Tour v504
EXEL
EXELIXIS INC
$51.33 -3.08%
$50.89 (-0.86%)🌙
as of 08/11 06:37 PM
8/11 18:37

Option Volume

Detail
Current (08/11) 1,313
Calls: 247 (19%)
Puts: 1,066 (81%)
Prior (08/10) 3,834
Calls: 254 (7%)
Puts: 3,580 (93%)
Current vs Prior -65.75%
Calls: -2.76% (Calls)
Puts: -70.22% (Puts)
Prior 7-Day Total 21,010
Calls: 7,935 (38%)
Puts: 13,075 (62%)
Prior 7-Day Average 3,001
Calls: 1,133 (38%)
Puts: 1,867 (62%)
Current vs Prior 7-Day Avg -56.25%
Calls: -78.21%
Puts: -42.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/11) $177.1K
Calls: $67.5K (38%)
Puts: $109.6K (62%)
Prior (08/10) $550.3K
Calls: $69.4K (13%)
Puts: $480.9K (87%)
Current vs Prior -67.83%
Calls: -2.75%
Puts: -77.21%
Prior 7-Day Total $3.16M
Calls: $1.78M (56%)
Puts: $1.39M (44%)
Prior 7-Day Average $451.9K
Calls: $254.0K (56%)
Puts: $197.9K (44%)
Current vs Prior 7-Day Avg -60.82%
Calls: -73.43%
Puts: -44.63%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/11) 4.32
Prior (08/10) 14.09
Current vs Prior -69.38%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg +189.41%
Sentiment BEARISH

Open Interest

Detail
Current (08/11) 27,890
Calls: 4,614 (17%)
Puts: 23,276 (83%)
Prior (08/10) 20,089
Calls: 11,049 (55%)
Puts: 9,040 (45%)
Current vs Prior +38.83%
Prior 7-Day Total 155,273
Calls: 86,066 (55%)
Puts: 69,207 (45%)
Prior 7-Day Average 22,181
Calls: 12,295 (55%)
Puts: 9,886 (45%)
Current vs Prior 7-Day Avg +25.73%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.97% | 8.53%4.97% | 8.53%
Prior 6.04% | 9.72%6.04% | 9.72%
Current vs Prior -17.78% | -12.25%-17.78% | -12.25%
Prior 7-Day Avg 8.01% | 11.63%8.01% | 11.63%
Current vs 7-Day Avg -38.01% | -26.62%-38.01% | -26.62%
Prior 7-Day Eod 6.04% | 9.72%6.04% | 9.72%
Current vs 7-Day Eod -17.78% | -12.25%-17.78% | -12.25%
Sentiment BULLISHBULLISH

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 16.27% | 17.37%
Calls: 11.40% | 14.94%
Puts: 21.14% | 19.79%
Current vs 7-Day Avg -6.45% | -4.82%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($109.6K). Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 66% vs prior. Extreme bearish P/C ratio of 4.32 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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. 5 found (avg delta 0.72, highest 0.81)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 212.755.70$4.2269.9%40.81--
$50.00Aug 211.202.80$2.0080.0%60.70--
$50.00Sep 181.204.90$3.05121.3%60.64--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.955.50$3.7395.2%70.78--
$55.00Sep 182.656.50$4.5884.1%20.65--

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 798, top 640)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 210.050.40$0.23152.2%510.09--
$65.00Aug 210.050.15$0.10100.0%300.04--
$55.00Aug 210.200.85$0.53122.6%200.22970
$55.00Sep 180.952.45$1.7088.2%120.3647
$60.00Sep 180.151.05$0.60150.0%100.16--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.400.70$0.5554.5%6400.306.6K
$55.00Aug 211.955.50$3.7395.2%70.78--
$50.00Sep 180.402.25$1.33139.1%70.361.4K
$55.00Sep 182.656.50$4.5884.1%20.65--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 9.8%, max 10.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1850.7%45.8%10.7%321.0K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 21Sep 1833.4%30.6%9.0%6478.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 2.70, avg 10.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$55.00Sep 18$1.35$3.65$1.3564%2.70$51.35
$50.00$55.00Aug 21$1.47$3.53$1.4770%2.40$51.47
$60.00$65.00Sep 18$0.25$4.75$0.2516%19.00$60.25
$55.00$60.00Aug 21$0.30$4.70$0.3022%15.67$55.30
$60.00$65.00Aug 21$0.13$4.87$0.139%37.46$60.13
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Aug 21$3.18$1.82$3.1878%0.57$51.82
$55.00$50.00Sep 18$3.25$1.75$3.2565%0.54$51.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.28, avg 0.11)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$1.10$1.10$3.9064%0.28$56.10
$60.00$65.00Aug 21$0.13$0.13$4.8791%0.03$60.13
$55.00$60.00Aug 21$0.30$0.30$4.7078%0.06$55.30
$60.00$65.00Sep 18$0.25$0.25$4.7584%0.05$60.25
BULL PUT (0)
No bull put found

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.97% of stock, avg 8.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$2.00$0.55$2.55$47.45$52.554.97%
$55.00Aug 21$0.53$3.73$4.26$50.74$59.268.30%
$50.00Sep 18$3.05$1.33$4.38$45.62$54.388.53%
$55.00Sep 18$1.70$4.58$6.28$48.72$61.2812.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 5 found (cheapest 1.52% of stock, avg 3.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Aug 21$0.23$0.55$0.78$49.22$60.78
$55.00$50.00Aug 21$0.53$0.55$1.08$48.92$56.08
$65.00$50.00Sep 18$0.35$1.33$1.68$48.32$66.68
$60.00$50.00Sep 18$0.60$1.33$1.93$48.07$61.93
$55.00$50.00Sep 18$1.70$1.33$3.03$46.97$58.03

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 19.00, cheapest $0.17)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Sep 18$0.25$4.7548%19.00
$50.00$55.00$60.00Aug 21$1.17$3.8361%3.27
$55.00$60.00$65.00Aug 21$0.17$4.8318%28.41
$55.00$60.00$65.00Sep 18$0.85$4.1526%4.88
PUTS (0)
No puts found

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 $-0.35, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Sep 18-$0.35$4.65
$60.00$65.001:2Sep 18-$0.10$4.90
$48.00$50.001:2Aug 21$0.22$1.78
$50.00$55.001:2Aug 21$0.94$4.06
$55.00$60.001:2Sep 18$0.50$4.50
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18$1.92$3.08
$55.00$50.001:2Aug 21$2.63$2.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.85%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$0.950.367.2%1.85%9.00%1247
$60.00Sep 18$0.150.1616.9%0.29%17.18%10--
$65.00Sep 18$0.100.0926.6%0.19%26.83%3--
$55.00Aug 21$0.200.227.2%0.39%7.54%20970

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 247
Total Puts 1,066
Put/Call Ratio 4.32
Net Difference -819

Prior's Put/Call Breakdown

Total Calls 254
Total Puts 3,580
Put/Call Ratio 14.09
Net Difference -3,326

Prior 7-Day Put/Call Summary

Total Calls 7,935
Total Puts 13,075
Average Put/Call Ratio 1.49
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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