Tour v500
EXEL
EXELIXIS INC
$52.96 -2.05%
8/10 18:34

Option Volume

Detail
Current (08/10) 3,834
Calls: 254 (7%)
Puts: 3,580 (93%)
Prior (08/07) 1,668
Calls: 1,301 (78%)
Puts: 367 (22%)
Current vs Prior +129.86%
Calls: -80.48% (Calls)
Puts: +875.48% (Puts)
Prior 7-Day Total 17,338
Calls: 7,817 (45%)
Puts: 9,521 (55%)
Prior 7-Day Average 2,476
Calls: 1,116 (45%)
Puts: 1,360 (55%)
Current vs Prior 7-Day Avg +54.79%
Calls: -77.25%
Puts: +163.21%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/10) $550.3K
Calls: $69.4K (13%)
Puts: $480.9K (87%)
Prior (08/07) $622.1K
Calls: $496.6K (80%)
Puts: $125.5K (20%)
Current vs Prior -11.54%
Calls: -86.03%
Puts: +283.16%
Prior 7-Day Total $2.66M
Calls: $1.75M (66%)
Puts: $908.8K (34%)
Prior 7-Day Average $380.3K
Calls: $250.5K (66%)
Puts: $129.8K (34%)
Current vs Prior 7-Day Avg +44.69%
Calls: -72.30%
Puts: +270.43%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/10) 14.09
Prior (08/07) 0.28
Current vs Prior +4896.44%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +1652.46%
Sentiment BEARISH

Open Interest

Detail
Current (08/10) 20,089
Calls: 11,049 (55%)
Puts: 9,040 (45%)
Prior (08/07) 15,261
Calls: 7,712 (51%)
Puts: 7,549 (49%)
Current vs Prior +31.64%
Prior 7-Day Total 143,674
Calls: 83,199 (58%)
Puts: 60,475 (42%)
Prior 7-Day Average 20,524
Calls: 11,885 (58%)
Puts: 8,639 (42%)
Current vs Prior 7-Day Avg -2.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 6.04% | 9.72%6.04% | 9.72%
Prior 4.90% | 8.75%4.90% | 8.75%
Current vs Prior +23.29% | +11.16%+23.28% | +11.16%
Prior 7-Day Avg 8.28% | 12.07%8.28% | 12.07%
Current vs 7-Day Avg -27.04% | -19.42%-27.04% | -19.42%
Prior 7-Day Eod 4.90% | 8.75%4.90% | 8.75%
Current vs 7-Day Eod +23.29% | +11.16%+23.28% | +11.16%
Sentiment BEARISHBEARISH

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 16.53% | 17.66%
Calls: 12.09% | 14.09%
Puts: 20.98% | 21.24%
Current vs 7-Day Avg -7.94% | -6.42%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($480.9K) vs calls ($69.4K). Unusually high activity with volume up 130% vs prior - elevated interest. Extreme bearish P/C ratio of 14.09 - heavy put buying. P/C ratio rising 4896% - increased hedging/bearish positioning.

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 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. 8 found (avg delta 0.80, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 215.108.60$6.8551.1%10.89110
$50.00Aug 211.405.40$3.40117.6%20.88--
$49.00Aug 212.256.30$4.2894.6%20.88125
$47.00Aug 214.207.60$5.9057.6%20.859
$48.00Aug 213.406.70$5.0565.3%60.85360
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.253.10$2.1785.3%1.4K0.691.4K
$55.00Sep 182.204.20$3.2062.5%370.5810

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 3.6K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 181.252.65$1.9571.8%370.4420
$55.00Aug 210.451.60$1.03111.7%170.40972
$50.00Sep 182.406.40$4.4090.9%80.764
$60.00Aug 210.050.55$0.30166.7%70.133.4K
$48.00Aug 213.406.70$5.0565.3%60.85360
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.301.45$0.88130.7%1.5K0.2574
$55.00Aug 211.253.10$2.1785.3%1.4K0.691.4K
$50.00Aug 210.100.40$0.25120.0%5110.146.1K
$55.00Sep 182.204.20$3.2062.5%370.5810
$49.00Aug 210.000.70$0.35200.0%270.14366

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 19.0%, max 33.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Aug 21Sep 1853.2%39.9%33.3%104.5K
$50.00Aug 21Sep 1838.9%32.7%19.0%104
$55.00Aug 21Sep 1841.5%37.1%11.9%54992
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 21Sep 1838.9%32.7%19.0%2.0K6.2K
$55.00Aug 21Sep 1841.5%37.1%11.9%1.5K1.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 9.42, avg 3.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$65.00Sep 18$0.48$4.52$0.489.42$60.48
$55.00$60.00Aug 21$0.73$4.27$0.735.85$55.73
$55.00$60.00Sep 18$1.17$3.83$1.173.27$56.17
$50.00$55.00Aug 21$2.37$2.63$2.371.11$52.37
$50.00$55.00Sep 18$2.45$2.55$2.451.04$52.45
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$50.00Aug 21$1.92$3.08$1.921.60$53.08
$55.00$50.00Sep 18$2.32$2.68$2.321.16$52.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 7.33, avg 2.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$49.00$50.00Aug 21$0.88$0.88$0.127.33$49.88
$47.00$48.00Aug 21$0.85$0.85$0.155.67$47.85
$48.00$49.00Aug 21$0.77$0.77$0.233.35$48.77
$50.00$55.00Sep 18$2.45$2.45$2.550.96$52.45
$50.00$55.00Aug 21$2.37$2.37$2.630.90$52.37
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$50.00Sep 18$2.32$2.32$2.680.87$52.68
$55.00$50.00Aug 21$1.92$1.92$3.080.62$53.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.81, cheapest $0.48)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Aug 21Sep 18$0.4853.2%39.9%
$55.00Aug 21Sep 18$0.9241.5%37.1%
$50.00Aug 21Sep 18$1.0038.9%32.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Aug 21Sep 18$0.6338.9%32.7%
$55.00Aug 21Sep 18$1.0341.5%37.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 6.04% of stock, avg 9.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$1.03$2.17$3.20$51.80$58.206.04%
$50.00Aug 21$3.40$0.25$3.65$46.35$53.656.89%
$49.00Aug 21$4.28$0.35$4.63$44.37$53.638.74%
$55.00Sep 18$1.95$3.20$5.15$49.85$60.159.72%
$50.00Sep 18$4.40$0.88$5.28$44.72$55.289.97%
$48.00Aug 21$5.05$0.63$5.68$42.32$53.6810.73%
$46.00Aug 21$6.85$0.53$7.38$38.62$53.3813.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 1.04% of stock, avg 2.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Aug 21$0.30$0.25$0.55$49.45$60.55
$60.00$49.00Aug 21$0.30$0.35$0.65$48.35$60.65
$60.00$46.00Aug 21$0.30$0.53$0.83$45.17$60.83
$60.00$48.00Aug 21$0.30$0.63$0.93$47.07$60.93
$65.00$50.00Sep 18$0.30$0.88$1.18$48.82$66.18
$55.00$50.00Aug 21$1.03$0.25$1.28$48.72$56.28
$55.00$49.00Aug 21$1.03$0.35$1.38$47.62$56.38
$55.00$46.00Aug 21$1.03$0.53$1.56$44.44$56.56
$55.00$48.00Aug 21$1.03$0.63$1.66$46.34$56.66
$60.00$50.00Sep 18$0.78$0.88$1.66$48.34$61.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.27, avg credit $2.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5560/65Sep 18$2.80$2.201.27$52.20$62.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.08$0.9211.50
$46.00$47.00$48.00Aug 21$0.10$0.909.00
$55.00$60.00$65.00Sep 18$0.69$4.316.25
$50.00$55.00$60.00Sep 18$1.28$3.722.91
$50.00$55.00$60.00Aug 21$1.64$3.362.05
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.18$0.824.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.43, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Sep 18$0.18$4.82
$55.00$60.001:2Sep 18$0.39$4.61
$55.00$60.001:2Aug 21$0.43$4.57
$50.00$55.001:2Sep 18$0.50$4.50
$50.00$55.001:2Aug 21$1.34$3.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$46.001:2Aug 21-$0.43$1.57
$50.00$49.001:2Aug 21-$0.45$0.55
$49.00$48.001:2Aug 21-$0.91$0.09
$55.00$50.001:2Sep 18$1.44$3.56
$55.00$50.001:2Aug 21$1.67$3.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.36%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$1.250.443.9%2.36%6.21%3720
$60.00Sep 18$0.550.2113.3%1.04%14.33%31.1K
$55.00Aug 21$0.450.403.9%0.85%4.70%17972
$65.00Sep 18$0.100.0922.7%0.19%22.92%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 254
Total Puts 3,580
Put/Call Ratio 14.09
Net Difference -3,326

Prior's Put/Call Breakdown

Total Calls 1,301
Total Puts 367
Put/Call Ratio 0.28
Net Difference 934

Prior 7-Day Put/Call Summary

Total Calls 7,817
Total Puts 9,521
Average Put/Call Ratio 0.80
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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