Tour v344
LULU
LULULEMON ATHLETICA
$118.79 +1.17%
$118.49 (-0.25%)🌙
as of 07/16 06:03 PM
7/16 18:03

Option Volume

Detail
Current (07/16) 25,365
Calls: 12,389 (49%)
Puts: 12,976 (51%)
Prior (07/15) 13,259
Calls: 8,176 (62%)
Puts: 5,083 (38%)
Current vs Prior +91.30%
Calls: +51.53% (Calls)
Puts: +155.28% (Puts)
Prior 7-Day Total 147,707
Calls: 93,334 (63%)
Puts: 54,373 (37%)
Prior 7-Day Average 21,101
Calls: 13,333 (63%)
Puts: 7,767 (37%)
Current vs Prior 7-Day Avg +20.21%
Calls: -7.08%
Puts: +67.05%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $111.05M
Calls: $3.66M (3%)
Puts: $107.39M (97%)
Prior (07/15) $5.95M
Calls: $2.54M (43%)
Puts: $3.40M (57%)
Current vs Prior +1767.41%
Calls: +44.01%
Puts: +3055.45%
Prior 7-Day Total $165.27M
Calls: $29.98M (18%)
Puts: $135.29M (82%)
Prior 7-Day Average $23.61M
Calls: $4.28M (18%)
Puts: $19.33M (82%)
Current vs Prior 7-Day Avg +370.37%
Calls: -14.47%
Puts: +455.64%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 1.05
Prior (07/15) 0.62
Current vs Prior +68.47%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +47.07%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 403,449
Calls: 244,345 (61%)
Puts: 159,104 (39%)
Prior (07/15) 166,211
Calls: 113,229 (68%)
Puts: 52,982 (32%)
Current vs Prior +142.73%
Prior 7-Day Total 2,515,492
Calls: 1,524,604 (61%)
Puts: 990,888 (39%)
Prior 7-Day Average 359,356
Calls: 217,800 (61%)
Puts: 141,555 (39%)
Current vs Prior 7-Day Avg +12.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.53% | 5.60%2.53% | 13.64%
Prior 3.33% | 6.09%3.33% | 13.84%
Current vs Prior -23.91% | -8.07%-23.90% | -1.46%
Prior 7-Day Avg 3.87% | 6.42%5.12% | 14.64%
Current vs 7-Day Avg -34.60% | -12.79%-50.54% | -6.88%
Prior 7-Day Eod 3.33% | 6.09%3.33% | 13.84%
Current vs 7-Day Eod -23.91% | -8.07%-23.90% | -1.46%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.66% | 12.62%
Calls: 18.64% | 12.75%
Puts: 18.67% | 12.50%
Prior 11.74% | 9.71%
Calls: 10.27% | 7.18%
Puts: 13.21% | 12.23%
Current vs Prior +58.94% | +29.97%
Prior 7-Day Avg 15.70% | 11.15%
Calls: 16.64% | 12.19%
Puts: 14.77% | 10.11%
Current vs 7-Day Avg +18.83% | +13.20%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 97% of dollar volume in puts ($107.39M) vs calls ($3.66M). Massive premium surge with dollar volume up 1767% vs prior. Dollar volume significantly above 7-day average (370% higher). Above-average activity with volume up 91% vs prior.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
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 35 of results (avg 6.9%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 216.206.50$6.354.7%1150.503.5K
$140.00Aug 211.261.33$1.305.4%1.3K0.152.1K
$117.00Aug 146.957.35$7.155.6%--0.5711
$125.00Aug 214.254.50$4.385.7%460.39538
$110.00Aug 2111.6012.35$11.986.3%160.73167
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2110.0510.30$10.182.5%40.61257
$120.00Aug 217.007.20$7.102.8%180.50417
$115.00Aug 214.654.80$4.723.2%230.381.0K
$124.00Jul 317.257.65$7.455.4%--0.6639
$110.00Aug 212.893.05$2.975.4%290.27912

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.64, cheapest $0.36)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 170.330.39$0.3616.7%4820.19536
$121.00Jul 170.500.56$0.5311.3%2570.26990
$126.00Jul 240.740.89$0.8218.3%530.19188
$120.00Jul 170.770.90$0.8415.5%5150.372.4K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 100 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1717.3019.90$18.6014.0%1510.991.4K
$107.00Jul 1710.3512.95$11.6522.3%10.9951
$101.00Jul 1715.7019.55$17.6321.8%10.985
$102.00Jul 1714.7018.40$16.5522.4%10.982
$105.00Jul 1712.4014.65$13.5316.6%20.961.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1710.1512.65$11.4021.9%3021.00171
$135.00Jul 1715.0517.70$16.3816.2%1801.00137
$140.00Jul 1720.0522.70$21.3812.4%631.0039
$126.00Jul 176.108.85$7.4836.8%--0.9410
$125.00Jul 175.307.10$6.2029.0%280.93659

Most actively traded options today. High liquidity = easy entry/exit. 233 active (total vol 16.1K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.010.04$0.03100.0%2.0K0.014.5K
$140.00Aug 211.261.33$1.305.4%1.3K0.152.1K
$130.00Jul 310.911.16$1.0324.3%7260.18308
$120.00Jul 242.452.70$2.589.7%6390.45699
$120.00Jul 170.770.90$0.8415.5%5150.372.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 171.842.14$1.9915.1%1.1K0.631.3K
$115.00Jul 170.140.25$0.2055.0%6080.121.8K
$130.00Aug 2112.0013.85$12.9314.3%4330.70275
$107.00Jul 240.062.30$1.18189.8%4240.1684
$130.00Jul 1710.1512.65$11.4021.9%3021.00171

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 64 strikes (avg 95.9%, max 247.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 17Aug 28141.8%41.3%243.4%31.1K
$100.00Jul 17Aug 21157.3%46.2%240.2%3071.4K
$132.00Jul 17Jul 31133.5%42.4%214.7%7949
$133.00Jul 17Jul 24143.0%47.6%200.3%20182
$131.00Jul 17Jul 31122.6%46.7%162.7%20112
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$101.00Jul 17Aug 14153.7%44.2%247.9%234
$105.00Jul 17Aug 28141.8%41.3%243.4%873.7K
$103.00Jul 17Aug 14179.0%52.3%242.3%16390
$104.00Jul 17Jul 31170.0%49.8%241.3%3196
$100.00Jul 17Aug 28157.3%51.8%203.6%242.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 14.00, avg 2.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$132.00$135.00Jul 31$0.20$2.80$0.2014.00$132.20
$135.00$140.00Aug 7$0.38$4.62$0.3812.16$135.38
$135.00$140.00Aug 14$0.45$4.55$0.4510.11$135.45
$129.00$130.00Jul 24$0.10$0.90$0.109.00$129.10
$130.00$135.00Aug 28$0.50$4.50$0.509.00$130.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$103.00Aug 14$0.14$1.86$0.1413.29$104.86
$109.00$105.00Aug 14$0.31$3.69$0.3111.90$108.69
$108.00$107.00Jul 17$0.10$0.90$0.109.00$107.90
$109.00$108.00Jul 17$0.11$0.89$0.118.09$108.89
$115.00$114.00Jul 17$0.11$0.89$0.118.09$114.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 186 found (best R:R 21.22, avg 1.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$104.00Jul 24$3.82$3.82$0.1821.22$103.82
$100.00$105.00Jul 31$4.73$4.73$0.2717.52$104.73
$134.00$135.00Jul 24$0.89$0.89$0.118.09$134.89
$113.00$114.00Jul 24$0.85$0.85$0.155.67$113.85
$105.00$110.00Aug 21$4.20$4.20$0.805.25$109.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$122.00Aug 7$2.73$2.73$0.2710.11$122.27
$107.00$106.00Jul 24$0.89$0.89$0.118.09$106.11
$102.00$101.00Jul 31$0.89$0.89$0.118.09$101.11
$121.00$120.00Jul 17$0.88$0.88$0.127.33$120.12
$109.00$108.00Jul 24$0.88$0.88$0.127.33$108.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 62 found (avg debit $0.97, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 17Jul 24$0.0998.8%46.1%
$100.00Jul 17Jul 24$0.10157.3%103.6%
$140.00Jul 17Jul 24$0.22137.0%66.5%
$129.00Jul 17Jul 24$0.23111.1%45.9%
$131.00Jul 17Jul 24$0.24122.6%51.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 17Jul 24$0.07153.7%59.9%
$105.00Jul 17Jul 24$0.10141.8%54.5%
$106.00Jul 17Jul 24$0.15133.7%53.4%
$108.00Jul 17Jul 24$0.19113.0%47.5%
$104.00Jul 17Jul 31$0.25170.0%49.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 99 found (cheapest 2.10% of stock, avg 9.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Jul 17$1.59$0.90$2.49$115.51$120.492.10%
$119.00Jul 17$1.23$1.42$2.65$116.35$121.652.23%
$120.00Jul 17$0.84$1.99$2.83$117.17$122.832.38%
$117.00Jul 17$2.34$0.57$2.91$114.09$119.912.45%
$116.00Jul 17$2.85$0.33$3.18$112.82$119.182.68%
$121.00Jul 17$0.53$2.87$3.40$117.60$124.402.86%
$115.00Jul 17$3.90$0.20$4.10$110.90$119.103.45%
$122.00Jul 17$0.36$4.18$4.54$117.46$126.543.82%
$114.00Jul 17$4.63$0.09$4.72$109.28$118.723.97%
$123.00Jul 17$0.21$4.90$5.11$117.89$128.114.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.35% of stock, avg 5.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$123.00$115.00Jul 17$0.21$0.20$0.41$114.59$123.41
$123.00$116.00Jul 17$0.21$0.33$0.54$115.46$123.54
$122.00$115.00Jul 17$0.36$0.20$0.56$114.44$122.56
$122.00$116.00Jul 17$0.36$0.33$0.69$115.31$122.69
$121.00$115.00Jul 17$0.53$0.20$0.73$114.27$121.73
$123.00$117.00Jul 17$0.21$0.57$0.78$116.22$123.78
$121.00$116.00Jul 17$0.53$0.33$0.86$115.14$121.86
$122.00$117.00Jul 17$0.36$0.57$0.93$116.07$122.93
$120.00$115.00Jul 17$0.84$0.20$1.04$113.96$121.04
$121.00$117.00Jul 17$0.53$0.57$1.10$115.90$122.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 24.00, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
107/109111/114Aug 7$2.88$0.1224.00$106.12$113.88
108/109110/113Jul 31$2.85$0.1519.00$106.15$112.85
103/105110/111Aug 7$1.88$0.1215.67$103.12$111.88
105/107123/125Aug 28$1.85$0.1512.33$105.15$124.85
111/113115/117Jul 31$1.84$0.1611.50$111.16$116.84
108/109115/117Jul 31$1.83$0.1710.76$107.17$116.83
113/118125/130Aug 28$4.57$0.4310.63$113.43$129.57
109/110125/126Aug 14$0.89$0.118.09$109.11$125.89
100/102110/111Aug 7$1.77$0.237.70$100.23$111.77
101/103117/118Aug 14$1.77$0.237.70$101.23$118.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.13$4.8737.46
$118.00$119.00$120.00Jul 31$0.05$0.9519.00
$115.00$116.00$117.00Jul 24$0.06$0.9415.67
$130.00$135.00$140.00Aug 21$0.33$4.6714.15
$125.00$130.00$135.00Aug 21$0.38$4.6212.16
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Jul 17$0.05$0.9519.00
$100.00$105.00$110.00Aug 21$0.26$4.7418.23
$116.00$117.00$118.00Aug 7$0.06$0.9415.67
$117.00$118.00$119.00Jul 24$0.07$0.9313.29
$116.00$117.00$118.00Jul 17$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $-2.04, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$111.001:2Aug 14-$2.04$8.96
$130.00$135.001:2Aug 7-$0.02$4.98
$135.00$140.001:2Jul 17-$0.05$4.95
$135.00$140.001:2Aug 7-$0.08$4.92
$135.00$140.001:2Aug 14-$0.31$4.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 21-$0.01$4.99
$110.00$105.001:2Aug 21-$0.65$4.35
$115.00$110.001:2Aug 21-$1.22$3.78
$105.00$100.001:2Aug 28-$1.81$3.19
$109.00$105.001:2Aug 14-$1.26$2.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 5.85%, avg 1.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 28$6.950.501.0%5.85%6.87%2179
$121.00Aug 28$6.300.481.9%5.30%7.16%34--
$120.00Aug 21$6.200.501.0%5.22%6.24%1153.5K
$119.00Aug 14$5.850.520.2%4.92%5.10%1832
$122.00Aug 28$5.500.462.7%4.63%7.33%791
$123.00Aug 28$5.050.443.5%4.25%7.80%51
$120.00Aug 14$4.900.491.0%4.12%5.14%--254
$125.00Aug 28$4.750.415.2%4.00%9.23%93
$125.00Aug 21$4.250.395.2%3.58%8.81%46538
$119.00Aug 7$4.200.500.2%3.54%3.71%111

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 12,389
Total Puts 12,976
Put/Call Ratio 1.05
Net Difference -587

Prior's Put/Call Breakdown

Total Calls 8,176
Total Puts 5,083
Put/Call Ratio 0.62
Net Difference 3,093

Prior 7-Day Put/Call Summary

Total Calls 93,334
Total Puts 54,373
Average Put/Call Ratio 0.71
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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