9%182.2K
$60.00Aug 21Sep 1865.8%49.8%32.3%4643.3K
$55.00Aug 21Sep 1845.8%41.8%9.5%46945
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 21Sep 1841.8%33.9%23.3%1.0K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 15.67, avg 6.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$65.00Aug 21$0.30$4.70$0.3015.67$60.30
$55.00$60.00Aug 21$0.32$4.68$0.3214.62$55.32
$60.00$65.00Sep 18$0.75$4.25$0.755.67$60.75
$55.00$60.00Sep 18$0.78$4.22$0.785.41$55.78
$50.00$55.00Aug 21$2.25$2.75$2.251.22$52.25
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Aug 21$0.53$4.47$0.538.43$49.47
$55.00$50.00Aug 21$2.42$2.58$2.421.07$52.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 29.77, avg 5.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$49.00Aug 21$3.87$3.87$0.1329.77$48.87
$49.00$50.00Aug 21$0.48$0.48$0.520.92$49.48
$50.00$55.00Aug 21$2.25$2.25$2.750.82$52.25
$55.00$60.00Sep 18$0.78$0.78$4.220.18$55.78
$60.00$65.00Sep 18$0.75$0.75$4.250.18$60.75
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$55.00Aug 21$4.75$4.75$0.2519.00$55.25
$55.00$50.00Aug 21$2.42$2.42$2.580.94$52.58
$50.00$45.00Aug 21$0.53$0.53$4.470.12$49.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.57, cheapest $0.12)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Aug 21Sep 18$0.1273.8%47.3%
$60.00Aug 21Sep 18$0.5765.8%49.8%
$55.00Aug 21Sep 18$1.0345.8%41.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Aug 21Sep 18$0.5541.8%33.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 7.62% of stock, avg 11.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$3.15$0.83$3.98$46.02$53.987.62%
$55.00Aug 21$0.90$3.25$4.15$50.85$59.157.95%
$45.00Aug 21$7.50$0.30$7.80$37.20$52.8014.94%
$60.00Aug 21$0.58$8.00$8.58$51.42$68.5816.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 1.11% of stock, avg 3.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$45.00Aug 21$0.28$0.30$0.58$44.42$65.58
$60.00$45.00Aug 21$0.58$0.30$0.88$44.12$60.88
$65.00$50.00Aug 21$0.28$0.83$1.11$48.89$66.11
$55.00$45.00Aug 21$0.90$0.30$1.20$43.80$56.20
$60.00$50.00Aug 21$0.58$0.83$1.41$48.59$61.41
$55.00$50.00Aug 21$0.90$0.83$1.73$48.27$56.73
$65.00$50.00Sep 18$0.40$1.38$1.78$48.22$66.78
$60.00$50.00Sep 18$1.15$1.38$2.53$47.47$62.53
$55.00$50.00Sep 18$1.93$1.38$3.31$46.69$58.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.19, avg credit $1.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5560/65Aug 21$2.72$2.281.19$52.28$62.72
45/5055/60Aug 21$0.85$4.150.20$49.15$55.85
45/5060/65Aug 21$0.83$4.170.20$49.17$60.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 1.65, cheapest $1.89)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$50.00$55.00$60.00Aug 21$1.93$3.071.59
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$1.89$3.111.65
$50.00$55.00$60.00Aug 21$2.33$2.671.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.26, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Aug 21-$0.26$4.74
$55.00$60.001:2Sep 18-$0.37$4.63
$60.00$65.001:2Aug 21$0.02$4.98
$60.00$65.001:2Sep 18$0.35$4.65
$45.00$49.001:2Aug 21$0.24$3.76
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 21$0.23$4.77
$60.00$55.001:2Aug 21$1.50$3.50
$55.00$50.001:2Aug 21$1.59$3.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.25%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$0.650.2414.9%1.25%16.19%6--
$55.00Aug 21$0.500.315.4%0.96%6.32%45926
$55.00Sep 18$0.450.395.4%0.86%6.23%119
$60.00Aug 21$0.100.1714.9%0.19%15.13%4583.3K
$65.00Sep 18$0.100.1124.5%0.19%24.71%717

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 1,073
Total Puts 1,269
Put/Call Ratio 1.18
Net Difference -196

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,409
Total Puts 8,300
Average Put/Call Ratio 0.71
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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