Tour v381
HLF
HERBALIFE LTD
$12.04 -1.79%
7/21 18:37

Option Volume

Detail
Current (07/21) 311
Calls: 160 (51%)
Puts: 151 (49%)
Prior (07/20) 676
Calls: 578 (86%)
Puts: 98 (14%)
Current vs Prior -53.99%
Calls: -72.32% (Calls)
Puts: +54.08% (Puts)
Prior 7-Day Total 6,545
Calls: 5,594 (85%)
Puts: 951 (15%)
Prior 7-Day Average 935
Calls: 799 (85%)
Puts: 135 (15%)
Current vs Prior 7-Day Avg -66.74%
Calls: -79.98%
Puts: +11.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $133.9K
Calls: $90.1K (67%)
Puts: $43.8K (33%)
Prior (07/20) $95.0K
Calls: $71.6K (75%)
Puts: $23.4K (25%)
Current vs Prior +40.90%
Calls: +25.72%
Puts: +87.39%
Prior 7-Day Total $1.23M
Calls: $1.01M (82%)
Puts: $225.1K (18%)
Prior 7-Day Average $176.3K
Calls: $144.1K (82%)
Puts: $32.2K (18%)
Current vs Prior 7-Day Avg -24.04%
Calls: -37.51%
Puts: +36.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.94
Prior (07/20) 0.17
Current vs Prior +456.62%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg +178.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 16,212
Calls: 15,974 (99%)
Puts: 238 (1%)
Prior (07/20) 26,643
Calls: 26,337 (99%)
Puts: 306 (1%)
Current vs Prior -39.15%
Prior 7-Day Total 168,534
Calls: 165,899 (98%)
Puts: 2,635 (2%)
Prior 7-Day Average 24,076
Calls: 23,699 (98%)
Puts: 376 (2%)
Current vs Prior 7-Day Avg -32.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.64% | 10.71%21.43% | 24.17%
Prior 7.18% | 10.20%18.35% | 21.21%
Current vs Prior -7.43% | +5.09%+16.76% | +13.97%
Prior 7-Day Avg 8.39% | 11.46%9.87% | 20.26%
Current vs 7-Day Avg -20.83% | -6.47%+117.11% | +19.31%
Prior 7-Day Eod 7.18% | 10.20%18.35% | 21.21%
Current vs 7-Day Eod -7.43% | +5.09%+16.76% | +13.97%
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

Moderately bullish flow with 67% call dollar volume ($90.1K). Below-average activity with volume down 54% vs prior. P/C ratio rising 457% - increased hedging/bearish positioning. Call-heavy open interest (15,974 calls vs 238 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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. 11 found (avg delta 0.76, highest 1.00)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 241.953.30$2.6351.3%11.002
$12.00Aug 70.751.20$0.9845.9%60.574
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 242.453.20$2.8326.5%10.903
$14.00Jul 311.703.50$2.6069.2%200.86--
$14.00Jul 241.552.15$1.8532.4%100.8511
$15.50Jul 312.753.70$3.2329.4%20.78--
$15.00Jul 312.303.20$2.7532.7%40.76--

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 138, top 30)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 240.050.25$0.15133.3%110.2540
$12.50Aug 210.701.10$0.9044.4%110.48867
$14.00Jul 310.000.20$0.10200.0%60.13--
$12.00Aug 70.751.20$0.9845.9%60.574
$15.00Aug 70.000.60$0.30200.0%40.21--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 281.953.10$2.5345.5%300.65--
$14.00Jul 311.703.50$2.6069.2%200.86--
$12.00Jul 240.251.30$0.78134.6%100.5959
$14.00Jul 241.552.15$1.8532.4%100.8511
$12.00Aug 70.601.00$0.8050.0%60.443

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 60.2%, max 111.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Jul 24Jul 31170.3%80.7%111.0%7--
$12.50Jul 24Aug 21105.9%77.7%36.4%22907
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Jul 24Jul 31294.7%160.7%83.3%41
$14.00Jul 24Aug 28170.3%95.5%78.3%4011
$12.00Jul 24Aug 7116.4%84.3%38.1%1662
$15.00Jul 24Jul 31181.1%159.0%13.9%53

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 6.50, avg 3.08)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$15.00Aug 7$0.20$1.30$0.206.50$13.70
$12.50$13.00Aug 21$0.13$0.37$0.132.85$12.63
$12.00$13.50Aug 7$0.48$1.02$0.482.12$12.48
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$12.00Jul 24$1.07$0.93$1.070.87$12.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 4.00, avg 1.55)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$12.50Jul 24$2.48$2.48$1.022.43$11.48
$12.00$13.50Aug 7$0.48$0.48$1.020.47$12.48
$12.50$13.00Aug 21$0.13$0.13$0.370.35$12.63
$13.50$15.00Aug 7$0.20$0.20$1.300.15$13.70
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.00$14.50Jul 31$0.40$0.40$0.104.00$14.60
$15.00$14.50Jul 24$0.35$0.35$0.152.33$14.65
$14.00$12.00Jul 24$1.07$1.07$0.931.15$12.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.69, cheapest $0.57)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 24Aug 21$0.75105.9%77.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Jul 24Aug 21$0.5767.1%82.5%
$14.00Jul 24Jul 31$0.75170.3%80.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 14.78% of stock, avg 19.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Aug 7$0.98$0.80$1.78$10.22$13.7814.78%
$14.00Jul 24$0.10$1.85$1.95$12.05$15.9516.20%
$14.00Jul 31$0.10$2.60$2.70$11.30$16.7022.43%
$9.00Jul 24$2.63$0.10$2.73$6.27$11.7322.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 1.50% of stock, avg 4.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$11.00Jul 24$0.10$0.08$0.18$10.82$14.18
$15.50$11.00Jul 24$0.10$0.08$0.18$10.82$15.68
$14.00$9.00Jul 24$0.10$0.10$0.20$8.80$14.20
$15.50$9.00Jul 24$0.10$0.10$0.20$8.80$15.70
$12.50$11.00Jul 24$0.15$0.08$0.23$10.77$12.73
$14.00$10.00Jul 24$0.10$0.13$0.23$9.77$14.23
$15.50$10.00Jul 24$0.10$0.13$0.23$9.77$15.73
$12.50$9.00Jul 24$0.15$0.10$0.25$8.75$12.75
$14.00$11.50Jul 24$0.10$0.15$0.25$11.25$14.25
$15.50$11.50Jul 24$0.10$0.15$0.25$11.25$15.75

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 5.25, cheapest $0.08)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.50$15.00Aug 7$0.28$1.224.36
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$14.50$15.00$15.50Jul 31$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.02, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$13.501:2Aug 7-$0.02$1.48
$12.50$14.001:2Jul 24-$0.05$1.45
$14.00$15.501:2Jul 24-$0.10$1.40
$13.50$15.001:2Aug 7-$0.10$1.40
$9.00$12.501:2Jul 24$2.33$1.17
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Jul 24-$0.07$0.93
$11.00$10.001:2Jul 24-$0.18$0.82
$14.00$12.001:2Jul 24$0.29$1.71
$12.00$11.501:2Jul 24$0.48$0.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 5.81%, avg 4.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.50Aug 21$0.700.483.8%5.81%9.63%11867
$13.00Aug 21$0.600.428.0%4.98%12.96%1--
$13.50Aug 7$0.200.3412.1%1.66%13.79%1--

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 160
Total Puts 151
Put/Call Ratio 0.94
Net Difference 9

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,594
Total Puts 951
Average Put/Call Ratio 0.34
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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