Tour v366
HLF
HERBALIFE LTD
$12.26 +2.25%
7/20 18:37

Option Volume

Detail
Current (07/20) 676
Calls: 578 (86%)
Puts: 98 (14%)
Prior (07/17) 236
Calls: 131 (56%)
Puts: 105 (44%)
Current vs Prior +186.44%
Calls: +341.22% (Calls)
Puts: -6.67% (Puts)
Prior 7-Day Total 6,177
Calls: 5,154 (83%)
Puts: 1,023 (17%)
Prior 7-Day Average 882
Calls: 736 (83%)
Puts: 146 (17%)
Current vs Prior 7-Day Avg -23.39%
Calls: -21.50%
Puts: -32.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $95.0K
Calls: $71.6K (75%)
Puts: $23.4K (25%)
Prior (07/17) $62.2K
Calls: $56.3K (91%)
Puts: $5.8K (9%)
Current vs Prior +52.86%
Calls: +27.16%
Puts: +301.18%
Prior 7-Day Total $1.24M
Calls: $1.01M (81%)
Puts: $230.8K (19%)
Prior 7-Day Average $177.6K
Calls: $144.7K (81%)
Puts: $33.0K (19%)
Current vs Prior 7-Day Avg -46.50%
Calls: -50.48%
Puts: -29.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.17
Prior (07/17) 0.80
Current vs Prior -78.85%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -65.44%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 26,643
Calls: 26,337 (99%)
Puts: 306 (1%)
Prior (07/17) 27,480
Calls: 27,190 (99%)
Puts: 290 (1%)
Current vs Prior -3.05%
Prior 7-Day Total 143,036
Calls: 140,480 (98%)
Puts: 2,556 (2%)
Prior 7-Day Average 20,433
Calls: 20,068 (98%)
Puts: 365 (2%)
Current vs Prior 7-Day Avg +30.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.18% | 10.20%18.35% | 21.21%
Prior 11.09% | 13.59%10.26% | 20.02%
Current vs Prior -35.29% | -25.00%+78.90% | +5.95%
Prior 7-Day Avg 8.18% | 11.43%8.68% | 20.27%
Current vs 7-Day Avg -12.21% | -10.78%+111.51% | +4.61%
Prior 7-Day Eod 11.09% | 13.59%10.26% | 20.02%
Current vs 7-Day Eod -35.29% | -25.00%+78.90% | +5.95%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 23.76% | 19.25%
Calls: 26.32% | 18.80%
Puts: 21.19% | 19.69%
Prior 23.76% | 19.25%
Calls: 26.32% | 18.80%
Puts: 21.19% | 19.69%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 23.76% | 19.25%
Calls: 26.32% | 18.80%
Puts: 21.19% | 19.69%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($71.6K) vs puts ($23.4K). Elevated premium activity with dollar volume up 53% vs prior. Unusually high activity with volume up 186% vs prior - elevated interest. Extreme bullish P/C ratio of 0.17 - heavy call buying (578 calls vs 98 puts).

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 BULLISH
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. 8 found (avg delta 0.70, highest 0.81)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 141.603.30$2.4569.4%40.816
$12.00Jul 240.300.55$0.4358.1%10.66--
$12.00Jul 310.550.75$0.6530.8%1060.606
$12.00Aug 70.851.25$1.0538.1%10.58--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 311.251.60$1.4324.5%20.79--
$13.00Jul 240.651.10$0.8851.1%10.771
$13.50Jul 241.101.70$1.4042.9%40.76--
$13.00Aug 70.951.60$1.2751.2%10.61--

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 495, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 310.550.75$0.6530.8%1060.606
$13.00Aug 70.250.80$0.53103.8%970.394
$12.50Aug 210.701.05$0.8839.8%810.49805
$13.50Aug 70.250.65$0.4588.9%600.33--
$12.50Jul 240.150.30$0.2268.2%510.405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 240.000.20$0.10200.0%90.19--
$12.00Jul 310.150.50$0.33106.1%50.4041
$13.50Jul 241.101.70$1.4042.9%40.76--
$11.00Aug 140.400.65$0.5347.2%40.29--
$12.00Aug 210.751.15$0.9542.1%40.43--

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 44.5%, max 82.0%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Jul 24Jul 31119.3%65.5%82.0%6--
$11.00Aug 14Aug 2181.4%76.0%7.0%5--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 3.17, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$14.00Aug 21$0.12$0.38$0.123.17$13.62
$12.50$13.00Aug 21$0.13$0.37$0.132.85$12.63
$12.00$13.50Jul 31$0.50$1.00$0.502.00$12.50
$13.50$14.00Aug 7$0.17$0.33$0.171.94$13.67
$13.00$13.50Aug 21$0.20$0.30$0.201.50$13.20
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$11.00Aug 21$0.40$0.60$0.401.50$11.60
$13.00$11.50Jul 24$0.78$0.72$0.780.92$12.22
$13.00$12.00Aug 7$0.52$0.48$0.520.92$12.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 2.75, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.00$13.00Aug 7$0.52$0.52$0.481.08$12.52
$10.00$14.00Aug 14$2.07$2.07$1.931.07$12.07
$12.00$12.50Jul 24$0.21$0.21$0.290.72$12.21
$13.00$13.50Aug 21$0.20$0.20$0.300.67$13.20
$13.50$14.00Aug 7$0.17$0.17$0.330.52$13.67
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.50$12.00Jul 31$1.10$1.10$0.402.75$12.40
$13.00$11.50Jul 24$0.78$0.78$0.721.08$12.22
$13.00$12.00Aug 7$0.52$0.52$0.481.08$12.48
$12.00$11.00Aug 21$0.40$0.40$0.600.67$11.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.37, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 24Jul 31$0.2257.9%50.6%
$14.00Jul 31Aug 7$0.2357.4%77.5%
$13.50Jul 31Aug 7$0.3065.5%84.1%
$13.00Jul 24Aug 7$0.4073.7%76.9%
$12.50Jul 24Aug 21$0.6663.9%70.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 24Aug 7$0.3973.7%76.9%
$12.00Jul 31Aug 7$0.4250.6%80.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 7.99% of stock, avg 11.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Jul 31$0.65$0.33$0.98$11.02$12.987.99%
$13.00Jul 24$0.13$0.88$1.01$11.99$14.018.24%
$13.50Jul 31$0.15$1.43$1.58$11.92$15.0812.89%
$12.00Aug 7$1.05$0.75$1.80$10.20$13.8014.68%
$13.00Aug 7$0.53$1.27$1.80$11.20$14.8014.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 1.88% of stock, avg 7.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.00$11.50Jul 24$0.13$0.10$0.23$11.27$13.23
$13.00$10.00Jul 24$0.13$0.10$0.23$9.77$13.23
$12.50$11.50Jul 24$0.22$0.10$0.32$11.18$12.82
$12.50$10.00Jul 24$0.22$0.10$0.32$9.68$12.82
$14.00$12.00Jul 31$0.05$0.33$0.38$11.62$14.38
$13.50$12.00Jul 31$0.15$0.33$0.48$11.52$13.98
$14.00$11.00Aug 14$0.38$0.53$0.91$10.09$14.91
$14.00$11.00Aug 21$0.43$0.55$0.98$10.02$14.98
$14.00$12.00Aug 7$0.28$0.75$1.03$10.97$15.03
$13.50$11.00Aug 21$0.55$0.55$1.10$9.90$14.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 2.23, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1314/14Aug 7$0.69$0.312.23$12.31$14.19
11/1213/14Aug 21$0.60$0.401.50$11.40$13.60
11/1212/13Aug 21$0.53$0.471.13$11.47$13.03
11/1214/14Aug 21$0.52$0.481.08$11.48$14.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 5.25, cheapest $0.08)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Aug 21$0.08$0.425.25
$12.00$12.50$13.00Jul 24$0.12$0.383.17
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$10.00$11.50$13.00Jul 24$0.78$0.720.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.10, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$14.001:2Aug 7-$0.11$0.39
$13.50$14.001:2Aug 21-$0.31$0.19
$13.00$13.501:2Aug 21-$0.35$0.15
$13.00$13.501:2Aug 7-$0.37$0.13
$10.00$14.001:2Aug 14$1.69$2.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$10.001:2Jul 24-$0.10$1.40
$12.00$11.001:2Aug 21-$0.15$0.85
$13.00$12.001:2Aug 7-$0.23$0.77
$13.50$13.001:2Jul 24-$0.36$0.14
$13.00$11.501:2Jul 24$0.68$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.71%, avg 2.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.50Aug 21$0.700.492.0%5.71%7.67%81805
$13.00Aug 21$0.500.436.0%4.08%10.11%10--
$13.50Aug 21$0.400.3510.1%3.26%13.38%14--
$13.00Aug 7$0.250.396.0%2.04%8.08%974
$13.50Aug 7$0.250.3310.1%2.04%12.15%60--
$14.00Aug 21$0.250.2914.2%2.04%16.23%2--
$14.00Aug 14$0.200.2714.2%1.63%15.82%2--
$12.50Jul 24$0.150.402.0%1.22%3.18%515

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 578
Total Puts 98
Put/Call Ratio 0.17
Net Difference 480

Prior's Put/Call Breakdown

Total Calls 131
Total Puts 105
Put/Call Ratio 0.80
Net Difference 26

Prior 7-Day Put/Call Summary

Total Calls 5,154
Total Puts 1,023
Average Put/Call Ratio 0.49
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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