Tour v346
LULU
LULULEMON ATHLETICA
$116.33 -2.07%
$116.15 (-0.16%)🌙
as of 07/17 06:05 PM
7/17 18:05

Option Volume

Detail
Current (07/17) 22,964
Calls: 11,752 (51%)
Puts: 11,212 (49%)
Prior (07/16) 25,365
Calls: 12,389 (49%)
Puts: 12,976 (51%)
Current vs Prior -9.47%
Calls: -5.14% (Calls)
Puts: -13.59% (Puts)
Prior 7-Day Total 155,972
Calls: 94,957 (61%)
Puts: 61,015 (39%)
Prior 7-Day Average 22,281
Calls: 13,565 (61%)
Puts: 8,716 (39%)
Current vs Prior 7-Day Avg +3.06%
Calls: -13.37%
Puts: +28.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $69.81M
Calls: $4.47M (6%)
Puts: $65.33M (94%)
Prior (07/16) $111.05M
Calls: $3.66M (3%)
Puts: $107.39M (97%)
Current vs Prior -37.14%
Calls: +22.14%
Puts: -39.16%
Prior 7-Day Total $269.77M
Calls: $28.79M (11%)
Puts: $240.97M (89%)
Prior 7-Day Average $38.54M
Calls: $4.11M (11%)
Puts: $34.42M (89%)
Current vs Prior 7-Day Avg +81.14%
Calls: +8.76%
Puts: +89.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 0.95
Prior (07/16) 1.05
Current vs Prior -8.91%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +22.68%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 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 2,536,090
Calls: 1,538,650 (61%)
Puts: 997,440 (39%)
Prior 7-Day Average 362,298
Calls: 219,807 (61%)
Puts: 142,491 (39%)
Current vs Prior 7-Day Avg +12.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.25% | 5.22%1.25% | 13.65%
Prior 2.53% | 5.60%2.53% | 13.64%
Current vs Prior +105.93% | +38.66%-50.81% | +0.10%
Prior 7-Day Avg 3.66% | 6.24%4.50% | 14.38%
Current vs 7-Day Avg +42.50% | +24.43%-72.32% | -5.07%
Prior 7-Day Eod 2.53% | 5.60%2.53% | 13.64%
Current vs 7-Day Eod +105.93% | +38.66%-50.81% | +0.10%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.75% | 9.73%
Calls: 42.53% | 6.06%
Puts: 36.96% | 13.40%
Prior 18.66% | 12.62%
Calls: 18.64% | 12.75%
Puts: 18.67% | 12.50%
Current vs Prior +113.02% | -22.90%
Prior 7-Day Avg 16.31% | 11.30%
Calls: 17.40% | 12.25%
Puts: 15.22% | 10.35%
Current vs 7-Day Avg +143.69% | -13.87%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 94% of dollar volume in puts ($65.33M) vs calls ($4.47M). Dollar volume significantly above 7-day average (81% 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 BEARISH
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 40 of results (avg 7.7%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 217.307.65$7.484.7%340.56842
$120.00Aug 215.055.35$5.205.8%4370.453.5K
$123.00Aug 143.203.45$3.337.5%--0.3468
$135.00Aug 211.391.50$1.447.6%1380.17777
$114.00Aug 76.156.65$6.407.8%--0.6032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Aug 148.258.55$8.403.6%--0.6018
$120.00Aug 218.258.55$8.403.6%910.56425
$115.00Aug 144.855.05$4.954.0%20.4651
$119.00Aug 147.007.40$7.205.6%10.5532
$125.00Aug 710.1510.75$10.455.7%--0.7218

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. 100 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1719.8522.40$21.1312.1%--1.0085
$100.00Jul 1714.3018.05$16.1823.2%6351.001.4K
$101.00Jul 1713.3516.85$15.1023.2%11.004
$103.00Jul 1712.5014.85$13.6817.2%--1.0025
$105.00Jul 179.8512.40$11.1322.9%1.1K1.001.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 1717.3019.90$18.6014.0%51.00137
$130.00Jul 1712.6515.15$13.9018.0%40.99116
$121.00Jul 173.606.15$4.8852.3%40.9977
$124.00Jul 176.608.75$7.6828.0%--0.99606
$120.00Jul 173.354.35$3.8526.0%8270.991.6K

Most actively traded options today. High liquidity = easy entry/exit. 227 active (total vol 17.3K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 179.8512.40$11.1322.9%1.1K1.001.1K
$130.00Jul 170.000.02$0.01200.0%8710.014.7K
$100.00Jul 1714.3018.05$16.1823.2%6351.001.4K
$120.00Jul 170.000.01$0.01100.0%4450.012.5K
$120.00Aug 215.055.35$5.205.8%4370.453.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 170.663.50$2.08136.5%1.6K0.93222
$120.00Jul 173.354.35$3.8526.0%8270.991.6K
$95.00Aug 280.391.81$1.10129.1%2810.11105
$116.00Jul 170.070.22$0.15100.0%2730.32133
$120.00Jul 244.655.20$4.9311.2%2640.68573

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 61 strikes (avg 1172.6%, max 2977.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Jul 17Jul 311565.3%51.6%2936.1%4953
$131.00Jul 17Jul 311503.2%49.8%2919.4%21120
$129.00Jul 17Jul 311374.8%51.7%2556.9%19208
$128.00Jul 17Aug 281308.4%50.6%2483.8%11146
$95.00Jul 17Aug 71228.1%52.2%2253.1%--96
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Jul 17Aug 141327.7%43.1%2977.4%379
$108.00Jul 17Jul 311149.1%44.7%2472.5%22298
$95.00Jul 17Aug 281228.1%50.9%2312.4%333601
$100.00Jul 17Aug 28938.2%41.6%2155.4%2452.8K
$104.00Jul 17Jul 311410.5%64.1%2099.3%8198

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 14.62, avg 2.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Aug 7$0.44$4.56$0.4410.36$130.44
$126.00$127.00Aug 14$0.10$0.90$0.109.00$126.10
$123.00$124.00Jul 17$0.13$0.87$0.136.69$123.13
$130.00$135.00Aug 14$0.71$4.29$0.716.04$130.71
$122.00$123.00Jul 17$0.15$0.85$0.155.67$122.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Jul 31$0.32$4.68$0.3214.62$99.68
$100.00$95.00Aug 7$0.38$4.62$0.3812.16$99.62
$100.00$95.00Aug 14$0.41$4.59$0.4111.20$99.59
$100.00$95.00Aug 21$0.53$4.47$0.538.43$99.47
$112.00$111.00Jul 31$0.11$0.89$0.118.09$111.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 174 found (best R:R 32.33, avg 2.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 24$4.85$4.85$0.1532.33$99.85
$95.00$100.00Jul 31$4.85$4.85$0.1532.33$99.85
$100.00$105.00Aug 21$4.83$4.83$0.1728.41$104.83
$95.00$105.00Aug 7$9.53$9.53$0.4720.28$104.53
$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$4.70$4.70$0.3015.67$130.30
$130.00$126.00Jul 24$3.75$3.75$0.2515.00$126.25
$130.00$125.00Jul 31$4.61$4.61$0.3911.82$125.39
$104.00$103.00Jul 17$0.88$0.88$0.127.33$103.12
$117.00$116.00Jul 31$0.88$0.88$0.127.33$116.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.07, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$127.00Jul 17Jul 24$0.08717.2%43.0%
$130.00Jul 17Jul 24$0.10581.6%45.1%
$105.00Jul 17Jul 24$0.12615.7%59.4%
$133.00Jul 17Jul 24$0.20939.1%63.6%
$134.00Jul 17Jul 24$0.21840.2%64.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 17Jul 24$0.07911.2%57.2%
$100.00Jul 17Jul 24$0.08938.2%60.5%
$112.00Jul 17Jul 24$0.23782.2%47.2%
$125.00Jul 17Jul 24$0.28538.7%45.2%
$111.00Jul 17Jul 24$0.32875.6%54.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 98 found (cheapest 0.52% of stock, avg 9.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.00Jul 17$0.46$0.15$0.61$115.39$116.610.52%
$115.00Jul 17$1.01$0.03$1.04$113.96$116.040.89%
$117.00Jul 17$0.05$0.99$1.04$115.96$118.040.89%
$114.00Jul 17$1.71$0.15$1.86$112.14$115.861.60%
$118.00Jul 17$0.04$2.08$2.12$115.88$120.121.82%
$119.00Jul 17$0.01$2.90$2.91$116.09$121.912.50%
$113.00Jul 17$3.10$0.22$3.32$109.68$116.322.85%
$120.00Jul 17$0.01$3.85$3.86$116.14$123.863.32%
$121.00Jul 17$0.01$4.88$4.89$116.11$125.894.20%
$112.00Jul 17$4.14$1.07$5.21$106.79$117.214.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.17% of stock, avg 5.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$116.00Jul 17$0.05$0.15$0.20$115.80$117.20
$117.00$111.00Jul 17$0.05$1.06$1.11$109.89$118.11
$117.00$108.00Jul 17$0.05$1.06$1.11$106.89$118.11
$117.00$112.00Jul 17$0.05$1.07$1.12$110.88$118.12
$117.00$106.00Jul 17$0.05$1.07$1.12$104.88$118.12
$128.00$116.00Jul 17$1.07$0.15$1.22$114.78$129.22
$129.00$116.00Jul 17$1.07$0.15$1.22$114.78$130.22
$131.00$116.00Jul 17$1.07$0.15$1.22$114.78$132.22
$132.00$116.00Jul 17$1.07$0.15$1.22$114.78$133.22
$135.00$95.00Aug 21$1.44$0.58$2.02$92.98$137.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 234 found (best R:R 44.45, avg credit $1.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/100105/110Jul 31$4.89$0.1144.45$95.11$109.89
115/116123/125Aug 14$1.87$0.1314.38$114.13$124.87
119/121128/130Aug 28$1.87$0.1314.38$119.13$129.87
110/111115/117Jul 31$1.86$0.1413.29$109.14$116.86
106/107110/112Jul 24$1.84$0.1611.50$105.16$111.84
107/108110/112Jul 24$1.84$0.1611.50$106.16$111.84
108/109115/117Jul 31$1.82$0.1810.11$107.18$116.82
102/103121/122Aug 7$0.90$0.109.00$102.10$121.90
102/103105/110Aug 7$4.47$0.538.43$98.53$109.47
110/112115/117Aug 7$1.78$0.228.09$110.22$116.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Jul 31$0.08$4.9261.50
$110.00$115.00$120.00Aug 21$0.17$4.8328.41
$95.00$100.00$105.00Jul 31$0.20$4.8024.00
$119.00$120.00$121.00Jul 24$0.06$0.9415.67
$116.00$117.00$118.00Jul 24$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Aug 14$0.05$0.9519.00
$120.00$125.00$130.00Aug 21$0.25$4.7519.00
$107.00$108.00$109.00Jul 31$0.06$0.9415.67
$119.00$120.00$121.00Jul 31$0.07$0.9313.29
$114.00$115.00$116.00Aug 7$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 99 found (best net $-3.12, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Aug 7-$3.12$6.88
$130.00$135.001:2Aug 7-$0.28$4.72
$130.00$135.001:2Aug 14-$0.28$4.72
$130.00$135.001:2Aug 21-$0.60$4.40
$130.00$135.001:2Aug 28-$0.73$4.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$110.001:2Aug 28-$0.35$6.65
$100.00$95.001:2Aug 21-$0.05$4.95
$105.00$100.001:2Aug 21-$0.11$4.89
$110.00$105.001:2Aug 21-$0.64$4.36
$100.00$95.001:2Aug 28-$1.06$3.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 5.54%, avg 1.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Aug 28$6.450.520.6%5.54%6.12%14
$118.00Aug 28$6.150.491.4%5.29%6.72%--21
$117.00Aug 14$5.500.500.6%4.73%5.30%1111
$120.00Aug 28$5.150.463.1%4.43%7.58%1180
$120.00Aug 21$5.050.453.1%4.34%7.50%4373.5K
$118.00Aug 14$4.800.471.4%4.13%5.56%2346
$121.00Aug 28$4.700.444.0%4.04%8.05%130
$119.00Aug 14$4.650.442.3%4.00%6.29%248
$122.00Aug 28$4.400.424.9%3.78%8.66%1339
$118.00Aug 7$4.150.471.4%3.57%5.00%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 11,752
Total Puts 11,212
Put/Call Ratio 0.95
Net Difference 540

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 94,957
Total Puts 61,015
Average Put/Call Ratio 0.78
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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