NEW Tour v246
PAYX
PAYCHEX INC
$98.33 -1.48%
$98.87 (+0.55%)🌙
as of 06/30 06:46 PM
6/30 18:46

Option Volume

Detail
Current (06/30) 626
Calls: 318 (51%)
Puts: 308 (49%)
Prior (06/29) 1,305
Calls: 953 (73%)
Puts: 352 (27%)
Current vs Prior -52.03%
Calls: -66.63% (Calls)
Puts: -12.50% (Puts)
Prior 7-Day Total 26,131
Calls: 11,569 (44%)
Puts: 14,562 (56%)
Prior 7-Day Average 3,733
Calls: 1,652 (44%)
Puts: 2,080 (56%)
Current vs Prior 7-Day Avg -83.23%
Calls: -80.76%
Puts: -85.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $127.9K
Calls: $58.2K (46%)
Puts: $69.7K (54%)
Prior (06/29) $231.1K
Calls: $155.4K (67%)
Puts: $75.8K (33%)
Current vs Prior -44.64%
Calls: -62.51%
Puts: -8.01%
Prior 7-Day Total $5.19M
Calls: $2.13M (41%)
Puts: $3.05M (59%)
Prior 7-Day Average $740.8K
Calls: $304.8K (41%)
Puts: $436.0K (59%)
Current vs Prior 7-Day Avg -82.73%
Calls: -80.89%
Puts: -84.01%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (06/30) 0.97
Prior (06/29) 0.37
Current vs Prior +162.22%
Prior 7-Day Average 1.51
Current vs Prior 7-Day Avg -35.68%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/30) 19,331
Calls: 9,985 (52%)
Puts: 9,346 (48%)
Prior (06/29) 20,739
Calls: 12,091 (58%)
Puts: 8,648 (42%)
Current vs Prior -6.79%
Prior 7-Day Total 183,317
Calls: 107,845 (59%)
Puts: 75,472 (41%)
Prior 7-Day Average 26,188
Calls: 15,406 (59%)
Puts: 10,781 (41%)
Current vs Prior 7-Day Avg -26.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.27% | 9.05%
Prior 4.84% | 10.17%
Current vs Prior +8.86% | -11.00%
Prior 7-Day Avg 7.05% | 10.71%
Current vs 7-Day Avg -25.27% | -15.48%
Prior 7-Day Eod 4.84% | 10.17%
Current vs 7-Day Eod +8.86% | -11.00%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 10.50% | 22.64%
Calls: 12.99% | 24.00%
Puts: 8.00% | 21.28%
Prior 10.50% | 22.64%
Calls: 12.99% | 24.00%
Puts: 8.00% | 21.28%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 16.49% | 29.55%
Calls: 17.76% | 27.95%
Puts: 15.23% | 31.16%
Current vs 7-Day Avg -36.34% | -23.40%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 52% vs prior. P/C ratio rising 162% - increased hedging/bearish positioning.

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

No options available for this category

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. 2 found (avg delta 0.66, highest 0.72)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 173.504.70$4.1029.3%160.72320
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 173.103.70$3.4017.6%1300.60838

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 528, top 130)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 170.450.55$0.5020.0%1170.162.3K
$100.00Jul 171.601.95$1.7819.7%1000.401.6K
$110.00Jul 170.100.20$0.1566.7%220.052.9K
$95.00Jul 173.504.70$4.1029.3%160.72320
$115.00Jul 170.000.15$0.08187.5%20.03796
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 173.103.70$3.4017.6%1300.60838
$90.00Jul 170.250.35$0.3033.3%740.092.8K
$95.00Jul 170.951.15$1.0519.0%610.28874
$80.00Jul 170.000.10$0.05200.0%30.01--
$85.00Jul 170.050.10$0.0862.5%20.031.0K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 21.73, avg 7.65)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Jul 17$0.35$4.65$0.3513.29$105.35
$100.00$105.00Jul 17$1.28$3.72$1.282.91$101.28
$95.00$100.00Jul 17$2.32$2.68$2.321.16$97.32
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Jul 17$0.22$4.78$0.2221.73$89.78
$95.00$90.00Jul 17$0.75$4.25$0.755.67$94.25
$100.00$95.00Jul 17$2.35$2.65$2.351.13$97.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.89, avg 0.40)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 17$2.32$2.32$2.680.87$97.32
$100.00$105.00Jul 17$1.28$1.28$3.720.34$101.28
$105.00$110.00Jul 17$0.35$0.35$4.650.08$105.35
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$95.00Jul 17$2.35$2.35$2.650.89$97.65
$95.00$90.00Jul 17$0.75$0.75$4.250.18$94.25
$90.00$85.00Jul 17$0.22$0.22$4.780.05$89.78

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 5.24% of stock, avg 5.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Jul 17$4.10$1.05$5.15$89.85$100.155.24%
$100.00Jul 17$1.78$3.40$5.18$94.82$105.185.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.46% of stock, avg 1.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$90.00Jul 17$0.15$0.30$0.45$89.55$110.45
$105.00$90.00Jul 17$0.50$0.30$0.80$89.20$105.80
$110.00$95.00Jul 17$0.15$1.05$1.20$93.80$111.20
$105.00$95.00Jul 17$0.50$1.05$1.55$93.45$106.55
$100.00$90.00Jul 17$1.78$0.30$2.08$87.92$102.08
$100.00$95.00Jul 17$1.78$1.05$2.83$92.17$102.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.17, avg credit $1.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/100105/110Jul 17$2.70$2.301.17$97.30$107.70
85/9095/100Jul 17$2.54$2.461.03$87.46$97.54
90/95100/105Jul 17$2.03$2.970.68$92.97$102.03
85/90100/105Jul 17$1.50$3.500.43$88.50$101.50
90/95105/110Jul 17$1.10$3.900.28$93.90$106.10
85/90105/110Jul 17$0.57$4.430.13$89.43$105.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 25.32, cheapest $0.19)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Jul 17$0.28$4.7216.86
$100.00$105.00$110.00Jul 17$0.93$4.074.38
$95.00$100.00$105.00Jul 17$1.04$3.963.81
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$80.00$85.00$90.00Jul 17$0.19$4.8125.32
$75.00$80.00$85.00Jul 17$0.36$4.6412.89
$85.00$90.00$95.00Jul 17$0.53$4.478.43
$90.00$95.00$100.00Jul 17$1.60$3.402.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.01, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Jul 17-$0.01$4.99
$105.00$110.001:2Jul 17$0.20$4.80
$95.00$100.001:2Jul 17$0.54$4.46
$100.00$105.001:2Jul 17$0.78$4.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$80.001:2Jul 17-$0.02$4.98
$80.00$75.001:2Jul 17-$0.71$4.29
$90.00$85.001:2Jul 17$0.14$4.86
$95.00$90.001:2Jul 17$0.45$4.55
$100.00$95.001:2Jul 17$1.30$3.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.63%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Jul 17$1.600.401.7%1.63%3.33%1001.6K
$105.00Jul 17$0.450.166.8%0.46%7.24%1172.3K
$110.00Jul 17$0.100.0511.9%0.10%11.97%222.9K

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 318
Total Puts 308
Put/Call Ratio 0.97
Net Difference 10

Prior's Put/Call Breakdown

Total Calls 953
Total Puts 352
Put/Call Ratio 0.37
Net Difference 601

Prior 7-Day Put/Call Summary

Total Calls 11,569
Total Puts 14,562
Average Put/Call Ratio 1.51
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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