Tour v526
EXEL
EXELIXIS INC
$53.69 -1.29%
$54.41 (+1.34%)🌙
as of 08/20 06:29 PM
8/20 18:29

Option Volume

Detail
Current (08/20) 1,053
Calls: 673 (64%)
Puts: 380 (36%)
Prior (08/19) 447
Calls: 251 (56%)
Puts: 196 (44%)
Current vs Prior +135.57%
Calls: +168.13% (Calls)
Puts: +93.88% (Puts)
Prior 7-Day Total 5,743
Calls: 2,672 (47%)
Puts: 3,071 (53%)
Prior 7-Day Average 820
Calls: 381 (47%)
Puts: 438 (53%)
Current vs Prior 7-Day Avg +28.35%
Calls: +76.31%
Puts: -13.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $541.5K
Calls: $444.5K (82%)
Puts: $97.0K (18%)
Prior (08/19) $86.8K
Calls: $72.7K (84%)
Puts: $14.1K (16%)
Current vs Prior +523.54%
Calls: +511.35%
Puts: +586.24%
Prior 7-Day Total $1.92M
Calls: $1.59M (83%)
Puts: $324.4K (17%)
Prior 7-Day Average $273.8K
Calls: $227.4K (83%)
Puts: $46.3K (17%)
Current vs Prior 7-Day Avg +97.77%
Calls: +95.42%
Puts: +109.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.56
Prior (08/19) 0.78
Current vs Prior -27.69%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg -59.44%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 10,351
Calls: 3,800 (37%)
Puts: 6,551 (63%)
Prior (08/19) 15,220
Calls: 9,026 (59%)
Puts: 6,194 (41%)
Current vs Prior -31.99%
Prior 7-Day Total 109,039
Calls: 48,257 (44%)
Puts: 60,782 (56%)
Prior 7-Day Average 15,577
Calls: 6,893 (44%)
Puts: 8,683 (56%)
Current vs Prior 7-Day Avg -33.55%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.19% | 8.03%4.19% | 8.03%
Prior 2.13% | 6.75%2.13% | 6.75%
Current vs Prior +96.49% | +18.97%+96.50% | +18.97%
Prior 7-Day Avg 5.03% | 8.39%5.03% | 8.39%
Current vs 7-Day Avg -16.74% | -4.27%-16.74% | -4.27%
Prior 7-Day Eod 2.13% | 6.75%2.13% | 6.75%
Current vs 7-Day Eod +96.49% | +18.97%+96.50% | +18.97%
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 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($444.5K) vs puts ($97.0K). Massive premium surge with dollar volume up 524% vs prior. Dollar volume significantly above 7-day average (98% higher). Unusually high activity with volume up 136% vs prior - elevated interest.

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 NEUTRAL
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 0.78, highest 0.85)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Aug 217.6011.70$9.6542.5%30.85311
$48.00Aug 213.607.70$5.6572.6%3000.85--
$50.00Aug 212.905.60$4.2563.5%110.81149
$49.00Aug 212.606.30$4.4583.1%50.81--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 181.254.10$2.68106.3%50.57--

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 364, top 300)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 213.607.70$5.6572.6%3000.85--
$50.00Aug 212.905.60$4.2563.5%110.81149
$60.00Sep 180.100.60$0.35142.9%100.141.1K
$65.00Aug 210.000.05$0.03166.7%70.02--
$55.00Sep 181.152.10$1.6358.3%60.43288
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.500.75$0.6339.7%60.21--
$55.00Sep 181.254.10$2.68106.3%50.57--
$50.00Aug 210.001.15$0.57201.8%40.206.1K

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 233.5%, max 461.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1837.5%35.7%5.1%101.2K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 21Sep 18189.8%33.8%461.9%106.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 4.00, avg 2.78)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$49.00$50.00Aug 21$0.20$0.80$0.2081%4.00$49.20
$55.00$60.00Sep 18$1.28$3.72$1.2843%2.91$56.28
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Sep 18$2.05$2.95$2.0557%1.44$52.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.34, avg 0.34)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$1.28$1.28$3.7257%0.34$56.28
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. 2 found (cheapest 8.03% of stock, avg 8.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$1.63$2.68$4.31$50.69$59.318.03%
$50.00Aug 21$4.25$0.57$4.82$45.18$54.828.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 1.25% of stock, avg 2.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$50.00Aug 21$0.10$0.57$0.67$49.33$55.67
$60.00$50.00Sep 18$0.35$0.63$0.98$49.02$60.98
$55.00$50.00Sep 18$1.63$0.63$2.26$47.74$57.26

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. 2 found (best R:R 70.43, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$60.00$65.00Aug 21$0.07$4.9317%70.43
$50.00$55.00$60.00Aug 21$4.08$0.9279%0.23
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. 6 found (best net $-1.65, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$44.00$48.001:2Aug 21-$1.65$2.35
$60.00$65.001:2Aug 21-$0.03$4.97
$55.00$60.001:2Aug 21$0.04$4.96
$55.00$60.001:2Sep 18$0.93$4.07
$50.00$55.001:2Aug 21$4.05$0.95
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18$1.42$3.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.14%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$1.150.432.4%2.14%4.58%6288
$60.00Sep 18$0.100.1411.8%0.19%11.94%101.1K

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 673
Total Puts 380
Put/Call Ratio 0.56
Net Difference 293

Prior's Put/Call Breakdown

Total Calls 251
Total Puts 196
Put/Call Ratio 0.78
Net Difference 55

Prior 7-Day Put/Call Summary

Total Calls 2,672
Total Puts 3,071
Average Put/Call Ratio 1.39
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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