NEW Tour v251
PAYX
PAYCHEX INC
$102.71 +4.45%
$102.70 (-0.01%)🌙
as of 07/01 06:51 PM
7/1 18:51

Option Volume

Detail
Current (07/01) 1,485
Calls: 965 (65%)
Puts: 520 (35%)
Prior (06/30) 626
Calls: 318 (51%)
Puts: 308 (49%)
Current vs Prior +137.22%
Calls: +203.46% (Calls)
Puts: +68.83% (Puts)
Prior 7-Day Total 24,890
Calls: 11,265 (45%)
Puts: 13,625 (55%)
Prior 7-Day Average 3,555
Calls: 1,609 (45%)
Puts: 1,946 (55%)
Current vs Prior 7-Day Avg -58.24%
Calls: -40.04%
Puts: -73.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $424.2K
Calls: $304.3K (72%)
Puts: $119.9K (28%)
Prior (06/30) $127.9K
Calls: $58.2K (46%)
Puts: $69.7K (54%)
Current vs Prior +231.57%
Calls: +422.48%
Puts: +72.02%
Prior 7-Day Total $4.92M
Calls: $2.03M (41%)
Puts: $2.89M (59%)
Prior 7-Day Average $702.7K
Calls: $289.6K (41%)
Puts: $413.1K (59%)
Current vs Prior 7-Day Avg -39.63%
Calls: +5.08%
Puts: -70.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.54
Prior (06/30) 0.97
Current vs Prior -44.36%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg -60.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 28,631
Calls: 17,941 (63%)
Puts: 10,690 (37%)
Prior (06/30) 19,331
Calls: 9,985 (52%)
Puts: 9,346 (48%)
Current vs Prior +48.11%
Prior 7-Day Total 177,859
Calls: 104,234 (59%)
Puts: 73,625 (41%)
Prior 7-Day Average 25,408
Calls: 14,890 (59%)
Puts: 10,517 (41%)
Current vs Prior 7-Day Avg +12.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 7.50% | 11.93%
Prior 5.27% | 9.05%
Current vs Prior +42.31% | +31.77%
Prior 7-Day Avg 6.49% | 10.31%
Current vs 7-Day Avg +15.59% | +15.63%
Prior 7-Day Eod 5.27% | 9.05%
Current vs 7-Day Eod +42.31% | +31.77%
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 16.19% | 26.64%
Calls: 17.36% | 24.24%
Puts: 15.01% | 29.04%
Current vs 7-Day Avg -35.13% | -15.01%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($304.3K). Massive premium surge with dollar volume up 232% vs prior. Unusually high activity with volume up 137% vs prior - elevated interest. Bullish P/C ratio of 0.54.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 173.904.30$4.109.8%860.681.6K
PUTS (0)
No puts meet the criteria

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. 3 found (avg delta 0.73, highest 0.88)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 177.508.50$8.0012.5%650.88323
$100.00Jul 173.904.30$4.109.8%860.681.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 173.303.90$3.6016.7%70.62143

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 667, top 141)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 171.401.90$1.6530.3%1410.382.3K
$100.00Jul 173.904.30$4.109.8%860.681.6K
$95.00Jul 177.508.50$8.0012.5%650.88323
$110.00Jul 170.350.50$0.4334.9%530.142.9K
$120.00Jul 170.000.10$0.05200.0%300.0294
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 170.300.65$0.4872.9%1110.13906
$100.00Jul 171.151.70$1.4238.7%1090.32914
$90.00Jul 170.100.40$0.25120.0%250.062.8K
$105.00Jul 173.303.90$3.6016.7%70.62143
$85.00Jul 170.000.15$0.08187.5%40.021.0K

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. 7 found (best R:R 28.41, avg 10.44)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Jul 17$0.33$4.67$0.3314.15$110.33
$105.00$110.00Jul 17$1.22$3.78$1.223.10$106.22
$100.00$105.00Jul 17$2.45$2.55$2.451.04$102.45
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Jul 17$0.17$4.83$0.1728.41$89.83
$95.00$90.00Jul 17$0.23$4.77$0.2320.74$94.77
$100.00$95.00Jul 17$0.94$4.06$0.944.32$99.06
$105.00$100.00Jul 17$2.18$2.82$2.181.29$102.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 3.55, avg 0.75)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 17$3.90$3.90$1.103.55$98.90
$100.00$105.00Jul 17$2.45$2.45$2.550.96$102.45
$105.00$110.00Jul 17$1.22$1.22$3.780.32$106.22
$110.00$115.00Jul 17$0.33$0.33$4.670.07$110.33
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$100.00Jul 17$2.18$2.18$2.820.77$102.82
$100.00$95.00Jul 17$0.94$0.94$4.060.23$99.06
$95.00$90.00Jul 17$0.23$0.23$4.770.05$94.77
$90.00$85.00Jul 17$0.17$0.17$4.830.04$89.83

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. 3 found (cheapest 5.11% of stock, avg 6.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Jul 17$1.65$3.60$5.25$99.75$110.255.11%
$100.00Jul 17$4.10$1.42$5.52$94.48$105.525.37%
$95.00Jul 17$8.00$0.48$8.48$86.52$103.488.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.66% of stock, avg 1.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$90.00Jul 17$0.43$0.25$0.68$89.32$110.68
$110.00$95.00Jul 17$0.43$0.48$0.91$94.09$110.91
$110.00$100.00Jul 17$0.43$1.42$1.85$98.15$111.85
$105.00$90.00Jul 17$1.65$0.25$1.90$88.10$106.90
$105.00$95.00Jul 17$1.65$0.48$2.13$92.87$107.13
$105.00$100.00Jul 17$1.65$1.42$3.07$96.93$108.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 4.38, avg credit $1.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/9095/100Jul 17$4.07$0.934.38$85.93$99.07
90/95100/105Jul 17$2.68$2.321.16$92.32$102.68
85/90100/105Jul 17$2.62$2.381.10$87.38$102.62
100/105110/115Jul 17$2.51$2.491.01$102.49$112.51
95/100105/110Jul 17$2.16$2.840.76$97.84$107.16
90/95105/110Jul 17$1.45$3.550.41$93.55$106.45
85/90105/110Jul 17$1.39$3.610.39$88.61$106.39
95/100110/115Jul 17$1.27$3.730.34$98.73$111.27
90/95110/115Jul 17$0.56$4.440.13$94.44$110.56
85/90110/115Jul 17$0.50$4.500.11$89.50$110.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 17$0.10$4.9049.00
$110.00$115.00$120.00Jul 17$0.28$4.7216.86
$105.00$110.00$115.00Jul 17$0.89$4.114.62
$100.00$105.00$110.00Jul 17$1.23$3.773.07
$95.00$100.00$105.00Jul 17$1.45$3.552.45
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$85.00$90.00$95.00Jul 17$0.06$4.9482.33
$90.00$95.00$100.00Jul 17$0.71$4.296.04
$95.00$100.00$105.00Jul 17$1.24$3.763.03

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $--, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Jul 17$0.00$5.00
$120.00$125.001:2Jul 17-$0.15$4.85
$95.00$100.001:2Jul 17-$0.20$4.80
$110.00$115.001:2Jul 17$0.23$4.77
$105.00$110.001:2Jul 17$0.79$4.21
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 17-$0.02$4.98
$90.00$85.001:2Jul 17$0.09$4.91
$100.00$95.001:2Jul 17$0.46$4.54
$105.00$100.001:2Jul 17$0.76$4.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.36%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Jul 17$1.400.382.2%1.36%3.59%1412.3K
$110.00Jul 17$0.350.147.1%0.34%7.44%532.9K

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 965
Total Puts 520
Put/Call Ratio 0.54
Net Difference 445

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,265
Total Puts 13,625
Average Put/Call Ratio 1.36
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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