Tour v366
LULU
LULULEMON ATHLETICA
$116.67 +0.29%
$116.56 (-0.09%)🌙
as of 07/20 06:03 PM
7/20 18:03

Option Volume

Detail
Current (07/20) 19,174
Calls: 10,640 (55%)
Puts: 8,534 (45%)
Prior (07/17) 22,964
Calls: 11,752 (51%)
Puts: 11,212 (49%)
Current vs Prior -16.50%
Calls: -9.46% (Calls)
Puts: -23.89% (Puts)
Prior 7-Day Total 163,023
Calls: 95,904 (59%)
Puts: 67,119 (41%)
Prior 7-Day Average 23,289
Calls: 13,700 (59%)
Puts: 9,588 (41%)
Current vs Prior 7-Day Avg -17.67%
Calls: -22.34%
Puts: -11.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $36.72M
Calls: $2.61M (7%)
Puts: $34.10M (93%)
Prior (07/17) $69.81M
Calls: $4.47M (6%)
Puts: $65.33M (94%)
Current vs Prior -47.40%
Calls: -41.56%
Puts: -47.80%
Prior 7-Day Total $333.33M
Calls: $29.32M (9%)
Puts: $304.01M (91%)
Prior 7-Day Average $47.62M
Calls: $4.19M (9%)
Puts: $43.43M (91%)
Current vs Prior 7-Day Avg -22.89%
Calls: -37.58%
Puts: -21.47%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 0.80
Prior (07/17) 0.95
Current vs Prior -15.93%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -5.25%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 342,571
Calls: 199,196 (58%)
Puts: 143,375 (42%)
Prior (07/17) 408,505
Calls: 247,184 (61%)
Puts: 161,321 (39%)
Current vs Prior -16.14%
Prior 7-Day Total 2,555,589
Calls: 1,552,651 (61%)
Puts: 1,002,938 (39%)
Prior 7-Day Average 365,084
Calls: 221,807 (61%)
Puts: 143,276 (39%)
Current vs Prior 7-Day Avg -6.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.61% | 7.05%11.34% | 19.67%
Prior 5.22% | 7.76%1.25% | 13.65%
Current vs Prior -11.63% | -9.12%+809.72% | +44.10%
Prior 7-Day Avg 3.90% | 6.45%3.78% | 14.20%
Current vs 7-Day Avg +18.34% | +9.42%+199.85% | +38.54%
Prior 7-Day Eod 5.22% | 7.76%1.25% | 13.65%
Current vs 7-Day Eod -11.63% | -9.12%+809.72% | +44.10%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 9.00% | 7.31%
Calls: 10.00% | 6.74%
Puts: 8.00% | 7.89%
Prior 39.75% | 9.73%
Calls: 42.53% | 6.06%
Puts: 36.96% | 13.40%
Current vs Prior -77.36% | -24.87%
Prior 7-Day Avg 19.90% | 10.81%
Calls: 21.05% | 10.89%
Puts: 18.73% | 10.74%
Current vs 7-Day Avg -54.76% | -32.40%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 93% of dollar volume in puts ($34.10M) vs calls ($2.61M). Declining open interest (down 16%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 46 of results (avg 7.8%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 217.407.65$7.533.3%80.57856
$115.00Jul 314.755.00$4.885.1%--0.59171
$120.00Aug 215.055.35$5.205.8%2050.453.5K
$116.00Jul 314.204.45$4.335.8%40.557
$115.00Aug 75.706.10$5.906.8%--0.5912
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2111.2511.55$11.402.6%80.66288
$118.00Jul 314.304.50$4.404.5%4240.5353
$120.00Aug 217.808.20$8.005.0%10.55468
$115.00Aug 215.155.50$5.336.6%680.431.1K
$119.00Jul 314.855.20$5.037.0%--0.5936

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.80, cheapest $0.27)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 310.250.28$0.2711.1%150.06238
$127.00Jul 310.820.97$0.9016.7%140.17346
$121.00Jul 240.871.00$0.9413.8%3440.26133
$140.00Aug 210.910.98$0.957.4%2760.122.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 310.841.01$0.9318.3%180.1727

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 2420.6522.90$21.7810.3%--0.9949
$100.00Jul 2415.5518.10$16.8315.2%--0.9940
$94.00Jul 2420.8524.55$22.7016.3%20.98--
$104.00Jul 2411.3514.80$13.0826.4%80.978
$95.00Jul 3120.7523.40$22.0812.0%--0.9738
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 3121.5024.60$23.0513.4%--1.0017
$130.00Jul 2411.5014.95$13.2326.1%40.9417
$129.00Jul 2411.1014.15$12.6324.1%40.94--
$133.00Jul 2414.3518.10$16.2323.1%20.94--
$128.00Jul 2410.0513.10$11.5826.3%60.931

Most actively traded options today. High liquidity = easy entry/exit. 234 active (total vol 14.0K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 241.121.33$1.2317.1%9910.31478
$120.00Jul 312.472.68$2.588.1%9130.39730
$125.00Jul 240.330.44$0.3928.2%4390.12949
$133.00Jul 310.300.48$0.3946.2%4330.0811
$122.00Jul 311.812.04$1.9311.9%4190.32113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 213.153.45$3.309.1%1.1K0.30929
$118.00Jul 314.304.50$4.404.5%4240.5353
$107.00Jul 240.100.23$0.1776.5%3170.06505
$100.00Aug 280.653.10$1.88130.3%2430.16287
$105.00Aug 211.852.03$1.949.3%1780.201.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 18.5%, max 83.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Jul 24Aug 2890.0%49.2%83.0%43819
$135.00Jul 24Aug 2885.7%48.4%77.1%851.1K
$134.00Jul 24Jul 3182.6%47.6%73.3%14729
$95.00Jul 24Aug 778.1%54.8%42.6%--60
$133.00Jul 24Jul 3171.1%52.5%35.4%46823
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$101.00Jul 24Aug 1477.5%49.6%56.2%18109
$95.00Jul 24Aug 2878.1%53.2%46.7%15427
$106.00Jul 24Aug 2155.1%40.4%36.2%2459
$104.00Jul 24Aug 2160.5%47.6%27.1%810
$126.00Jul 24Aug 1455.5%46.1%20.2%115

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 49.00, avg 3.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Jul 31$0.10$4.90$0.1049.00$135.10
$128.00$130.00Aug 14$0.11$1.89$0.1117.18$128.11
$135.00$140.00Aug 14$0.35$4.65$0.3513.29$135.35
$135.00$140.00Aug 7$0.39$4.61$0.3911.82$135.39
$136.00$137.00Jul 24$0.10$0.90$0.109.00$136.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 7$0.22$4.78$0.2221.73$99.78
$100.00$95.00Aug 21$0.41$4.59$0.4111.20$99.59
$100.00$95.00Aug 14$0.44$4.56$0.4410.36$99.56
$101.00$100.00Jul 24$0.11$0.89$0.118.09$100.89
$109.00$108.00Jul 24$0.11$0.89$0.118.09$108.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 192 found (best R:R 15.00, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$104.00Jul 24$3.75$3.75$0.2515.00$103.75
$95.00$105.00Aug 7$9.13$9.13$0.8710.49$104.13
$110.00$112.00Aug 21$1.82$1.82$0.1810.11$111.82
$100.00$104.00Jul 31$3.62$3.62$0.389.53$103.62
$100.00$105.00Aug 21$4.30$4.30$0.706.14$104.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Jul 31$4.63$4.63$0.3712.51$125.37
$140.00$130.00Jul 31$9.12$9.12$0.8810.36$130.88
$135.00$130.00Aug 21$4.38$4.38$0.627.06$130.62
$122.00$121.00Jul 31$0.85$0.85$0.155.67$121.15
$130.00$125.00Aug 7$4.25$4.25$0.755.67$125.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $0.89, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 24Jul 31$0.0590.0%57.1%
$100.00Jul 24Jul 31$0.1962.5%56.7%
$133.00Jul 24Jul 31$0.2571.1%52.5%
$95.00Jul 24Jul 31$0.3078.1%67.6%
$104.00Jul 24Jul 31$0.3260.5%55.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Jul 31$0.1778.1%67.6%
$101.00Jul 24Jul 31$0.2277.5%57.6%
$100.00Jul 24Jul 31$0.2462.5%56.7%
$102.00Jul 24Jul 31$0.2761.9%53.3%
$103.00Jul 24Jul 31$0.3357.9%52.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 87 found (cheapest 4.16% of stock, avg 10.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$117.00Jul 24$2.30$2.55$4.85$112.15$121.854.16%
$116.00Jul 24$2.83$2.08$4.91$111.09$120.914.21%
$118.00Jul 24$1.92$3.10$5.02$112.98$123.024.30%
$115.00Jul 24$3.45$1.67$5.12$109.88$120.124.39%
$119.00Jul 24$1.56$3.65$5.21$113.79$124.214.47%
$114.00Jul 24$4.05$1.32$5.37$108.63$119.374.60%
$120.00Jul 24$1.23$4.40$5.63$114.37$125.634.83%
$113.00Jul 24$4.75$1.02$5.77$107.23$118.774.95%
$121.00Jul 24$0.94$5.18$6.12$114.88$127.125.25%
$112.00Jul 24$5.60$0.77$6.37$105.63$118.375.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.47% of stock, avg 6.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$112.00Jul 24$0.94$0.77$1.71$110.29$122.71
$121.00$113.00Jul 24$0.94$1.02$1.96$111.04$122.96
$120.00$112.00Jul 24$1.23$0.77$2.00$110.00$122.00
$120.00$113.00Jul 24$1.23$1.02$2.25$110.75$122.25
$121.00$114.00Jul 24$0.94$1.32$2.26$111.74$123.26
$119.00$112.00Jul 24$1.56$0.77$2.33$109.67$121.33
$120.00$114.00Jul 24$1.23$1.32$2.55$111.45$122.55
$119.00$113.00Jul 24$1.56$1.02$2.58$110.42$121.58
$121.00$115.00Jul 24$0.94$1.67$2.61$112.39$123.61
$118.00$112.00Jul 24$1.92$0.77$2.69$109.31$120.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 277 found (best R:R 15.67, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
110/112117/118Aug 7$1.88$0.1215.67$110.12$118.88
110/112119/120Aug 7$1.82$0.1810.11$110.18$120.82
109/110112/114Aug 14$1.82$0.1810.11$108.18$113.82
107/109118/120Aug 21$1.81$0.199.53$107.19$119.81
113/114115/116Jul 31$0.90$0.109.00$113.10$115.90
110/112115/116Aug 7$1.80$0.209.00$110.20$116.80
100/101112/114Aug 14$1.80$0.209.00$99.20$113.80
112/113117/118Aug 14$0.90$0.109.00$112.10$117.90
110/112115/117Aug 21$1.78$0.228.09$110.22$116.78
100/101117/118Aug 7$0.88$0.127.33$100.12$117.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$128.00$129.00$130.00Jul 24$0.05$0.9519.00
$123.00$124.00$125.00Jul 24$0.06$0.9415.67
$127.00$128.00$129.00Jul 31$0.06$0.9415.67
$119.00$120.00$121.00Aug 14$0.06$0.9415.67
$115.00$116.00$117.00Jul 31$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$120.00$121.00Jul 31$0.05$0.9519.00
$114.00$115.00$116.00Jul 24$0.06$0.9415.67
$115.00$116.00$117.00Jul 24$0.06$0.9415.67
$111.00$112.00$113.00Aug 14$0.06$0.9415.67
$101.00$102.00$103.00Jul 24$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-0.02, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$111.001:2Aug 14-$0.36$10.64
$95.00$105.001:2Aug 7-$3.77$6.23
$100.00$110.001:2Aug 28-$4.85$5.15
$135.00$140.001:2Jul 31-$0.07$4.93
$130.00$135.001:2Aug 14-$0.20$4.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$118.001:2Aug 28-$0.02$11.98
$140.00$130.001:2Jul 31-$4.81$5.19
$100.00$95.001:2Aug 7$0.00$5.00
$100.00$95.001:2Jul 31-$0.12$4.88
$100.00$95.001:2Aug 28-$0.18$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 85 found (best yield 5.31%, avg 1.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Aug 21$6.200.520.3%5.31%5.60%3--
$118.00Aug 28$5.700.511.1%4.89%6.03%821
$120.00Aug 28$5.700.482.9%4.89%7.74%--180
$118.00Aug 21$5.650.501.1%4.84%5.98%1--
$117.00Aug 14$5.550.520.3%4.76%5.04%122
$121.00Aug 28$5.150.453.7%4.41%8.13%--31
$118.00Aug 14$5.100.491.1%4.37%5.51%231346
$120.00Aug 21$5.050.452.9%4.33%7.18%2053.5K
$122.00Aug 28$4.750.434.6%4.07%8.64%--47
$119.00Aug 14$4.700.472.0%4.03%6.03%2847

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 10,640
Total Puts 8,534
Put/Call Ratio 0.80
Net Difference 2,106

Prior's Put/Call Breakdown

Total Calls 11,752
Total Puts 11,212
Put/Call Ratio 0.95
Net Difference 540

Prior 7-Day Put/Call Summary

Total Calls 95,904
Total Puts 67,119
Average Put/Call Ratio 0.85
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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