Tour v342
LULU
LULULEMON ATHLETICA
$118.65 +1.05%
7/16 15:09

Option Volume

Detail
Current (07/16 3:05pm) 18,264
Calls: 9,116 (50%)
Puts: 9,148 (50%)
Prior (07/15) 11,740
Calls: 7,127 (61%)
Puts: 4,613 (39%)
Current vs Prior +55.57%
Calls: +27.91% (Calls)
Puts: +98.31% (Puts)
Prior 7-Day Total 145,001
Calls: 97,531 (67%)
Puts: 47,470 (33%)
Prior 7-Day Average 20,714
Calls: 13,933 (67%)
Puts: 6,781 (33%)
Current vs Prior 7-Day Avg -11.83%
Calls: -34.57%
Puts: +34.90%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16 3:05pm) $59.65M
Calls: $3.40M (6%)
Puts: $56.25M (94%)
Prior (07/15) $5.37M
Calls: $2.30M (43%)
Puts: $3.07M (57%)
Current vs Prior +1009.85%
Calls: +48.02%
Puts: +1729.24%
Prior 7-Day Total $52.61M
Calls: $34.62M (66%)
Puts: $17.98M (34%)
Prior 7-Day Average $7.52M
Calls: $4.95M (66%)
Puts: $2.57M (34%)
Current vs Prior 7-Day Avg +693.72%
Calls: -31.18%
Puts: +2089.35%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16 3:05pm) 1.00
Prior (07/15) 0.65
Current vs Prior +55.04%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg +72.19%
Sentiment BEARISH

Open Interest

Detail
Current (07/16 3:05pm) 403,449
Calls: 244,345 (61%)
Puts: 159,104 (39%)
Prior (07/15) 400,706
Calls: 242,297 (60%)
Puts: 158,409 (40%)
Current vs Prior +0.68%
Prior 7-Day Total 2,716,768
Calls: 1,636,369 (60%)
Puts: 1,080,399 (40%)
Prior 7-Day Average 388,109
Calls: 233,767 (60%)
Puts: 154,342 (40%)
Current vs Prior 7-Day Avg +3.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.76% | 5.67%2.76% | 13.51%
Prior 4.07% | 6.67%4.07% | 14.24%
Current vs Prior -32.33% | -14.94%-32.33% | -5.14%
Prior 7-Day Avg 3.39% | 6.44%5.41% | 14.88%
Current vs 7-Day Avg -18.82% | -11.88%-49.04% | -9.20%
Prior 7-Day Eod 4.07% | 6.67%3.33% | 13.84%
Current vs 7-Day Eod -32.33% | -14.94%-17.23% | -2.38%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.66% | 12.62%
Calls: 18.64% | 12.75%
Puts: 18.67% | 12.50%
Prior 9.01% | 7.64%
Calls: 8.93% | 6.61%
Puts: 9.09% | 8.68%
Current vs Prior +107.10% | +65.18%
Prior 7-Day Avg 23.24% | 11.29%
Calls: 21.19% | 11.77%
Puts: 25.29% | 10.82%
Current vs 7-Day Avg -19.70% | +11.75%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 94% of dollar volume in puts ($56.25M) vs calls ($3.40M). Massive premium surge with dollar volume up 1010% vs prior. Dollar volume significantly above 7-day average (694% higher). Above-average activity with volume up 56% 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 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 72 of results (avg 7.5%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 218.809.00$8.902.2%40.62840
$120.00Aug 216.206.40$6.303.2%1150.503.5K
$140.00Aug 211.321.38$1.354.4%1.2K0.152.1K
$110.00Jul 178.558.95$8.754.6%370.992.9K
$125.00Aug 214.254.45$4.354.6%450.39538
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2110.0510.40$10.233.4%--0.61257
$120.00Aug 217.007.25$7.133.5%110.50417
$115.00Aug 214.654.85$4.754.2%230.381.0K
$123.00Jul 316.606.95$6.785.2%--0.6328
$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. 7 found (avg $0.63, cheapest $0.26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 310.230.28$0.2619.2%70.05322
$122.00Jul 170.360.42$0.3915.4%3800.20536
$127.00Jul 240.650.78$0.7218.1%280.17306
$120.00Jul 170.810.93$0.8713.8%4520.372.4K
$126.00Jul 240.810.94$0.8814.8%530.20188
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 170.340.39$0.3713.5%840.20144
$100.00Aug 210.910.97$0.946.4%960.114.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 104 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 3122.9524.65$23.807.1%--1.0038
$100.00Jul 1717.5519.40$18.4810.0%1511.001.4K
$105.00Jul 1712.9514.15$13.558.9%11.001.1K
$108.00Jul 179.6511.40$10.5316.6%11.0029
$103.00Jul 1714.6516.40$15.5211.3%--0.9925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 176.308.50$7.4029.7%--1.0010
$130.00Jul 1710.6012.15$11.3813.6%91.00171
$135.00Jul 1715.3017.35$16.3312.6%--1.00137
$140.00Jul 1720.2522.55$21.4010.7%31.0039
$125.00Jul 175.756.75$6.2516.0%280.96659

Most actively traded options today. High liquidity = easy entry/exit. 225 active (total vol 11.9K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 211.321.38$1.354.4%1.2K0.152.1K
$130.00Jul 310.991.11$1.0511.4%5150.18308
$120.00Jul 170.810.93$0.8713.8%4520.372.4K
$125.00Jul 170.050.10$0.0862.5%3870.053.3K
$122.00Jul 170.360.42$0.3915.4%3800.20536
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 172.032.32$2.1713.4%8240.641.3K
$115.00Jul 170.180.25$0.2231.8%6050.131.8K
$130.00Aug 2113.2013.95$13.585.5%4330.71275
$107.00Jul 240.060.32$0.19136.8%4240.0684
$110.00Aug 71.721.92$1.8211.0%2760.23159

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 66 strikes (avg 69.7%, max 309.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 17Aug 21197.6%48.2%309.9%192
$134.00Jul 17Jul 24158.8%46.8%239.1%6240
$140.00Jul 17Aug 28129.0%51.2%152.1%121.8K
$100.00Jul 17Aug 21114.5%46.6%145.6%3071.4K
$133.00Jul 17Jul 24111.9%46.7%139.6%15182
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 17Aug 28197.6%51.7%282.1%2601
$101.00Jul 17Aug 14140.2%49.3%184.3%234
$102.00Jul 17Aug 7134.8%47.7%182.8%275
$140.00Jul 17Aug 21129.0%48.0%168.9%545
$103.00Jul 17Aug 14108.3%46.5%133.0%16390

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 161 found (best R:R 44.45, avg 3.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Jul 31$0.27$4.73$0.2717.52$135.27
$135.00$140.00Aug 7$0.31$4.69$0.3115.13$135.31
$135.00$140.00Aug 28$0.48$4.52$0.489.42$135.48
$123.00$124.00Jul 17$0.10$0.90$0.109.00$123.10
$127.00$128.00Aug 14$0.10$0.90$0.109.00$127.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Jul 31$0.11$4.89$0.1144.45$99.89
$100.00$95.00Aug 7$0.16$4.84$0.1630.25$99.84
$99.00$95.00Jul 17$0.17$3.83$0.1722.53$98.83
$105.00$100.00Aug 28$0.34$4.66$0.3413.71$104.66
$100.00$95.00Aug 14$0.36$4.64$0.3612.89$99.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 201 found (best R:R 49.00, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 24$4.90$4.90$0.1049.00$99.90
$95.00$100.00Jul 31$4.80$4.80$0.2024.00$99.80
$100.00$105.00Jul 31$4.75$4.75$0.2519.00$104.75
$100.00$104.00Jul 24$3.70$3.70$0.3012.33$103.70
$95.00$105.00Aug 7$9.23$9.23$0.7711.99$104.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$130.00Jul 31$9.18$9.18$0.8211.20$130.82
$130.00$126.00Jul 24$3.48$3.48$0.526.69$126.52
$140.00$135.00Aug 21$4.20$4.20$0.805.25$135.80
$135.00$130.00Aug 21$4.12$4.12$0.884.68$130.88
$122.00$121.00Aug 14$0.82$0.82$0.184.56$121.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $0.90, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Jul 17Jul 24$0.05101.3%46.9%
$140.00Jul 17Jul 24$0.09129.0%58.2%
$133.00Jul 17Jul 24$0.10111.9%46.7%
$135.00Jul 17Jul 24$0.1193.1%47.1%
$107.00Jul 17Jul 24$0.1494.2%44.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 17Jul 24$0.08140.2%59.3%
$106.00Jul 17Jul 24$0.13101.3%46.9%
$103.00Jul 17Jul 24$0.14108.3%55.7%
$107.00Jul 17Jul 24$0.1594.2%44.8%
$105.00Jul 17Jul 24$0.1784.6%50.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 2.33% of stock, avg 9.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$119.00Jul 17$1.27$1.50$2.77$116.23$121.772.33%
$118.00Jul 17$1.77$1.04$2.81$115.19$120.812.37%
$117.00Jul 17$2.32$0.66$2.98$114.02$119.982.51%
$120.00Jul 17$0.87$2.17$3.04$116.96$123.042.56%
$116.00Jul 17$2.97$0.37$3.34$112.66$119.342.82%
$121.00Jul 17$0.60$2.89$3.49$117.51$124.492.94%
$115.00Jul 17$3.93$0.22$4.15$110.85$119.153.50%
$122.00Jul 17$0.39$3.80$4.19$117.81$126.193.53%
$114.00Jul 17$4.63$0.12$4.75$109.25$118.754.00%
$123.00Jul 17$0.23$4.60$4.83$118.17$127.834.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.29% of stock, avg 5.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$123.00$114.00Jul 17$0.23$0.12$0.35$113.65$123.35
$123.00$115.00Jul 17$0.23$0.22$0.45$114.55$123.45
$122.00$114.00Jul 17$0.39$0.12$0.51$113.49$122.51
$122.00$115.00Jul 17$0.39$0.22$0.61$114.39$122.61
$123.00$116.00Jul 17$0.23$0.37$0.60$115.40$123.60
$121.00$114.00Jul 17$0.60$0.12$0.72$113.28$121.72
$122.00$116.00Jul 17$0.39$0.37$0.76$115.24$122.76
$121.00$115.00Jul 17$0.60$0.22$0.82$114.18$121.82
$123.00$117.00Jul 17$0.23$0.66$0.89$116.11$123.89
$121.00$116.00Jul 17$0.60$0.37$0.97$115.03$121.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 274 found (best R:R 17.18, avg credit $1.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
107/109117/119Aug 7$1.89$0.1117.18$107.11$118.89
103/104110/113Jul 31$2.83$0.1716.65$101.17$112.83
107/109111/114Aug 7$2.82$0.1815.67$106.18$113.82
105/107123/125Aug 28$1.88$0.1215.67$105.12$124.88
101/102110/112Jul 24$1.85$0.1512.33$100.15$111.85
107/109115/117Aug 7$1.80$0.209.00$107.20$116.80
112/113114/115Aug 7$0.90$0.109.00$112.10$114.90
110/111119/120Aug 14$0.90$0.109.00$110.10$119.90
111/112122/123Aug 14$0.90$0.109.00$111.10$122.90
115/116117/118Aug 14$0.90$0.109.00$115.10$117.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$115.00$117.00Jul 31$0.08$1.9224.00
$123.00$125.00$127.00Aug 7$0.08$1.9224.00
$130.00$135.00$140.00Aug 14$0.20$4.8024.00
$130.00$131.00$132.00Jul 31$0.05$0.9519.00
$112.00$113.00$114.00Jul 17$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.08$4.9261.50
$130.00$135.00$140.00Jul 17$0.12$4.8840.67
$119.00$120.00$121.00Jul 17$0.05$0.9519.00
$109.00$110.00$111.00Jul 24$0.05$0.9519.00
$115.00$116.00$117.00Jul 24$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 117 found (best net $-2.00, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$111.001:2Aug 14-$2.00$9.00
$135.00$140.001:2Jul 17-$0.05$4.95
$130.00$135.001:2Aug 7-$0.10$4.90
$135.00$140.001:2Aug 14-$0.19$4.81
$135.00$140.001:2Aug 7-$0.29$4.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$130.001:2Jul 31-$2.97$7.03
$100.00$95.001:2Jul 31$0.00$5.00
$100.00$95.001:2Aug 14-$0.05$4.95
$100.00$95.001:2Aug 21-$0.06$4.94
$100.00$95.001:2Aug 28-$0.06$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 72 found (best yield 5.65%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 28$6.700.501.1%5.65%6.78%2179
$121.00Aug 28$6.300.482.0%5.31%7.29%34--
$120.00Aug 21$6.200.501.1%5.23%6.36%1153.5K
$119.00Aug 14$5.900.520.3%4.97%5.27%1732
$122.00Aug 28$5.700.462.8%4.80%7.63%781
$123.00Aug 28$5.650.453.7%4.76%8.43%51
$120.00Aug 14$5.050.491.1%4.26%5.39%--254
$119.00Aug 7$4.750.510.3%4.00%4.30%111
$125.00Aug 28$4.750.415.3%4.00%9.36%43
$121.00Aug 14$4.700.472.0%3.96%5.94%--35

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 9,116
Total Puts 9,148
Put/Call Ratio 1.00
Net Difference -32

Prior's Put/Call Breakdown

Total Calls 7,127
Total Puts 4,613
Put/Call Ratio 0.65
Net Difference 2,514

Prior 7-Day Put/Call Summary

Total Calls 97,531
Total Puts 47,470
Average Put/Call Ratio 0.58
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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