Tour v492
EXEL
EXELIXIS INC
$56.57 +1.02%
8/5 14:20

Option Volume

Detail
Current (08/05 2:20pm) 1,869
Calls: 1,838 (98%)
Puts: 31 (2%)
Prior (08/04) 368
Calls: 338 (92%)
Puts: 30 (8%)
Current vs Prior +407.88%
Calls: +443.79% (Calls)
Puts: +3.33% (Puts)
Prior 7-Day Total 1,077
Calls: 983 (91%)
Puts: 94 (9%)
Prior 7-Day Average 538
Calls: 140 (91%)
Puts: 13 (9%)
Current vs Prior 7-Day Avg +247.08%
Calls: +1208.85%
Puts: +130.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 2:20pm) $320.5K
Calls: $313.6K (98%)
Puts: $6.9K (2%)
Prior (08/04) $74.7K
Calls: $69.7K (93%)
Puts: $5.0K (7%)
Current vs Prior +328.91%
Calls: +349.89%
Puts: +38.08%
Prior 7-Day Total $198.2K
Calls: $181.0K (91%)
Puts: $17.2K (9%)
Prior 7-Day Average $99.1K
Calls: $25.9K (91%)
Puts: $2.5K (9%)
Current vs Prior 7-Day Avg +223.39%
Calls: +1112.87%
Puts: +181.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 2:20pm) 0.02
Prior (08/04) 0.09
Current vs Prior -81.00%
Prior 7-Day Average 0.09
Current vs Prior 7-Day Avg -82.02%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 2:20pm) 40,621
Calls: 19,184 (47%)
Puts: 21,437 (53%)
Prior (08/04) 40,475
Calls: 19,052 (47%)
Puts: 21,423 (53%)
Current vs Prior +0.36%
Prior 7-Day Total 66,670
Calls: 34,188 (51%)
Puts: 32,482 (49%)
Prior 7-Day Average 33,335
Calls: 17,094 (51%)
Puts: 16,241 (49%)
Current vs Prior 7-Day Avg +21.86%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.43% | 13.88%
Prior 9.15% | 12.72%
Current vs Prior +14.00% | +9.12%
Prior 7-Day Avg 9.39% | 12.79%
Current vs 7-Day Avg +11.04% | +8.48%
Prior 7-Day Eod 9.15% | 12.72%
Current vs 7-Day Eod +14.00% | +9.12%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 15.22% | 16.53%
Calls: 8.22% | 16.67%
Puts: 22.22% | 16.39%
Prior 17.07% | 18.61%
Calls: 13.02% | 10.71%
Puts: 21.13% | 26.50%
Current vs Prior -10.84% | -11.18%
Prior 7-Day Avg 17.07% | 18.61%
Calls: 13.02% | 10.71%
Puts: 21.13% | 26.50%
Current vs 7-Day Avg -10.84% | -11.18%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($313.6K) vs puts ($6.9K). Massive premium surge with dollar volume up 329% vs prior. Dollar volume significantly above 7-day average (223% higher). Unusually high activity with volume up 408% 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:20BULLISHBULLISHBULLISH
14:05BULLISHBULLISHBULLISH

📈 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 1 of results (avg 8.2%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 213.503.80$3.658.2%320.60985
PUTS (0)
No puts meet the criteria

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 0.83, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 2114.6018.10$16.3521.4%--0.92390
$41.00Aug 2113.6017.10$15.3522.8%--0.9231
$43.00Aug 2111.6015.00$13.3025.6%--0.92126
$44.00Aug 2110.9014.00$12.4524.9%--0.92334
$45.00Aug 2110.1013.00$11.5525.1%--0.9248
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 214.605.90$5.2524.8%--0.6611

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 1.7K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.501.70$1.6012.5%1.7K0.341.7K
$55.00Aug 213.503.80$3.658.2%320.60985
$65.00Aug 210.500.75$0.6339.7%250.162.1K
$65.00Sep 181.001.40$1.2033.3%60.2316
$60.00Sep 182.252.65$2.4516.3%50.391.1K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.400.75$0.5761.4%50.15302
$49.00Aug 210.100.85$0.48156.2%40.12366
$55.00Sep 182.803.30$3.0516.4%20.405

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 27.9%, max 32.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Aug 21Sep 1865.1%49.2%32.4%312.1K
$60.00Aug 21Sep 1863.7%49.0%30.0%1.7K2.9K
$55.00Aug 21Sep 1861.4%48.7%26.2%331.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1881.1%63.7%27.4%--350
$55.00Aug 21Sep 1861.4%48.7%26.2%2170
$50.00Aug 21Sep 1858.5%46.8%25.1%5375

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 19.00, avg 3.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$65.00Aug 21$0.97$4.03$0.974.15$60.97
$60.00$65.00Sep 18$1.25$3.75$1.253.00$61.25
$55.00$60.00Aug 21$2.05$2.95$2.051.44$57.05
$55.00$60.00Sep 18$2.35$2.65$2.351.13$57.35
$50.00$55.00Aug 21$3.20$1.80$3.200.56$53.20
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Sep 18$0.25$4.75$0.2519.00$49.75
$55.00$50.00Aug 21$1.68$3.32$1.681.98$53.32
$55.00$50.00Sep 18$1.92$3.08$1.921.60$53.08
$60.00$55.00Aug 21$3.00$2.00$3.000.67$57.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 9.00, avg 2.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$44.00$45.00Aug 21$0.90$0.90$0.109.00$44.90
$43.00$44.00Aug 21$0.85$0.85$0.155.67$43.85
$46.00$48.00Aug 21$1.60$1.60$0.404.00$47.60
$48.00$49.00Aug 21$0.65$0.65$0.351.86$48.65
$50.00$55.00Aug 21$3.20$3.20$1.801.78$53.20
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$55.00Aug 21$3.00$3.00$2.001.50$57.00
$55.00$50.00Sep 18$1.92$1.92$3.080.62$53.08
$55.00$50.00Aug 21$1.68$1.68$3.320.51$53.32
$50.00$45.00Sep 18$0.25$0.25$4.750.05$49.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.74, cheapest $0.50)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Aug 21Sep 18$0.5765.1%49.2%
$60.00Aug 21Sep 18$0.8563.7%49.0%
$55.00Aug 21Sep 18$1.1561.4%48.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$0.5081.1%63.7%
$50.00Aug 21Sep 18$0.5658.5%46.8%
$55.00Aug 21Sep 18$0.8061.4%48.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 10.43% of stock, avg 18.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$3.65$2.25$5.90$49.10$60.9010.43%
$60.00Aug 21$1.60$5.25$6.85$53.15$66.8512.11%
$50.00Aug 21$6.85$0.57$7.42$42.58$57.4213.12%
$55.00Sep 18$4.80$3.05$7.85$47.15$62.8513.88%
$49.00Aug 21$8.05$0.48$8.53$40.47$57.5315.08%
$48.00Aug 21$8.70$0.45$9.15$38.85$57.1516.17%
$46.00Aug 21$10.30$0.40$10.70$35.30$56.7018.91%
$45.00Aug 21$11.55$0.38$11.93$33.07$56.9321.09%
$44.00Aug 21$12.45$0.38$12.83$31.17$56.8322.68%
$43.00Aug 21$13.30$0.38$13.68$29.32$56.6824.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 1.82% of stock, avg 4.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$46.00Aug 21$0.63$0.40$1.03$44.97$66.03
$65.00$48.00Aug 21$0.63$0.45$1.08$46.92$66.08
$65.00$49.00Aug 21$0.63$0.48$1.11$47.89$66.11
$65.00$50.00Aug 21$0.63$0.57$1.20$48.80$66.20
$60.00$46.00Aug 21$1.60$0.40$2.00$44.00$62.00
$60.00$48.00Aug 21$1.60$0.45$2.05$45.95$62.05
$60.00$49.00Aug 21$1.60$0.48$2.08$46.92$62.08
$65.00$45.00Sep 18$1.20$0.88$2.08$42.92$67.08
$60.00$50.00Aug 21$1.60$0.57$2.17$47.83$62.17
$65.00$50.00Sep 18$1.20$1.13$2.33$47.67$67.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.73, avg credit $2.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5560/65Sep 18$3.17$1.831.73$51.83$63.17
45/5055/60Sep 18$2.60$2.401.08$47.40$57.60
45/5060/65Sep 18$1.50$3.500.43$48.50$61.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 15.67, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$55.00$60.00$65.00Aug 21$1.08$3.923.63
$55.00$60.00$65.00Sep 18$1.10$3.903.55
$50.00$55.00$60.00Aug 21$1.15$3.853.35
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.06$0.9415.67
$50.00$55.00$60.00Aug 21$1.32$3.682.79
$45.00$50.00$55.00Sep 18$1.67$3.331.99

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.10, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Sep 18-$0.10$4.90
$50.00$55.001:2Aug 21-$0.45$4.55
$60.00$65.001:2Sep 18$0.05$4.95
$60.00$65.001:2Aug 21$0.34$4.66
$55.00$60.001:2Aug 21$0.45$4.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Sep 18-$0.63$4.37
$48.00$46.001:2Aug 21-$0.35$1.65
$46.00$45.001:2Aug 21-$0.36$0.64
$41.00$40.001:2Aug 21-$0.38$0.62
$42.00$41.001:2Aug 21-$0.38$0.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 3.98%, avg 2.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$2.250.396.1%3.98%10.04%51.1K
$60.00Aug 21$1.500.346.1%2.65%8.71%1.7K1.7K
$65.00Sep 18$1.000.2314.9%1.77%16.67%616
$65.00Aug 21$0.500.1614.9%0.88%15.79%252.1K

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 1,838
Total Puts 31
Put/Call Ratio 0.02
Net Difference 1,807

Prior's Put/Call Breakdown

Total Calls 338
Total Puts 30
Put/Call Ratio 0.09
Net Difference 308

Prior 7-Day Put/Call Summary

Total Calls 983
Total Puts 94
Average Put/Call Ratio 0.09
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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