Tour v340
PAYX
PAYCHEX INC
$110.00 +0.44%
$110.05 (+0.05%)🌙
as of 07/15 06:59 PM
7/15 18:59

Option Volume

Detail
Current (07/15) 1,540
Calls: 1,249 (81%)
Puts: 291 (19%)
Prior (07/14) 2,570
Calls: 2,156 (84%)
Puts: 414 (16%)
Current vs Prior -40.08%
Calls: -42.07% (Calls)
Puts: -29.71% (Puts)
Prior 7-Day Total 14,517
Calls: 10,464 (72%)
Puts: 4,053 (28%)
Prior 7-Day Average 2,073
Calls: 1,494 (72%)
Puts: 579 (28%)
Current vs Prior 7-Day Avg -25.74%
Calls: -16.45%
Puts: -49.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $658.1K
Calls: $532.2K (81%)
Puts: $125.9K (19%)
Prior (07/14) $1.16M
Calls: $1.07M (92%)
Puts: $96.4K (8%)
Current vs Prior -43.37%
Calls: -50.06%
Puts: +30.61%
Prior 7-Day Total $5.65M
Calls: $4.62M (82%)
Puts: $1.03M (18%)
Prior 7-Day Average $806.8K
Calls: $660.2K (82%)
Puts: $146.6K (18%)
Current vs Prior 7-Day Avg -18.43%
Calls: -19.38%
Puts: -14.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.23
Prior (07/14) 0.19
Current vs Prior +21.33%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -46.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 21,681
Calls: 17,454 (81%)
Puts: 4,227 (19%)
Prior (07/14) 23,052
Calls: 17,451 (76%)
Puts: 5,601 (24%)
Current vs Prior -5.95%
Prior 7-Day Total 160,037
Calls: 122,229 (76%)
Puts: 37,808 (24%)
Prior 7-Day Average 22,862
Calls: 17,461 (76%)
Puts: 5,401 (24%)
Current vs Prior 7-Day Avg -5.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.55% | 7.32%2.55% | 7.32%
Prior 6.24% | 10.27%6.24% | 10.27%
Current vs Prior -59.04% | -28.76%-59.04% | -28.76%
Prior 7-Day Avg 6.17% | 10.32%6.17% | 10.32%
Current vs 7-Day Avg -58.61% | -29.11%-58.61% | -29.11%
Prior 7-Day Eod 6.24% | 10.27%6.24% | 10.27%
Current vs 7-Day Eod -59.04% | -28.76%-59.04% | -28.76%
Sentiment BULLISHBULLISH

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 10.50% | 22.64%
Calls: 12.99% | 24.00%
Puts: 8.00% | 21.28%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($532.2K) vs puts ($125.9K). Below-average activity with volume down 40% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (1,249 calls vs 291 puts). Call-heavy open interest (17,454 calls vs 4,227 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 10 found (avg delta 0.79, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1714.3016.40$15.3513.7%10.99--
$100.00Jul 178.8011.40$10.1025.7%90.991.8K
$105.00Jul 173.107.00$5.0577.2%2580.871.9K
$100.00Aug 219.4012.60$11.0029.1%70.82--
$105.00Aug 215.907.40$6.6522.6%930.67532
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 173.406.40$4.9061.2%10.93--
$120.00Aug 2110.2013.70$11.9529.3%10.87--
$115.00Aug 216.208.90$7.5535.8%10.71--
$110.00Aug 213.505.00$4.2535.3%110.515

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 1.1K, top 370)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 211.351.95$1.6536.4%3700.291.2K
$105.00Jul 173.107.00$5.0577.2%2580.871.9K
$110.00Aug 213.304.30$3.8026.3%1670.491.0K
$105.00Aug 215.907.40$6.6522.6%930.67532
$120.00Aug 210.051.00$0.53179.2%700.12611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 212.003.60$2.8057.1%440.34188
$110.00Jul 170.901.55$1.2352.8%210.46112
$100.00Aug 210.951.85$1.4064.3%170.2095
$105.00Jul 170.000.70$0.35200.0%120.14479
$110.00Aug 213.505.00$4.2535.3%110.515

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 71.9%, max 87.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 17Aug 2163.1%33.7%87.1%3512.4K
$115.00Jul 17Aug 2149.6%27.4%81.2%3812.2K
$100.00Jul 17Aug 2162.5%34.7%80.0%161.8K
$110.00Jul 17Aug 2143.1%30.1%43.2%2023.7K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 17Aug 2163.1%33.7%87.1%56667
$115.00Jul 17Aug 2149.6%27.4%81.2%2--
$110.00Jul 17Aug 2143.1%30.1%43.2%32117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 44.45, avg 7.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$125.00Jul 17$0.22$9.78$0.2244.45$115.22
$115.00$120.00Aug 21$1.12$3.88$1.123.46$116.12
$110.00$115.00Jul 17$1.33$3.67$1.332.76$111.33
$110.00$115.00Aug 21$2.15$2.85$2.151.33$112.15
$105.00$110.00Aug 21$2.85$2.15$2.850.75$107.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.30$4.70$0.3015.67$94.70
$100.00$95.00Aug 21$0.80$4.20$0.805.25$99.20
$110.00$105.00Jul 17$0.88$4.12$0.884.68$109.12
$105.00$100.00Aug 21$1.40$3.60$1.402.57$103.60
$110.00$105.00Aug 21$1.45$3.55$1.452.45$108.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 7.33, avg 1.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 21$4.35$4.35$0.656.69$104.35
$105.00$110.00Jul 17$3.47$3.47$1.532.27$108.47
$105.00$110.00Aug 21$2.85$2.85$2.151.33$107.85
$110.00$115.00Aug 21$2.15$2.15$2.850.75$112.15
$110.00$115.00Jul 17$1.33$1.33$3.670.36$111.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$115.00Aug 21$4.40$4.40$0.607.33$115.60
$115.00$110.00Jul 17$3.67$3.67$1.332.76$111.33
$115.00$110.00Aug 21$3.30$3.30$1.701.94$111.70
$110.00$105.00Aug 21$1.45$1.45$3.550.41$108.55
$105.00$100.00Aug 21$1.40$1.40$3.600.39$103.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.03, cheapest $0.90)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$0.9062.5%34.7%
$115.00Jul 17Aug 21$1.4049.6%27.4%
$105.00Jul 17Aug 21$1.6063.1%33.7%
$110.00Jul 17Aug 21$2.2243.1%30.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 17Aug 21$2.4563.1%33.7%
$115.00Jul 17Aug 21$2.6549.6%27.4%
$110.00Jul 17Aug 21$3.0243.1%30.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.55% of stock, avg 7.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$1.58$1.23$2.81$107.19$112.812.55%
$115.00Jul 17$0.25$4.90$5.15$109.85$120.154.68%
$105.00Jul 17$5.05$0.35$5.40$99.60$110.404.91%
$110.00Aug 21$3.80$4.25$8.05$101.95$118.057.32%
$115.00Aug 21$1.65$7.55$9.20$105.80$124.208.36%
$105.00Aug 21$6.65$2.80$9.45$95.55$114.458.59%
$100.00Aug 21$11.00$1.40$12.40$87.60$112.4011.27%
$120.00Aug 21$0.53$11.95$12.48$107.52$132.4811.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 0.55% of stock, avg 2.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$105.00Jul 17$0.25$0.35$0.60$104.40$115.60
$120.00$90.00Aug 21$0.53$0.30$0.83$89.17$120.83
$120.00$95.00Aug 21$0.53$0.60$1.13$93.87$121.13
$115.00$110.00Jul 17$0.25$1.23$1.48$108.52$116.48
$120.00$100.00Aug 21$0.53$1.40$1.93$98.07$121.93
$115.00$90.00Aug 21$1.65$0.30$1.95$88.05$116.95
$115.00$95.00Aug 21$1.65$0.60$2.25$92.75$117.25
$115.00$100.00Aug 21$1.65$1.40$3.05$96.95$118.05
$120.00$105.00Aug 21$0.53$2.80$3.33$101.67$123.33
$110.00$90.00Aug 21$3.80$0.30$4.10$85.90$114.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 13.29, avg credit $2.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/95100/105Aug 21$4.65$0.3513.29$90.35$104.65
95/100105/110Aug 21$3.65$1.352.70$96.35$108.65
100/105110/115Aug 21$3.55$1.452.45$101.45$113.55
90/95105/110Aug 21$3.15$1.851.70$91.85$108.15
95/100110/115Aug 21$2.95$2.051.44$97.05$112.95
105/110115/120Aug 21$2.57$2.431.06$107.43$117.57
100/105115/120Aug 21$2.52$2.481.02$102.48$117.52
90/95110/115Aug 21$2.45$2.550.96$92.55$112.45
95/100115/120Aug 21$1.92$3.080.62$98.08$116.92
90/95115/120Aug 21$1.42$3.580.40$93.58$116.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Jul 17$0.20$4.8024.00
$105.00$110.00$115.00Aug 21$0.70$4.306.14
$110.00$115.00$120.00Aug 21$1.03$3.973.85
$100.00$105.00$110.00Aug 21$1.50$3.502.33
$100.00$105.00$110.00Jul 17$1.58$3.422.16
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.05$4.9599.00
$90.00$95.00$100.00Aug 21$0.50$4.509.00
$95.00$100.00$105.00Aug 21$0.60$4.407.33
$110.00$115.00$120.00Aug 21$1.10$3.903.55
$105.00$110.00$115.00Aug 21$1.85$3.151.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $--, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Jul 17$0.00$5.00
$105.00$110.001:2Aug 21-$0.95$4.05
$100.00$105.001:2Aug 21-$2.30$2.70
$95.00$100.001:2Jul 17-$4.85$0.15
$115.00$125.001:2Jul 17$0.19$9.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21$0.00$5.00
$105.00$100.001:2Aug 21$0.00$5.00
$115.00$110.001:2Aug 21-$0.95$4.05
$110.00$105.001:2Aug 21-$1.35$3.65
$120.00$115.001:2Aug 21-$3.15$1.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 3.00%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Aug 21$3.300.490.0%3.00%3.00%1671.0K
$115.00Aug 21$1.350.294.5%1.23%5.77%3701.2K
$110.00Jul 17$1.000.550.0%0.91%0.91%352.6K

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 1,249
Total Puts 291
Put/Call Ratio 0.23
Net Difference 958

Prior's Put/Call Breakdown

Total Calls 2,156
Total Puts 414
Put/Call Ratio 0.19
Net Difference 1,742

Prior 7-Day Put/Call Summary

Total Calls 10,464
Total Puts 4,053
Average Put/Call Ratio 0.43
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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