Tour v340
SYY
SYSCO CORP
$80.73 -2.56%
$80.75 (+0.02%)🌙
as of 07/15 07:11 PM
7/15 19:11

Option Volume

Detail
Current (07/15) 1,262
Calls: 447 (35%)
Puts: 815 (65%)
Prior (07/14) 1,474
Calls: 467 (32%)
Puts: 1,007 (68%)
Current vs Prior -14.38%
Calls: -4.28% (Calls)
Puts: -19.07% (Puts)
Prior 7-Day Total 7,231
Calls: 1,720 (24%)
Puts: 5,511 (76%)
Prior 7-Day Average 1,033
Calls: 245 (24%)
Puts: 787 (76%)
Current vs Prior 7-Day Avg +22.17%
Calls: +81.92%
Puts: +3.52%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $322.9K
Calls: $113.9K (35%)
Puts: $209.0K (65%)
Prior (07/14) $140.3K
Calls: $65.1K (46%)
Puts: $75.2K (54%)
Current vs Prior +130.05%
Calls: +74.81%
Puts: +177.89%
Prior 7-Day Total $882.1K
Calls: $494.6K (56%)
Puts: $387.5K (44%)
Prior 7-Day Average $126.0K
Calls: $70.7K (56%)
Puts: $55.4K (44%)
Current vs Prior 7-Day Avg +156.21%
Calls: +61.15%
Puts: +277.52%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 1.82
Prior (07/14) 2.16
Current vs Prior -15.45%
Prior 7-Day Average 1.50
Current vs Prior 7-Day Avg +21.92%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 20,038
Calls: 14,370 (72%)
Puts: 5,668 (28%)
Prior (07/14) 14,131
Calls: 9,285 (66%)
Puts: 4,846 (34%)
Current vs Prior +41.80%
Prior 7-Day Total 79,072
Calls: 59,070 (75%)
Puts: 20,002 (25%)
Prior 7-Day Average 11,296
Calls: 8,438 (75%)
Puts: 2,857 (25%)
Current vs Prior 7-Day Avg +77.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.12% | 8.67%4.12% | 8.67%
Prior 4.04% | 8.30%4.04% | 8.30%
Current vs Prior +2.01% | +4.42%+2.01% | +4.42%
Prior 7-Day Avg 4.62% | 8.49%4.62% | 8.49%
Current vs 7-Day Avg -10.76% | +2.09%-10.76% | +2.09%
Prior 7-Day Eod 4.04% | 8.30%4.04% | 8.30%
Current vs 7-Day Eod +2.01% | +4.42%+2.01% | +4.42%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 11.01% | 8.28%
Calls: 11.11% | 5.12%
Puts: 10.91% | 11.43%
Prior 11.01% | 8.28%
Calls: 11.11% | 5.12%
Puts: 10.91% | 11.43%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 11.01% | 8.28%
Calls: 11.11% | 5.12%
Puts: 10.91% | 11.43%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($209.0K). Massive premium surge with dollar volume up 130% vs prior. Dollar volume significantly above 7-day average (156% higher). Extreme bearish P/C ratio of 1.82 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 8.6%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 213.203.50$3.359.0%80.562.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 213.503.80$3.658.2%120.5853

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. 5 found (avg delta 0.68, highest 0.86)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Aug 218.5010.10$9.3017.2%30.86--
$80.00Jul 171.001.40$1.2033.3%100.63154
$80.00Aug 213.203.50$3.359.0%80.562.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Jul 171.652.60$2.1344.6%10.7976
$82.50Aug 213.503.80$3.658.2%120.5853

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 738, top 512)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 210.600.80$0.7028.6%490.19949
$85.00Aug 211.151.45$1.3023.1%230.301.7K
$82.50Aug 211.752.30$2.0327.1%170.41877
$85.00Jul 170.000.30$0.15200.0%140.10--
$80.00Jul 171.001.40$1.2033.3%100.63154
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 212.252.55$2.4012.5%5120.44158
$77.50Jul 170.050.20$0.13115.4%350.10190
$80.00Jul 170.350.75$0.5572.7%250.383.2K
$82.50Aug 213.503.80$3.658.2%120.5853
$75.00Aug 210.801.05$0.9326.9%100.211.2K

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 78.4%, max 156.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 17Aug 2155.7%28.4%95.9%371.7K
$80.00Jul 17Aug 2135.7%26.7%33.9%182.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Jul 17Aug 2189.5%34.9%156.0%3178
$75.00Jul 17Aug 2168.6%29.6%131.5%121.2K
$77.50Jul 17Aug 2143.6%27.9%56.1%36190
$82.50Jul 17Aug 2139.1%27.6%41.8%13129
$80.00Jul 17Aug 2135.7%26.7%33.9%5373.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 49.00, avg 8.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.50$90.00Aug 21$0.27$2.23$0.278.26$87.77
$80.00$85.00Jul 17$1.05$3.95$1.053.76$81.05
$85.00$87.50Aug 21$0.60$1.90$0.603.17$85.60
$82.50$85.00Aug 21$0.73$1.77$0.732.42$83.23
$80.00$82.50Aug 21$1.32$1.18$1.320.89$81.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$70.00Jul 17$0.10$4.90$0.1049.00$74.90
$70.00$67.50Aug 21$0.15$2.35$0.1515.67$69.85
$72.50$70.00Aug 21$0.23$2.27$0.239.87$72.27
$75.00$72.50Aug 21$0.30$2.20$0.307.33$74.70
$80.00$77.50Jul 17$0.42$2.08$0.424.95$79.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 3.84, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.50$80.00Aug 21$5.95$5.95$1.553.84$78.45
$80.00$82.50Aug 21$1.32$1.32$1.181.12$81.32
$82.50$85.00Aug 21$0.73$0.73$1.770.41$83.23
$85.00$87.50Aug 21$0.60$0.60$1.900.32$85.60
$80.00$85.00Jul 17$1.05$1.05$3.950.27$81.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$82.50$80.00Jul 17$1.58$1.58$0.921.72$80.92
$82.50$80.00Aug 21$1.25$1.25$1.251.00$81.25
$80.00$77.50Aug 21$0.90$0.90$1.600.56$79.10
$77.50$75.00Aug 21$0.57$0.57$1.930.30$76.93
$80.00$77.50Jul 17$0.42$0.42$2.080.20$79.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $1.32, cheapest $0.37)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Jul 17Aug 21$1.1555.7%28.4%
$80.00Jul 17Aug 21$2.1535.7%26.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 17Aug 21$0.3789.5%34.9%
$75.00Jul 17Aug 21$0.8068.6%29.6%
$77.50Jul 17Aug 21$1.3743.6%27.9%
$82.50Jul 17Aug 21$1.5239.1%27.6%
$80.00Jul 17Aug 21$1.8535.7%26.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 2.17% of stock, avg 7.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Jul 17$1.20$0.55$1.75$78.25$81.752.17%
$82.50Aug 21$2.03$3.65$5.68$76.82$88.187.04%
$80.00Aug 21$3.35$2.40$5.75$74.25$85.757.12%
$72.50Aug 21$9.30$0.63$9.93$62.57$82.4312.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 0.35% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$85.00$77.50Jul 17$0.15$0.13$0.28$77.22$85.28
$85.00$75.00Jul 17$0.15$0.13$0.28$74.72$85.28
$85.00$80.00Jul 17$0.15$0.55$0.70$79.30$85.70
$90.00$70.00Aug 21$0.43$0.40$0.83$69.17$90.83
$90.00$72.50Aug 21$0.43$0.63$1.06$71.44$91.06
$87.50$70.00Aug 21$0.70$0.40$1.10$68.90$88.60
$87.50$72.50Aug 21$0.70$0.63$1.33$71.17$88.83
$90.00$75.00Aug 21$0.43$0.93$1.36$73.64$91.36
$87.50$75.00Aug 21$0.70$0.93$1.63$73.37$89.13
$85.00$70.00Aug 21$1.30$0.40$1.70$68.30$86.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 4.36, avg credit $1.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
68/7072/80Aug 21$6.10$1.404.36$63.90$78.60
75/7880/82Aug 21$1.89$0.613.10$75.61$81.89
80/8285/88Aug 21$1.85$0.652.85$80.65$86.85
78/8082/85Aug 21$1.63$0.871.87$78.37$84.13
72/7580/82Aug 21$1.62$0.881.84$73.38$81.62
70/7280/82Aug 21$1.55$0.951.63$70.95$81.55
80/8288/90Aug 21$1.52$0.981.55$80.98$89.02
78/8085/88Aug 21$1.50$1.001.50$78.50$86.50
68/7080/82Aug 21$1.47$1.031.43$68.53$81.47
75/7882/85Aug 21$1.30$1.201.08$76.20$83.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 34.71, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$82.50$85.00$87.50Aug 21$0.13$2.3718.23
$85.00$87.50$90.00Aug 21$0.33$2.176.58
$80.00$82.50$85.00Aug 21$0.59$1.913.24
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$72.50$75.00Aug 21$0.07$2.4334.71
$67.50$70.00$72.50Aug 21$0.08$2.4230.25
$65.00$70.00$75.00Jul 17$0.25$4.7519.00
$72.50$75.00$77.50Aug 21$0.27$2.238.26
$75.00$77.50$80.00Aug 21$0.33$2.176.58

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 $-0.33, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$87.501:2Aug 21-$0.10$2.40
$87.50$90.001:2Aug 21-$0.16$2.34
$82.50$85.001:2Aug 21-$0.57$1.93
$80.00$82.501:2Aug 21-$0.71$1.79
$72.50$80.001:2Aug 21$2.60$4.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Jul 17-$0.33$4.67
$70.00$67.501:2Aug 21-$0.10$2.40
$77.50$75.001:2Jul 17-$0.13$2.37
$72.50$70.001:2Aug 21-$0.17$2.33
$75.00$72.501:2Aug 21-$0.33$2.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.17%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.50Aug 21$1.750.412.2%2.17%4.36%17877
$85.00Aug 21$1.150.305.3%1.42%6.71%231.7K
$87.50Aug 21$0.600.198.4%0.74%9.13%49949
$90.00Aug 21$0.300.1211.5%0.37%11.85%2658

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 447
Total Puts 815
Put/Call Ratio 1.82
Net Difference -368

Prior's Put/Call Breakdown

Total Calls 467
Total Puts 1,007
Put/Call Ratio 2.16
Net Difference -540

Prior 7-Day Put/Call Summary

Total Calls 1,720
Total Puts 5,511
Average Put/Call Ratio 1.50
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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