Tour v345
LULU
LULULEMON ATHLETICA
$116.78 -1.69%
7/17 15:09

Option Volume

Detail
Current (07/17 3:05pm) 17,505
Calls: 9,183 (52%)
Puts: 8,322 (48%)
Prior (07/16) 18,264
Calls: 9,116 (50%)
Puts: 9,148 (50%)
Current vs Prior -4.16%
Calls: +0.73% (Calls)
Puts: -9.03% (Puts)
Prior 7-Day Total 130,527
Calls: 87,369 (67%)
Puts: 43,158 (33%)
Prior 7-Day Average 18,646
Calls: 12,481 (67%)
Puts: 6,165 (33%)
Current vs Prior 7-Day Avg -6.12%
Calls: -26.43%
Puts: +34.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 3:05pm) $35.63M
Calls: $2.25M (6%)
Puts: $33.37M (94%)
Prior (07/16) $59.65M
Calls: $3.40M (6%)
Puts: $56.25M (94%)
Current vs Prior -40.27%
Calls: -33.80%
Puts: -40.66%
Prior 7-Day Total $46.55M
Calls: $28.74M (62%)
Puts: $17.81M (38%)
Prior 7-Day Average $6.65M
Calls: $4.11M (62%)
Puts: $2.54M (38%)
Current vs Prior 7-Day Avg +435.78%
Calls: -45.11%
Puts: +1211.82%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17 3:05pm) 0.91
Prior (07/16) 1.00
Current vs Prior -9.69%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg +50.65%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17 3:05pm) 408,505
Calls: 247,184 (61%)
Puts: 161,321 (39%)
Prior (07/16) 403,449
Calls: 244,345 (61%)
Puts: 159,104 (39%)
Current vs Prior +1.25%
Prior 7-Day Total 2,732,999
Calls: 1,645,960 (60%)
Puts: 1,087,039 (40%)
Prior 7-Day Average 390,428
Calls: 235,137 (60%)
Puts: 155,291 (40%)
Current vs Prior 7-Day Avg +4.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.14% | 5.32%1.14% | 13.60%
Prior 3.39% | 6.11%3.39% | 13.94%
Current vs Prior -66.36% | -12.92%-66.36% | -2.48%
Prior 7-Day Avg 3.68% | 6.51%5.41% | 14.88%
Current vs 7-Day Avg -69.03% | -18.29%-78.94% | -8.61%
Prior 7-Day Eod 3.39% | 6.11%2.53% | 13.64%
Current vs 7-Day Eod -66.36% | -12.92%-55.05% | -0.29%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.75% | 9.73%
Calls: 42.53% | 6.06%
Puts: 36.96% | 13.40%
Prior 11.74% | 9.71%
Calls: 10.27% | 7.18%
Puts: 13.21% | 12.23%
Current vs Prior +238.59% | +0.21%
Prior 7-Day Avg 15.08% | 10.72%
Calls: 15.56% | 11.00%
Puts: 14.59% | 10.44%
Current vs 7-Day Avg +163.67% | -9.25%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 94% of dollar volume in puts ($33.37M) vs calls ($2.25M). Dollar volume significantly above 7-day average (436% higher). Call-heavy open interest (247,184 calls vs 161,321 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
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 64 of results (avg 7.0%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 217.607.85$7.733.2%340.57842
$120.00Aug 215.255.50$5.384.6%4330.463.5K
$140.00Aug 210.951.00$0.985.1%6150.122.5K
$115.00Jul 243.804.00$3.905.1%770.61211
$114.00Aug 76.506.85$6.685.2%--0.6232
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 218.008.30$8.153.7%910.55425
$123.00Jul 317.758.10$7.934.4%--0.7028
$127.00Aug 1412.0012.55$12.284.5%20.722
$115.00Aug 215.405.65$5.534.5%1940.431.0K
$125.00Aug 1410.6011.10$10.854.6%--0.6875

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.76, cheapest $0.42)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 240.380.46$0.4219.0%590.12238
$123.00Jul 240.800.94$0.8716.1%750.21100
$140.00Aug 210.951.00$0.985.1%6150.122.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 102 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1720.7523.30$22.0311.6%--1.0085
$100.00Jul 1715.5017.00$16.259.2%2211.001.4K
$101.00Jul 1714.9016.05$15.487.4%11.004
$103.00Jul 1712.6515.30$13.9819.0%--1.0025
$105.00Jul 1710.5513.30$11.9323.1%11.001.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 1721.7024.45$23.0811.9%--1.0039
$135.00Jul 1716.7019.05$17.8813.1%51.00137
$130.00Jul 1711.8014.15$12.9818.1%40.99116
$119.00Jul 171.843.00$2.4247.9%200.99177
$124.00Jul 176.008.40$7.2033.3%--0.99606

Most actively traded options today. High liquidity = easy entry/exit. 224 active (total vol 14.2K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.000.02$0.01200.0%8650.014.7K
$140.00Aug 210.951.00$0.985.1%6150.122.5K
$120.00Jul 170.000.03$0.02150.0%4400.032.5K
$120.00Aug 215.255.50$5.384.6%4330.463.5K
$130.00Aug 212.342.47$2.415.4%3490.251.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 171.141.60$1.3733.6%1.4K0.92222
$120.00Jul 173.053.90$3.4724.5%7960.971.6K
$95.00Aug 280.461.26$0.8693.0%2810.09105
$120.00Jul 315.606.10$5.858.5%2180.6098
$116.00Jul 170.050.18$0.12108.3%2150.21133

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 63 strikes (avg 628.8%, max 2010.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 17Jul 31997.8%47.3%2010.7%21120
$95.00Jul 17Aug 71018.0%49.8%1943.1%--96
$129.00Jul 17Jul 31903.2%47.4%1805.6%19208
$100.00Jul 17Aug 21651.4%46.6%1296.4%2211.6K
$133.00Jul 17Jul 31622.2%47.9%1200.1%52176
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 17Aug 281018.0%48.7%1989.8%333601
$101.00Jul 17Aug 14633.5%46.1%1272.7%--35
$102.00Jul 17Aug 7596.4%45.4%1212.6%--75
$100.00Jul 17Aug 28651.4%50.0%1202.3%1122.8K
$140.00Jul 17Jul 31570.1%52.2%991.7%--56

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 153 found (best R:R 34.71, avg 3.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Jul 31$0.14$4.86$0.1434.71$135.14
$130.00$135.00Aug 7$0.31$4.69$0.3115.13$130.31
$135.00$140.00Aug 14$0.38$4.62$0.3812.16$135.38
$135.00$140.00Aug 7$0.40$4.60$0.4011.50$135.40
$135.00$140.00Aug 28$0.44$4.56$0.4410.36$135.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 7$0.24$4.76$0.2419.83$99.76
$102.00$100.00Aug 7$0.14$1.86$0.1413.29$101.86
$100.00$95.00Aug 14$0.36$4.64$0.3612.89$99.64
$100.00$95.00Aug 21$0.47$4.53$0.479.64$99.53
$105.00$103.00Aug 7$0.20$1.80$0.209.00$104.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 192 found (best R:R 49.00, avg 2.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 24$4.88$4.88$0.1240.67$99.88
$95.00$100.00Jul 31$4.77$4.77$0.2320.74$99.77
$110.00$112.00Jul 24$1.88$1.88$0.1215.67$111.88
$105.00$110.00Jul 31$4.68$4.68$0.3214.62$109.68
$100.00$105.00Jul 31$4.65$4.65$0.3513.29$104.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$130.00Jul 17$4.90$4.90$0.1049.00$130.10
$140.00$130.00Jul 31$9.63$9.63$0.3726.03$130.37
$130.00$126.00Jul 17$3.83$3.83$0.1722.53$126.17
$125.00$121.00Jul 24$3.70$3.70$0.3012.33$121.30
$122.00$121.00Jul 17$0.88$0.88$0.127.33$121.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.02, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 17Jul 24$0.06466.4%51.3%
$140.00Jul 17Jul 24$0.08570.1%63.8%
$109.00Jul 17Jul 24$0.09277.1%45.4%
$128.00Jul 17Jul 24$0.15469.3%45.5%
$130.00Jul 17Jul 24$0.17382.0%47.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Jul 24$0.07651.4%60.6%
$101.00Jul 17Jul 24$0.07633.5%58.2%
$104.00Jul 17Jul 24$0.08602.2%53.7%
$105.00Jul 17Jul 24$0.10432.0%45.0%
$102.00Jul 17Jul 24$0.18596.4%62.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 99 found (cheapest 0.59% of stock, avg 9.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$117.00Jul 17$0.23$0.46$0.69$116.31$117.690.59%
$116.00Jul 17$0.87$0.12$0.99$115.01$116.990.85%
$118.00Jul 17$0.03$1.37$1.40$116.60$119.401.20%
$115.00Jul 17$1.74$0.03$1.77$113.23$116.771.52%
$119.00Jul 17$0.01$2.42$2.43$116.57$121.432.08%
$114.00Jul 17$2.72$0.03$2.75$111.25$116.752.35%
$120.00Jul 17$0.02$3.47$3.49$116.51$123.492.99%
$113.00Jul 17$3.74$0.02$3.76$109.24$116.763.22%
$121.00Jul 17$0.03$4.20$4.23$116.77$125.233.62%
$112.00Jul 17$5.07$0.02$5.09$106.91$117.094.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.05% of stock, avg 5.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$115.00Jul 17$0.03$0.03$0.06$114.94$118.06
$118.00$116.00Jul 17$0.03$0.12$0.15$115.85$118.15
$127.00$115.00Jul 17$0.14$0.03$0.17$114.83$127.17
$117.00$115.00Jul 17$0.23$0.03$0.26$114.74$117.26
$127.00$116.00Jul 17$0.14$0.12$0.26$115.74$127.26
$117.00$116.00Jul 17$0.23$0.12$0.35$115.65$117.35
$129.00$115.00Jul 17$1.07$0.03$1.10$113.90$130.10
$131.00$115.00Jul 17$1.07$0.03$1.10$113.90$132.10
$118.00$99.00Jul 17$0.03$1.07$1.10$97.90$119.10
$129.00$116.00Jul 17$1.07$0.12$1.19$114.81$130.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 317 found (best R:R 12.89, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
102/103105/110Aug 7$4.64$0.3612.89$98.36$109.64
95/100105/110Aug 7$4.62$0.3812.16$95.38$109.62
100/102105/110Aug 7$4.52$0.489.42$97.48$109.52
108/109112/113Jul 24$0.90$0.109.00$108.10$112.90
112/113115/116Jul 24$0.89$0.118.09$112.11$115.89
114/115119/120Jul 31$0.89$0.118.09$114.11$119.89
109/110117/118Aug 7$0.89$0.118.09$109.11$117.89
109/110118/119Aug 7$0.89$0.118.09$109.11$118.89
117/118128/130Aug 28$1.78$0.228.09$116.22$129.78
95/100105/110Aug 21$4.42$0.587.62$95.58$109.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 found (best R:R 40.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Jul 31$0.12$4.8840.67
$125.00$126.00$127.00Jul 24$0.06$0.9415.67
$127.00$128.00$129.00Jul 31$0.06$0.9415.67
$129.00$130.00$131.00Jul 31$0.06$0.9415.67
$124.00$125.00$126.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 28$0.24$4.7619.83
$130.00$135.00$140.00Jul 17$0.30$4.7015.67
$116.00$117.00$118.00Jul 24$0.06$0.9415.67
$108.00$109.00$110.00Jul 31$0.07$0.9313.29
$113.00$114.00$115.00Jul 31$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. 111 found (best net $-1.91, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Aug 7-$4.43$5.57
$135.00$140.001:2Jul 17-$0.01$4.99
$135.00$140.001:2Aug 7-$0.02$4.98
$135.00$140.001:2Jul 31-$0.06$4.94
$130.00$135.001:2Aug 14-$0.21$4.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$125.001:2Aug 7-$1.91$8.09
$140.00$130.001:2Jul 31-$3.82$6.18
$117.00$110.001:2Aug 28-$1.95$5.05
$100.00$95.001:2Jul 31-$0.11$4.89
$100.00$95.001:2Aug 21-$0.19$4.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 6.08%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Aug 28$7.100.530.2%6.08%6.27%14
$118.00Aug 28$6.750.511.0%5.78%6.82%--21
$120.00Aug 28$6.000.472.8%5.14%7.90%1180
$117.00Aug 14$5.500.520.2%4.71%4.90%1111
$121.00Aug 28$5.500.463.6%4.71%8.32%130
$118.00Aug 14$5.300.491.0%4.54%5.58%2346
$120.00Aug 21$5.250.462.8%4.50%7.25%4333.5K
$122.00Aug 28$5.150.434.5%4.41%8.88%--39
$117.00Aug 7$4.900.520.2%4.20%4.38%5160
$119.00Aug 14$4.850.471.9%4.15%6.05%248

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 9,183
Total Puts 8,322
Put/Call Ratio 0.91
Net Difference 861

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 87,369
Total Puts 43,158
Average Put/Call Ratio 0.60
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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