Tour v526
EXEL
EXELIXIS INC
$54.08 +0.73%
$54.15 (+0.12%)🌙
as of 08/21 06:29 PM
8/21 18:29

Option Volume

Detail
Current (08/21) 2,663
Calls: 2,554 (96%)
Puts: 109 (4%)
Prior (08/20) 1,053
Calls: 673 (64%)
Puts: 380 (36%)
Current vs Prior +152.90%
Calls: +279.49% (Calls)
Puts: -71.32% (Puts)
Prior 7-Day Total 5,483
Calls: 3,098 (57%)
Puts: 2,385 (43%)
Prior 7-Day Average 783
Calls: 442 (57%)
Puts: 340 (43%)
Current vs Prior 7-Day Avg +239.98%
Calls: +477.08%
Puts: -68.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $267.6K
Calls: $242.6K (91%)
Puts: $25.0K (9%)
Prior (08/20) $541.5K
Calls: $444.5K (82%)
Puts: $97.0K (18%)
Current vs Prior -50.58%
Calls: -45.42%
Puts: -74.23%
Prior 7-Day Total $2.28M
Calls: $1.97M (86%)
Puts: $311.8K (14%)
Prior 7-Day Average $325.9K
Calls: $281.3K (86%)
Puts: $44.5K (14%)
Current vs Prior 7-Day Avg -17.88%
Calls: -13.76%
Puts: -43.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.04
Prior (08/20) 0.56
Current vs Prior -92.44%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -95.01%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 17,909
Calls: 9,699 (54%)
Puts: 8,210 (46%)
Prior (08/20) 10,351
Calls: 3,800 (37%)
Puts: 6,551 (63%)
Current vs Prior +73.02%
Prior 7-Day Total 91,500
Calls: 47,443 (52%)
Puts: 44,057 (48%)
Prior 7-Day Average 13,071
Calls: 6,777 (52%)
Puts: 6,293 (48%)
Current vs Prior 7-Day Avg +37.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 1.16% | 8.78%1.16% | 8.78%
Prior 4.19% | 8.03%4.19% | 8.03%
Current vs Prior +109.59% | +36.13%-72.20% | +9.41%
Prior 7-Day Avg 4.92% | 8.31%4.92% | 8.31%
Current vs 7-Day Avg +78.44% | +31.45%-76.33% | +5.65%
Prior 7-Day Eod 4.19% | 8.03%4.19% | 8.03%
Current vs 7-Day Eod +109.59% | +36.13%-72.20% | +9.41%
Sentiment BEARISHBULLISH

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 91% of dollar volume in calls ($242.6K) vs puts ($25.0K). Light premium activity with dollar volume down 51% vs prior. Unusually high activity with volume up 153% vs prior - elevated interest. Volume explosion - 240% above 7-day average (2,663 vs avg 783).

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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. 12 found (avg delta 0.84, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 1812.2016.30$14.2528.8%10.97--
$50.00Aug 212.656.20$4.4380.1%520.94141
$45.00Sep 187.4011.40$9.4042.6%10.94--
$40.00Aug 2112.1016.20$14.1529.0%30.91--
$45.00Aug 217.1011.20$9.1544.8%10.87--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.001.20$0.60200.0%570.92394
$55.00Sep 182.202.95$2.5829.1%50.5298

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 2.5K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.200.60$0.40100.0%2.1K0.161.1K
$55.00Sep 181.353.00$2.1776.0%2030.49292
$50.00Aug 212.656.20$4.4380.1%520.94141
$55.00Aug 210.000.05$0.03166.7%440.08952
$60.00Aug 210.000.05$0.03166.7%220.023.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.001.20$0.60200.0%570.92394
$55.00Sep 182.202.95$2.5829.1%50.5298
$50.00Sep 180.401.40$0.90111.1%40.231.4K
$49.00Aug 210.002.15$1.08199.1%10.22--
$50.00Aug 210.000.15$0.08187.5%10.066.1K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 2.70, avg 3.78)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$49.00$50.00Aug 21$0.27$0.73$0.2777%2.70$49.27
$55.00$60.00Sep 18$1.77$3.23$1.7749%1.82$56.77
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Aug 21$0.52$4.48$0.5292%8.62$54.48
$55.00$50.00Sep 18$1.68$3.32$1.6852%1.98$53.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.55, avg 0.55)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$1.77$1.77$3.2351%0.55$56.77
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. 5 found (cheapest 1.16% of stock, avg 8.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$0.03$0.60$0.63$54.37$55.631.16%
$50.00Aug 21$4.43$0.08$4.51$45.49$54.518.34%
$55.00Sep 18$2.17$2.58$4.75$50.25$59.758.78%
$49.00Aug 21$4.70$1.08$5.78$43.22$54.7810.69%
$50.00Sep 18$5.75$0.90$6.65$43.35$56.6512.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 0.20% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$50.00Aug 21$0.03$0.08$0.11$49.89$55.11
$55.00$49.00Aug 21$0.03$1.08$1.11$47.89$56.11
$60.00$50.00Sep 18$0.40$0.90$1.30$48.70$61.30
$55.00$50.00Sep 18$2.17$0.90$3.07$46.93$58.07

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 70.43, cheapest $0.07)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$50.00$55.00Sep 18$0.07$4.9345%70.43
$50.00$55.00$60.00Sep 18$1.81$3.1962%1.76
$50.00$55.00$60.00Aug 21$4.40$0.6091%0.14
$40.00$45.00$50.00Sep 18$1.20$3.8019%3.17
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. 8 found (best net $-2.10, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Sep 18-$2.10$2.90
$40.00$45.001:2Sep 18-$4.55$0.45
$55.00$60.001:2Aug 21-$0.03$4.97
$50.00$55.001:2Sep 18$1.41$3.59
$55.00$60.001:2Sep 18$1.37$3.63
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18$0.78$4.22
$55.00$50.001:2Aug 21$0.44$4.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.50%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$1.350.491.7%2.50%4.20%203292
$60.00Sep 18$0.200.1610.9%0.37%11.32%2.1K1.1K

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 2,554
Total Puts 109
Put/Call Ratio 0.04
Net Difference 2,445

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,098
Total Puts 2,385
Average Put/Call Ratio 0.86
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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