Tour v526
EXEL
EXELIXIS INC
$56.89 +4.12%
$56.44 (-0.79%)🌙
as of 09/01 06:28 PM
9/1 18:28

Option Volume

Detail
Current (09/01) 4,618
Calls: 533 (12%)
Puts: 4,085 (88%)
Prior (08/31) 118
Calls: 113 (96%)
Puts: 5 (4%)
Current vs Prior +3813.56%
Calls: +371.68% (Calls)
Puts: +81600.00% (Puts)
Prior 7-Day Total 15,522
Calls: 4,719 (30%)
Puts: 10,803 (70%)
Prior 7-Day Average 2,217
Calls: 674 (30%)
Puts: 1,543 (70%)
Current vs Prior 7-Day Avg +108.26%
Calls: -20.94%
Puts: +164.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01) $577.8K
Calls: $192.3K (33%)
Puts: $385.5K (67%)
Prior (08/31) $56.2K
Calls: $54.9K (98%)
Puts: $1.4K (2%)
Current vs Prior +927.24%
Calls: +250.43%
Puts: +27857.58%
Prior 7-Day Total $2.42M
Calls: $1.07M (44%)
Puts: $1.35M (56%)
Prior 7-Day Average $345.9K
Calls: $153.0K (44%)
Puts: $192.9K (56%)
Current vs Prior 7-Day Avg +67.03%
Calls: +25.67%
Puts: +99.83%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01) 7.66
Prior (08/31) 0.04
Current vs Prior +17221.01%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +654.21%
Sentiment BEARISH

Open Interest

Detail
Current (09/01) 22,867
Calls: 7,816 (34%)
Puts: 15,051 (66%)
Prior (08/31) 4,395
Calls: 4,279 (97%)
Puts: 116 (3%)
Current vs Prior +420.30%
Prior 7-Day Total 63,983
Calls: 43,123 (67%)
Puts: 20,860 (33%)
Prior 7-Day Average 9,140
Calls: 6,160 (67%)
Puts: 2,980 (33%)
Current vs Prior 7-Day Avg +150.17%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 7.82% | 10.78%
Prior 5.14% | 10.08%
Current vs Prior +52.10% | +6.85%
Prior 7-Day Avg 6.83% | 10.57%
Current vs 7-Day Avg +14.48% | +1.94%
Prior 7-Day Eod 5.14% | 10.08%
Current vs 7-Day Eod +52.10% | +6.85%
Sentiment BEARISH

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

Moderately bearish flow with 67% put dollar volume ($385.5K). Massive premium surge with dollar volume up 927% vs prior. Dollar volume significantly above 7-day average (67% higher). Unusually high activity with volume up 3814% vs prior - elevated interest.

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 BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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. 3 found (avg delta 0.71, highest 0.84)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 185.009.00$7.0057.1%50.84--
$55.00Sep 182.104.30$3.2068.7%110.66550
$55.00Oct 162.755.60$4.1868.2%140.6411
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 4.1K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 161.251.90$1.5841.1%540.3662
$55.00Oct 162.755.60$4.1868.2%140.6411
$55.00Sep 182.104.30$3.2068.7%110.66550
$60.00Sep 180.250.95$0.60116.7%70.253.6K
$50.00Sep 185.009.00$7.0057.1%50.84--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 160.400.80$0.6066.7%3.0K0.158.0K
$55.00Oct 160.803.10$1.95117.9%1.0K0.372.0K
$50.00Sep 180.101.20$0.65169.2%60.15--
$55.00Sep 180.152.35$1.25176.0%50.34--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 33.9%, max 65.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Sep 18Oct 1642.6%36.1%17.9%25561
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Sep 18Oct 1662.5%37.7%65.9%3.0K8.0K
$55.00Sep 18Oct 1642.6%36.1%17.9%1.0K2.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 7.33, avg 5.03)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$0.35$4.65$0.3525%13.29$60.35
$55.00$60.00Oct 16$2.60$2.40$2.6064%0.92$57.60
$55.00$60.00Sep 18$2.60$2.40$2.6066%0.92$57.60
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Sep 18$0.60$4.40$0.6034%7.33$54.40
$55.00$50.00Oct 16$1.35$3.65$1.3537%2.70$53.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.37, avg 0.20)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$0.35$0.35$4.6575%0.08$60.35
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Oct 16$1.35$1.35$3.6563%0.37$53.65
$55.00$50.00Sep 18$0.60$0.60$4.4066%0.14$54.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.84, cheapest $0.70)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$0.9842.6%36.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$0.7042.6%36.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 7.82% of stock, avg 9.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$3.20$1.25$4.45$50.55$59.457.82%
$55.00Oct 16$4.18$1.95$6.13$48.87$61.1310.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 1.58% of stock, avg 3.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$50.00Sep 18$0.25$0.65$0.90$49.10$65.90
$60.00$50.00Sep 18$0.60$0.65$1.25$48.75$61.25
$65.00$55.00Sep 18$0.25$1.25$1.50$53.50$66.50
$60.00$55.00Sep 18$0.60$1.25$1.85$53.15$61.85
$60.00$50.00Oct 16$1.58$0.60$2.18$47.82$62.18
$60.00$55.00Oct 16$1.58$1.95$3.53$51.47$63.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.23, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
50/5560/65Sep 18$0.95$4.0541%0.23$54.05$60.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 3.17, cheapest $1.20)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Sep 18$1.20$3.8060%3.17
$55.00$60.00$65.00Sep 18$2.25$2.7556%1.22
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 $-0.05, 1 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Sep 18$0.60$4.40
$55.00$60.001:2Oct 16$1.02$3.98
$60.00$65.001:2Sep 18$0.10$4.90
$55.00$60.001:2Sep 18$2.00$3.00
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18-$0.05$4.95
$55.00$50.001:2Oct 16$0.75$4.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.20%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Oct 16$1.250.365.5%2.20%7.66%5462
$60.00Sep 18$0.250.255.5%0.44%5.91%73.6K

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 533
Total Puts 4,085
Put/Call Ratio 7.66
Net Difference -3,552

Prior's Put/Call Breakdown

Total Calls 113
Total Puts 5
Put/Call Ratio 0.04
Net Difference 108

Prior 7-Day Put/Call Summary

Total Calls 4,719
Total Puts 10,803
Average Put/Call Ratio 1.02
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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